Home > Pilgrim Bank > Securities
Pilgrim Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $167,935,000 | 1,147 |
| U.S. Government securities | $151,062,000 | 817 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $151,062,000 | 717 |
| Securities issued by states & political subdivisions | $16,873,000 | 1,968 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,512,000 | 845 |
| Mortgage-backed securities | $148,845,000 | 561 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $148,845,000 | 373 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $87,335,000 | 406 |
| Available-for-sale securities (fair market value) | $80,600,000 | 1,771 |
| Total debt securities | $167,935,000 | 1,131 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $168,650,000 | 1,114 |
| U.S. Government securities | $152,252,000 | 818 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $152,252,000 | 715 |
| Securities issued by states & political subdivisions | $16,398,000 | 1,973 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,130,000 | 864 |
| Mortgage-backed securities | $150,005,000 | 554 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $150,005,000 | 365 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $89,288,000 | 414 |
| Available-for-sale securities (fair market value) | $79,362,000 | 1,760 |
| Total debt securities | $168,650,000 | 1,100 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $174,144,000 | 1,124 |
| U.S. Government securities | $159,014,000 | 808 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $159,014,000 | 702 |
| Securities issued by states & political subdivisions | $15,130,000 | 2,112 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $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 | $109,842,000 | 810 |
| Mortgage-backed securities | $156,565,000 | 541 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $156,565,000 | 364 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $91,999,000 | 405 |
| Available-for-sale securities (fair market value) | $82,145,000 | 1,767 |
| Total debt securities | $174,144,000 | 1,110 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $180,647,000 | 1,134 |
| U.S. Government securities | $165,446,000 | 815 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $165,446,000 | 678 |
| Securities issued by states & political subdivisions | $15,201,000 | 2,156 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| 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 | $110,577,000 | 746 |
| Mortgage-backed securities | $162,818,000 | 556 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $162,818,000 | 366 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $94,520,000 | 415 |
| Available-for-sale securities (fair market value) | $86,127,000 | 1,783 |
| Total debt securities | $180,647,000 | 1,121 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $192,684,000 | 1,083 |
| U.S. Government securities | $179,066,000 | 766 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $179,066,000 | 633 |
| Securities issued by states & political subdivisions | $13,618,000 | 2,311 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $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 | $99,880,000 | 746 |
| Mortgage-backed securities | $176,228,000 | 536 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $176,228,000 | 354 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $96,766,000 | 416 |
| Available-for-sale securities (fair market value) | $95,918,000 | 1,676 |
| Total debt securities | $192,684,000 | 1,073 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $188,300,000 | 1,119 |
| U.S. Government securities | $174,777,000 | 788 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $174,777,000 | 647 |
| Securities issued by states & political subdivisions | $13,523,000 | 2,317 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $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 | $68,048,000 | 937 |
| Mortgage-backed securities | $171,723,000 | 550 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $171,723,000 | 366 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $188,300,000 | 968 |
| Total debt securities | $188,300,000 | 1,105 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $177,594,000 | 1,220 |
| U.S. Government securities | $163,643,000 | 842 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $163,643,000 | 695 |
| Securities issued by states & political subdivisions | $13,951,000 | 2,347 |
| 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 | $66,255,000 | 958 |
| Mortgage-backed securities | $160,168,000 | 589 |
| Certificates of participation in pools of residential mortgages | $160,168,000 | 388 |
| Issued or guaranteed by U.S. | $160,168,000 | 385 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $177,594,000 | 1,079 |
| Total debt securities | $177,594,000 | 1,206 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $165,975,000 | 1,259 |
| U.S. Government securities | $151,555,000 | 901 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $151,555,000 | 757 |
| Securities issued by states & political subdivisions | $14,420,000 | 2,338 |
| 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 | $72,143,000 | 855 |
| Mortgage-backed securities | $147,688,000 | 653 |
| Certificates of participation in pools of residential mortgages | $147,688,000 | 415 |
| Issued or guaranteed by U.S. | $147,688,000 | 413 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $165,975,000 | 1,134 |
| Total debt securities | $165,975,000 | 1,245 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $156,054,000 | 1,287 |
| U.S. Government securities | $140,774,000 | 902 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $140,774,000 | 803 |
| Securities issued by states & political subdivisions | $15,280,000 | 2,326 |
| 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 | $59,702,000 | 1,013 |
| Mortgage-backed securities | $136,298,000 | 692 |
| Certificates of participation in pools of residential mortgages | $136,298,000 | 457 |
| Issued or guaranteed by U.S. | $136,298,000 | 454 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $156,054,000 | 1,181 |
| Total debt securities | $156,054,000 | 1,269 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $150,576,000 | 1,261 |
| U.S. Government securities | $135,168,000 | 870 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $135,168,000 | 791 |
| Securities issued by states & political subdivisions | $15,408,000 | 2,295 |
| 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 | $56,941,000 | 1,015 |
| Mortgage-backed securities | $130,378,000 | 686 |
| Certificates of participation in pools of residential mortgages | $130,378,000 | 450 |
| Issued or guaranteed by U.S. | $130,378,000 | 448 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $150,576,000 | 1,161 |
| Total debt securities | $150,576,000 | 1,244 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $151,766,000 | 1,196 |
| U.S. Government securities | $136,274,000 | 826 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $136,274,000 | 758 |
| Securities issued by states & political subdivisions | $15,492,000 | 2,258 |
| 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 | $58,045,000 | 993 |
| Mortgage-backed securities | $130,813,000 | 663 |
| Certificates of participation in pools of residential mortgages | $130,813,000 | 427 |
| Issued or guaranteed by U.S. | $130,813,000 | 423 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $151,766,000 | 1,095 |
| Total debt securities | $151,766,000 | 1,178 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $180,541,000 | 944 |
| U.S. Government securities | $164,167,000 | 646 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $164,167,000 | 602 |
| Securities issued by states & political subdivisions | $16,374,000 | 2,143 |
| 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 | $59,306,000 | 944 |
| Mortgage-backed securities | $156,984,000 | 537 |
| Certificates of participation in pools of residential mortgages | $154,247,000 | 355 |
| Issued or guaranteed by U.S. | $154,247,000 | 350 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,737,000 | 1,351 |
| Commercial mortgage pass-through securities | $2,737,000 | 895 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $180,541,000 | 866 |
| Total debt securities | $180,541,000 | 933 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $188,810,000 | 841 |
| U.S. Government securities | $172,062,000 | 555 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $172,062,000 | 524 |
| Securities issued by states & political subdivisions | $16,748,000 | 2,076 |
| 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 | $54,598,000 | 990 |
| Mortgage-backed securities | $164,522,000 | 472 |
| Certificates of participation in pools of residential mortgages | $161,596,000 | 300 |
| Issued or guaranteed by U.S. | $161,596,000 | 298 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,926,000 | 1,278 |
| Commercial mortgage pass-through securities | $2,926,000 | 828 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $188,810,000 | 765 |
| Total debt securities | $188,810,000 | 827 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $179,171,000 | 810 |
| U.S. Government securities | $164,981,000 | 548 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $164,981,000 | 518 |
| Securities issued by states & political subdivisions | $14,190,000 | 2,153 |
| 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 | $53,089,000 | 971 |
| Mortgage-backed securities | $157,169,000 | 476 |
| Certificates of participation in pools of residential mortgages | $154,159,000 | 310 |
| Issued or guaranteed by U.S. | $154,159,000 | 306 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,010,000 | 1,233 |
| Commercial mortgage pass-through securities | $3,010,000 | 803 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $179,171,000 | 737 |
| Total debt securities | $179,170,000 | 798 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $172,755,000 | 809 |
| U.S. Government securities | $158,527,000 | 559 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $158,527,000 | 531 |
| Securities issued by states & political subdivisions | $14,228,000 | 2,076 |
| 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 | $52,480,000 | 991 |
| Mortgage-backed securities | $150,462,000 | 490 |
| Certificates of participation in pools of residential mortgages | $147,395,000 | 318 |
| Issued or guaranteed by U.S. | $147,395,000 | 314 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,067,000 | 1,202 |
| Commercial mortgage pass-through securities | $3,067,000 | 782 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $172,755,000 | 743 |
| Total debt securities | $172,755,000 | 800 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $124,736,000 | 1,068 |
| U.S. Government securities | $113,661,000 | 747 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $113,661,000 | 704 |
| Securities issued by states & political subdivisions | $11,075,000 | 2,201 |
| 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 | $61,349,000 | 834 |
| Mortgage-backed securities | $105,301,000 | 662 |
| Certificates of participation in pools of residential mortgages | $105,301,000 | 417 |
| Issued or guaranteed by U.S. | $105,301,000 | 404 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $124,736,000 | 967 |
| Total debt securities | $124,736,000 | 1,052 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $136,389,000 | 975 |
| U.S. Government securities | $131,483,000 | 659 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $131,483,000 | 614 |
| Securities issued by states & political subdivisions | $4,842,000 | 3,025 |
| 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 | $57,489,000 | 863 |
| Mortgage-backed securities | $124,947,000 | 554 |
| Certificates of participation in pools of residential mortgages | $124,947,000 | 348 |
| Issued or guaranteed by U.S. | $124,947,000 | 339 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $136,325,000 | 876 |
| Total debt securities | $136,325,000 | 960 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $133,960,000 | 982 |
| U.S. Government securities | $133,292,000 | 660 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $133,292,000 | 614 |
| Securities issued by states & political subdivisions | $608,000 | 4,052 |
| 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 | $61,691,000 | 820 |
| Mortgage-backed securities | $129,499,000 | 518 |
| Certificates of participation in pools of residential mortgages | $129,499,000 | 322 |
| Issued or guaranteed by U.S. | $129,499,000 | 315 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $133,900,000 | 880 |
| Total debt securities | $133,900,000 | 972 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $173,245,000 | 772 |
| U.S. Government securities | $172,468,000 | 540 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $172,468,000 | 506 |
| Securities issued by states & political subdivisions | $719,000 | 4,069 |
| 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 | $68,210,000 | 766 |
| Mortgage-backed securities | $163,108,000 | 441 |
| Certificates of participation in pools of residential mortgages | $163,108,000 | 271 |
| Issued or guaranteed by U.S. | $163,108,000 | 271 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $173,187,000 | 685 |
| Total debt securities | $173,187,000 | 762 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $168,797,000 | 793 |
| U.S. Government securities | $167,259,000 | 553 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $167,259,000 | 519 |
| Securities issued by states & political subdivisions | $1,485,000 | 3,881 |
| 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 | $74,530,000 | 714 |
| Mortgage-backed securities | $163,135,000 | 433 |
| Certificates of participation in pools of residential mortgages | $163,135,000 | 276 |
| Issued or guaranteed by U.S. | $163,135,000 | 276 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $168,744,000 | 702 |
| Total debt securities | $168,742,000 | 783 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $189,723,000 | 723 |
| U.S. Government securities | $188,202,000 | 504 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $188,202,000 | 478 |
| Securities issued by states & political subdivisions | $1,476,000 | 3,927 |
| 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 | $71,289,000 | 744 |
| Mortgage-backed securities | $184,041,000 | 393 |
| Certificates of participation in pools of residential mortgages | $184,041,000 | 240 |
| Issued or guaranteed by U.S. | $184,041,000 | 239 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $189,678,000 | 635 |
| Total debt securities | $189,678,000 | 714 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $200,466,000 | 681 |
| U.S. Government securities | $198,909,000 | 487 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $198,909,000 | 455 |
| Securities issued by states & political subdivisions | $1,506,000 | 3,961 |
| 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 | $71,391,000 | 744 |
| Mortgage-backed securities | $194,462,000 | 378 |
| Certificates of participation in pools of residential mortgages | $194,462,000 | 229 |
| Issued or guaranteed by U.S. | $194,462,000 | 227 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $200,415,000 | 599 |
| Total debt securities | $200,415,000 | 674 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $192,369,000 | 718 |
| U.S. Government securities | $190,701,000 | 498 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $190,701,000 | 465 |
| Securities issued by states & political subdivisions | $1,623,000 | 3,968 |
| 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 | $75,610,000 | 720 |
| Mortgage-backed securities | $187,564,000 | 383 |
| Certificates of participation in pools of residential mortgages | $187,564,000 | 246 |
| Issued or guaranteed by U.S. | $187,564,000 | 245 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $192,324,000 | 624 |
| Total debt securities | $192,324,000 | 710 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $199,710,000 | 701 |
| U.S. Government securities | $197,878,000 | 487 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $197,878,000 | 458 |
| Securities issued by states & political subdivisions | $1,792,000 | 3,969 |
| 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 | $84,082,000 | 679 |
| Mortgage-backed securities | $194,584,000 | 378 |
| Certificates of participation in pools of residential mortgages | $194,584,000 | 248 |
| Issued or guaranteed by U.S. | $194,584,000 | 247 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $199,670,000 | 608 |
| Total debt securities | $199,670,000 | 691 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $186,565,000 | 757 |
| U.S. Government securities | $184,716,000 | 524 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $184,716,000 | 493 |
| Securities issued by states & political subdivisions | $1,810,000 | 4,026 |
| 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 | $39,000 | 843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,108,000 | 723 |
| Mortgage-backed securities | $181,308,000 | 399 |
| Certificates of participation in pools of residential mortgages | $181,308,000 | 259 |
| Issued or guaranteed by U.S. | $181,308,000 | 257 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $186,565,000 | 660 |
| Total debt securities | $186,526,000 | 748 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $177,067,000 | 810 |
| U.S. Government securities | $175,154,000 | 545 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $175,154,000 | 515 |
| Securities issued by states & political subdivisions | $1,878,000 | 4,071 |
| 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 | $35,000 | 898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,083,000 | 739 |
| Mortgage-backed securities | $171,424,000 | 417 |
| Certificates of participation in pools of residential mortgages | $171,424,000 | 279 |
| Issued or guaranteed by U.S. | $171,424,000 | 278 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $177,067,000 | 703 |
| Total debt securities | $177,032,000 | 799 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $184,891,000 | 782 |
| U.S. Government securities | $182,873,000 | 533 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $182,873,000 | 501 |
| Securities issued by states & political subdivisions | $1,985,000 | 4,078 |
| 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 | $33,000 | 879 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,606,000 | 708 |
| Mortgage-backed securities | $179,051,000 | 406 |
| Certificates of participation in pools of residential mortgages | $179,051,000 | 265 |
| Issued or guaranteed by U.S. | $179,051,000 | 264 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $184,891,000 | 677 |
| Total debt securities | $184,858,000 | 776 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $199,937,000 | 738 |
| U.S. Government securities | $194,021,000 | 506 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $194,021,000 | 480 |
| Securities issued by states & political subdivisions | $5,886,000 | 3,337 |
| 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 | $30,000 | 903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,480,000 | 661 |
| Mortgage-backed securities | $190,005,000 | 394 |
| Certificates of participation in pools of residential mortgages | $190,005,000 | 257 |
| Issued or guaranteed by U.S. | $190,005,000 | 256 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $199,937,000 | 648 |
| Total debt securities | $199,907,000 | 728 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $202,474,000 | 709 |
| U.S. Government securities | $196,576,000 | 492 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $196,576,000 | 463 |
| Securities issued by states & political subdivisions | $5,872,000 | 3,361 |
| 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 | $26,000 | 949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,326,000 | 657 |
| Mortgage-backed securities | $192,445,000 | 378 |
| Certificates of participation in pools of residential mortgages | $192,445,000 | 250 |
| Issued or guaranteed by U.S. | $192,445,000 | 249 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $202,474,000 | 625 |
| Total debt securities | $202,448,000 | 698 |
| 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 | $182,098,000 | 805 |
| U.S. Government securities | $175,963,000 | 548 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $175,963,000 | 522 |
| Securities issued by states & political subdivisions | $6,108,000 | 3,344 |
| 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 | $27,000 | 903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,657,000 | 685 |
| Mortgage-backed securities | $171,392,000 | 420 |
| Certificates of participation in pools of residential mortgages | $171,392,000 | 263 |
| Issued or guaranteed by U.S. | $171,392,000 | 262 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $182,098,000 | 703 |
| Total debt securities | $182,071,000 | 795 |
| 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 | $184,613,000 | 795 |
| U.S. Government securities | $177,520,000 | 557 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $177,520,000 | 529 |
| Securities issued by states & political subdivisions | $7,068,000 | 3,197 |
| 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 | $25,000 | 924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,300,000 | 676 |
| Mortgage-backed securities | $172,756,000 | 423 |
| Certificates of participation in pools of residential mortgages | $172,756,000 | 265 |
| Issued or guaranteed by U.S. | $172,756,000 | 264 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $184,613,000 | 692 |
| Total debt securities | $184,588,000 | 784 |
| 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 | $205,378,000 | 714 |
| U.S. Government securities | $194,401,000 | 523 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $194,401,000 | 495 |
| Securities issued by states & political subdivisions | $10,951,000 | 2,674 |
| 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 | $26,000 | 930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,424,000 | 608 |
| Mortgage-backed securities | $189,426,000 | 398 |
| Certificates of participation in pools of residential mortgages | $189,426,000 | 247 |
| Issued or guaranteed by U.S. | $189,426,000 | 246 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $205,378,000 | 628 |
| Total debt securities | $205,352,000 | 707 |
| 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 | $213,703,000 | 688 |
| U.S. Government securities | $193,804,000 | 519 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $193,804,000 | 497 |
| Securities issued by states & political subdivisions | $19,872,000 | 1,884 |
| 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 | $27,000 | 929 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,386,000 | 704 |
| Mortgage-backed securities | $188,758,000 | 392 |
| Certificates of participation in pools of residential mortgages | $188,758,000 | 239 |
| Issued or guaranteed by U.S. | $188,758,000 | 238 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $213,703,000 | 605 |
| Total debt securities | $213,676,000 | 680 |
| 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 | $215,846,000 | 686 |
| U.S. Government securities | $195,842,000 | 520 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $195,842,000 | 500 |
| Securities issued by states & political subdivisions | $19,981,000 | 1,867 |
| 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 | $23,000 | 964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,938,000 | 728 |
| Mortgage-backed securities | $190,464,000 | 399 |
| Certificates of participation in pools of residential mortgages | $190,464,000 | 240 |
| Issued or guaranteed by U.S. | $190,464,000 | 238 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $215,846,000 | 600 |
| Total debt securities | $215,823,000 | 680 |
| 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 | $236,380,000 | 648 |
| U.S. Government securities | $221,086,000 | 482 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $221,086,000 | 464 |
| Securities issued by states & political subdivisions | $15,271,000 | 2,241 |
| 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 | $23,000 | 977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,553,000 | 780 |
| Mortgage-backed securities | $203,742,000 | 375 |
| Certificates of participation in pools of residential mortgages | $203,742,000 | 222 |
| Issued or guaranteed by U.S. | $203,742,000 | 220 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $236,380,000 | 560 |
| Total debt securities | $236,357,000 | 639 |
| 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 | $249,652,000 | 622 |
| U.S. Government securities | $234,532,000 | 460 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $234,532,000 | 444 |
| Securities issued by states & political subdivisions | $15,098,000 | 2,253 |
| 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 | $22,000 | 999 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,903,000 | 727 |
| Mortgage-backed securities | $199,045,000 | 389 |
| Certificates of participation in pools of residential mortgages | $199,045,000 | 232 |
| Issued or guaranteed by U.S. | $199,045,000 | 230 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $249,652,000 | 533 |
| Total debt securities | $249,630,000 | 612 |
| 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 | $98,663,000 | 1,453 |
| U.S. Government securities | $86,843,000 | 1,125 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $86,843,000 | 1,069 |
| Securities issued by states & political subdivisions | $11,729,000 | 2,614 |
| 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 | $91,000 | 881 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,280,000 | 930 |
| Mortgage-backed securities | $73,407,000 | 857 |
| Certificates of participation in pools of residential mortgages | $73,407,000 | 598 |
| Issued or guaranteed by U.S. | $73,407,000 | 596 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $98,663,000 | 1,284 |
| Total debt securities | $98,572,000 | 1,441 |
| 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 | $126,736,000 | 1,184 |
| U.S. Government securities | $115,671,000 | 881 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $115,671,000 | 844 |
| Securities issued by states & political subdivisions | $10,992,000 | 2,737 |
| 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 | $73,000 | 936 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,735,000 | 900 |
| Mortgage-backed securities | $100,145,000 | 681 |
| Certificates of participation in pools of residential mortgages | $100,145,000 | 442 |
| Issued or guaranteed by U.S. | $100,145,000 | 442 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $126,736,000 | 1,038 |
| Total debt securities | $126,663,000 | 1,169 |
| 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 | $131,329,000 | 1,150 |
| U.S. Government securities | $120,276,000 | 853 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $120,276,000 | 823 |
| Securities issued by states & political subdivisions | $10,982,000 | 2,744 |
| 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 | $71,000 | 968 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,011,000 | 870 |
| Mortgage-backed securities | $104,634,000 | 663 |
| Certificates of participation in pools of residential mortgages | $104,634,000 | 432 |
| Issued or guaranteed by U.S. | $104,634,000 | 431 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $131,329,000 | 1,006 |
| Total debt securities | $131,258,000 | 1,139 |
| 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 | $142,302,000 | 1,081 |
| U.S. Government securities | $131,232,000 | 795 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $131,232,000 | 763 |
| Securities issued by states & political subdivisions | $10,996,000 | 2,748 |
| 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 | $74,000 | 972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,942,000 | 826 |
| Mortgage-backed securities | $111,672,000 | 623 |
| Certificates of participation in pools of residential mortgages | $111,672,000 | 398 |
| Issued or guaranteed by U.S. | $111,672,000 | 397 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $142,302,000 | 947 |
| Total debt securities | $142,228,000 | 1,070 |
| 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 | $144,616,000 | 1,052 |
| U.S. Government securities | $133,602,000 | 772 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $133,602,000 | 743 |
| Securities issued by states & political subdivisions | $10,939,000 | 2,758 |
| 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 | $75,000 | 977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,689,000 | 817 |
| Mortgage-backed securities | $113,926,000 | 604 |
| Certificates of participation in pools of residential mortgages | $113,926,000 | 384 |
| Issued or guaranteed by U.S. | $113,926,000 | 384 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $144,616,000 | 920 |
| Total debt securities | $144,541,000 | 1,044 |
| 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 | $137,602,000 | 1,112 |
| U.S. Government securities | $126,508,000 | 811 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $126,508,000 | 784 |
| Securities issued by states & political subdivisions | $11,028,000 | 2,751 |
| 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 | $66,000 | 1,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,602,000 | 803 |
| Mortgage-backed securities | $105,530,000 | 640 |
| Certificates of participation in pools of residential mortgages | $105,530,000 | 424 |
| Issued or guaranteed by U.S. | $105,530,000 | 423 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $137,602,000 | 980 |
| Total debt securities | $137,536,000 | 1,097 |
| 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 | $132,610,000 | 1,152 |
| U.S. Government securities | $120,079,000 | 846 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $120,079,000 | 818 |
| Securities issued by states & political subdivisions | $12,469,000 | 2,533 |
| 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 | $62,000 | 1,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,300,000 | 831 |
| Mortgage-backed securities | $103,150,000 | 679 |
| Certificates of participation in pools of residential mortgages | $103,150,000 | 442 |
| Issued or guaranteed by U.S. | $103,150,000 | 441 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $132,610,000 | 1,029 |
| Total debt securities | $132,548,000 | 1,139 |
| 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 | $125,243,000 | 1,233 |
| U.S. Government securities | $112,323,000 | 931 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $112,323,000 | 903 |
| Securities issued by states & political subdivisions | $12,862,000 | 2,493 |
| 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 | $58,000 | 1,035 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,517,000 | 892 |
| Mortgage-backed securities | $101,736,000 | 703 |
| Certificates of participation in pools of residential mortgages | $101,736,000 | 453 |
| Issued or guaranteed by U.S. | $101,736,000 | 452 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $125,243,000 | 1,117 |
| Total debt securities | $125,185,000 | 1,218 |
| 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 | $117,717,000 | 1,274 |
| U.S. Government securities | $102,881,000 | 981 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $102,881,000 | 943 |
| Securities issued by states & political subdivisions | $14,785,000 | 2,234 |
| 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 | $51,000 | 1,027 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,623,000 | 887 |
| Mortgage-backed securities | $92,261,000 | 749 |
| Certificates of participation in pools of residential mortgages | $92,261,000 | 482 |
| Issued or guaranteed by U.S. | $92,261,000 | 480 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $117,717,000 | 1,150 |
| Total debt securities | $117,666,000 | 1,260 |
| 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 | $124,225,000 | 1,223 |
| U.S. Government securities | $106,451,000 | 969 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $106,451,000 | 936 |
| Securities issued by states & political subdivisions | $17,729,000 | 1,952 |
| 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 | $45,000 | 1,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,941,000 | 849 |
| Mortgage-backed securities | $96,978,000 | 752 |
| Certificates of participation in pools of residential mortgages | $96,978,000 | 487 |
| Issued or guaranteed by U.S. | $96,978,000 | 486 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $124,225,000 | 1,100 |
| Total debt securities | $124,180,000 | 1,205 |
| 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 | $119,956,000 | 1,275 |
| U.S. Government securities | $102,362,000 | 1,019 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $102,362,000 | 981 |
| Securities issued by states & political subdivisions | $17,552,000 | 1,901 |
| 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 | $42,000 | 1,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,580,000 | 837 |
| Mortgage-backed securities | $95,230,000 | 795 |
| Certificates of participation in pools of residential mortgages | $95,230,000 | 510 |
| Issued or guaranteed by U.S. | $95,230,000 | 508 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $119,956,000 | 1,155 |
| Total debt securities | $119,914,000 | 1,260 |
| 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 | $151,195,000 | 1,027 |
| U.S. Government securities | $117,746,000 | 919 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $117,746,000 | 895 |
| Securities issued by states & political subdivisions | $33,409,000 | 982 |
| 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 | $40,000 | 1,044 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,180,000 | 746 |
| Mortgage-backed securities | $110,164,000 | 721 |
| Certificates of participation in pools of residential mortgages | $110,164,000 | 450 |
| Issued or guaranteed by U.S. | $110,164,000 | 449 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $151,195,000 | 910 |
| Total debt securities | $151,155,000 | 1,013 |
| 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 | $167,847,000 | 906 |
| U.S. Government securities | $133,360,000 | 795 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $133,360,000 | 777 |
| Securities issued by states & political subdivisions | $34,452,000 | 931 |
| 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 | $35,000 | 1,059 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,070,000 | 693 |
| Mortgage-backed securities | $125,759,000 | 622 |
| Certificates of participation in pools of residential mortgages | $125,759,000 | 377 |
| Issued or guaranteed by U.S. | $125,759,000 | 376 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $167,847,000 | 799 |
| Total debt securities | $167,812,000 | 890 |
| 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 | $154,851,000 | 939 |
| U.S. Government securities | $129,937,000 | 796 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $129,937,000 | 773 |
| Securities issued by states & political subdivisions | $24,884,000 | 1,253 |
| 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 | $30,000 | 1,120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,344,000 | 770 |
| Mortgage-backed securities | $127,145,000 | 609 |
| Certificates of participation in pools of residential mortgages | $127,145,000 | 360 |
| Issued or guaranteed by U.S. | $127,145,000 | 358 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $154,851,000 | 837 |
| Total debt securities | $154,821,000 | 929 |
| 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 | $148,010,000 | 977 |
| U.S. Government securities | $126,863,000 | 817 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $126,863,000 | 788 |
| Securities issued by states & political subdivisions | $21,122,000 | 1,422 |
| 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 | $25,000 | 1,166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,717,000 | 728 |
| Mortgage-backed securities | $126,856,000 | 583 |
| Certificates of participation in pools of residential mortgages | $124,243,000 | 359 |
| Issued or guaranteed by U.S. | $124,243,000 | 357 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,613,000 | 2,562 |
| CMOs issued by government agencies or sponsored agencies | $2,613,000 | 2,339 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $148,010,000 | 863 |
| Total debt securities | $147,985,000 | 966 |
| 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 | $163,683,000 | 882 |
| U.S. Government securities | $142,944,000 | 745 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $142,944,000 | 715 |
| Securities issued by states & political subdivisions | $20,713,000 | 1,406 |
| 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 | $26,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,555,000 | 1,012 |
| Mortgage-backed securities | $134,717,000 | 531 |
| Certificates of participation in pools of residential mortgages | $131,742,000 | 336 |
| Issued or guaranteed by U.S. | $131,742,000 | 334 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,975,000 | 2,394 |
| CMOs issued by government agencies or sponsored agencies | $2,975,000 | 2,171 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $163,683,000 | 779 |
| Total debt securities | $163,657,000 | 871 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,661 |
| Fair value | $3,015,000 | 1,656 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $151,463,000 | 909 |
| U.S. Government securities | $137,536,000 | 734 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $137,536,000 | 699 |
| Securities issued by states & political subdivisions | $13,903,000 | 1,959 |
| 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 | $24,000 | 1,178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,065,000 | 1,178 |
| Mortgage-backed securities | $129,320,000 | 535 |
| Certificates of participation in pools of residential mortgages | $126,285,000 | 336 |
| Issued or guaranteed by U.S. | $126,285,000 | 333 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,035,000 | 2,333 |
| CMOs issued by government agencies or sponsored agencies | $3,035,000 | 2,096 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $151,463,000 | 803 |
| Total debt securities | $151,439,000 | 900 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,519 |
| Fair value | $3,007,000 | 1,525 |
| 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 | $130,526,000 | 1,025 |
| U.S. Government securities | $120,033,000 | 804 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $120,033,000 | 764 |
| Securities issued by states & political subdivisions | $10,469,000 | 2,310 |
| 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 | $24,000 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,332,000 | 1,178 |
| Mortgage-backed securities | $112,995,000 | 595 |
| Certificates of participation in pools of residential mortgages | $109,918,000 | 363 |
| Issued or guaranteed by U.S. | $109,918,000 | 361 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,077,000 | 2,305 |
| CMOs issued by government agencies or sponsored agencies | $3,077,000 | 2,059 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $130,526,000 | 902 |
| Total debt securities | $130,502,000 | 1,013 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 953 |
| Fair value | $6,030,000 | 966 |
| 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 | $127,082,000 | 1,058 |
| U.S. Government securities | $119,521,000 | 809 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $119,521,000 | 779 |
| Securities issued by states & political subdivisions | $7,536,000 | 2,677 |
| 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 | $25,000 | 1,263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,945,000 | 1,160 |
| Mortgage-backed securities | $95,975,000 | 665 |
| Certificates of participation in pools of residential mortgages | $87,923,000 | 445 |
| Issued or guaranteed by U.S. | $87,923,000 | 441 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $8,052,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $8,052,000 | 1,356 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $127,082,000 | 927 |
| Total debt securities | $127,057,000 | 1,045 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 657 |
| Fair value | $9,998,000 | 682 |
| 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 | $122,152,000 | 1,084 |
| U.S. Government securities | $100,876,000 | 923 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $100,876,000 | 887 |
| Securities issued by states & political subdivisions | $21,246,000 | 1,188 |
| 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 | $30,000 | 1,313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,630,000 | 1,258 |
| Mortgage-backed securities | $84,228,000 | 751 |
| Certificates of participation in pools of residential mortgages | $74,545,000 | 528 |
| Issued or guaranteed by U.S. | $74,545,000 | 526 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,683,000 | 1,394 |
| CMOs issued by government agencies or sponsored agencies | $9,683,000 | 1,176 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $122,152,000 | 955 |
| Total debt securities | $122,122,000 | 1,073 |
| Structured notes | ||
| Amortized cost | $2,740,000 | 1,543 |
| Fair value | $2,777,000 | 1,524 |
| 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 | $107,331,000 | 1,200 |
| U.S. Government securities | $78,883,000 | 1,149 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $78,883,000 | 1,108 |
| Securities issued by states & political subdivisions | $28,418,000 | 856 |
| 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 | $30,000 | 1,353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,765,000 | 1,407 |
| Mortgage-backed securities | $61,198,000 | 995 |
| Certificates of participation in pools of residential mortgages | $53,323,000 | 743 |
| Issued or guaranteed by U.S. | $53,323,000 | 736 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $7,875,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $7,875,000 | 1,289 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $107,331,000 | 1,056 |
| Total debt securities | $107,301,000 | 1,186 |
| Structured notes | ||
| Amortized cost | $3,003,000 | 1,163 |
| Fair value | $3,028,000 | 1,156 |
| 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 | $88,984,000 | 1,435 |
| U.S. Government securities | $60,013,000 | 1,462 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $60,013,000 | 1,420 |
| Securities issued by states & political subdivisions | $28,947,000 | 832 |
| 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 | $24,000 | 1,478 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,676,000 | 1,305 |
| Mortgage-backed securities | $37,026,000 | 1,537 |
| Certificates of participation in pools of residential mortgages | $29,958,000 | 1,269 |
| Issued or guaranteed by U.S. | $29,958,000 | 1,259 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $7,068,000 | 1,613 |
| CMOs issued by government agencies or sponsored agencies | $7,068,000 | 1,327 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $88,984,000 | 1,255 |
| Total debt securities | $88,960,000 | 1,407 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $74,319,000 | 1,675 |
| U.S. Government securities | $46,635,000 | 1,772 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $46,635,000 | 1,734 |
| Securities issued by states & political subdivisions | $27,663,000 | 838 |
| 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 | $21,000 | 1,491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,437,000 | 1,359 |
| Mortgage-backed securities | $24,349,000 | 2,073 |
| Certificates of participation in pools of residential mortgages | $19,257,000 | 1,813 |
| Issued or guaranteed by U.S. | $19,257,000 | 1,805 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,092,000 | 1,819 |
| CMOs issued by government agencies or sponsored agencies | $5,092,000 | 1,506 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $74,319,000 | 1,454 |
| Total debt securities | $74,298,000 | 1,648 |
| 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 | $72,480,000 | 1,694 |
| U.S. Government securities | $48,597,000 | 1,720 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $48,597,000 | 1,682 |
| Securities issued by states & political subdivisions | $23,864,000 | 939 |
| 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 | $19,000 | 1,517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,889,000 | 1,402 |
| Mortgage-backed securities | $25,111,000 | 2,063 |
| Certificates of participation in pools of residential mortgages | $19,377,000 | 1,865 |
| Issued or guaranteed by U.S. | $19,377,000 | 1,853 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,734,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $5,734,000 | 1,422 |
| 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) | $72,480,000 | 1,486 |
| Total debt securities | $72,461,000 | 1,670 |
| 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 | $81,263,000 | 1,496 |
| U.S. Government securities | $60,427,000 | 1,425 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $60,427,000 | 1,400 |
| Securities issued by states & political subdivisions | $19,924,000 | 1,105 |
| Other domestic debt securities | $894,000 | 2,388 |
| 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 | $894,000 | 1,612 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $18,000 | 1,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,479,000 | 1,406 |
| Mortgage-backed securities | $39,114,000 | 1,428 |
| Certificates of participation in pools of residential mortgages | $11,036,000 | 2,599 |
| Issued or guaranteed by U.S. | $11,036,000 | 2,584 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $28,078,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $28,078,000 | 513 |
| 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) | $81,263,000 | 1,297 |
| Total debt securities | $81,245,000 | 1,470 |
| Structured notes | ||
| Amortized cost | $3,435,000 | 411 |
| Fair value | $3,200,000 | 428 |
| 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 | $70,792,000 | 1,668 |
| U.S. Government securities | $50,888,000 | 1,615 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $50,888,000 | 1,590 |
| Securities issued by states & political subdivisions | $18,939,000 | 1,133 |
| Other domestic debt securities | $945,000 | 2,294 |
| 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 | $945,000 | 1,539 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $20,000 | 1,668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,587,000 | 1,511 |
| Mortgage-backed securities | $34,298,000 | 1,513 |
| Certificates of participation in pools of residential mortgages | $15,179,000 | 2,056 |
| Issued or guaranteed by U.S. | $15,179,000 | 2,043 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $19,119,000 | 860 |
| CMOs issued by government agencies or sponsored agencies | $19,119,000 | 642 |
| 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) | $70,792,000 | 1,446 |
| Total debt securities | $70,772,000 | 1,649 |
| Structured notes | ||
| Amortized cost | $3,488,000 | 386 |
| Fair value | $3,245,000 | 413 |
| 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 | $69,069,000 | 1,730 |
| U.S. Government securities | $48,016,000 | 1,734 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $48,016,000 | 1,706 |
| Securities issued by states & political subdivisions | $19,716,000 | 1,110 |
| Other domestic debt securities | $1,310,000 | 2,101 |
| 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 | $1,310,000 | 1,416 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $27,000 | 1,808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,594,000 | 1,696 |
| Mortgage-backed securities | $23,050,000 | 2,035 |
| Certificates of participation in pools of residential mortgages | $10,006,000 | 2,638 |
| Issued or guaranteed by U.S. | $10,006,000 | 2,620 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $13,044,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $13,044,000 | 838 |
| 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) | $69,069,000 | 1,506 |
| Total debt securities | $69,042,000 | 1,702 |
| Structured notes | ||
| Amortized cost | $3,854,000 | 378 |
| Fair value | $3,606,000 | 390 |
| 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 | $64,780,000 | 1,832 |
| U.S. Government securities | $43,250,000 | 1,907 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $43,250,000 | 1,866 |
| Securities issued by states & political subdivisions | $20,213,000 | 1,078 |
| Other domestic debt securities | $1,295,000 | 2,025 |
| 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 | $1,295,000 | 1,372 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $22,000 | 1,810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,475,000 | 1,534 |
| Mortgage-backed securities | $22,400,000 | 2,002 |
| Certificates of participation in pools of residential mortgages | $8,617,000 | 2,752 |
| Issued or guaranteed by U.S. | $8,617,000 | 2,740 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $13,783,000 | 1,022 |
| CMOs issued by government agencies or sponsored agencies | $13,783,000 | 806 |
| 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) | $64,780,000 | 1,615 |
| Total debt securities | $64,758,000 | 1,792 |
| Structured notes | ||
| Amortized cost | $1,355,000 | 936 |
| Fair value | $1,135,000 | 1,005 |
| 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 | $59,240,000 | 1,973 |
| U.S. Government securities | $38,100,000 | 2,148 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $38,100,000 | 2,109 |
| Securities issued by states & political subdivisions | $19,444,000 | 1,111 |
| Other domestic debt securities | $1,696,000 | 1,729 |
| 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 | $1,696,000 | 1,162 |
| 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 | $35,521,000 | 1,391 |
| Mortgage-backed securities | $11,620,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $4,694,000 | 3,317 |
| Issued or guaranteed by U.S. | $4,694,000 | 3,302 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,926,000 | 1,393 |
| CMOs issued by government agencies or sponsored agencies | $6,926,000 | 1,148 |
| 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) | $59,240,000 | 1,714 |
| Total debt securities | $59,240,000 | 1,921 |
| Structured notes | ||
| Amortized cost | $2,687,000 | 880 |
| Fair value | $2,484,000 | 925 |
| 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 | $59,379,000 | 1,948 |
| U.S. Government securities | $38,154,000 | 2,153 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $38,154,000 | 2,108 |
| Securities issued by states & political subdivisions | $19,394,000 | 1,080 |
| Other domestic debt securities | $1,831,000 | 1,652 |
| 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 | $1,831,000 | 1,109 |
| 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 | $25,742,000 | 1,781 |
| Mortgage-backed securities | $11,997,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $4,795,000 | 3,131 |
| Issued or guaranteed by U.S. | $4,795,000 | 3,116 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,202,000 | 1,336 |
| CMOs issued by government agencies or sponsored agencies | $7,202,000 | 1,088 |
| 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) | $59,379,000 | 1,681 |
| Total debt securities | $59,379,000 | 1,902 |
| Structured notes | ||
| Amortized cost | $2,729,000 | 1,035 |
| Fair value | $2,623,000 | 1,051 |
| 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 | $57,640,000 | 1,985 |
| U.S. Government securities | $39,127,000 | 2,118 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $39,127,000 | 2,061 |
| Securities issued by states & political subdivisions | $16,628,000 | 1,261 |
| Other domestic debt securities | $1,885,000 | 1,565 |
| 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 | $1,885,000 | 1,056 |
| 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 | $12,301,000 | 3,048 |
| Mortgage-backed securities | $12,429,000 | 2,358 |
| Certificates of participation in pools of residential mortgages | $4,903,000 | 3,031 |
| Issued or guaranteed by U.S. | $4,903,000 | 3,016 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,526,000 | 1,261 |
| CMOs issued by government agencies or sponsored agencies | $7,526,000 | 1,031 |
| 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) | $57,640,000 | 1,710 |
| Total debt securities | $57,640,000 | 1,942 |
| Structured notes | ||
| Amortized cost | $2,791,000 | 1,085 |
| Fair value | $2,652,000 | 1,102 |
| 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 | $45,291,000 | 2,505 |
| U.S. Government securities | $26,219,000 | 3,005 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $26,219,000 | 2,928 |
| Securities issued by states & political subdivisions | $17,057,000 | 1,209 |
| Other domestic debt securities | $2,015,000 | 1,502 |
| 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 | $2,015,000 | 1,009 |
| 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 | $13,949,000 | 2,825 |
| Mortgage-backed securities | $13,307,000 | 2,273 |
| Certificates of participation in pools of residential mortgages | $5,197,000 | 2,956 |
| Issued or guaranteed by U.S. | $5,197,000 | 2,941 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,110,000 | 1,190 |
| CMOs issued by government agencies or sponsored agencies | $8,110,000 | 975 |
| 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) | $45,291,000 | 2,180 |
| Total debt securities | $45,291,000 | 2,460 |
| Structured notes | ||
| Amortized cost | $2,894,000 | 1,114 |
| Fair value | $2,797,000 | 1,124 |
| 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 | $54,289,000 | 2,162 |
| U.S. Government securities | $31,720,000 | 2,613 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $31,720,000 | 2,546 |
| Securities issued by states & political subdivisions | $19,703,000 | 1,017 |
| Other domestic debt securities | $2,866,000 | 1,335 |
| 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 | $2,866,000 | 888 |
| 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 | $22,093,000 | 2,038 |
| Mortgage-backed securities | $20,155,000 | 1,740 |
| Certificates of participation in pools of residential mortgages | $8,819,000 | 2,247 |
| Issued or guaranteed by U.S. | $8,819,000 | 2,234 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $11,336,000 | 982 |
| CMOs issued by government agencies or sponsored agencies | $11,336,000 | 792 |
| 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) | $54,289,000 | 1,862 |
| Total debt securities | $54,289,000 | 2,118 |
| Structured notes | ||
| Amortized cost | $2,994,000 | 1,154 |
| Fair value | $2,910,000 | 1,183 |
| 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 | $57,174,000 | 2,084 |
| U.S. Government securities | $38,519,000 | 2,232 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $38,519,000 | 2,171 |
| Securities issued by states & political subdivisions | $15,205,000 | 1,341 |
| Other domestic debt securities | $3,450,000 | 1,216 |
| 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 | $3,450,000 | 798 |
| 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 | $14,038,000 | 2,801 |
| Mortgage-backed securities | $24,977,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $11,345,000 | 1,939 |
| Issued or guaranteed by U.S. | $11,345,000 | 1,926 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $13,632,000 | 870 |
| CMOs issued by government agencies or sponsored agencies | $13,632,000 | 698 |
| 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) | $57,174,000 | 1,782 |
| Total debt securities | $57,174,000 | 2,040 |
| Structured notes | ||
| Amortized cost | $3,058,000 | 1,179 |
| Fair value | $2,959,000 | 1,223 |
| 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 | $54,386,000 | 2,156 |
| U.S. Government securities | $36,506,000 | 2,343 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $36,506,000 | 2,273 |
| Securities issued by states & political subdivisions | $14,190,000 | 1,427 |
| Other domestic debt securities | $3,690,000 | 1,183 |
| 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 | $3,690,000 | 780 |
| 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 | $15,070,000 | 2,673 |
| Mortgage-backed securities | $23,559,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $11,531,000 | 1,932 |
| Issued or guaranteed by U.S. | $11,531,000 | 1,921 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $12,028,000 | 924 |
| CMOs issued by government agencies or sponsored agencies | $12,028,000 | 755 |
| 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) | $54,386,000 | 1,838 |
| Total debt securities | $54,386,000 | 2,117 |
| Structured notes | ||
| Amortized cost | $3,170,000 | 1,211 |
| Fair value | $3,027,000 | 1,222 |
| 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 | $47,455,000 | 2,476 |
| U.S. Government securities | $33,355,000 | 2,564 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $33,355,000 | 2,498 |
| Securities issued by states & political subdivisions | $10,331,000 | 1,893 |
| Other domestic debt securities | $3,769,000 | 1,200 |
| 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 | $3,769,000 | 808 |
| 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 | $14,687,000 | 2,717 |
| Mortgage-backed securities | $20,059,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | $10,771,000 | 2,059 |
| Issued or guaranteed by U.S. | $10,771,000 | 2,047 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,288,000 | 1,071 |
| CMOs issued by government agencies or sponsored agencies | $9,288,000 | 881 |
| 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) | $47,455,000 | 2,125 |
| Total debt securities | $47,455,000 | 2,427 |
| Structured notes | ||
| Amortized cost | $3,304,000 | 1,209 |
| Fair value | $3,193,000 | 1,216 |
| 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 | $37,439,000 | 2,983 |
| U.S. Government securities | $23,712,000 | 3,358 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $23,712,000 | 3,249 |
| Securities issued by states & political subdivisions | $9,927,000 | 1,953 |
| Other domestic debt securities | $3,800,000 | 1,215 |
| 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 | $3,800,000 | 837 |
| 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 | $13,335,000 | 2,843 |
| Mortgage-backed securities | $10,622,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $8,072,000 | 2,444 |
| Issued or guaranteed by U.S. | $8,072,000 | 2,435 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,550,000 | 1,928 |
| CMOs issued by government agencies or sponsored agencies | $2,550,000 | 1,683 |
| 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) | $37,439,000 | 2,575 |
| Total debt securities | $37,439,000 | 2,938 |
| Structured notes | ||
| Amortized cost | $1,493,000 | 1,904 |
| Fair value | $1,420,000 | 1,937 |
| 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 | $24,698,000 | 4,034 |
| U.S. Government securities | $13,309,000 | 4,836 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,309,000 | 4,703 |
| Securities issued by states & political subdivisions | $7,423,000 | 2,413 |
| Other domestic debt securities | $3,966,000 | 1,213 |
| 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 | $3,966,000 | 851 |
| 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 | $12,852,000 | 2,904 |
| Mortgage-backed securities | $1,419,000 | 5,178 |
| Certificates of participation in pools of residential mortgages | $978,000 | 4,982 |
| Issued or guaranteed by U.S. | $978,000 | 4,964 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $441,000 | 2,934 |
| CMOs issued by government agencies or sponsored agencies | $441,000 | 2,639 |
| 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) | $24,698,000 | 3,488 |
| Total debt securities | $24,699,000 | 3,977 |
| Structured notes | ||
| Amortized cost | $1,529,000 | 1,788 |
| Fair value | $1,486,000 | 1,828 |
| 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 | $30,123,000 | 3,567 |
| U.S. Government securities | $14,451,000 | 4,663 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,451,000 | 4,522 |
| Securities issued by states & political subdivisions | $9,524,000 | 1,999 |
| Other domestic debt securities | $6,148,000 | 988 |
| 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 | $6,148,000 | 665 |
| 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 | $14,629,000 | 2,646 |
| Mortgage-backed securities | $1,935,000 | 4,971 |
| Certificates of participation in pools of residential mortgages | $1,424,000 | 4,728 |
| Issued or guaranteed by U.S. | $1,424,000 | 4,707 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $511,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $511,000 | 2,623 |
| 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) | $30,123,000 | 3,097 |
| Total debt securities | $30,123,000 | 3,520 |
| Structured notes | ||
| Amortized cost | $1,575,000 | 1,770 |
| Fair value | $1,569,000 | 1,770 |
| 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 | $27,781,000 | 3,826 |
| U.S. Government securities | $13,153,000 | 4,966 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,153,000 | 4,822 |
| Securities issued by states & political subdivisions | $8,272,000 | 2,220 |
| Other domestic debt securities | $6,356,000 | 1,005 |
| 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 | $6,356,000 | 697 |
| 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 | $15,594,000 | 2,536 |
| Mortgage-backed securities | $2,423,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $1,506,000 | 4,749 |
| Issued or guaranteed by U.S. | $1,506,000 | 4,734 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $917,000 | 2,683 |
| CMOs issued by government agencies or sponsored agencies | $917,000 | 2,428 |
| 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) | $27,781,000 | 3,310 |
| Total debt securities | $27,781,000 | 3,772 |
| Structured notes | ||
| Amortized cost | $1,034,000 | 2,012 |
| Fair value | $965,000 | 2,293 |
| 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 | $29,617,000 | 3,665 |
| U.S. Government securities | $14,010,000 | 4,825 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,010,000 | 4,675 |
| Securities issued by states & political subdivisions | $9,101,000 | 2,101 |
| Other domestic debt securities | $6,506,000 | 1,015 |
| 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 | $6,506,000 | 713 |
| 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 | $20,182,000 | 2,049 |
| Mortgage-backed securities | $2,643,000 | 4,753 |
| Certificates of participation in pools of residential mortgages | $1,700,000 | 4,652 |
| Issued or guaranteed by U.S. | $1,700,000 | 4,635 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $943,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $943,000 | 2,456 |
| 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) | $29,617,000 | 3,166 |
| Total debt securities | $29,617,000 | 3,603 |
| Structured notes | ||
| Amortized cost | $1,033,000 | 1,960 |
| Fair value | $913,000 | 2,277 |
| 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 | $26,401,000 | 3,952 |
| U.S. Government securities | $10,404,000 | 5,609 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,404,000 | 5,448 |
| Securities issued by states & political subdivisions | $10,152,000 | 1,911 |
| Other domestic debt securities | $5,845,000 | 1,075 |
| 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 | $5,845,000 | 785 |
| 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 | $18,533,000 | 2,163 |
| Mortgage-backed securities | $2,328,000 | 4,928 |
| Certificates of participation in pools of residential mortgages | $1,874,000 | 4,588 |
| Issued or guaranteed by U.S. | $1,874,000 | 4,574 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $454,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $454,000 | 2,808 |
| 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) | $26,401,000 | 3,438 |
| Total debt securities | $26,401,000 | 3,891 |
| 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 | $27,548,000 | 3,909 |
| U.S. Government securities | $9,006,000 | 6,023 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,006,000 | 5,868 |
| Securities issued by states & political subdivisions | $10,230,000 | 1,875 |
| Other domestic debt securities | $8,312,000 | 910 |
| 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 | $8,312,000 | 643 |
| 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 | $19,034,000 | 2,116 |
| Mortgage-backed securities | $1,465,000 | 5,432 |
| Certificates of participation in pools of residential mortgages | $1,465,000 | 4,889 |
| Issued or guaranteed by U.S. | $1,465,000 | 4,876 |
| 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) | $27,548,000 | 3,372 |
| Total debt securities | $27,548,000 | 3,840 |
| 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 | $29,019,000 | 3,761 |
| U.S. Government securities | $9,255,000 | 5,916 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,255,000 | 5,760 |
| Securities issued by states & political subdivisions | $10,398,000 | 1,884 |
| Other domestic debt securities | $9,366,000 | 898 |
| 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 | $9,366,000 | 628 |
| 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 | $19,627,000 | 2,031 |
| Mortgage-backed securities | $1,683,000 | 5,335 |
| Certificates of participation in pools of residential mortgages | $1,683,000 | 4,780 |
| Issued or guaranteed by U.S. | $1,683,000 | 4,766 |
| 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) | $29,019,000 | 3,246 |
| Total debt securities | $29,019,000 | 3,679 |
| 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 | $29,336,000 | 3,779 |
| U.S. Government securities | $8,857,000 | 6,068 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,857,000 | 5,896 |
| Securities issued by states & political subdivisions | $10,902,000 | 1,814 |
| Other domestic debt securities | $9,577,000 | 870 |
| 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 | $9,577,000 | 666 |
| 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 | $18,362,000 | 2,071 |
| Mortgage-backed securities | $1,394,000 | 5,518 |
| Certificates of participation in pools of residential mortgages | $1,394,000 | 4,983 |
| Issued or guaranteed by U.S. | $1,394,000 | 4,965 |
| 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) | $29,336,000 | 3,256 |
| Total debt securities | $29,336,000 | 3,714 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $500,000 | 2,122 |
| 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 | $29,283,000 | 3,702 |
| U.S. Government securities | $9,883,000 | 5,655 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,883,000 | 5,493 |
| Securities issued by states & political subdivisions | $10,281,000 | 1,910 |
| Other domestic debt securities | $9,119,000 | 928 |
| 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 | $9,119,000 | 721 |
| 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 | $17,651,000 | 2,087 |
| Mortgage-backed securities | $1,627,000 | 5,412 |
| Certificates of participation in pools of residential mortgages | $1,627,000 | 4,845 |
| Issued or guaranteed by U.S. | $1,627,000 | 4,825 |
| 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) | $29,283,000 | 3,210 |
| Total debt securities | $29,283,000 | 3,633 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $507,000 | 1,803 |
| 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 | $29,404,000 | 3,604 |
| U.S. Government securities | $9,727,000 | 5,624 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,727,000 | 5,451 |
| Securities issued by states & political subdivisions | $9,979,000 | 1,929 |
| Other domestic debt securities | $9,698,000 | 925 |
| 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 | $9,698,000 | 704 |
| 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 | $17,588,000 | 2,028 |
| Mortgage-backed securities | $1,949,000 | 5,354 |
| Certificates of participation in pools of residential mortgages | $1,949,000 | 4,717 |
| Issued or guaranteed by U.S. | $1,949,000 | 4,700 |
| 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) | $29,404,000 | 3,118 |
| Total debt securities | $29,404,000 | 3,528 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $515,000 | 1,580 |
| 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 | $33,793,000 | 3,219 |
| U.S. Government securities | $12,096,000 | 5,084 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,096,000 | 4,904 |
| Securities issued by states & political subdivisions | $9,518,000 | 1,902 |
| Other domestic debt securities | $12,179,000 | 819 |
| 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 | $12,179,000 | 598 |
| 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 | $18,850,000 | 1,951 |
| Mortgage-backed securities | $2,882,000 | 4,929 |
| Certificates of participation in pools of residential mortgages | $2,340,000 | 4,491 |
| Issued or guaranteed by U.S. | $2,340,000 | 4,474 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $542,000 | 3,469 |
| CMOs issued by government agencies or sponsored agencies | $542,000 | 3,303 |
| 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) | $33,793,000 | 2,778 |
| Total debt securities | $33,793,000 | 3,137 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $505,000 | 1,397 |
| 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 | $33,601,000 | 3,218 |
| U.S. Government securities | $12,642,000 | 4,946 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $12,642,000 | 4,761 |
| Securities issued by states & political subdivisions | $7,549,000 | 2,280 |
| Other domestic debt securities | $5,912,000 | 1,274 |
| 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 | $5,912,000 | 1,038 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $7,498,000 | 529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000 | 7,396 |
| Mortgage-backed securities | $3,422,000 | 4,695 |
| Certificates of participation in pools of residential mortgages | $2,800,000 | 4,251 |
| Issued or guaranteed by U.S. | $2,800,000 | 4,237 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $622,000 | 3,467 |
| CMOs issued by government agencies or sponsored agencies | $622,000 | 3,315 |
| 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) | $33,601,000 | 2,750 |
| Total debt securities | $26,103,000 | 3,807 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $495,000 | 1,333 |
| 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 | $28,895,000 | 3,444 |
| U.S. Government securities | $18,205,000 | 3,797 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $18,205,000 | 3,616 |
| Securities issued by states & political subdivisions | $2,067,000 | 4,285 |
| Other domestic debt securities | $3,519,000 | 1,727 |
| 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 | $3,519,000 | 1,420 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $5,104,000 | 648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,172,000 | 1,892 |
| Mortgage-backed securities | $10,736,000 | 2,753 |
| Certificates of participation in pools of residential mortgages | $8,465,000 | 2,336 |
| Issued or guaranteed by U.S. | $8,465,000 | 2,320 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,271,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $2,271,000 | 2,457 |
| 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) | $28,895,000 | 2,899 |
| Total debt securities | $23,791,000 | 3,927 |
| Structured notes | ||
| Amortized cost | $500,000 | 530 |
| Fair value | $430,000 | 668 |
| 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 | $24,744,000 | 3,974 |
| U.S. Government securities | $17,948,000 | 3,984 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $17,948,000 | 3,719 |
| Securities issued by states & political subdivisions | $1,438,000 | 4,894 |
| Other domestic debt securities | $2,433,000 | 1,764 |
| Privately issued residential mortgage-backed securities | $1,889,000 | 591 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $544,000 | 2,513 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,925,000 | 1,238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,687,000 | 3,039 |
| Mortgage-backed securities | $11,626,000 | 2,141 |
| Certificates of participation in pools of residential mortgages | $8,604,000 | 1,912 |
| Issued or guaranteed by U.S. | $8,604,000 | 1,900 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,022,000 | 1,930 |
| CMOs issued by government agencies or sponsored agencies | $1,133,000 | 2,587 |
| Privately issued | $1,889,000 | 522 |
| 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) | $24,744,000 | 3,235 |
| Total debt securities | $21,819,000 | 4,237 |
| Structured notes | ||
| Amortized cost | $500,000 | 526 |
| Fair value | $370,000 | 695 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $25,591,000 | 4,060 |
| U.S. Government securities | $19,252,000 | 3,973 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $19,252,000 | 3,585 |
| Securities issued by states & political subdivisions | $1,719,000 | 4,864 |
| Other domestic debt securities | $2,105,000 | 1,788 |
| Privately issued residential mortgage-backed securities | $1,566,000 | 661 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $539,000 | 2,330 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $2,515,000 | 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 | $11,772,000 | 2,821 |
| Mortgage-backed securities | $13,523,000 | 2,092 |
| Certificates of participation in pools of residential mortgages | $10,714,000 | 1,802 |
| Issued or guaranteed by U.S. | $10,714,000 | 1,790 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,809,000 | 2,150 |
| CMOs issued by government agencies or sponsored agencies | $1,243,000 | 2,690 |
| Privately issued | $1,566,000 | 586 |
| 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) | $25,591,000 | 3,205 |
| Total debt securities | $23,076,000 | 4,260 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 409 |
| Fair value | $1,108,000 | 420 |
| 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 | $19,908,000 | 4,855 |
| U.S. Government securities | $14,347,000 | 4,911 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $14,347,000 | 4,244 |
| Securities issued by states & political subdivisions | $1,737,000 | 4,971 |
| Other domestic debt securities | $1,902,000 | 1,785 |
| Privately issued residential mortgage-backed securities | $1,388,000 | 644 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $514,000 | 2,194 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,922,000 | 1,565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,077,000 | 3,252 |
| Mortgage-backed securities | $10,954,000 | 2,554 |
| Certificates of participation in pools of residential mortgages | $8,374,000 | 2,212 |
| Issued or guaranteed by U.S. | $8,374,000 | 2,196 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,580,000 | 2,378 |
| CMOs issued by government agencies or sponsored agencies | $1,192,000 | 2,958 |
| Privately issued | $1,388,000 | 545 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $19,908,000 | 3,818 |
| Total debt securities | $17,986,000 | 5,066 |
| Structured notes | ||
| Amortized cost | $1,501,000 | 450 |
| Fair value | $1,390,000 | 510 |
| 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 | $27,792,000 | 3,865 |
| U.S. Government securities | $20,149,000 | 4,067 |
| U.S. Treasury securities | $992,000 | 6,587 |
| U.S. Government agency obligations | $19,157,000 | 3,327 |
| Securities issued by states & political subdivisions | $4,747,000 | 2,856 |
| Other domestic debt securities | $828,000 | 1,972 |
| Privately issued residential mortgage-backed securities | $828,000 | 657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,068,000 | 1,441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,825,000 | 2,933 |
| Mortgage-backed securities | $9,346,000 | 2,749 |
| Certificates of participation in pools of residential mortgages | $6,934,000 | 2,433 |
| Issued or guaranteed by U.S. | $6,607,000 | 2,510 |
| Privately issued | $327,000 | 271 |
| Collaterized mortgage obligations | $2,412,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $1,911,000 | 2,660 |
| Privately issued | $501,000 | 625 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $27,792,000 | 2,783 |
| Total debt securities | $25,724,000 | 4,003 |
| Structured notes | ||
| Amortized cost | $2,602,000 | 578 |
| Fair value | $2,452,000 | 607 |
| 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 | $28,118,000 | 4,112 |
| U.S. Government securities | $19,227,000 | 4,574 |
| U.S. Treasury securities | $2,117,000 | 5,784 |
| U.S. Government agency obligations | $17,110,000 | 3,769 |
| Securities issued by states & political subdivisions | $5,986,000 | 2,449 |
| Other domestic debt securities | $1,142,000 | 1,925 |
| Privately issued residential mortgage-backed securities | $1,142,000 | 694 |
| 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 | NA | NA |
| Equity securities | $1,763,000 | 1,625 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,602,000 | 1,811 |
| Mortgage-backed securities | $7,303,000 | 3,487 |
| Certificates of participation in pools of residential mortgages | $3,428,000 | 3,854 |
| Issued or guaranteed by U.S. | $3,428,000 | 3,831 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,875,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $2,733,000 | 2,568 |
| Privately issued | $1,142,000 | 519 |
| 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) | $28,118,000 | 2,895 |
| Total debt securities | $26,355,000 | 4,226 |
| Structured notes | ||
| Amortized cost | $2,903,000 | 765 |
| Fair value | $2,728,000 | 788 |
| 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 | $25,647,000 | 4,620 |
| U.S. Government securities | $14,798,000 | 5,764 |
| U.S. Treasury securities | $2,153,000 | 6,835 |
| U.S. Government agency obligations | $12,645,000 | 4,716 |
| Securities issued by states & political subdivisions | $6,356,000 | 2,305 |
| Other domestic debt securities | $1,972,000 | 1,836 |
| Privately issued residential mortgage-backed securities | $1,972,000 | 631 |
| 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 | NA | NA |
| Equity securities | $2,521,000 | 1,214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,203,000 | 1,946 |
| Mortgage-backed securities | $8,753,000 | 3,349 |
| Certificates of participation in pools of residential mortgages | $3,604,000 | 3,860 |
| Issued or guaranteed by U.S. | $3,519,000 | 3,877 |
| Privately issued | $85,000 | 462 |
| Collaterized mortgage obligations | $5,149,000 | 2,145 |
| CMOs issued by government agencies or sponsored agencies | $3,262,000 | 2,603 |
| Privately issued | $1,887,000 | 458 |
| 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) | $25,647,000 | 3,238 |
| Total debt securities | $23,126,000 | 4,893 |
| Structured notes | ||
| Amortized cost | $2,604,000 | 1,346 |
| Fair value | $2,404,000 | 1,440 |
| 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 | $27,938,000 | 4,532 |
| U.S. Government securities | $14,591,000 | 6,172 |
| U.S. Treasury securities | $1,302,000 | 9,171 |
| U.S. Government agency obligations | $13,289,000 | 4,389 |
| Securities issued by states & political subdivisions | $9,237,000 | 1,632 |
| Other domestic debt securities | $1,620,000 | 2,231 |
| Privately issued residential mortgage-backed securities | $1,620,000 | 726 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,490,000 | 1,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,373,000 | 1,810 |
| Mortgage-backed securities | $8,600,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $3,104,000 | 4,302 |
| Issued or guaranteed by U.S. | $3,014,000 | 4,345 |
| Privately issued | $90,000 | 464 |
| Collaterized mortgage obligations | $5,496,000 | 2,176 |
| CMOs issued by government agencies or sponsored agencies | $3,966,000 | 2,496 |
| Privately issued | $1,530,000 | 572 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,286,000 | 4,706 |
| Available-for-sale securities (fair market value) | $14,652,000 | 3,635 |
| Total debt securities | $25,448,000 | 4,828 |
| 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 | $27,422,000 | 4,836 |
| U.S. Government securities | $13,979,000 | 6,553 |
| U.S. Treasury securities | $2,959,000 | 7,454 |
| U.S. Government agency obligations | $11,020,000 | 5,220 |
| Securities issued by states & political subdivisions | $10,112,000 | 1,501 |
| Other domestic debt securities | $1,131,000 | 3,140 |
| Privately issued residential mortgage-backed securities | $1,109,000 | 1,147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,000 | 4,959 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,200,000 | 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 | $16,315,000 | 1,800 |
| Mortgage-backed securities | $7,083,000 | 4,412 |
| Certificates of participation in pools of residential mortgages | $3,469,000 | 4,555 |
| Issued or guaranteed by U.S. | $3,469,000 | 4,516 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,614,000 | 3,133 |
| CMOs issued by government agencies or sponsored agencies | $2,505,000 | 3,518 |
| Privately issued | $1,109,000 | 870 |
| 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 | $25,222,000 | 5,052 |
| 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 | $21,166,000 | 5,888 |
| U.S. Government securities | $11,301,000 | 7,497 |
| U.S. Treasury securities | $2,817,000 | 7,766 |
| U.S. Government agency obligations | $8,484,000 | 6,125 |
| Securities issued by states & political subdivisions | $6,126,000 | 2,279 |
| Other domestic debt securities | $1,864,000 | 3,059 |
| Privately issued residential mortgage-backed securities | $599,000 | 2,203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,265,000 | 2,616 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,875,000 | 1,334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,572,000 | 2,206 |
| Mortgage-backed securities | $5,694,000 | 5,142 |
| Certificates of participation in pools of residential mortgages | $4,799,000 | 4,069 |
| Issued or guaranteed by U.S. | $4,799,000 | 4,014 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $895,000 | 5,264 |
| CMOs issued by government agencies or sponsored agencies | $296,000 | 5,917 |
| Privately issued | $599,000 | 1,829 |
| 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 | $19,291,000 | 6,139 |
| 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 |