Home > The Citizens National Bank of Meridian > Securities
The Citizens National Bank of Meridian, Securities
| 2023-12-31 | Rank | |
| Total securities | $422,760,000 | 497 |
| U.S. Government securities | $214,254,000 | 629 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $214,254,000 | 549 |
| Securities issued by states & political subdivisions | $186,089,000 | 221 |
| Other domestic debt securities | $22,417,000 | 673 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $22,417,000 | 176 |
| 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 | $292,340,000 | 379 |
| Mortgage-backed securities | $78,564,000 | 943 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $65,682,000 | 680 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,653,000 | 992 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,229,000 | 1,161 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $198,451,000 | 252 |
| Available-for-sale securities (fair market value) | $224,309,000 | 740 |
| Total debt securities | $422,765,000 | 488 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $427,085,000 | 488 |
| U.S. Government securities | $219,232,000 | 617 |
| U.S. Treasury securities | $10,005,000 | 1,413 |
| U.S. Government agency obligations | $209,227,000 | 559 |
| Securities issued by states & political subdivisions | $185,373,000 | 213 |
| Other domestic debt securities | $22,480,000 | 663 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $22,480,000 | 170 |
| 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 | $268,654,000 | 394 |
| Mortgage-backed securities | $78,976,000 | 918 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $65,611,000 | 673 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,130,000 | 956 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,235,000 | 1,138 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $213,010,000 | 243 |
| Available-for-sale securities (fair market value) | $214,075,000 | 753 |
| Total debt securities | $427,090,000 | 479 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $451,529,000 | 470 |
| U.S. Government securities | $236,710,000 | 592 |
| U.S. Treasury securities | $20,018,000 | 956 |
| U.S. Government agency obligations | $216,692,000 | 551 |
| Securities issued by states & political subdivisions | $192,252,000 | 213 |
| Other domestic debt securities | $22,567,000 | 665 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $22,567,000 | 157 |
| 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 | $251,445,000 | 401 |
| Mortgage-backed securities | $83,489,000 | 911 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $69,420,000 | 663 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,828,000 | 941 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,241,000 | 1,136 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $226,216,000 | 228 |
| Available-for-sale securities (fair market value) | $225,313,000 | 744 |
| Total debt securities | $451,534,000 | 462 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $460,446,000 | 493 |
| U.S. Government securities | $241,026,000 | 599 |
| U.S. Treasury securities | $20,033,000 | 1,012 |
| U.S. Government agency obligations | $220,993,000 | 540 |
| Securities issued by states & political subdivisions | $196,696,000 | 220 |
| Other domestic debt securities | $22,730,000 | 693 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $22,730,000 | 161 |
| 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 | $256,114,000 | 384 |
| Mortgage-backed securities | $86,868,000 | 923 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $72,173,000 | 678 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,447,000 | 947 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,248,000 | 1,160 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $228,757,000 | 237 |
| Available-for-sale securities (fair market value) | $231,695,000 | 763 |
| Total debt securities | $460,446,000 | 484 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $461,616,000 | 502 |
| U.S. Government securities | $241,302,000 | 609 |
| U.S. Treasury securities | $20,049,000 | 1,054 |
| U.S. Government agency obligations | $221,253,000 | 543 |
| Securities issued by states & political subdivisions | $197,416,000 | 228 |
| Other domestic debt securities | $22,898,000 | 698 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $22,898,000 | 171 |
| 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 | $255,464,000 | 350 |
| Mortgage-backed securities | $88,991,000 | 912 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $73,872,000 | 675 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,865,000 | 939 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,254,000 | 1,150 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $231,772,000 | 241 |
| Available-for-sale securities (fair market value) | $229,844,000 | 779 |
| Total debt securities | $461,616,000 | 493 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $466,232,000 | 501 |
| U.S. Government securities | $243,104,000 | 608 |
| U.S. Treasury securities | $20,065,000 | 1,076 |
| U.S. Government agency obligations | $223,039,000 | 539 |
| Securities issued by states & political subdivisions | $200,037,000 | 225 |
| Other domestic debt securities | $23,091,000 | 674 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $23,091,000 | 142 |
| 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 | $248,952,000 | 340 |
| Mortgage-backed securities | $91,584,000 | 897 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $75,729,000 | 667 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,595,000 | 928 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,260,000 | 1,171 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $236,717,000 | 238 |
| Available-for-sale securities (fair market value) | $229,515,000 | 796 |
| Total debt securities | $466,232,000 | 492 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $484,280,000 | 485 |
| U.S. Government securities | $252,228,000 | 601 |
| U.S. Treasury securities | $20,080,000 | 1,061 |
| U.S. Government agency obligations | $232,148,000 | 533 |
| Securities issued by states & political subdivisions | $208,693,000 | 226 |
| Other domestic debt securities | $23,359,000 | 638 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $23,359,000 | 76 |
| 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 | $259,150,000 | 324 |
| Mortgage-backed securities | $93,536,000 | 911 |
| Certificates of participation in pools of residential mortgages | $76,451,000 | 691 |
| Issued or guaranteed by U.S. | $76,451,000 | 682 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $15,818,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $15,818,000 | 907 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,267,000 | 1,649 |
| Commercial mortgage pass-through securities | $1,267,000 | 1,157 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $235,742,000 | 229 |
| Available-for-sale securities (fair market value) | $248,538,000 | 770 |
| Total debt securities | $484,280,000 | 478 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $473,614,000 | 497 |
| U.S. Government securities | $232,608,000 | 636 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $232,608,000 | 542 |
| Securities issued by states & political subdivisions | $217,321,000 | 224 |
| Other domestic debt securities | $23,685,000 | 614 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $23,685,000 | 74 |
| 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 | $214,898,000 | 367 |
| Mortgage-backed securities | $100,140,000 | 879 |
| Certificates of participation in pools of residential mortgages | $81,581,000 | 676 |
| Issued or guaranteed by U.S. | $81,581,000 | 668 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $17,286,000 | 936 |
| CMOs issued by government agencies or sponsored agencies | $17,286,000 | 866 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,273,000 | 1,631 |
| Commercial mortgage pass-through securities | $1,273,000 | 1,150 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $208,419,000 | 222 |
| Available-for-sale securities (fair market value) | $265,195,000 | 734 |
| Total debt securities | $473,614,000 | 490 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $475,200,000 | 480 |
| U.S. Government securities | $221,350,000 | 621 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $221,350,000 | 557 |
| Securities issued by states & political subdivisions | $229,814,000 | 222 |
| Other domestic debt securities | $24,036,000 | 590 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $24,036,000 | 70 |
| 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 | $218,502,000 | 359 |
| Mortgage-backed securities | $109,928,000 | 816 |
| Certificates of participation in pools of residential mortgages | $89,371,000 | 630 |
| Issued or guaranteed by U.S. | $89,371,000 | 620 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $19,278,000 | 835 |
| CMOs issued by government agencies or sponsored agencies | $19,278,000 | 781 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,279,000 | 1,604 |
| Commercial mortgage pass-through securities | $1,279,000 | 1,135 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $185,487,000 | 191 |
| Available-for-sale securities (fair market value) | $289,713,000 | 681 |
| Total debt securities | $475,200,000 | 472 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $398,370,000 | 523 |
| U.S. Government securities | $194,904,000 | 649 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $194,904,000 | 595 |
| Securities issued by states & political subdivisions | $178,982,000 | 272 |
| Other domestic debt securities | $24,484,000 | 558 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $24,484,000 | 68 |
| 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 | $228,900,000 | 336 |
| Mortgage-backed securities | $114,646,000 | 750 |
| Certificates of participation in pools of residential mortgages | $91,646,000 | 593 |
| Issued or guaranteed by U.S. | $91,646,000 | 584 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $21,715,000 | 764 |
| CMOs issued by government agencies or sponsored agencies | $21,715,000 | 722 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,285,000 | 1,625 |
| Commercial mortgage pass-through securities | $1,285,000 | 1,137 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $130,806,000 | 209 |
| Available-for-sale securities (fair market value) | $267,564,000 | 692 |
| Total debt securities | $398,370,000 | 518 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $392,118,000 | 510 |
| U.S. Government securities | $197,159,000 | 606 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $197,159,000 | 561 |
| Securities issued by states & political subdivisions | $170,401,000 | 279 |
| Other domestic debt securities | $24,558,000 | 540 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $24,558,000 | 65 |
| 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 | $235,050,000 | 316 |
| Mortgage-backed securities | $121,468,000 | 695 |
| Certificates of participation in pools of residential mortgages | $94,176,000 | 552 |
| Issued or guaranteed by U.S. | $94,176,000 | 541 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $24,691,000 | 660 |
| CMOs issued by government agencies or sponsored agencies | $24,691,000 | 628 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,601,000 | 1,384 |
| Commercial mortgage pass-through securities | $2,601,000 | 934 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $122,258,000 | 200 |
| Available-for-sale securities (fair market value) | $269,860,000 | 657 |
| Total debt securities | $392,118,000 | 503 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $364,993,000 | 514 |
| U.S. Government securities | $172,846,000 | 619 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $172,846,000 | 574 |
| Securities issued by states & political subdivisions | $167,209,000 | 268 |
| Other domestic debt securities | $24,938,000 | 507 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $24,938,000 | 58 |
| 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 | $212,694,000 | 328 |
| Mortgage-backed securities | $113,454,000 | 696 |
| Certificates of participation in pools of residential mortgages | $82,552,000 | 577 |
| Issued or guaranteed by U.S. | $82,552,000 | 565 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $28,284,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $28,284,000 | 562 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,618,000 | 1,365 |
| Commercial mortgage pass-through securities | $2,618,000 | 910 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $100,680,000 | 211 |
| Available-for-sale securities (fair market value) | $264,313,000 | 617 |
| Total debt securities | $364,993,000 | 504 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $298,582,000 | 559 |
| U.S. Government securities | $124,386,000 | 734 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $124,386,000 | 699 |
| Securities issued by states & political subdivisions | $149,094,000 | 287 |
| Other domestic debt securities | $25,102,000 | 473 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $25,102,000 | 52 |
| 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 | $188,835,000 | 361 |
| Mortgage-backed securities | $109,280,000 | 660 |
| Certificates of participation in pools of residential mortgages | $73,987,000 | 566 |
| Issued or guaranteed by U.S. | $73,987,000 | 557 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $32,656,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $32,656,000 | 513 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,637,000 | 1,309 |
| Commercial mortgage pass-through securities | $2,637,000 | 862 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $97,409,000 | 194 |
| Available-for-sale securities (fair market value) | $201,173,000 | 722 |
| Total debt securities | $298,582,000 | 550 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $295,345,000 | 530 |
| U.S. Government securities | $151,941,000 | 586 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $151,941,000 | 557 |
| Securities issued by states & political subdivisions | $117,999,000 | 335 |
| Other domestic debt securities | $25,405,000 | 451 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $25,405,000 | 50 |
| 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 | $199,400,000 | 339 |
| Mortgage-backed securities | $126,722,000 | 558 |
| Certificates of participation in pools of residential mortgages | $85,916,000 | 476 |
| Issued or guaranteed by U.S. | $85,916,000 | 466 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $38,148,000 | 494 |
| CMOs issued by government agencies or sponsored agencies | $38,148,000 | 463 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,658,000 | 1,285 |
| Commercial mortgage pass-through securities | $2,658,000 | 836 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $102,982,000 | 183 |
| Available-for-sale securities (fair market value) | $192,363,000 | 698 |
| Total debt securities | $295,345,000 | 521 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $303,015,000 | 500 |
| U.S. Government securities | $186,919,000 | 492 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $186,919,000 | 463 |
| Securities issued by states & political subdivisions | $90,579,000 | 416 |
| Other domestic debt securities | $25,517,000 | 441 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $25,517,000 | 49 |
| 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 | $228,035,000 | 302 |
| Mortgage-backed securities | $141,685,000 | 513 |
| Certificates of participation in pools of residential mortgages | $95,207,000 | 445 |
| Issued or guaranteed by U.S. | $95,207,000 | 437 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $43,804,000 | 461 |
| CMOs issued by government agencies or sponsored agencies | $43,804,000 | 427 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,674,000 | 1,267 |
| Commercial mortgage pass-through securities | $2,674,000 | 827 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $107,711,000 | 183 |
| Available-for-sale securities (fair market value) | $195,304,000 | 673 |
| Total debt securities | $303,015,000 | 491 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $295,753,000 | 499 |
| U.S. Government securities | $178,322,000 | 518 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $178,322,000 | 485 |
| Securities issued by states & political subdivisions | $90,286,000 | 373 |
| Other domestic debt securities | $27,145,000 | 406 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $27,145,000 | 50 |
| 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 | $149,289,000 | 411 |
| Mortgage-backed securities | $153,046,000 | 494 |
| Certificates of participation in pools of residential mortgages | $101,058,000 | 433 |
| Issued or guaranteed by U.S. | $101,058,000 | 420 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $48,247,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $48,247,000 | 408 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,741,000 | 1,105 |
| Commercial mortgage pass-through securities | $3,741,000 | 700 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $113,281,000 | 179 |
| Available-for-sale securities (fair market value) | $182,472,000 | 696 |
| Total debt securities | $295,753,000 | 488 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $317,310,000 | 453 |
| U.S. Government securities | $200,836,000 | 475 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $200,836,000 | 447 |
| Securities issued by states & political subdivisions | $88,881,000 | 352 |
| Other domestic debt securities | $27,593,000 | 391 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $27,593,000 | 52 |
| 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 | $152,526,000 | 396 |
| Mortgage-backed securities | $125,965,000 | 544 |
| Certificates of participation in pools of residential mortgages | $71,808,000 | 521 |
| Issued or guaranteed by U.S. | $71,808,000 | 509 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $50,465,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $50,465,000 | 405 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,692,000 | 1,100 |
| Commercial mortgage pass-through securities | $3,692,000 | 703 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $120,594,000 | 186 |
| Available-for-sale securities (fair market value) | $196,716,000 | 623 |
| Total debt securities | $317,310,000 | 443 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $320,676,000 | 449 |
| U.S. Government securities | $202,801,000 | 463 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $202,801,000 | 439 |
| Securities issued by states & political subdivisions | $89,372,000 | 336 |
| Other domestic debt securities | $28,503,000 | 365 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $28,503,000 | 47 |
| 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 | $164,351,000 | 366 |
| Mortgage-backed securities | $117,913,000 | 563 |
| Certificates of participation in pools of residential mortgages | $60,279,000 | 583 |
| Issued or guaranteed by U.S. | $60,279,000 | 569 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $53,902,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $53,902,000 | 381 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,732,000 | 1,081 |
| Commercial mortgage pass-through securities | $3,732,000 | 699 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $124,264,000 | 190 |
| Available-for-sale securities (fair market value) | $196,412,000 | 615 |
| Total debt securities | $320,676,000 | 440 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $287,087,000 | 484 |
| U.S. Government securities | $169,538,000 | 548 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $169,538,000 | 513 |
| Securities issued by states & political subdivisions | $88,464,000 | 351 |
| Other domestic debt securities | $29,085,000 | 338 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $29,085,000 | 45 |
| 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 | $168,558,000 | 363 |
| Mortgage-backed securities | $94,692,000 | 661 |
| Certificates of participation in pools of residential mortgages | $58,345,000 | 603 |
| Issued or guaranteed by U.S. | $58,345,000 | 599 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $32,587,000 | 557 |
| CMOs issued by government agencies or sponsored agencies | $32,587,000 | 527 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,760,000 | 1,060 |
| Commercial mortgage pass-through securities | $3,760,000 | 702 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $122,819,000 | 198 |
| Available-for-sale securities (fair market value) | $164,268,000 | 724 |
| Total debt securities | $287,087,000 | 477 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $278,855,000 | 510 |
| U.S. Government securities | $160,521,000 | 576 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $160,521,000 | 537 |
| Securities issued by states & political subdivisions | $89,127,000 | 355 |
| Other domestic debt securities | $29,207,000 | 329 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $29,207,000 | 44 |
| 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 | $156,430,000 | 394 |
| Mortgage-backed securities | $86,596,000 | 715 |
| Certificates of participation in pools of residential mortgages | $48,679,000 | 681 |
| Issued or guaranteed by U.S. | $48,679,000 | 677 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $34,185,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $34,185,000 | 494 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,732,000 | 1,000 |
| Commercial mortgage pass-through securities | $3,732,000 | 685 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $126,227,000 | 200 |
| Available-for-sale securities (fair market value) | $152,628,000 | 775 |
| Total debt securities | $278,856,000 | 501 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $280,514,000 | 506 |
| U.S. Government securities | $152,441,000 | 605 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $152,441,000 | 570 |
| Securities issued by states & political subdivisions | $95,896,000 | 338 |
| Other domestic debt securities | $32,177,000 | 300 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $32,177,000 | 40 |
| 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 | $163,476,000 | 377 |
| Mortgage-backed securities | $79,976,000 | 754 |
| Certificates of participation in pools of residential mortgages | $41,976,000 | 762 |
| Issued or guaranteed by U.S. | $41,976,000 | 758 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $35,328,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $35,328,000 | 478 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,672,000 | 1,110 |
| Commercial mortgage pass-through securities | $2,672,000 | 785 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $138,021,000 | 204 |
| Available-for-sale securities (fair market value) | $142,493,000 | 831 |
| Total debt securities | $280,094,000 | 500 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $284,659,000 | 504 |
| U.S. Government securities | $154,532,000 | 599 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $154,532,000 | 561 |
| Securities issued by states & political subdivisions | $97,674,000 | 335 |
| Other domestic debt securities | $32,453,000 | 294 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $32,453,000 | 43 |
| 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 | $166,889,000 | 374 |
| Mortgage-backed securities | $82,951,000 | 727 |
| Certificates of participation in pools of residential mortgages | $43,480,000 | 747 |
| Issued or guaranteed by U.S. | $43,480,000 | 744 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $36,797,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $36,797,000 | 454 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,674,000 | 1,086 |
| Commercial mortgage pass-through securities | $2,674,000 | 771 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $141,320,000 | 199 |
| Available-for-sale securities (fair market value) | $143,339,000 | 829 |
| Total debt securities | $284,088,000 | 498 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $290,008,000 | 494 |
| U.S. Government securities | $155,907,000 | 596 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $155,907,000 | 559 |
| Securities issued by states & political subdivisions | $101,343,000 | 342 |
| Other domestic debt securities | $32,758,000 | 306 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $32,758,000 | 44 |
| 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 | $166,667,000 | 384 |
| Mortgage-backed securities | $84,035,000 | 734 |
| Certificates of participation in pools of residential mortgages | $43,985,000 | 774 |
| Issued or guaranteed by U.S. | $43,985,000 | 761 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $38,715,000 | 466 |
| CMOs issued by government agencies or sponsored agencies | $38,715,000 | 442 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,335,000 | 1,303 |
| Commercial mortgage pass-through securities | $1,335,000 | 949 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $140,553,000 | 195 |
| Available-for-sale securities (fair market value) | $149,455,000 | 810 |
| Total debt securities | $289,437,000 | 487 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $298,242,000 | 491 |
| U.S. Government securities | $160,714,000 | 591 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $160,714,000 | 554 |
| Securities issued by states & political subdivisions | $104,323,000 | 329 |
| Other domestic debt securities | $33,205,000 | 280 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $33,205,000 | 43 |
| 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 | $167,492,000 | 386 |
| Mortgage-backed securities | $88,596,000 | 701 |
| Certificates of participation in pools of residential mortgages | $46,607,000 | 759 |
| Issued or guaranteed by U.S. | $46,607,000 | 759 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $40,646,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $40,646,000 | 425 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,343,000 | 1,158 |
| Commercial mortgage pass-through securities | $1,343,000 | 760 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $145,221,000 | 196 |
| Available-for-sale securities (fair market value) | $153,021,000 | 801 |
| Total debt securities | $297,671,000 | 482 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $310,000,000 | 476 |
| U.S. Government securities | $166,419,000 | 568 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $166,419,000 | 535 |
| Securities issued by states & political subdivisions | $109,677,000 | 326 |
| Other domestic debt securities | $33,904,000 | 269 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $33,904,000 | 43 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,816,000 | 382 |
| Mortgage-backed securities | $93,292,000 | 678 |
| Certificates of participation in pools of residential mortgages | $49,654,000 | 738 |
| Issued or guaranteed by U.S. | $49,654,000 | 738 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $42,261,000 | 455 |
| CMOs issued by government agencies or sponsored agencies | $42,261,000 | 429 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,377,000 | 1,135 |
| Commercial mortgage pass-through securities | $1,377,000 | 759 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $151,427,000 | 190 |
| Available-for-sale securities (fair market value) | $158,573,000 | 777 |
| Total debt securities | $309,429,000 | 470 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $319,824,000 | 471 |
| U.S. Government securities | $173,188,000 | 553 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $173,188,000 | 522 |
| Securities issued by states & political subdivisions | $112,333,000 | 315 |
| Other domestic debt securities | $34,303,000 | 265 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $34,303,000 | 46 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,606,000 | 368 |
| Mortgage-backed securities | $99,147,000 | 645 |
| Certificates of participation in pools of residential mortgages | $52,704,000 | 718 |
| Issued or guaranteed by U.S. | $52,704,000 | 718 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $45,039,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $45,039,000 | 411 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,404,000 | 1,121 |
| Commercial mortgage pass-through securities | $1,404,000 | 759 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $156,419,000 | 189 |
| Available-for-sale securities (fair market value) | $163,405,000 | 763 |
| Total debt securities | $319,162,000 | 465 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $337,547,000 | 452 |
| U.S. Government securities | $178,967,000 | 539 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $178,967,000 | 508 |
| Securities issued by states & political subdivisions | $124,136,000 | 288 |
| Other domestic debt securities | $34,444,000 | 273 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $34,444,000 | 47 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,496,000 | 348 |
| Mortgage-backed securities | $104,667,000 | 625 |
| Certificates of participation in pools of residential mortgages | $55,746,000 | 701 |
| Issued or guaranteed by U.S. | $55,746,000 | 700 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $47,502,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $47,502,000 | 402 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,419,000 | 1,087 |
| Commercial mortgage pass-through securities | $1,419,000 | 735 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $170,087,000 | 186 |
| Available-for-sale securities (fair market value) | $167,460,000 | 750 |
| Total debt securities | $336,853,000 | 448 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $344,889,000 | 452 |
| U.S. Government securities | $182,948,000 | 536 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $182,948,000 | 502 |
| Securities issued by states & political subdivisions | $127,285,000 | 281 |
| Other domestic debt securities | $34,656,000 | 280 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $34,656,000 | 43 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,801,000 | 371 |
| Mortgage-backed securities | $109,378,000 | 623 |
| Certificates of participation in pools of residential mortgages | $58,249,000 | 689 |
| Issued or guaranteed by U.S. | $58,249,000 | 689 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $49,722,000 | 421 |
| CMOs issued by government agencies or sponsored agencies | $49,722,000 | 390 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,407,000 | 1,054 |
| Commercial mortgage pass-through securities | $1,407,000 | 708 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $175,824,000 | 182 |
| Available-for-sale securities (fair market value) | $169,065,000 | 760 |
| Total debt securities | $344,185,000 | 445 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $354,378,000 | 431 |
| U.S. Government securities | $187,287,000 | 518 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $187,287,000 | 487 |
| Securities issued by states & political subdivisions | $132,570,000 | 251 |
| Other domestic debt securities | $34,521,000 | 278 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $34,521,000 | 46 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,362,000 | 360 |
| Mortgage-backed securities | $114,352,000 | 587 |
| Certificates of participation in pools of residential mortgages | $60,571,000 | 657 |
| Issued or guaranteed by U.S. | $60,571,000 | 657 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $52,364,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $52,364,000 | 376 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,417,000 | 1,018 |
| Commercial mortgage pass-through securities | $1,417,000 | 678 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $183,808,000 | 171 |
| Available-for-sale securities (fair market value) | $170,570,000 | 746 |
| Total debt securities | $353,742,000 | 424 |
| 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 | $360,943,000 | 426 |
| U.S. Government securities | $220,506,000 | 445 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $220,506,000 | 423 |
| Securities issued by states & political subdivisions | $106,088,000 | 335 |
| Other domestic debt securities | $34,349,000 | 285 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $34,349,000 | 46 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,526,000 | 346 |
| Mortgage-backed securities | $124,493,000 | 547 |
| Certificates of participation in pools of residential mortgages | $66,315,000 | 611 |
| Issued or guaranteed by U.S. | $66,315,000 | 611 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $56,708,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $56,708,000 | 357 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,470,000 | 967 |
| Commercial mortgage pass-through securities | $1,470,000 | 617 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $176,928,000 | 175 |
| Available-for-sale securities (fair market value) | $184,015,000 | 693 |
| Total debt securities | $360,315,000 | 417 |
| 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 | $359,587,000 | 440 |
| U.S. Government securities | $226,443,000 | 440 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $226,443,000 | 420 |
| Securities issued by states & political subdivisions | $98,980,000 | 360 |
| Other domestic debt securities | $34,164,000 | 293 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $34,164,000 | 49 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,242,000 | 356 |
| Mortgage-backed securities | $130,631,000 | 530 |
| Certificates of participation in pools of residential mortgages | $70,122,000 | 581 |
| Issued or guaranteed by U.S. | $70,122,000 | 579 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $60,509,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $60,509,000 | 351 |
| 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) | $180,637,000 | 172 |
| Available-for-sale securities (fair market value) | $178,950,000 | 717 |
| Total debt securities | $358,947,000 | 428 |
| 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 | $300,298,000 | 517 |
| U.S. Government securities | $181,951,000 | 550 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $181,951,000 | 524 |
| Securities issued by states & political subdivisions | $84,437,000 | 409 |
| Other domestic debt securities | $33,910,000 | 291 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $33,910,000 | 49 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,077,000 | 463 |
| Mortgage-backed securities | $138,742,000 | 505 |
| Certificates of participation in pools of residential mortgages | $74,313,000 | 545 |
| Issued or guaranteed by U.S. | $74,313,000 | 544 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $64,429,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $64,429,000 | 345 |
| 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) | $180,482,000 | 172 |
| Available-for-sale securities (fair market value) | $119,816,000 | 1,042 |
| Total debt securities | $299,631,000 | 510 |
| 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 | $307,021,000 | 503 |
| U.S. Government securities | $192,330,000 | 526 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $192,330,000 | 500 |
| Securities issued by states & political subdivisions | $81,033,000 | 430 |
| Other domestic debt securities | $33,658,000 | 286 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $33,658,000 | 50 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,708,000 | 490 |
| Mortgage-backed securities | $139,011,000 | 495 |
| Certificates of participation in pools of residential mortgages | $71,657,000 | 579 |
| Issued or guaranteed by U.S. | $71,657,000 | 578 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $67,354,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $67,354,000 | 337 |
| 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) | $179,957,000 | 176 |
| Available-for-sale securities (fair market value) | $127,064,000 | 995 |
| Total debt securities | $306,328,000 | 499 |
| 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 | $273,867,000 | 561 |
| U.S. Government securities | $171,070,000 | 593 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $171,070,000 | 564 |
| Securities issued by states & political subdivisions | $69,398,000 | 529 |
| Other domestic debt securities | $33,399,000 | 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 | $33,399,000 | 46 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,804,000 | 472 |
| Mortgage-backed securities | $114,577,000 | 575 |
| Certificates of participation in pools of residential mortgages | $48,181,000 | 806 |
| Issued or guaranteed by U.S. | $48,181,000 | 806 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $66,396,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $66,396,000 | 344 |
| 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) | $167,220,000 | 184 |
| Available-for-sale securities (fair market value) | $106,647,000 | 1,166 |
| Total debt securities | $273,153,000 | 550 |
| 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 | $327,554,000 | 480 |
| U.S. Government securities | $221,295,000 | 479 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $221,295,000 | 462 |
| Securities issued by states & political subdivisions | $73,155,000 | 478 |
| Other domestic debt securities | $33,104,000 | 280 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $33,104,000 | 44 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,269,000 | 466 |
| Mortgage-backed securities | $121,607,000 | 561 |
| Certificates of participation in pools of residential mortgages | $51,488,000 | 799 |
| Issued or guaranteed by U.S. | $51,488,000 | 799 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $70,119,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $70,119,000 | 336 |
| 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) | $174,590,000 | 172 |
| Available-for-sale securities (fair market value) | $152,964,000 | 861 |
| Total debt securities | $326,840,000 | 477 |
| 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 | $302,915,000 | 520 |
| U.S. Government securities | $194,597,000 | 546 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $194,597,000 | 527 |
| Securities issued by states & political subdivisions | $75,032,000 | 443 |
| Other domestic debt securities | $33,286,000 | 279 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $33,286,000 | 37 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,524,000 | 490 |
| Mortgage-backed securities | $119,338,000 | 564 |
| Certificates of participation in pools of residential mortgages | $44,683,000 | 909 |
| Issued or guaranteed by U.S. | $44,683,000 | 909 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $74,655,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $74,655,000 | 332 |
| 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) | $181,102,000 | 172 |
| Available-for-sale securities (fair market value) | $121,813,000 | 1,062 |
| Total debt securities | $302,155,000 | 514 |
| 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 | $293,798,000 | 532 |
| U.S. Government securities | $182,657,000 | 568 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $182,657,000 | 549 |
| Securities issued by states & political subdivisions | $78,121,000 | 419 |
| Other domestic debt securities | $33,020,000 | 276 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $33,020,000 | 37 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,692,000 | 493 |
| Mortgage-backed securities | $125,732,000 | 546 |
| Certificates of participation in pools of residential mortgages | $47,573,000 | 872 |
| Issued or guaranteed by U.S. | $47,573,000 | 870 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $78,159,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $78,159,000 | 314 |
| 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) | $188,232,000 | 168 |
| Available-for-sale securities (fair market value) | $105,566,000 | 1,192 |
| Total debt securities | $293,038,000 | 525 |
| 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 | $287,769,000 | 533 |
| U.S. Government securities | $171,855,000 | 607 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $171,855,000 | 582 |
| Securities issued by states & political subdivisions | $81,521,000 | 391 |
| Other domestic debt securities | $34,393,000 | 266 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $34,393,000 | 34 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,676,000 | 453 |
| Mortgage-backed securities | $132,048,000 | 537 |
| Certificates of participation in pools of residential mortgages | $50,409,000 | 843 |
| Issued or guaranteed by U.S. | $50,409,000 | 842 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $81,639,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $81,639,000 | 315 |
| 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) | $196,424,000 | 162 |
| Available-for-sale securities (fair market value) | $91,345,000 | 1,426 |
| Total debt securities | $285,367,000 | 531 |
| 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 | $299,071,000 | 513 |
| U.S. Government securities | $179,516,000 | 596 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $179,516,000 | 575 |
| Securities issued by states & political subdivisions | $81,299,000 | 383 |
| Other domestic debt securities | $38,256,000 | 267 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $38,256,000 | 34 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,070,000 | 465 |
| Mortgage-backed securities | $138,993,000 | 518 |
| Certificates of participation in pools of residential mortgages | $54,057,000 | 812 |
| Issued or guaranteed by U.S. | $54,057,000 | 811 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $84,936,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $84,936,000 | 311 |
| 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) | $199,650,000 | 161 |
| Available-for-sale securities (fair market value) | $99,421,000 | 1,319 |
| Total debt securities | $296,667,000 | 508 |
| 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 | $319,486,000 | 492 |
| U.S. Government securities | $195,562,000 | 546 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $195,562,000 | 524 |
| Securities issued by states & political subdivisions | $85,929,000 | 362 |
| Other domestic debt securities | $37,995,000 | 281 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $37,995,000 | 32 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,239,000 | 445 |
| Mortgage-backed securities | $145,058,000 | 504 |
| Certificates of participation in pools of residential mortgages | $57,324,000 | 768 |
| Issued or guaranteed by U.S. | $57,324,000 | 768 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $87,734,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $87,734,000 | 301 |
| 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) | $211,987,000 | 149 |
| Available-for-sale securities (fair market value) | $107,499,000 | 1,224 |
| Total debt securities | $317,083,000 | 490 |
| 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 | $302,645,000 | 510 |
| U.S. Government securities | $177,216,000 | 592 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $177,216,000 | 569 |
| Securities issued by states & political subdivisions | $87,685,000 | 351 |
| Other domestic debt securities | $37,744,000 | 295 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $37,744,000 | 35 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,774,000 | 455 |
| Mortgage-backed securities | $151,523,000 | 486 |
| Certificates of participation in pools of residential mortgages | $60,676,000 | 725 |
| Issued or guaranteed by U.S. | $60,676,000 | 724 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $90,847,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $90,847,000 | 292 |
| 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) | $226,907,000 | 134 |
| Available-for-sale securities (fair market value) | $75,738,000 | 1,722 |
| Total debt securities | $301,885,000 | 501 |
| 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 | $292,755,000 | 525 |
| U.S. Government securities | $169,202,000 | 631 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $169,202,000 | 610 |
| Securities issued by states & political subdivisions | $85,146,000 | 362 |
| Other domestic debt securities | $38,407,000 | 295 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $38,407,000 | 35 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,542,000 | 426 |
| Mortgage-backed securities | $159,235,000 | 471 |
| Certificates of participation in pools of residential mortgages | $65,045,000 | 680 |
| Issued or guaranteed by U.S. | $65,045,000 | 680 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $94,190,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $94,190,000 | 282 |
| 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) | $222,489,000 | 131 |
| Available-for-sale securities (fair market value) | $70,266,000 | 1,849 |
| Total debt securities | $291,995,000 | 516 |
| 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 | $287,961,000 | 541 |
| U.S. Government securities | $163,517,000 | 640 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $163,517,000 | 620 |
| Securities issued by states & political subdivisions | $85,986,000 | 352 |
| Other domestic debt securities | $38,458,000 | 294 |
| 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 | $38,458,000 | 31 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,804,000 | 431 |
| Mortgage-backed securities | $158,584,000 | 475 |
| Certificates of participation in pools of residential mortgages | $66,341,000 | 677 |
| Issued or guaranteed by U.S. | $66,341,000 | 675 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $92,243,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $92,243,000 | 289 |
| 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) | $227,451,000 | 113 |
| Available-for-sale securities (fair market value) | $60,510,000 | 2,103 |
| Total debt securities | $287,215,000 | 532 |
| 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 | $306,380,000 | 510 |
| U.S. Government securities | $175,878,000 | 608 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $175,878,000 | 592 |
| Securities issued by states & political subdivisions | $92,009,000 | 312 |
| Other domestic debt securities | $38,493,000 | 302 |
| 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 | $38,493,000 | 27 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,346,000 | 463 |
| Mortgage-backed securities | $165,856,000 | 471 |
| Certificates of participation in pools of residential mortgages | $74,206,000 | 622 |
| Issued or guaranteed by U.S. | $74,206,000 | 621 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $91,650,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $91,650,000 | 300 |
| 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) | $238,652,000 | 103 |
| Available-for-sale securities (fair market value) | $67,728,000 | 1,953 |
| Total debt securities | $305,634,000 | 503 |
| 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 | $303,771,000 | 498 |
| U.S. Government securities | $172,127,000 | 608 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $172,127,000 | 584 |
| Securities issued by states & political subdivisions | $93,443,000 | 299 |
| Other domestic debt securities | $38,201,000 | 297 |
| 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 | $38,201,000 | 26 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,203,000 | 422 |
| Mortgage-backed securities | $162,093,000 | 467 |
| Certificates of participation in pools of residential mortgages | $81,412,000 | 556 |
| Issued or guaranteed by U.S. | $81,412,000 | 554 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $80,681,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $80,681,000 | 340 |
| 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) | $227,326,000 | 107 |
| Available-for-sale securities (fair market value) | $76,445,000 | 1,725 |
| Total debt securities | $303,025,000 | 488 |
| 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 | $264,935,000 | 584 |
| U.S. Government securities | $131,324,000 | 801 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $131,324,000 | 772 |
| Securities issued by states & political subdivisions | $95,502,000 | 274 |
| Other domestic debt securities | $38,109,000 | 302 |
| 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 | $38,109,000 | 22 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,619,000 | 373 |
| Mortgage-backed securities | $118,781,000 | 640 |
| Certificates of participation in pools of residential mortgages | $88,584,000 | 529 |
| Issued or guaranteed by U.S. | $88,584,000 | 528 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $30,197,000 | 805 |
| CMOs issued by government agencies or sponsored agencies | $30,197,000 | 753 |
| 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) | $176,931,000 | 135 |
| Available-for-sale securities (fair market value) | $88,004,000 | 1,527 |
| Total debt securities | $264,189,000 | 576 |
| 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 | $267,973,000 | 582 |
| U.S. Government securities | $131,691,000 | 816 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $131,691,000 | 787 |
| Securities issued by states & political subdivisions | $98,613,000 | 247 |
| Other domestic debt securities | $37,669,000 | 303 |
| 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 | $37,669,000 | 22 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,605,000 | 376 |
| Mortgage-backed securities | $124,171,000 | 631 |
| Certificates of participation in pools of residential mortgages | $94,284,000 | 519 |
| Issued or guaranteed by U.S. | $94,284,000 | 518 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $29,887,000 | 821 |
| CMOs issued by government agencies or sponsored agencies | $29,887,000 | 758 |
| 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) | $175,831,000 | 131 |
| Available-for-sale securities (fair market value) | $92,142,000 | 1,453 |
| Total debt securities | $267,227,000 | 574 |
| 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 | $259,846,000 | 612 |
| U.S. Government securities | $122,125,000 | 898 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $122,125,000 | 871 |
| Securities issued by states & political subdivisions | $100,227,000 | 232 |
| Other domestic debt securities | $37,494,000 | 299 |
| 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 | $37,494,000 | 22 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,344,000 | 403 |
| Mortgage-backed securities | $122,125,000 | 656 |
| Certificates of participation in pools of residential mortgages | $84,996,000 | 566 |
| Issued or guaranteed by U.S. | $84,996,000 | 566 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $37,129,000 | 734 |
| CMOs issued by government agencies or sponsored agencies | $37,129,000 | 670 |
| 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) | $181,759,000 | 126 |
| Available-for-sale securities (fair market value) | $78,087,000 | 1,703 |
| Total debt securities | $259,019,000 | 606 |
| 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 | $245,578,000 | 612 |
| U.S. Government securities | $104,366,000 | 972 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $104,366,000 | 942 |
| Securities issued by states & political subdivisions | $103,635,000 | 216 |
| Other domestic debt securities | $37,577,000 | 304 |
| 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 | $37,577,000 | 22 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,159,000 | 374 |
| Mortgage-backed securities | $104,366,000 | 713 |
| Certificates of participation in pools of residential mortgages | $62,293,000 | 719 |
| Issued or guaranteed by U.S. | $62,293,000 | 716 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $42,073,000 | 646 |
| CMOs issued by government agencies or sponsored agencies | $42,073,000 | 564 |
| 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) | $190,322,000 | 113 |
| Available-for-sale securities (fair market value) | $55,256,000 | 2,194 |
| Total debt securities | $244,756,000 | 605 |
| 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 | $254,811,000 | 590 |
| U.S. Government securities | $108,901,000 | 916 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $108,901,000 | 886 |
| Securities issued by states & political subdivisions | $107,990,000 | 187 |
| Other domestic debt securities | $37,920,000 | 302 |
| 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 | $37,920,000 | 23 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,475,000 | 352 |
| Mortgage-backed securities | $102,303,000 | 720 |
| Certificates of participation in pools of residential mortgages | $60,625,000 | 719 |
| Issued or guaranteed by U.S. | $60,625,000 | 715 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $41,678,000 | 658 |
| CMOs issued by government agencies or sponsored agencies | $41,678,000 | 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) | $206,601,000 | 106 |
| Available-for-sale securities (fair market value) | $48,210,000 | 2,364 |
| Total debt securities | $253,959,000 | 582 |
| Structured notes | ||
| Amortized cost | $6,598,000 | 831 |
| Fair value | $6,609,000 | 835 |
| 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 | $271,764,000 | 546 |
| U.S. Government securities | $123,021,000 | 835 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $123,021,000 | 803 |
| Securities issued by states & political subdivisions | $110,211,000 | 176 |
| Other domestic debt securities | $38,532,000 | 293 |
| 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 | $38,532,000 | 25 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,632,000 | 317 |
| Mortgage-backed securities | $84,558,000 | 817 |
| Certificates of participation in pools of residential mortgages | $50,639,000 | 818 |
| Issued or guaranteed by U.S. | $50,639,000 | 815 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $33,919,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $33,919,000 | 655 |
| 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) | $205,469,000 | 106 |
| Available-for-sale securities (fair market value) | $66,295,000 | 1,813 |
| Total debt securities | $270,669,000 | 536 |
| Structured notes | ||
| Amortized cost | $23,436,000 | 261 |
| Fair value | $23,377,000 | 261 |
| 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 | $275,971,000 | 531 |
| U.S. Government securities | $126,344,000 | 817 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $126,344,000 | 785 |
| Securities issued by states & political subdivisions | $111,383,000 | 174 |
| Other domestic debt securities | $38,244,000 | 300 |
| 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 | $38,244,000 | 26 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,045,000 | 346 |
| Mortgage-backed securities | $90,768,000 | 755 |
| Certificates of participation in pools of residential mortgages | $53,671,000 | 741 |
| Issued or guaranteed by U.S. | $53,671,000 | 737 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $37,097,000 | 705 |
| CMOs issued by government agencies or sponsored agencies | $37,097,000 | 605 |
| 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) | $207,193,000 | 108 |
| Available-for-sale securities (fair market value) | $68,778,000 | 1,750 |
| Total debt securities | $274,890,000 | 522 |
| Structured notes | ||
| Amortized cost | $25,487,000 | 262 |
| Fair value | $24,972,000 | 263 |
| 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 | $291,957,000 | 483 |
| U.S. Government securities | $144,413,000 | 704 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $144,413,000 | 669 |
| Securities issued by states & political subdivisions | $108,675,000 | 172 |
| Other domestic debt securities | $38,869,000 | 312 |
| 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 | $38,869,000 | 26 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,902,000 | 354 |
| Mortgage-backed securities | $103,712,000 | 651 |
| Certificates of participation in pools of residential mortgages | $58,480,000 | 653 |
| Issued or guaranteed by U.S. | $58,480,000 | 648 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $45,232,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $45,232,000 | 495 |
| 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) | $217,546,000 | 99 |
| Available-for-sale securities (fair market value) | $74,411,000 | 1,558 |
| Total debt securities | $289,956,000 | 481 |
| Structured notes | ||
| Amortized cost | $30,534,000 | 182 |
| Fair value | $29,898,000 | 187 |
| 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 | $305,822,000 | 434 |
| U.S. Government securities | $160,378,000 | 611 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $160,378,000 | 579 |
| Securities issued by states & political subdivisions | $106,186,000 | 168 |
| Other domestic debt securities | $39,258,000 | 311 |
| 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 | $39,258,000 | 26 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,426,000 | 294 |
| Mortgage-backed securities | $118,477,000 | 569 |
| Certificates of participation in pools of residential mortgages | $63,983,000 | 586 |
| Issued or guaranteed by U.S. | $63,983,000 | 581 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $54,494,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $54,494,000 | 429 |
| 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) | $213,835,000 | 96 |
| Available-for-sale securities (fair market value) | $91,987,000 | 1,272 |
| Total debt securities | $303,821,000 | 428 |
| Structured notes | ||
| Amortized cost | $20,007,000 | 280 |
| Fair value | $20,075,000 | 289 |
| 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 | $316,742,000 | 410 |
| U.S. Government securities | $168,653,000 | 587 |
| U.S. Treasury securities | $500,000 | 951 |
| U.S. Government agency obligations | $168,153,000 | 560 |
| Securities issued by states & political subdivisions | $109,108,000 | 149 |
| Other domestic debt securities | $38,981,000 | 312 |
| 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 | $38,981,000 | 27 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $206,934,000 | 296 |
| Mortgage-backed securities | $129,146,000 | 522 |
| Certificates of participation in pools of residential mortgages | $69,174,000 | 535 |
| Issued or guaranteed by U.S. | $69,174,000 | 531 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $59,972,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $59,972,000 | 382 |
| 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) | $213,858,000 | 101 |
| Available-for-sale securities (fair market value) | $102,884,000 | 1,132 |
| Total debt securities | $314,742,000 | 407 |
| Structured notes | ||
| Amortized cost | $15,027,000 | 439 |
| Fair value | $15,069,000 | 444 |
| 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 | $315,756,000 | 425 |
| U.S. Government securities | $168,189,000 | 574 |
| U.S. Treasury securities | $499,000 | 977 |
| U.S. Government agency obligations | $167,690,000 | 546 |
| Securities issued by states & political subdivisions | $107,520,000 | 145 |
| Other domestic debt securities | $40,047,000 | 320 |
| 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 | $40,047,000 | 29 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,428,000 | 318 |
| Mortgage-backed securities | $138,418,000 | 505 |
| Certificates of participation in pools of residential mortgages | $73,996,000 | 532 |
| Issued or guaranteed by U.S. | $73,996,000 | 530 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $64,422,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $64,422,000 | 355 |
| 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) | $220,962,000 | 94 |
| Available-for-sale securities (fair market value) | $94,794,000 | 1,219 |
| Total debt securities | $313,756,000 | 420 |
| Structured notes | ||
| Amortized cost | $7,559,000 | 683 |
| Fair value | $7,571,000 | 685 |
| 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 | $305,146,000 | 429 |
| U.S. Government securities | $156,134,000 | 594 |
| U.S. Treasury securities | $499,000 | 922 |
| U.S. Government agency obligations | $155,635,000 | 571 |
| Securities issued by states & political subdivisions | $108,022,000 | 144 |
| Other domestic debt securities | $40,990,000 | 324 |
| 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 | $40,990,000 | 29 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,582,000 | 296 |
| Mortgage-backed securities | $141,661,000 | 495 |
| Certificates of participation in pools of residential mortgages | $79,198,000 | 512 |
| Issued or guaranteed by U.S. | $79,198,000 | 508 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $62,463,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $62,463,000 | 344 |
| 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) | $232,426,000 | 90 |
| Available-for-sale securities (fair market value) | $72,720,000 | 1,532 |
| Total debt securities | $305,145,000 | 422 |
| Structured notes | ||
| Amortized cost | $11,974,000 | 355 |
| Fair value | $11,882,000 | 349 |
| 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 | $307,360,000 | 429 |
| U.S. Government securities | $154,835,000 | 588 |
| U.S. Treasury securities | $498,000 | 886 |
| U.S. Government agency obligations | $154,337,000 | 569 |
| Securities issued by states & political subdivisions | $109,441,000 | 146 |
| Other domestic debt securities | $43,084,000 | 340 |
| 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 | $43,084,000 | 30 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,661,000 | 300 |
| Mortgage-backed securities | $148,337,000 | 488 |
| Certificates of participation in pools of residential mortgages | $83,708,000 | 506 |
| Issued or guaranteed by U.S. | $83,708,000 | 503 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $64,629,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $64,629,000 | 321 |
| 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) | $232,176,000 | 97 |
| Available-for-sale securities (fair market value) | $75,184,000 | 1,464 |
| Total debt securities | $307,360,000 | 415 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $2,028,000 | 1,074 |
| 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 | $314,348,000 | 417 |
| U.S. Government securities | $155,630,000 | 570 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $155,630,000 | 551 |
| Securities issued by states & political subdivisions | $114,839,000 | 134 |
| Other domestic debt securities | $43,879,000 | 339 |
| 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 | $43,879,000 | 27 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,552,000 | 329 |
| Mortgage-backed securities | $155,630,000 | 464 |
| Certificates of participation in pools of residential mortgages | $88,749,000 | 497 |
| Issued or guaranteed by U.S. | $88,749,000 | 492 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $66,881,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $66,881,000 | 288 |
| 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) | $237,656,000 | 94 |
| Available-for-sale securities (fair market value) | $76,692,000 | 1,406 |
| Total debt securities | $314,348,000 | 407 |
| 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 | $340,757,000 | 392 |
| U.S. Government securities | $185,977,000 | 477 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $185,977,000 | 461 |
| Securities issued by states & political subdivisions | $110,798,000 | 138 |
| Other domestic debt securities | $43,982,000 | 337 |
| 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 | $43,982,000 | 127 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $222,375,000 | 293 |
| Mortgage-backed securities | $165,948,000 | 449 |
| Certificates of participation in pools of residential mortgages | $96,152,000 | 479 |
| Issued or guaranteed by U.S. | $96,152,000 | 474 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $69,796,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $69,796,000 | 277 |
| 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) | $249,720,000 | 91 |
| Available-for-sale securities (fair market value) | $91,037,000 | 1,190 |
| Total debt securities | $340,757,000 | 382 |
| 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 | $337,420,000 | 382 |
| U.S. Government securities | $192,553,000 | 455 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $192,553,000 | 444 |
| Securities issued by states & political subdivisions | $101,826,000 | 154 |
| Other domestic debt securities | $43,041,000 | 333 |
| 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 | $43,041,000 | 125 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,878,000 | 529 |
| Mortgage-backed securities | $172,403,000 | 413 |
| Certificates of participation in pools of residential mortgages | $101,083,000 | 450 |
| Issued or guaranteed by U.S. | $101,083,000 | 446 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $71,320,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $71,320,000 | 269 |
| 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) | $244,456,000 | 87 |
| Available-for-sale securities (fair market value) | $92,964,000 | 1,147 |
| Total debt securities | $337,420,000 | 373 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $347,367,000 | 362 |
| U.S. Government securities | $199,352,000 | 426 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $199,352,000 | 414 |
| Securities issued by states & political subdivisions | $105,213,000 | 144 |
| Other domestic debt securities | $42,802,000 | 343 |
| 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 | $42,802,000 | 124 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,206,000 | 483 |
| Mortgage-backed securities | $179,372,000 | 392 |
| Certificates of participation in pools of residential mortgages | $106,972,000 | 412 |
| Issued or guaranteed by U.S. | $106,972,000 | 408 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $72,400,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $72,400,000 | 238 |
| 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) | $254,527,000 | 83 |
| Available-for-sale securities (fair market value) | $92,840,000 | 1,106 |
| Total debt securities | $347,367,000 | 354 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $354,008,000 | 360 |
| U.S. Government securities | $202,356,000 | 428 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $202,356,000 | 417 |
| Securities issued by states & political subdivisions | $109,185,000 | 142 |
| Other domestic debt securities | $42,467,000 | 355 |
| 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 | $42,467,000 | 137 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,500,000 | 467 |
| Mortgage-backed securities | $182,322,000 | 384 |
| Certificates of participation in pools of residential mortgages | $109,268,000 | 411 |
| Issued or guaranteed by U.S. | $109,268,000 | 406 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $73,054,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $73,054,000 | 232 |
| 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) | $261,585,000 | 80 |
| Available-for-sale securities (fair market value) | $92,423,000 | 1,140 |
| Total debt securities | $354,008,000 | 351 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $399,039,000 | 330 |
| U.S. Government securities | $238,968,000 | 362 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $238,968,000 | 351 |
| Securities issued by states & political subdivisions | $111,703,000 | 137 |
| Other domestic debt securities | $48,368,000 | 320 |
| 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 | $48,368,000 | 128 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,304,000 | 466 |
| Mortgage-backed securities | $213,630,000 | 337 |
| Certificates of participation in pools of residential mortgages | $117,217,000 | 366 |
| Issued or guaranteed by U.S. | $117,217,000 | 360 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $96,413,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $96,413,000 | 199 |
| 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) | $231,684,000 | 80 |
| Available-for-sale securities (fair market value) | $167,355,000 | 612 |
| Total debt securities | $399,039,000 | 317 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $390,115,000 | 338 |
| U.S. Government securities | $225,065,000 | 388 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $225,065,000 | 377 |
| Securities issued by states & political subdivisions | $113,458,000 | 132 |
| Other domestic debt securities | $51,592,000 | 304 |
| 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 | $51,592,000 | 128 |
| 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 | $117,422,000 | 467 |
| Mortgage-backed securities | $184,883,000 | 355 |
| Certificates of participation in pools of residential mortgages | $88,239,000 | 429 |
| Issued or guaranteed by U.S. | $88,239,000 | 424 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $96,644,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $96,644,000 | 193 |
| 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) | $243,007,000 | 88 |
| Available-for-sale securities (fair market value) | $147,108,000 | 693 |
| Total debt securities | $390,115,000 | 327 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $390,346,000 | 341 |
| U.S. Government securities | $227,612,000 | 395 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $227,612,000 | 384 |
| Securities issued by states & political subdivisions | $107,040,000 | 136 |
| Other domestic debt securities | $55,694,000 | 286 |
| 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 | $55,694,000 | 124 |
| 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 | $122,849,000 | 433 |
| Mortgage-backed securities | $187,690,000 | 339 |
| Certificates of participation in pools of residential mortgages | $90,581,000 | 403 |
| Issued or guaranteed by U.S. | $90,581,000 | 399 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $97,109,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $97,109,000 | 188 |
| 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) | $240,086,000 | 92 |
| Available-for-sale securities (fair market value) | $150,260,000 | 668 |
| Total debt securities | $390,346,000 | 329 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $370,445,000 | 365 |
| U.S. Government securities | $214,516,000 | 419 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $214,516,000 | 410 |
| Securities issued by states & political subdivisions | $109,500,000 | 130 |
| Other domestic debt securities | $46,429,000 | 304 |
| 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 | $46,429,000 | 132 |
| 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 | $125,157,000 | 428 |
| Mortgage-backed securities | $174,818,000 | 359 |
| Certificates of participation in pools of residential mortgages | $76,533,000 | 456 |
| Issued or guaranteed by U.S. | $76,533,000 | 451 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $98,285,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $98,285,000 | 193 |
| 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) | $229,798,000 | 96 |
| Available-for-sale securities (fair market value) | $140,647,000 | 714 |
| Total debt securities | $370,445,000 | 354 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $346,105,000 | 382 |
| U.S. Government securities | $203,769,000 | 445 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $203,769,000 | 431 |
| Securities issued by states & political subdivisions | $100,864,000 | 144 |
| Other domestic debt securities | $41,472,000 | 328 |
| 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 | $41,472,000 | 145 |
| 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 | $114,588,000 | 461 |
| Mortgage-backed securities | $174,116,000 | 365 |
| Certificates of participation in pools of residential mortgages | $92,239,000 | 400 |
| Issued or guaranteed by U.S. | $92,239,000 | 396 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $81,877,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $81,877,000 | 212 |
| 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) | $275,350,000 | 89 |
| Available-for-sale securities (fair market value) | $70,755,000 | 1,433 |
| Total debt securities | $346,105,000 | 369 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $342,046,000 | 383 |
| U.S. Government securities | $213,149,000 | 436 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $213,149,000 | 425 |
| Securities issued by states & political subdivisions | $98,986,000 | 144 |
| Other domestic debt securities | $29,911,000 | 377 |
| 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 | $29,911,000 | 175 |
| 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 | $134,610,000 | 414 |
| Mortgage-backed securities | $183,194,000 | 350 |
| Certificates of participation in pools of residential mortgages | $97,076,000 | 388 |
| Issued or guaranteed by U.S. | $97,076,000 | 382 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $86,118,000 | 286 |
| CMOs issued by government agencies or sponsored agencies | $86,118,000 | 213 |
| 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) | $281,729,000 | 85 |
| Available-for-sale securities (fair market value) | $60,317,000 | 1,683 |
| Total debt securities | $342,046,000 | 371 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $356,095,000 | 380 |
| U.S. Government securities | $220,869,000 | 430 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $220,869,000 | 421 |
| Securities issued by states & political subdivisions | $101,634,000 | 137 |
| Other domestic debt securities | $33,592,000 | 359 |
| Privately issued residential mortgage-backed securities | $71,000 | 1,207 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,521,000 | 175 |
| 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 | $129,689,000 | 424 |
| Mortgage-backed securities | $190,987,000 | 340 |
| Certificates of participation in pools of residential mortgages | $101,254,000 | 388 |
| Issued or guaranteed by U.S. | $101,254,000 | 381 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $89,733,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $89,662,000 | 210 |
| Privately issued | $71,000 | 1,111 |
| 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) | $290,966,000 | 85 |
| Available-for-sale securities (fair market value) | $65,129,000 | 1,563 |
| Total debt securities | $356,095,000 | 366 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $367,446,000 | 377 |
| U.S. Government securities | $228,958,000 | 428 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $228,958,000 | 416 |
| Securities issued by states & political subdivisions | $103,786,000 | 133 |
| Other domestic debt securities | $34,702,000 | 349 |
| Privately issued residential mortgage-backed securities | $75,000 | 1,187 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,627,000 | 170 |
| 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 | $135,380,000 | 410 |
| Mortgage-backed securities | $199,083,000 | 336 |
| Certificates of participation in pools of residential mortgages | $105,520,000 | 381 |
| Issued or guaranteed by U.S. | $105,520,000 | 376 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $93,563,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $93,488,000 | 206 |
| Privately issued | $75,000 | 1,098 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $300,763,000 | 82 |
| Available-for-sale securities (fair market value) | $66,683,000 | 1,530 |
| Total debt securities | $367,446,000 | 366 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $378,321,000 | 370 |
| U.S. Government securities | $238,876,000 | 418 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $238,876,000 | 404 |
| Securities issued by states & political subdivisions | $104,666,000 | 132 |
| Other domestic debt securities | $34,779,000 | 353 |
| Privately issued residential mortgage-backed securities | $91,000 | 1,159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,688,000 | 172 |
| 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 | $141,624,000 | 391 |
| Mortgage-backed securities | $209,019,000 | 329 |
| Certificates of participation in pools of residential mortgages | $111,264,000 | 374 |
| Issued or guaranteed by U.S. | $111,264,000 | 368 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $97,755,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $97,664,000 | 200 |
| Privately issued | $91,000 | 1,076 |
| 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) | $309,371,000 | 86 |
| Available-for-sale securities (fair market value) | $68,950,000 | 1,506 |
| Total debt securities | $378,321,000 | 359 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $367,420,000 | 387 |
| U.S. Government securities | $228,947,000 | 451 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $228,947,000 | 431 |
| Securities issued by states & political subdivisions | $105,654,000 | 131 |
| Other domestic debt securities | $32,819,000 | 375 |
| Privately issued residential mortgage-backed securities | $98,000 | 1,130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,721,000 | 187 |
| 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 | $116,092,000 | 472 |
| Mortgage-backed securities | $204,101,000 | 339 |
| Certificates of participation in pools of residential mortgages | $116,253,000 | 374 |
| Issued or guaranteed by U.S. | $116,253,000 | 368 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $87,848,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $87,750,000 | 211 |
| Privately issued | $98,000 | 1,041 |
| 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) | $298,803,000 | 88 |
| Available-for-sale securities (fair market value) | $68,617,000 | 1,509 |
| Total debt securities | $367,420,000 | 378 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $364,568,000 | 389 |
| U.S. Government securities | $225,661,000 | 452 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $225,661,000 | 431 |
| Securities issued by states & political subdivisions | $106,002,000 | 126 |
| Other domestic debt securities | $32,905,000 | 377 |
| Privately issued residential mortgage-backed securities | $104,000 | 1,112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,801,000 | 192 |
| 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 | $120,903,000 | 446 |
| Mortgage-backed securities | $210,823,000 | 335 |
| Certificates of participation in pools of residential mortgages | $117,357,000 | 385 |
| Issued or guaranteed by U.S. | $117,357,000 | 381 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $93,466,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $93,362,000 | 208 |
| Privately issued | $104,000 | 1,023 |
| 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) | $293,386,000 | 92 |
| Available-for-sale securities (fair market value) | $71,182,000 | 1,433 |
| Total debt securities | $364,568,000 | 381 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $379,579,000 | 374 |
| U.S. Government securities | $240,264,000 | 430 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $240,264,000 | 412 |
| Securities issued by states & political subdivisions | $106,346,000 | 121 |
| Other domestic debt securities | $32,969,000 | 385 |
| Privately issued residential mortgage-backed securities | $109,000 | 1,075 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,860,000 | 196 |
| 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 | $128,336,000 | 418 |
| Mortgage-backed securities | $225,434,000 | 328 |
| Certificates of participation in pools of residential mortgages | $125,324,000 | 370 |
| Issued or guaranteed by U.S. | $125,324,000 | 362 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $100,110,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $100,001,000 | 214 |
| Privately issued | $109,000 | 983 |
| 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) | $305,796,000 | 85 |
| Available-for-sale securities (fair market value) | $73,783,000 | 1,400 |
| Total debt securities | $379,579,000 | 366 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $351,540,000 | 401 |
| U.S. Government securities | $238,866,000 | 441 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $238,866,000 | 417 |
| Securities issued by states & political subdivisions | $88,054,000 | 148 |
| Other domestic debt securities | $24,620,000 | 465 |
| Privately issued residential mortgage-backed securities | $117,000 | 1,056 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,503,000 | 257 |
| 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 | $122,597,000 | 429 |
| Mortgage-backed securities | $224,046,000 | 334 |
| Certificates of participation in pools of residential mortgages | $137,690,000 | 346 |
| Issued or guaranteed by U.S. | $137,690,000 | 341 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $86,356,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $86,239,000 | 237 |
| Privately issued | $117,000 | 969 |
| 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) | $285,936,000 | 91 |
| Available-for-sale securities (fair market value) | $65,604,000 | 1,589 |
| Total debt securities | $351,540,000 | 391 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $323,383,000 | 437 |
| U.S. Government securities | $212,822,000 | 501 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $212,822,000 | 477 |
| Securities issued by states & political subdivisions | $86,776,000 | 151 |
| Other domestic debt securities | $23,785,000 | 498 |
| Privately issued residential mortgage-backed securities | $136,000 | 1,030 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,649,000 | 278 |
| 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 | $111,009,000 | 465 |
| Mortgage-backed securities | $195,024,000 | 380 |
| Certificates of participation in pools of residential mortgages | $128,870,000 | 370 |
| Issued or guaranteed by U.S. | $128,870,000 | 366 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $66,154,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $66,018,000 | 287 |
| Privately issued | $136,000 | 949 |
| 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) | $259,068,000 | 99 |
| Available-for-sale securities (fair market value) | $64,315,000 | 1,623 |
| Total debt securities | $323,383,000 | 427 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $309,876,000 | 461 |
| U.S. Government securities | $201,322,000 | 537 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $201,322,000 | 510 |
| Securities issued by states & political subdivisions | $83,747,000 | 158 |
| Other domestic debt securities | $24,807,000 | 481 |
| Privately issued residential mortgage-backed securities | $153,000 | 976 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,654,000 | 277 |
| 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 | $115,218,000 | 455 |
| Mortgage-backed securities | $183,543,000 | 399 |
| Certificates of participation in pools of residential mortgages | $122,125,000 | 388 |
| Issued or guaranteed by U.S. | $122,125,000 | 387 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $61,418,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $61,265,000 | 297 |
| Privately issued | $153,000 | 896 |
| 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) | $246,301,000 | 102 |
| Available-for-sale securities (fair market value) | $63,575,000 | 1,631 |
| Total debt securities | $309,876,000 | 444 |
| 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 | $316,836,000 | 459 |
| U.S. Government securities | $208,867,000 | 523 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $208,867,000 | 498 |
| Securities issued by states & political subdivisions | $82,639,000 | 158 |
| Other domestic debt securities | $25,330,000 | 467 |
| Privately issued residential mortgage-backed securities | $186,000 | 949 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,144,000 | 273 |
| 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 | $119,750,000 | 432 |
| Mortgage-backed securities | $191,124,000 | 392 |
| Certificates of participation in pools of residential mortgages | $128,113,000 | 376 |
| Issued or guaranteed by U.S. | $128,113,000 | 372 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $63,011,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $62,825,000 | 302 |
| Privately issued | $186,000 | 880 |
| 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) | $253,381,000 | 98 |
| Available-for-sale securities (fair market value) | $63,455,000 | 1,663 |
| Total debt securities | $316,836,000 | 444 |
| 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 | $288,128,000 | 513 |
| U.S. Government securities | $186,765,000 | 576 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $186,765,000 | 554 |
| Securities issued by states & political subdivisions | $75,490,000 | 185 |
| Other domestic debt securities | $25,873,000 | 482 |
| Privately issued residential mortgage-backed securities | $236,000 | 982 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,637,000 | 290 |
| 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 | $123,585,000 | 410 |
| Mortgage-backed securities | $169,074,000 | 450 |
| Certificates of participation in pools of residential mortgages | $108,072,000 | 442 |
| Issued or guaranteed by U.S. | $108,072,000 | 437 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $61,002,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $60,766,000 | 324 |
| Privately issued | $236,000 | 903 |
| 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) | $248,250,000 | 96 |
| Available-for-sale securities (fair market value) | $39,878,000 | 2,528 |
| Total debt securities | $288,128,000 | 494 |
| 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 | $268,190,000 | 547 |
| U.S. Government securities | $166,927,000 | 645 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $166,927,000 | 622 |
| Securities issued by states & political subdivisions | $74,944,000 | 183 |
| Other domestic debt securities | $26,319,000 | 453 |
| Privately issued residential mortgage-backed securities | $1,088,000 | 589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,231,000 | 314 |
| 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 | $113,326,000 | 444 |
| Mortgage-backed securities | $155,015,000 | 475 |
| Certificates of participation in pools of residential mortgages | $94,492,000 | 509 |
| Issued or guaranteed by U.S. | $94,492,000 | 503 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $60,523,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $59,435,000 | 355 |
| Privately issued | $1,088,000 | 518 |
| 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) | $250,279,000 | 90 |
| Available-for-sale securities (fair market value) | $17,911,000 | 4,476 |
| Total debt securities | $268,190,000 | 527 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $235,601,000 | 599 |
| U.S. Government securities | $154,313,000 | 669 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $154,313,000 | 645 |
| Securities issued by states & political subdivisions | $71,701,000 | 192 |
| Other domestic debt securities | $9,587,000 | 896 |
| Privately issued residential mortgage-backed securities | $1,969,000 | 526 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,618,000 | 838 |
| 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 | $100,071,000 | 477 |
| Mortgage-backed securities | $143,282,000 | 491 |
| Certificates of participation in pools of residential mortgages | $101,769,000 | 475 |
| Issued or guaranteed by U.S. | $101,769,000 | 471 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $41,513,000 | 484 |
| CMOs issued by government agencies or sponsored agencies | $39,544,000 | 466 |
| Privately issued | $1,969,000 | 462 |
| 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) | $235,601,000 | 97 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $235,601,000 | 580 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $254,053,000 | 549 |
| U.S. Government securities | $175,783,000 | 592 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $175,783,000 | 573 |
| Securities issued by states & political subdivisions | $68,459,000 | 201 |
| Other domestic debt securities | $9,811,000 | 915 |
| Privately issued residential mortgage-backed securities | $2,131,000 | 519 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,680,000 | 831 |
| 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 | $90,646,000 | 492 |
| Mortgage-backed securities | $164,914,000 | 468 |
| Certificates of participation in pools of residential mortgages | $108,635,000 | 429 |
| Issued or guaranteed by U.S. | $108,635,000 | 427 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $56,279,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $54,148,000 | 405 |
| Privately issued | $2,131,000 | 461 |
| 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) | $254,053,000 | 93 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $254,053,000 | 534 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $271,837,000 | 522 |
| U.S. Government securities | $192,956,000 | 552 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $192,956,000 | 532 |
| Securities issued by states & political subdivisions | $66,461,000 | 196 |
| Other domestic debt securities | $12,420,000 | 809 |
| Privately issued residential mortgage-backed securities | $2,372,000 | 517 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,048,000 | 684 |
| 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 | $90,732,000 | 483 |
| Mortgage-backed securities | $184,316,000 | 416 |
| Certificates of participation in pools of residential mortgages | $111,449,000 | 417 |
| Issued or guaranteed by U.S. | $111,449,000 | 410 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $72,867,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $70,495,000 | 340 |
| Privately issued | $2,372,000 | 461 |
| 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) | $271,837,000 | 91 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $271,837,000 | 503 |
| Structured notes | ||
| Amortized cost | $3,004,000 | 449 |
| Fair value | $3,007,000 | 471 |
| 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 | $229,117,000 | 580 |
| U.S. Government securities | $150,698,000 | 628 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $150,698,000 | 601 |
| Securities issued by states & political subdivisions | $64,476,000 | 202 |
| Other domestic debt securities | $13,943,000 | 755 |
| Privately issued residential mortgage-backed securities | $2,834,000 | 486 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,109,000 | 666 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,882,000 | 556 |
| Mortgage-backed securities | $145,481,000 | 469 |
| Certificates of participation in pools of residential mortgages | $84,285,000 | 481 |
| Issued or guaranteed by U.S. | $84,285,000 | 476 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $61,196,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $58,362,000 | 375 |
| Privately issued | $2,834,000 | 432 |
| 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) | $229,117,000 | 108 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $229,117,000 | 558 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $216,846,000 | 558 |
| U.S. Government securities | $142,258,000 | 599 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $142,258,000 | 576 |
| Securities issued by states & political subdivisions | $56,416,000 | 224 |
| Other domestic debt securities | $18,172,000 | 638 |
| Privately issued residential mortgage-backed securities | $5,412,000 | 408 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $800,000 | 343 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,960,000 | 640 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,380,000 | 434 |
| Mortgage-backed securities | $139,669,000 | 441 |
| Certificates of participation in pools of residential mortgages | $72,188,000 | 476 |
| Issued or guaranteed by U.S. | $72,188,000 | 472 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $67,481,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $62,069,000 | 351 |
| Privately issued | $5,412,000 | 362 |
| 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) | $216,846,000 | 100 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $216,846,000 | 541 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $194,216,000 | 600 |
| U.S. Government securities | $104,479,000 | 800 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $104,479,000 | 749 |
| Securities issued by states & political subdivisions | $62,550,000 | 184 |
| Other domestic debt securities | $25,055,000 | 464 |
| Privately issued residential mortgage-backed securities | $12,439,000 | 254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,616,000 | 568 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,132,000 | 1,518 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,248,000 | 441 |
| Mortgage-backed securities | $103,988,000 | 473 |
| Certificates of participation in pools of residential mortgages | $34,605,000 | 719 |
| Issued or guaranteed by U.S. | $34,605,000 | 712 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $69,383,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $56,944,000 | 312 |
| Privately issued | $12,439,000 | 220 |
| 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) | $192,084,000 | 149 |
| Available-for-sale securities (fair market value) | $2,132,000 | 8,135 |
| Total debt securities | $192,084,000 | 581 |
| Structured notes | ||
| Amortized cost | $2,989,000 | 141 |
| Fair value | $2,730,000 | 145 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $200,399,000 | 610 |
| U.S. Government securities | $112,245,000 | 808 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $112,245,000 | 725 |
| Securities issued by states & political subdivisions | $64,900,000 | 180 |
| Other domestic debt securities | $21,050,000 | 540 |
| Privately issued residential mortgage-backed securities | $16,466,000 | 233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,584,000 | 1,017 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $2,204,000 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,984,000 | 483 |
| Mortgage-backed securities | $118,420,000 | 472 |
| Certificates of participation in pools of residential mortgages | $25,571,000 | 961 |
| Issued or guaranteed by U.S. | $25,571,000 | 949 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $92,849,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $76,383,000 | 273 |
| Privately issued | $16,466,000 | 198 |
| 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) | $198,195,000 | 147 |
| Available-for-sale securities (fair market value) | $2,204,000 | 8,344 |
| Total debt securities | $198,195,000 | 595 |
| Structured notes | ||
| Amortized cost | $3,288,000 | 170 |
| Fair value | $2,969,000 | 176 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $184,553,000 | 662 |
| U.S. Government securities | $80,305,000 | 1,093 |
| U.S. Treasury securities | $999,000 | 5,262 |
| U.S. Government agency obligations | $79,306,000 | 968 |
| Securities issued by states & political subdivisions | $73,627,000 | 160 |
| Other domestic debt securities | $28,324,000 | 393 |
| Privately issued residential mortgage-backed securities | $18,986,000 | 206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,338,000 | 619 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,297,000 | 1,389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,960,000 | 661 |
| Mortgage-backed securities | $86,587,000 | 601 |
| Certificates of participation in pools of residential mortgages | $24,137,000 | 1,071 |
| Issued or guaranteed by U.S. | $24,033,000 | 1,059 |
| Privately issued | $104,000 | 277 |
| Collaterized mortgage obligations | $62,450,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $43,568,000 | 393 |
| Privately issued | $18,882,000 | 167 |
| 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) | $182,256,000 | 172 |
| Available-for-sale securities (fair market value) | $2,297,000 | 8,372 |
| Total debt securities | $182,256,000 | 645 |
| Structured notes | ||
| Amortized cost | $3,996,000 | 192 |
| Fair value | $4,006,000 | 183 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $194,078,000 | 626 |
| U.S. Government securities | $70,747,000 | 1,288 |
| U.S. Treasury securities | $999,000 | 6,462 |
| U.S. Government agency obligations | $69,748,000 | 1,044 |
| Securities issued by states & political subdivisions | $89,281,000 | 104 |
| Other domestic debt securities | $31,863,000 | 271 |
| Privately issued residential mortgage-backed securities | $19,684,000 | 180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,179,000 | 369 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,187,000 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,653,000 | 587 |
| Mortgage-backed securities | $80,218,000 | 622 |
| Certificates of participation in pools of residential mortgages | $33,400,000 | 863 |
| Issued or guaranteed by U.S. | $33,223,000 | 847 |
| Privately issued | $177,000 | 307 |
| Collaterized mortgage obligations | $46,818,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $27,311,000 | 528 |
| Privately issued | $19,507,000 | 122 |
| 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) | $191,891,000 | 198 |
| Available-for-sale securities (fair market value) | $2,187,000 | 8,646 |
| Total debt securities | $191,891,000 | 616 |
| Structured notes | ||
| Amortized cost | $8,497,000 | 160 |
| Fair value | $8,529,000 | 157 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $225,665,000 | 578 |
| U.S. Government securities | $82,235,000 | 1,182 |
| U.S. Treasury securities | $998,000 | 7,315 |
| U.S. Government agency obligations | $81,237,000 | 942 |
| Securities issued by states & political subdivisions | $100,663,000 | 89 |
| Other domestic debt securities | $40,798,000 | 235 |
| Privately issued residential mortgage-backed securities | $27,301,000 | 172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,497,000 | 306 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,969,000 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,394,000 | 442 |
| Mortgage-backed securities | $95,010,000 | 599 |
| Certificates of participation in pools of residential mortgages | $36,293,000 | 859 |
| Issued or guaranteed by U.S. | $36,037,000 | 844 |
| Privately issued | $256,000 | 347 |
| Collaterized mortgage obligations | $58,717,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $31,672,000 | 505 |
| Privately issued | $27,045,000 | 117 |
| 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) | $223,696,000 | 194 |
| Available-for-sale securities (fair market value) | $1,969,000 | 9,047 |
| Total debt securities | $223,696,000 | 570 |
| Structured notes | ||
| Amortized cost | $12,797,000 | 118 |
| Fair value | $12,917,000 | 111 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $270,738,000 | 527 |
| U.S. Government securities | $95,149,000 | 1,087 |
| U.S. Treasury securities | $998,000 | 8,652 |
| U.S. Government agency obligations | $94,151,000 | 826 |
| Securities issued by states & political subdivisions | $121,915,000 | 73 |
| Other domestic debt securities | $51,825,000 | 232 |
| Privately issued residential mortgage-backed securities | $34,783,000 | 170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,042,000 | 330 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,849,000 | 1,499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,834,000 | 422 |
| Mortgage-backed securities | $110,645,000 | 576 |
| Certificates of participation in pools of residential mortgages | $44,668,000 | 750 |
| Issued or guaranteed by U.S. | $44,295,000 | 734 |
| Privately issued | $373,000 | 370 |
| Collaterized mortgage obligations | $65,977,000 | 374 |
| CMOs issued by government agencies or sponsored agencies | $31,567,000 | 548 |
| Privately issued | $34,410,000 | 110 |
| 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) | $268,889,000 | 179 |
| Available-for-sale securities (fair market value) | $1,849,000 | 9,500 |
| Total debt securities | $268,889,000 | 515 |
| Structured notes | ||
| Amortized cost | $17,544,000 | 131 |
| Fair value | $17,914,000 | 125 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $271,226,000 | 547 |
| U.S. Government securities | $76,427,000 | 1,391 |
| U.S. Treasury securities | $1,433,000 | 9,043 |
| U.S. Government agency obligations | $74,994,000 | 979 |
| Securities issued by states & political subdivisions | $132,281,000 | 67 |
| Other domestic debt securities | $60,731,000 | 224 |
| Privately issued residential mortgage-backed securities | $33,663,000 | 163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,068,000 | 234 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,787,000 | 1,410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,782,000 | 485 |
| Mortgage-backed securities | $96,673,000 | 654 |
| Certificates of participation in pools of residential mortgages | $38,419,000 | 841 |
| Issued or guaranteed by U.S. | $37,901,000 | 831 |
| Privately issued | $518,000 | 325 |
| Collaterized mortgage obligations | $58,254,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $25,109,000 | 713 |
| Privately issued | $33,145,000 | 104 |
| 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) | $269,439,000 | 344 |
| Available-for-sale securities (fair market value) | $1,787,000 | 9,043 |
| Total debt securities | $269,439,000 | 538 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $268,882,000 | 572 |
| U.S. Government securities | $84,835,000 | 1,310 |
| U.S. Treasury securities | $435,000 | 11,036 |
| U.S. Government agency obligations | $84,400,000 | 897 |
| Securities issued by states & political subdivisions | $93,862,000 | 102 |
| Other domestic debt securities | $88,483,000 | 192 |
| Privately issued residential mortgage-backed securities | $44,375,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,108,000 | 194 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,702,000 | 1,572 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,870,000 | 477 |
| Mortgage-backed securities | $115,495,000 | 599 |
| Certificates of participation in pools of residential mortgages | $86,373,000 | 495 |
| Issued or guaranteed by U.S. | $50,311,000 | 708 |
| Privately issued | $36,062,000 | 103 |
| Collaterized mortgage obligations | $29,122,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $20,809,000 | 932 |
| Privately issued | $8,313,000 | 234 |
| 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 | $267,180,000 | 564 |
| 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 | $253,561,000 | 583 |
| U.S. Government securities | $103,290,000 | 1,047 |
| U.S. Treasury securities | $1,433,000 | 9,678 |
| U.S. Government agency obligations | $101,857,000 | 722 |
| Securities issued by states & political subdivisions | $29,531,000 | 341 |
| Other domestic debt securities | $119,242,000 | 158 |
| Privately issued residential mortgage-backed securities | $70,042,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,200,000 | 195 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $1,498,000 | 1,506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,125,000 | 475 |
| Mortgage-backed securities | $148,411,000 | 488 |
| Certificates of participation in pools of residential mortgages | $72,859,000 | 552 |
| Issued or guaranteed by U.S. | $61,030,000 | 604 |
| Privately issued | $11,829,000 | 178 |
| Collaterized mortgage obligations | $75,552,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $17,339,000 | 1,012 |
| Privately issued | $58,213,000 | 70 |
| 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 | $252,063,000 | 573 |
| 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 |