Home > The Citizens National Bank of Somerset > Securities
The Citizens National Bank of Somerset, Securities
| 2023-12-31 | Rank | |
| Total securities | $249,148,000 | 804 |
| U.S. Government securities | $173,821,000 | 732 |
| U.S. Treasury securities | $30,259,000 | 696 |
| U.S. Government agency obligations | $143,562,000 | 743 |
| Securities issued by states & political subdivisions | $71,828,000 | 641 |
| Other domestic debt securities | $3,499,000 | 1,519 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $3,499,000 | 1,120 |
| 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 | $171,664,000 | 579 |
| Mortgage-backed securities | $103,588,000 | 758 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $61,861,000 | 713 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $39,116,000 | 457 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $936,000 | 1,244 |
| Other commercial mortgage-backed securities | $1,675,000 | 988 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $249,148,000 | 674 |
| Total debt securities | $249,149,000 | 792 |
| Structured notes | ||
| Amortized cost | $500,000 | 939 |
| Fair value | $412,000 | 1,027 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $246,983,000 | 802 |
| U.S. Government securities | $176,128,000 | 727 |
| U.S. Treasury securities | $34,376,000 | 657 |
| U.S. Government agency obligations | $141,752,000 | 749 |
| Securities issued by states & political subdivisions | $67,451,000 | 655 |
| Other domestic debt securities | $3,404,000 | 1,516 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $3,404,000 | 1,120 |
| 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 | $161,743,000 | 587 |
| Mortgage-backed securities | $103,028,000 | 745 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $62,131,000 | 705 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $38,255,000 | 462 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $916,000 | 1,222 |
| Other commercial mortgage-backed securities | $1,726,000 | 973 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $246,983,000 | 671 |
| Total debt securities | $246,982,000 | 792 |
| Structured notes | ||
| Amortized cost | $500,000 | 962 |
| Fair value | $396,000 | 1,052 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $256,023,000 | 793 |
| U.S. Government securities | $180,820,000 | 727 |
| U.S. Treasury securities | $34,699,000 | 660 |
| U.S. Government agency obligations | $146,121,000 | 750 |
| Securities issued by states & political subdivisions | $71,298,000 | 660 |
| Other domestic debt securities | $3,905,000 | 1,462 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $3,905,000 | 1,078 |
| 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 | $183,357,000 | 534 |
| Mortgage-backed securities | $108,172,000 | 737 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $66,308,000 | 688 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $39,065,000 | 464 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $922,000 | 1,222 |
| Other commercial mortgage-backed securities | $1,877,000 | 955 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $256,023,000 | 667 |
| Total debt securities | $256,024,000 | 785 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,012 |
| Fair value | $395,000 | 1,105 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $253,754,000 | 841 |
| U.S. Government securities | $178,320,000 | 764 |
| U.S. Treasury securities | $25,365,000 | 865 |
| U.S. Government agency obligations | $152,955,000 | 717 |
| Securities issued by states & political subdivisions | $71,509,000 | 684 |
| Other domestic debt securities | $3,925,000 | 1,506 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $3,925,000 | 1,116 |
| 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 | $134,071,000 | 654 |
| Mortgage-backed securities | $114,346,000 | 746 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $69,260,000 | 699 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $41,825,000 | 468 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $939,000 | 1,238 |
| Other commercial mortgage-backed securities | $2,322,000 | 923 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $253,754,000 | 706 |
| Total debt securities | $253,751,000 | 832 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,040 |
| Fair value | $400,000 | 1,130 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $261,074,000 | 835 |
| U.S. Government securities | $182,968,000 | 749 |
| U.S. Treasury securities | $25,007,000 | 921 |
| U.S. Government agency obligations | $157,961,000 | 706 |
| Securities issued by states & political subdivisions | $74,242,000 | 683 |
| Other domestic debt securities | $3,864,000 | 1,527 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $3,864,000 | 1,127 |
| 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 | $106,172,000 | 715 |
| Mortgage-backed securities | $118,961,000 | 718 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $73,557,000 | 677 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $42,078,000 | 471 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $929,000 | 1,224 |
| Other commercial mortgage-backed securities | $2,397,000 | 910 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $261,074,000 | 703 |
| Total debt securities | $261,074,000 | 826 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,066 |
| Fair value | $392,000 | 1,159 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $262,218,000 | 834 |
| U.S. Government securities | $184,841,000 | 762 |
| U.S. Treasury securities | $25,007,000 | 942 |
| U.S. Government agency obligations | $159,834,000 | 698 |
| Securities issued by states & political subdivisions | $73,446,000 | 684 |
| Other domestic debt securities | $3,931,000 | 1,499 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $3,931,000 | 1,127 |
| 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 | $97,632,000 | 729 |
| Mortgage-backed securities | $120,889,000 | 721 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $74,565,000 | 679 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $42,394,000 | 474 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $969,000 | 1,222 |
| Other commercial mortgage-backed securities | $2,961,000 | 885 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $262,218,000 | 710 |
| Total debt securities | $262,218,000 | 825 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,055 |
| Fair value | $410,000 | 1,136 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $261,693,000 | 840 |
| U.S. Government securities | $180,040,000 | 782 |
| U.S. Treasury securities | $21,764,000 | 1,018 |
| U.S. Government agency obligations | $158,276,000 | 712 |
| Securities issued by states & political subdivisions | $77,607,000 | 687 |
| Other domestic debt securities | $4,046,000 | 1,409 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $4,046,000 | 1,117 |
| 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 | $99,762,000 | 706 |
| Mortgage-backed securities | $118,354,000 | 768 |
| Certificates of participation in pools of residential mortgages | $76,718,000 | 688 |
| Issued or guaranteed by U.S. | $76,718,000 | 679 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $36,609,000 | 591 |
| CMOs issued by government agencies or sponsored agencies | $36,609,000 | 532 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $5,027,000 | 1,165 |
| Commercial mortgage pass-through securities | $1,867,000 | 1,032 |
| Other commercial mortgage-backed securities | $3,160,000 | 932 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $261,693,000 | 735 |
| Total debt securities | $261,693,000 | 832 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,031 |
| Fair value | $435,000 | 1,107 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $257,795,000 | 845 |
| U.S. Government securities | $172,218,000 | 801 |
| U.S. Treasury securities | $20,438,000 | 926 |
| U.S. Government agency obligations | $151,780,000 | 756 |
| Securities issued by states & political subdivisions | $81,330,000 | 678 |
| Other domestic debt securities | $4,247,000 | 1,383 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $4,247,000 | 1,090 |
| 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 | $95,334,000 | 676 |
| Mortgage-backed securities | $111,186,000 | 807 |
| Certificates of participation in pools of residential mortgages | $72,473,000 | 742 |
| Issued or guaranteed by U.S. | $72,473,000 | 733 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $32,373,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $32,373,000 | 586 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $6,340,000 | 1,067 |
| Commercial mortgage pass-through securities | $1,902,000 | 1,031 |
| Other commercial mortgage-backed securities | $4,438,000 | 838 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $257,795,000 | 761 |
| Total debt securities | $257,797,000 | 833 |
| Structured notes | ||
| Amortized cost | $500,000 | 914 |
| Fair value | $473,000 | 958 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $236,765,000 | 894 |
| U.S. Government securities | $146,955,000 | 873 |
| U.S. Treasury securities | $13,722,000 | 867 |
| U.S. Government agency obligations | $133,233,000 | 836 |
| Securities issued by states & political subdivisions | $85,872,000 | 673 |
| Other domestic debt securities | $3,938,000 | 1,379 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,938,000 | 1,062 |
| 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 | $124,937,000 | 549 |
| Mortgage-backed securities | $94,082,000 | 907 |
| Certificates of participation in pools of residential mortgages | $64,449,000 | 802 |
| Issued or guaranteed by U.S. | $64,449,000 | 790 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $21,649,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $21,649,000 | 734 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $7,984,000 | 969 |
| Commercial mortgage pass-through securities | $2,966,000 | 875 |
| Other commercial mortgage-backed securities | $5,018,000 | 780 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $236,765,000 | 817 |
| Total debt securities | $236,768,000 | 885 |
| Structured notes | ||
| Amortized cost | $500,000 | 829 |
| Fair value | $502,000 | 828 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $219,546,000 | 901 |
| U.S. Government securities | $135,811,000 | 869 |
| U.S. Treasury securities | $11,872,000 | 783 |
| U.S. Government agency obligations | $123,939,000 | 840 |
| Securities issued by states & political subdivisions | $80,268,000 | 694 |
| Other domestic debt securities | $3,467,000 | 1,376 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,467,000 | 1,050 |
| 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 | $117,475,000 | 565 |
| Mortgage-backed securities | $85,396,000 | 942 |
| Certificates of participation in pools of residential mortgages | $58,800,000 | 841 |
| Issued or guaranteed by U.S. | $58,800,000 | 826 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $18,032,000 | 852 |
| CMOs issued by government agencies or sponsored agencies | $18,032,000 | 813 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $8,564,000 | 941 |
| Commercial mortgage pass-through securities | $2,996,000 | 876 |
| Other commercial mortgage-backed securities | $5,568,000 | 751 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $219,546,000 | 824 |
| Total debt securities | $219,546,000 | 890 |
| Structured notes | ||
| Amortized cost | $500,000 | 730 |
| Fair value | $502,000 | 730 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $205,917,000 | 919 |
| U.S. Government securities | $133,628,000 | 836 |
| U.S. Treasury securities | $7,788,000 | 885 |
| U.S. Government agency obligations | $125,840,000 | 803 |
| Securities issued by states & political subdivisions | $69,731,000 | 758 |
| Other domestic debt securities | $2,558,000 | 1,437 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $2,558,000 | 1,096 |
| 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 | $114,511,000 | 573 |
| Mortgage-backed securities | $87,679,000 | 893 |
| Certificates of participation in pools of residential mortgages | $59,544,000 | 794 |
| Issued or guaranteed by U.S. | $59,544,000 | 778 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $18,635,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $18,635,000 | 767 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $9,500,000 | 879 |
| Commercial mortgage pass-through securities | $3,017,000 | 871 |
| Other commercial mortgage-backed securities | $6,483,000 | 696 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $205,917,000 | 841 |
| Total debt securities | $205,916,000 | 907 |
| Structured notes | ||
| Amortized cost | $500,000 | 662 |
| Fair value | $504,000 | 660 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $184,990,000 | 929 |
| U.S. Government securities | $115,310,000 | 859 |
| U.S. Treasury securities | $6,645,000 | 712 |
| U.S. Government agency obligations | $108,665,000 | 837 |
| Securities issued by states & political subdivisions | $68,148,000 | 747 |
| Other domestic debt securities | $1,532,000 | 1,603 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,532,000 | 1,227 |
| 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 | $108,000 | 4,121 |
| Mortgage-backed securities | $76,580,000 | 938 |
| Certificates of participation in pools of residential mortgages | $47,832,000 | 879 |
| Issued or guaranteed by U.S. | $47,832,000 | 857 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $18,836,000 | 776 |
| CMOs issued by government agencies or sponsored agencies | $18,836,000 | 739 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $9,912,000 | 820 |
| Commercial mortgage pass-through securities | $3,044,000 | 853 |
| Other commercial mortgage-backed securities | $6,868,000 | 643 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $184,990,000 | 849 |
| Total debt securities | $184,990,000 | 916 |
| Structured notes | ||
| Amortized cost | $500,000 | 473 |
| Fair value | $499,000 | 487 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $168,211,000 | 943 |
| U.S. Government securities | $96,602,000 | 901 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $96,602,000 | 850 |
| Securities issued by states & political subdivisions | $70,049,000 | 691 |
| Other domestic debt securities | $1,560,000 | 1,537 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,560,000 | 1,163 |
| 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 | $105,271,000 | 572 |
| Mortgage-backed securities | $74,843,000 | 881 |
| Certificates of participation in pools of residential mortgages | $43,219,000 | 865 |
| Issued or guaranteed by U.S. | $43,219,000 | 849 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $21,172,000 | 723 |
| CMOs issued by government agencies or sponsored agencies | $21,172,000 | 689 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $10,452,000 | 768 |
| Commercial mortgage pass-through securities | $3,062,000 | 814 |
| Other commercial mortgage-backed securities | $7,390,000 | 600 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $168,211,000 | 852 |
| Total debt securities | $168,211,000 | 928 |
| Structured notes | ||
| Amortized cost | $500,000 | 256 |
| Fair value | $507,000 | 258 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $159,717,000 | 908 |
| U.S. Government securities | $103,395,000 | 812 |
| U.S. Treasury securities | $3,007,000 | 717 |
| U.S. Government agency obligations | $100,388,000 | 788 |
| Securities issued by states & political subdivisions | $55,337,000 | 775 |
| Other domestic debt securities | $985,000 | 1,700 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $985,000 | 1,324 |
| 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 | $99,906,000 | 584 |
| Mortgage-backed securities | $80,002,000 | 798 |
| Certificates of participation in pools of residential mortgages | $42,133,000 | 829 |
| Issued or guaranteed by U.S. | $42,133,000 | 812 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $26,693,000 | 626 |
| CMOs issued by government agencies or sponsored agencies | $26,693,000 | 592 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $11,176,000 | 715 |
| Commercial mortgage pass-through securities | $3,107,000 | 793 |
| Other commercial mortgage-backed securities | $8,069,000 | 549 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $159,717,000 | 817 |
| Total debt securities | $159,717,000 | 895 |
| Structured notes | ||
| Amortized cost | $500,000 | 251 |
| Fair value | $508,000 | 255 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $155,178,000 | 901 |
| U.S. Government securities | $118,657,000 | 704 |
| U.S. Treasury securities | $4,030,000 | 672 |
| U.S. Government agency obligations | $114,627,000 | 693 |
| Securities issued by states & political subdivisions | $35,040,000 | 1,091 |
| Other domestic debt securities | $1,481,000 | 1,482 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,481,000 | 1,125 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,500,000 | 626 |
| Mortgage-backed securities | $92,645,000 | 712 |
| Certificates of participation in pools of residential mortgages | $48,063,000 | 724 |
| Issued or guaranteed by U.S. | $48,063,000 | 709 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $32,969,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $32,969,000 | 525 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $11,613,000 | 690 |
| Commercial mortgage pass-through securities | $3,079,000 | 781 |
| Other commercial mortgage-backed securities | $8,534,000 | 517 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $155,178,000 | 818 |
| Total debt securities | $155,178,000 | 890 |
| Structured notes | ||
| Amortized cost | $500,000 | 285 |
| Fair value | $506,000 | 285 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $165,697,000 | 826 |
| U.S. Government securities | $137,035,000 | 636 |
| U.S. Treasury securities | $4,051,000 | 681 |
| U.S. Government agency obligations | $132,984,000 | 617 |
| Securities issued by states & political subdivisions | $27,218,000 | 1,236 |
| Other domestic debt securities | $1,444,000 | 1,429 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $1,444,000 | 1,057 |
| 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 | $88,772,000 | 626 |
| Mortgage-backed securities | $100,868,000 | 685 |
| Certificates of participation in pools of residential mortgages | $50,556,000 | 695 |
| Issued or guaranteed by U.S. | $50,556,000 | 678 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $37,226,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $37,226,000 | 492 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $13,086,000 | 629 |
| Commercial mortgage pass-through securities | $4,121,000 | 667 |
| Other commercial mortgage-backed securities | $8,965,000 | 504 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $165,697,000 | 761 |
| Total debt securities | $165,696,000 | 812 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 174 |
| Fair value | $2,482,000 | 175 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $164,770,000 | 824 |
| U.S. Government securities | $144,689,000 | 608 |
| U.S. Treasury securities | $4,029,000 | 733 |
| U.S. Government agency obligations | $140,660,000 | 583 |
| Securities issued by states & political subdivisions | $18,613,000 | 1,609 |
| Other domestic debt securities | $1,468,000 | 1,392 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,468,000 | 1,028 |
| 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 | $79,111,000 | 658 |
| Mortgage-backed securities | $97,281,000 | 682 |
| Certificates of participation in pools of residential mortgages | $47,249,000 | 708 |
| Issued or guaranteed by U.S. | $47,249,000 | 691 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $37,780,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $37,780,000 | 481 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $12,252,000 | 636 |
| Commercial mortgage pass-through securities | $3,974,000 | 672 |
| Other commercial mortgage-backed securities | $8,278,000 | 499 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $164,770,000 | 757 |
| Total debt securities | $164,770,000 | 813 |
| Structured notes | ||
| Amortized cost | $6,486,000 | 108 |
| Fair value | $6,496,000 | 107 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $158,337,000 | 850 |
| U.S. Government securities | $141,452,000 | 625 |
| U.S. Treasury securities | $4,030,000 | 743 |
| U.S. Government agency obligations | $137,422,000 | 597 |
| Securities issued by states & political subdivisions | $15,916,000 | 1,783 |
| Other domestic debt securities | $969,000 | 1,575 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $969,000 | 1,173 |
| 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 | $85,500,000 | 608 |
| Mortgage-backed securities | $83,288,000 | 743 |
| Certificates of participation in pools of residential mortgages | $35,508,000 | 861 |
| Issued or guaranteed by U.S. | $35,508,000 | 837 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $35,168,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $35,168,000 | 514 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $12,612,000 | 615 |
| Commercial mortgage pass-through securities | $4,017,000 | 669 |
| Other commercial mortgage-backed securities | $8,595,000 | 476 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $158,337,000 | 764 |
| Total debt securities | $158,338,000 | 837 |
| Structured notes | ||
| Amortized cost | $9,233,000 | 107 |
| Fair value | $9,231,000 | 107 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $128,806,000 | 1,025 |
| U.S. Government securities | $113,698,000 | 767 |
| U.S. Treasury securities | $4,033,000 | 738 |
| U.S. Government agency obligations | $109,665,000 | 752 |
| Securities issued by states & political subdivisions | $14,139,000 | 1,973 |
| Other domestic debt securities | $969,000 | 1,561 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $969,000 | 1,200 |
| 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 | $75,715,000 | 689 |
| Mortgage-backed securities | $49,653,000 | 1,076 |
| Certificates of participation in pools of residential mortgages | $19,247,000 | 1,318 |
| Issued or guaranteed by U.S. | $19,247,000 | 1,302 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $26,430,000 | 652 |
| CMOs issued by government agencies or sponsored agencies | $26,430,000 | 623 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,976,000 | 1,038 |
| Commercial mortgage pass-through securities | $3,976,000 | 688 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $128,806,000 | 916 |
| Total debt securities | $128,805,000 | 1,015 |
| Structured notes | ||
| Amortized cost | $9,229,000 | 126 |
| Fair value | $9,197,000 | 126 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $128,255,000 | 1,042 |
| U.S. Government securities | $107,768,000 | 811 |
| U.S. Treasury securities | $4,005,000 | 759 |
| U.S. Government agency obligations | $103,763,000 | 782 |
| Securities issued by states & political subdivisions | $18,547,000 | 1,700 |
| Other domestic debt securities | $1,430,000 | 1,401 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,430,000 | 1,054 |
| Foreign debt securities | $510,000 | 241 |
| 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 | $70,678,000 | 746 |
| Mortgage-backed securities | $46,287,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | $17,661,000 | 1,416 |
| Issued or guaranteed by U.S. | $17,661,000 | 1,394 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $25,731,000 | 652 |
| CMOs issued by government agencies or sponsored agencies | $25,731,000 | 622 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $2,895,000 | 1,109 |
| Commercial mortgage pass-through securities | $2,895,000 | 773 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $128,255,000 | 929 |
| Total debt securities | $128,255,000 | 1,030 |
| Structured notes | ||
| Amortized cost | $10,226,000 | 129 |
| Fair value | $10,017,000 | 130 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $121,948,000 | 1,087 |
| U.S. Government securities | $101,780,000 | 853 |
| U.S. Treasury securities | $2,986,000 | 858 |
| U.S. Government agency obligations | $98,794,000 | 822 |
| Securities issued by states & political subdivisions | $18,269,000 | 1,756 |
| Other domestic debt securities | $1,400,000 | 1,392 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,400,000 | 1,059 |
| Foreign debt securities | $499,000 | 253 |
| 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 | $73,753,000 | 728 |
| Mortgage-backed securities | $44,181,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $18,617,000 | 1,369 |
| Issued or guaranteed by U.S. | $18,617,000 | 1,355 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $22,726,000 | 696 |
| CMOs issued by government agencies or sponsored agencies | $22,726,000 | 665 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,838,000 | 1,090 |
| Commercial mortgage pass-through securities | $2,838,000 | 768 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $121,948,000 | 972 |
| Total debt securities | $121,947,000 | 1,071 |
| Structured notes | ||
| Amortized cost | $10,222,000 | 131 |
| Fair value | $9,869,000 | 132 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $113,128,000 | 1,155 |
| U.S. Government securities | $94,101,000 | 911 |
| U.S. Treasury securities | $976,000 | 1,237 |
| U.S. Government agency obligations | $93,125,000 | 877 |
| Securities issued by states & political subdivisions | $17,072,000 | 1,871 |
| Other domestic debt securities | $1,456,000 | 1,345 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,456,000 | 1,054 |
| Foreign debt securities | $499,000 | 248 |
| 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 | $67,715,000 | 776 |
| Mortgage-backed securities | $42,454,000 | 1,187 |
| Certificates of participation in pools of residential mortgages | $16,076,000 | 1,538 |
| Issued or guaranteed by U.S. | $16,076,000 | 1,532 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $23,565,000 | 673 |
| CMOs issued by government agencies or sponsored agencies | $23,565,000 | 643 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,813,000 | 1,074 |
| Commercial mortgage pass-through securities | $2,813,000 | 761 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $113,128,000 | 1,040 |
| Total debt securities | $113,129,000 | 1,133 |
| Structured notes | ||
| Amortized cost | $9,219,000 | 137 |
| Fair value | $8,730,000 | 139 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $115,360,000 | 1,160 |
| U.S. Government securities | $97,177,000 | 888 |
| U.S. Treasury securities | $979,000 | 1,194 |
| U.S. Government agency obligations | $96,198,000 | 851 |
| Securities issued by states & political subdivisions | $17,222,000 | 1,900 |
| Other domestic debt securities | $961,000 | 1,677 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $961,000 | 1,206 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,857,000 | 776 |
| Mortgage-backed securities | $45,035,000 | 1,163 |
| Certificates of participation in pools of residential mortgages | $17,243,000 | 1,503 |
| Issued or guaranteed by U.S. | $17,243,000 | 1,442 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $24,953,000 | 652 |
| CMOs issued by government agencies or sponsored agencies | $24,953,000 | 616 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,839,000 | 1,042 |
| Commercial mortgage pass-through securities | $2,839,000 | 729 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $115,360,000 | 1,040 |
| Total debt securities | $115,362,000 | 1,140 |
| Structured notes | ||
| Amortized cost | $9,216,000 | 136 |
| Fair value | $8,835,000 | 136 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $116,421,000 | 1,164 |
| U.S. Government securities | $98,191,000 | 891 |
| U.S. Treasury securities | $981,000 | 1,155 |
| U.S. Government agency obligations | $97,210,000 | 862 |
| Securities issued by states & political subdivisions | $17,261,000 | 1,951 |
| Other domestic debt securities | $969,000 | 1,522 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $969,000 | 1,228 |
| 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 | $72,419,000 | 759 |
| Mortgage-backed securities | $46,249,000 | 1,133 |
| Certificates of participation in pools of residential mortgages | $17,187,000 | 1,544 |
| Issued or guaranteed by U.S. | $17,187,000 | 1,541 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $26,215,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $26,215,000 | 595 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,847,000 | 918 |
| Commercial mortgage pass-through securities | $2,847,000 | 581 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $116,421,000 | 1,041 |
| Total debt securities | $116,421,000 | 1,147 |
| Structured notes | ||
| Amortized cost | $9,212,000 | 138 |
| Fair value | $8,846,000 | 138 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $115,845,000 | 1,180 |
| U.S. Government securities | $97,302,000 | 900 |
| U.S. Treasury securities | $991,000 | 1,094 |
| U.S. Government agency obligations | $96,311,000 | 867 |
| Securities issued by states & political subdivisions | $17,553,000 | 1,982 |
| Other domestic debt securities | $990,000 | 1,524 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $990,000 | 1,250 |
| 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 | $74,215,000 | 766 |
| Mortgage-backed securities | $45,874,000 | 1,146 |
| Certificates of participation in pools of residential mortgages | $16,806,000 | 1,608 |
| Issued or guaranteed by U.S. | $16,806,000 | 1,607 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $26,138,000 | 627 |
| CMOs issued by government agencies or sponsored agencies | $26,138,000 | 595 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,930,000 | 895 |
| Commercial mortgage pass-through securities | $2,930,000 | 568 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $115,845,000 | 1,050 |
| Total debt securities | $115,845,000 | 1,162 |
| Structured notes | ||
| Amortized cost | $9,208,000 | 134 |
| Fair value | $9,014,000 | 134 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $112,824,000 | 1,206 |
| U.S. Government securities | $93,895,000 | 932 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $93,895,000 | 896 |
| Securities issued by states & political subdivisions | $17,931,000 | 1,977 |
| Other domestic debt securities | $998,000 | 1,529 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $998,000 | 1,272 |
| 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 | $72,822,000 | 788 |
| Mortgage-backed securities | $45,182,000 | 1,172 |
| Certificates of participation in pools of residential mortgages | $16,277,000 | 1,670 |
| Issued or guaranteed by U.S. | $16,277,000 | 1,668 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $25,937,000 | 628 |
| CMOs issued by government agencies or sponsored agencies | $25,937,000 | 598 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,968,000 | 881 |
| Commercial mortgage pass-through securities | $2,968,000 | 573 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $112,824,000 | 1,069 |
| Total debt securities | $112,824,000 | 1,185 |
| Structured notes | ||
| Amortized cost | $7,241,000 | 170 |
| Fair value | $7,150,000 | 171 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $114,697,000 | 1,204 |
| U.S. Government securities | $94,986,000 | 945 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $94,986,000 | 908 |
| Securities issued by states & political subdivisions | $18,710,000 | 1,944 |
| Other domestic debt securities | $1,001,000 | 1,523 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,001,000 | 1,269 |
| 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 | $67,553,000 | 853 |
| Mortgage-backed securities | $45,753,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $17,789,000 | 1,615 |
| Issued or guaranteed by U.S. | $17,789,000 | 1,614 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $24,993,000 | 644 |
| CMOs issued by government agencies or sponsored agencies | $24,993,000 | 611 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,971,000 | 854 |
| Commercial mortgage pass-through securities | $2,971,000 | 554 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $114,697,000 | 1,063 |
| Total debt securities | $114,697,000 | 1,183 |
| Structured notes | ||
| Amortized cost | $7,239,000 | 182 |
| Fair value | $7,171,000 | 184 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $116,427,000 | 1,196 |
| U.S. Government securities | $97,825,000 | 942 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $97,825,000 | 900 |
| Securities issued by states & political subdivisions | $17,608,000 | 2,032 |
| Other domestic debt securities | $994,000 | 1,602 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $994,000 | 1,321 |
| 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 | $70,123,000 | 834 |
| Mortgage-backed securities | $46,563,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $19,361,000 | 1,560 |
| Issued or guaranteed by U.S. | $19,361,000 | 1,560 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $24,286,000 | 659 |
| CMOs issued by government agencies or sponsored agencies | $24,286,000 | 623 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $2,916,000 | 839 |
| Commercial mortgage pass-through securities | $2,916,000 | 539 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $116,427,000 | 1,056 |
| Total debt securities | $116,427,000 | 1,176 |
| Structured notes | ||
| Amortized cost | $7,238,000 | 191 |
| Fair value | $7,068,000 | 191 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $120,807,000 | 1,145 |
| U.S. Government securities | $102,636,000 | 883 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $102,636,000 | 842 |
| Securities issued by states & political subdivisions | $17,185,000 | 2,068 |
| Other domestic debt securities | $986,000 | 1,611 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $986,000 | 1,327 |
| 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 | $77,634,000 | 761 |
| Mortgage-backed securities | $54,265,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | $25,566,000 | 1,295 |
| Issued or guaranteed by U.S. | $25,566,000 | 1,294 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $25,821,000 | 641 |
| CMOs issued by government agencies or sponsored agencies | $25,821,000 | 601 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $2,878,000 | 812 |
| Commercial mortgage pass-through securities | $2,878,000 | 518 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $120,807,000 | 1,002 |
| Total debt securities | $120,807,000 | 1,129 |
| Structured notes | ||
| Amortized cost | $7,237,000 | 182 |
| Fair value | $6,982,000 | 185 |
| 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 | $120,239,000 | 1,154 |
| U.S. Government securities | $103,667,000 | 860 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $103,667,000 | 822 |
| Securities issued by states & political subdivisions | $15,551,000 | 2,227 |
| Other domestic debt securities | $1,021,000 | 1,550 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,021,000 | 1,257 |
| 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 | $86,430,000 | 695 |
| Mortgage-backed securities | $59,633,000 | 982 |
| Certificates of participation in pools of residential mortgages | $27,625,000 | 1,228 |
| Issued or guaranteed by U.S. | $27,625,000 | 1,227 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $28,917,000 | 592 |
| CMOs issued by government agencies or sponsored agencies | $28,917,000 | 556 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $3,091,000 | 749 |
| Commercial mortgage pass-through securities | $3,091,000 | 461 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $120,239,000 | 1,018 |
| Total debt securities | $120,239,000 | 1,137 |
| Structured notes | ||
| Amortized cost | $5,999,000 | 205 |
| Fair value | $5,993,000 | 206 |
| 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 | $126,132,000 | 1,123 |
| U.S. Government securities | $108,536,000 | 844 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $108,536,000 | 809 |
| Securities issued by states & political subdivisions | $16,572,000 | 2,147 |
| Other domestic debt securities | $1,024,000 | 1,572 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,024,000 | 1,259 |
| 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 | $76,045,000 | 789 |
| Mortgage-backed securities | $65,794,000 | 915 |
| Certificates of participation in pools of residential mortgages | $34,788,000 | 1,037 |
| Issued or guaranteed by U.S. | $34,788,000 | 1,033 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $29,922,000 | 599 |
| CMOs issued by government agencies or sponsored agencies | $29,922,000 | 559 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,084,000 | 955 |
| Commercial mortgage pass-through securities | $1,084,000 | 611 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $126,132,000 | 993 |
| Total debt securities | $126,132,000 | 1,110 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 284 |
| Fair value | $4,013,000 | 334 |
| 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 | $121,143,000 | 1,174 |
| U.S. Government securities | $106,952,000 | 874 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $106,952,000 | 838 |
| Securities issued by states & political subdivisions | $13,183,000 | 2,426 |
| Other domestic debt securities | $1,008,000 | 1,603 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,008,000 | 1,285 |
| 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 | $77,699,000 | 777 |
| Mortgage-backed securities | $61,630,000 | 963 |
| Certificates of participation in pools of residential mortgages | $22,295,000 | 1,451 |
| Issued or guaranteed by U.S. | $22,295,000 | 1,450 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $34,475,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $34,475,000 | 525 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $4,860,000 | 596 |
| Commercial mortgage pass-through securities | $4,860,000 | 338 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $121,143,000 | 1,027 |
| Total debt securities | $121,143,000 | 1,156 |
| Structured notes | ||
| Amortized cost | $2,488,000 | 588 |
| Fair value | $2,477,000 | 591 |
| 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 | $127,190,000 | 1,133 |
| U.S. Government securities | $116,225,000 | 827 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $116,225,000 | 794 |
| Securities issued by states & political subdivisions | $9,960,000 | 2,808 |
| Other domestic debt securities | $1,005,000 | 1,598 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,005,000 | 1,277 |
| 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 | $73,298,000 | 815 |
| Mortgage-backed securities | $71,756,000 | 844 |
| Certificates of participation in pools of residential mortgages | $29,008,000 | 1,190 |
| Issued or guaranteed by U.S. | $29,008,000 | 1,188 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $38,990,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $38,990,000 | 493 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $3,758,000 | 605 |
| Commercial mortgage pass-through securities | $3,758,000 | 359 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $127,190,000 | 993 |
| Total debt securities | $127,190,000 | 1,118 |
| Structured notes | ||
| Amortized cost | $4,486,000 | 436 |
| Fair value | $4,468,000 | 436 |
| 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 | $126,680,000 | 1,129 |
| U.S. Government securities | $117,839,000 | 826 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $117,839,000 | 789 |
| Securities issued by states & political subdivisions | $8,330,000 | 3,060 |
| Other domestic debt securities | $511,000 | 1,868 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $511,000 | 1,490 |
| 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 | $69,802,000 | 854 |
| Mortgage-backed securities | $69,282,000 | 855 |
| Certificates of participation in pools of residential mortgages | $30,318,000 | 1,162 |
| Issued or guaranteed by U.S. | $30,318,000 | 1,161 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $38,964,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $38,964,000 | 496 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $126,680,000 | 1,001 |
| Total debt securities | $126,680,000 | 1,117 |
| Structured notes | ||
| Amortized cost | $3,996,000 | 573 |
| Fair value | $3,985,000 | 560 |
| 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 | $134,691,000 | 1,085 |
| U.S. Government securities | $127,117,000 | 798 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $127,117,000 | 764 |
| Securities issued by states & political subdivisions | $7,071,000 | 3,246 |
| Other domestic debt securities | $503,000 | 1,886 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $503,000 | 1,509 |
| 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 | $69,926,000 | 854 |
| Mortgage-backed securities | $72,663,000 | 844 |
| Certificates of participation in pools of residential mortgages | $31,820,000 | 1,162 |
| Issued or guaranteed by U.S. | $31,820,000 | 1,161 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $40,843,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $40,843,000 | 495 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $134,691,000 | 962 |
| Total debt securities | $134,691,000 | 1,072 |
| Structured notes | ||
| Amortized cost | $4,996,000 | 547 |
| Fair value | $4,931,000 | 543 |
| 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 | $134,301,000 | 1,097 |
| U.S. Government securities | $128,941,000 | 786 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $128,941,000 | 759 |
| Securities issued by states & political subdivisions | $4,855,000 | 3,642 |
| Other domestic debt securities | $505,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $505,000 | 1,543 |
| 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 | $75,141,000 | 820 |
| Mortgage-backed securities | $72,605,000 | 855 |
| Certificates of participation in pools of residential mortgages | $33,618,000 | 1,125 |
| Issued or guaranteed by U.S. | $33,618,000 | 1,124 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $38,987,000 | 554 |
| CMOs issued by government agencies or sponsored agencies | $38,987,000 | 521 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $134,301,000 | 965 |
| Total debt securities | $134,301,000 | 1,087 |
| Structured notes | ||
| Amortized cost | $6,194,000 | 492 |
| Fair value | $6,183,000 | 492 |
| 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 | $131,186,000 | 1,128 |
| U.S. Government securities | $126,075,000 | 807 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $126,075,000 | 772 |
| Securities issued by states & political subdivisions | $4,609,000 | 3,733 |
| Other domestic debt securities | $502,000 | 1,970 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $502,000 | 1,576 |
| 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 | $91,658,000 | 688 |
| Mortgage-backed securities | $62,878,000 | 984 |
| Certificates of participation in pools of residential mortgages | $31,015,000 | 1,201 |
| Issued or guaranteed by U.S. | $31,015,000 | 1,199 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $31,863,000 | 630 |
| CMOs issued by government agencies or sponsored agencies | $31,863,000 | 591 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $131,186,000 | 986 |
| Total debt securities | $131,186,000 | 1,118 |
| Structured notes | ||
| Amortized cost | $9,140,000 | 391 |
| Fair value | $9,056,000 | 388 |
| 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 | $128,770,000 | 1,167 |
| U.S. Government securities | $122,651,000 | 836 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $122,651,000 | 803 |
| Securities issued by states & political subdivisions | $5,615,000 | 3,576 |
| Other domestic debt securities | $504,000 | 2,031 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $504,000 | 1,609 |
| 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 | $64,356,000 | 932 |
| Mortgage-backed securities | $66,888,000 | 942 |
| Certificates of participation in pools of residential mortgages | $38,334,000 | 1,048 |
| Issued or guaranteed by U.S. | $38,334,000 | 1,047 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $26,740,000 | 732 |
| CMOs issued by government agencies or sponsored agencies | $26,740,000 | 697 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,814,000 | 676 |
| Commercial mortgage pass-through securities | $1,814,000 | 431 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $128,770,000 | 1,021 |
| Total debt securities | $128,770,000 | 1,154 |
| Structured notes | ||
| Amortized cost | $7,066,000 | 542 |
| Fair value | $6,895,000 | 552 |
| 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 | $122,097,000 | 1,225 |
| U.S. Government securities | $116,263,000 | 883 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $116,263,000 | 850 |
| Securities issued by states & political subdivisions | $5,333,000 | 3,663 |
| Other domestic debt securities | $501,000 | 2,088 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $501,000 | 1,671 |
| 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 | $66,141,000 | 913 |
| Mortgage-backed securities | $62,476,000 | 1,025 |
| Certificates of participation in pools of residential mortgages | $43,002,000 | 981 |
| Issued or guaranteed by U.S. | $43,002,000 | 980 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $19,474,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $19,474,000 | 868 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $122,097,000 | 1,071 |
| Total debt securities | $122,097,000 | 1,211 |
| Structured notes | ||
| Amortized cost | $5,103,000 | 708 |
| Fair value | $4,881,000 | 736 |
| 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 | $128,080,000 | 1,185 |
| U.S. Government securities | $121,206,000 | 861 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $121,206,000 | 827 |
| Securities issued by states & political subdivisions | $6,375,000 | 3,496 |
| Other domestic debt securities | $499,000 | 2,174 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $499,000 | 1,741 |
| 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 | $65,143,000 | 927 |
| Mortgage-backed securities | $59,815,000 | 1,069 |
| Certificates of participation in pools of residential mortgages | $37,645,000 | 1,095 |
| Issued or guaranteed by U.S. | $37,645,000 | 1,094 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $22,170,000 | 859 |
| CMOs issued by government agencies or sponsored agencies | $22,170,000 | 809 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $128,080,000 | 1,048 |
| Total debt securities | $128,080,000 | 1,173 |
| Structured notes | ||
| Amortized cost | $9,222,000 | 466 |
| Fair value | $8,876,000 | 468 |
| 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 | $121,852,000 | 1,226 |
| U.S. Government securities | $115,057,000 | 895 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $115,057,000 | 866 |
| Securities issued by states & political subdivisions | $6,298,000 | 3,510 |
| Other domestic debt securities | $497,000 | 2,231 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $497,000 | 1,778 |
| 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 | $61,613,000 | 974 |
| Mortgage-backed securities | $53,938,000 | 1,166 |
| Certificates of participation in pools of residential mortgages | $37,078,000 | 1,105 |
| Issued or guaranteed by U.S. | $37,078,000 | 1,105 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $16,860,000 | 1,018 |
| CMOs issued by government agencies or sponsored agencies | $16,860,000 | 964 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $121,852,000 | 1,085 |
| Total debt securities | $121,852,000 | 1,209 |
| Structured notes | ||
| Amortized cost | $8,168,000 | 504 |
| Fair value | $7,779,000 | 501 |
| 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 | $114,600,000 | 1,314 |
| U.S. Government securities | $107,062,000 | 952 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $107,062,000 | 918 |
| Securities issued by states & political subdivisions | $7,040,000 | 3,382 |
| Other domestic debt securities | $498,000 | 2,287 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $498,000 | 1,816 |
| 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 | $60,627,000 | 966 |
| Mortgage-backed securities | $46,971,000 | 1,349 |
| Certificates of participation in pools of residential mortgages | $33,999,000 | 1,181 |
| Issued or guaranteed by U.S. | $33,999,000 | 1,180 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,972,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $12,972,000 | 1,131 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $114,600,000 | 1,158 |
| Total debt securities | $114,600,000 | 1,296 |
| Structured notes | ||
| Amortized cost | $7,304,000 | 544 |
| Fair value | $6,940,000 | 549 |
| 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 | $111,861,000 | 1,340 |
| U.S. Government securities | $104,074,000 | 987 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $104,074,000 | 955 |
| Securities issued by states & political subdivisions | $7,293,000 | 3,342 |
| Other domestic debt securities | $494,000 | 2,368 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $494,000 | 1,880 |
| 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 | $58,976,000 | 969 |
| Mortgage-backed securities | $49,676,000 | 1,280 |
| Certificates of participation in pools of residential mortgages | $36,883,000 | 1,103 |
| Issued or guaranteed by U.S. | $36,883,000 | 1,102 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,793,000 | 1,233 |
| CMOs issued by government agencies or sponsored agencies | $12,793,000 | 1,157 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $111,861,000 | 1,202 |
| Total debt securities | $111,861,000 | 1,324 |
| Structured notes | ||
| Amortized cost | $6,412,000 | 583 |
| Fair value | $6,288,000 | 574 |
| 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 | $117,017,000 | 1,306 |
| U.S. Government securities | $109,550,000 | 950 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $109,550,000 | 917 |
| Securities issued by states & political subdivisions | $7,467,000 | 3,281 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,292,000 | 1,014 |
| Mortgage-backed securities | $48,341,000 | 1,342 |
| Certificates of participation in pools of residential mortgages | $37,851,000 | 1,088 |
| Issued or guaranteed by U.S. | $37,851,000 | 1,088 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,490,000 | 1,407 |
| CMOs issued by government agencies or sponsored agencies | $10,490,000 | 1,333 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $117,017,000 | 1,180 |
| Total debt securities | $117,017,000 | 1,292 |
| Structured notes | ||
| Amortized cost | $4,613,000 | 754 |
| Fair value | $4,612,000 | 753 |
| 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 | $111,707,000 | 1,338 |
| U.S. Government securities | $102,712,000 | 984 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $102,712,000 | 945 |
| Securities issued by states & political subdivisions | $8,995,000 | 2,991 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,100,000 | 827 |
| Mortgage-backed securities | $50,757,000 | 1,294 |
| Certificates of participation in pools of residential mortgages | $33,329,000 | 1,220 |
| Issued or guaranteed by U.S. | $33,329,000 | 1,219 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $17,428,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $17,428,000 | 1,032 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $111,707,000 | 1,199 |
| Total debt securities | $111,707,000 | 1,325 |
| Structured notes | ||
| Amortized cost | $3,792,000 | 910 |
| Fair value | $3,819,000 | 910 |
| 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 | $100,896,000 | 1,479 |
| U.S. Government securities | $93,801,000 | 1,096 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $93,801,000 | 1,059 |
| Securities issued by states & political subdivisions | $7,095,000 | 3,299 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,904,000 | 931 |
| Mortgage-backed securities | $55,235,000 | 1,265 |
| Certificates of participation in pools of residential mortgages | $34,222,000 | 1,262 |
| Issued or guaranteed by U.S. | $34,222,000 | 1,262 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $21,013,000 | 1,030 |
| CMOs issued by government agencies or sponsored agencies | $21,013,000 | 963 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $100,896,000 | 1,336 |
| Total debt securities | $100,896,000 | 1,459 |
| Structured notes | ||
| Amortized cost | $1,886,000 | 1,460 |
| Fair value | $1,912,000 | 1,452 |
| 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 | $105,120,000 | 1,426 |
| U.S. Government securities | $98,965,000 | 1,050 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $98,965,000 | 1,016 |
| Securities issued by states & political subdivisions | $6,155,000 | 3,426 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,402,000 | 941 |
| Mortgage-backed securities | $62,464,000 | 1,150 |
| Certificates of participation in pools of residential mortgages | $40,128,000 | 1,118 |
| Issued or guaranteed by U.S. | $40,128,000 | 1,117 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $22,336,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $22,336,000 | 913 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $105,120,000 | 1,292 |
| Total debt securities | $105,120,000 | 1,408 |
| Structured notes | ||
| Amortized cost | $1,992,000 | 1,615 |
| Fair value | $2,020,000 | 1,484 |
| 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 | $117,520,000 | 1,311 |
| U.S. Government securities | $113,875,000 | 954 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $113,875,000 | 927 |
| Securities issued by states & political subdivisions | $3,645,000 | 3,962 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,086,000 | 900 |
| Mortgage-backed securities | $74,990,000 | 988 |
| Certificates of participation in pools of residential mortgages | $50,768,000 | 907 |
| Issued or guaranteed by U.S. | $50,768,000 | 906 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $24,222,000 | 966 |
| CMOs issued by government agencies or sponsored agencies | $24,222,000 | 900 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $117,520,000 | 1,185 |
| Total debt securities | $117,520,000 | 1,296 |
| Structured notes | ||
| Amortized cost | $4,117,000 | 1,166 |
| Fair value | $4,093,000 | 1,165 |
| 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 | $124,235,000 | 1,208 |
| U.S. Government securities | $119,811,000 | 872 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $119,811,000 | 846 |
| Securities issued by states & political subdivisions | $4,424,000 | 3,733 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,345,000 | 768 |
| Mortgage-backed securities | $74,659,000 | 953 |
| Certificates of participation in pools of residential mortgages | $53,047,000 | 820 |
| Issued or guaranteed by U.S. | $53,047,000 | 818 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $21,612,000 | 1,010 |
| CMOs issued by government agencies or sponsored agencies | $21,612,000 | 902 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $124,235,000 | 1,070 |
| Total debt securities | $124,235,000 | 1,196 |
| Structured notes | ||
| Amortized cost | $6,344,000 | 831 |
| Fair value | $6,357,000 | 829 |
| 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 | $110,868,000 | 1,293 |
| U.S. Government securities | $107,163,000 | 932 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $107,163,000 | 903 |
| Securities issued by states & political subdivisions | $3,705,000 | 3,877 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,695,000 | 806 |
| Mortgage-backed securities | $62,537,000 | 1,077 |
| Certificates of participation in pools of residential mortgages | $44,520,000 | 932 |
| Issued or guaranteed by U.S. | $44,520,000 | 929 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $18,017,000 | 1,143 |
| CMOs issued by government agencies or sponsored agencies | $18,017,000 | 1,013 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $110,868,000 | 1,162 |
| Total debt securities | $110,868,000 | 1,281 |
| Structured notes | ||
| Amortized cost | $5,404,000 | 972 |
| Fair value | $5,420,000 | 975 |
| 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 | $128,665,000 | 1,124 |
| U.S. Government securities | $125,052,000 | 825 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $125,052,000 | 795 |
| Securities issued by states & political subdivisions | $3,613,000 | 3,862 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,582,000 | 711 |
| Mortgage-backed securities | $68,283,000 | 964 |
| Certificates of participation in pools of residential mortgages | $36,274,000 | 1,057 |
| Issued or guaranteed by U.S. | $36,274,000 | 1,052 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $32,009,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $32,009,000 | 676 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $128,665,000 | 996 |
| Total debt securities | $128,665,000 | 1,111 |
| Structured notes | ||
| Amortized cost | $13,373,000 | 540 |
| Fair value | $13,300,000 | 544 |
| 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 | $131,931,000 | 1,089 |
| U.S. Government securities | $128,507,000 | 809 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $128,507,000 | 772 |
| Securities issued by states & political subdivisions | $3,424,000 | 3,886 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,677,000 | 816 |
| Mortgage-backed securities | $57,217,000 | 1,106 |
| Certificates of participation in pools of residential mortgages | $33,394,000 | 1,095 |
| Issued or guaranteed by U.S. | $33,394,000 | 1,089 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $23,823,000 | 920 |
| CMOs issued by government agencies or sponsored agencies | $23,823,000 | 780 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $131,931,000 | 964 |
| Total debt securities | $131,931,000 | 1,079 |
| Structured notes | ||
| Amortized cost | $17,355,000 | 427 |
| Fair value | $17,003,000 | 432 |
| 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 | $132,776,000 | 1,041 |
| U.S. Government securities | $129,434,000 | 782 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $129,434,000 | 745 |
| Securities issued by states & political subdivisions | $3,342,000 | 3,904 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,399,000 | 702 |
| Mortgage-backed securities | $58,460,000 | 1,023 |
| Certificates of participation in pools of residential mortgages | $30,308,000 | 1,143 |
| Issued or guaranteed by U.S. | $30,308,000 | 1,132 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $28,152,000 | 808 |
| CMOs issued by government agencies or sponsored agencies | $28,152,000 | 686 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $132,776,000 | 917 |
| Total debt securities | $132,776,000 | 1,029 |
| Structured notes | ||
| Amortized cost | $17,111,000 | 391 |
| Fair value | $16,715,000 | 400 |
| 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 | $124,403,000 | 1,082 |
| U.S. Government securities | $121,946,000 | 795 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $121,946,000 | 758 |
| Securities issued by states & political subdivisions | $2,457,000 | 4,161 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,964,000 | 771 |
| Mortgage-backed securities | $50,069,000 | 1,142 |
| Certificates of participation in pools of residential mortgages | $24,875,000 | 1,307 |
| Issued or guaranteed by U.S. | $24,875,000 | 1,301 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $25,194,000 | 875 |
| CMOs issued by government agencies or sponsored agencies | $25,194,000 | 738 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $124,403,000 | 948 |
| Total debt securities | $124,403,000 | 1,069 |
| Structured notes | ||
| Amortized cost | $15,741,000 | 392 |
| Fair value | $15,825,000 | 394 |
| 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 | $128,963,000 | 1,041 |
| U.S. Government securities | $126,603,000 | 767 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $126,603,000 | 733 |
| Securities issued by states & political subdivisions | $2,360,000 | 4,149 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,511,000 | 679 |
| Mortgage-backed securities | $27,615,000 | 1,787 |
| Certificates of participation in pools of residential mortgages | $10,172,000 | 2,410 |
| Issued or guaranteed by U.S. | $10,172,000 | 2,402 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $17,443,000 | 1,059 |
| CMOs issued by government agencies or sponsored agencies | $17,443,000 | 880 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $128,963,000 | 912 |
| Total debt securities | $128,963,000 | 1,027 |
| Structured notes | ||
| Amortized cost | $18,194,000 | 359 |
| Fair value | $18,237,000 | 361 |
| 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 | $141,346,000 | 940 |
| U.S. Government securities | $138,988,000 | 693 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $138,988,000 | 661 |
| Securities issued by states & political subdivisions | $2,358,000 | 4,132 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,556,000 | 675 |
| Mortgage-backed securities | $31,754,000 | 1,655 |
| Certificates of participation in pools of residential mortgages | $16,252,000 | 1,881 |
| Issued or guaranteed by U.S. | $16,252,000 | 1,878 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $15,502,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $15,502,000 | 915 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $141,346,000 | 819 |
| Total debt securities | $141,346,000 | 921 |
| Structured notes | ||
| Amortized cost | $11,012,000 | 491 |
| Fair value | $10,980,000 | 499 |
| 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 | $157,481,000 | 820 |
| U.S. Government securities | $155,155,000 | 599 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $155,155,000 | 573 |
| Securities issued by states & political subdivisions | $2,326,000 | 4,174 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,856,000 | 581 |
| Mortgage-backed securities | $40,056,000 | 1,428 |
| Certificates of participation in pools of residential mortgages | $25,603,000 | 1,389 |
| Issued or guaranteed by U.S. | $25,603,000 | 1,381 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $14,453,000 | 1,142 |
| CMOs issued by government agencies or sponsored agencies | $14,453,000 | 935 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $157,481,000 | 716 |
| Total debt securities | $157,481,000 | 806 |
| Structured notes | ||
| Amortized cost | $12,500,000 | 333 |
| Fair value | $12,313,000 | 338 |
| 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 | $162,100,000 | 798 |
| U.S. Government securities | $160,113,000 | 569 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $160,113,000 | 546 |
| Securities issued by states & political subdivisions | $1,987,000 | 4,386 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,063,000 | 706 |
| Mortgage-backed securities | $36,894,000 | 1,543 |
| Certificates of participation in pools of residential mortgages | $22,081,000 | 1,614 |
| Issued or guaranteed by U.S. | $22,081,000 | 1,605 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $14,813,000 | 1,113 |
| CMOs issued by government agencies or sponsored agencies | $14,813,000 | 890 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $162,100,000 | 690 |
| Total debt securities | $162,100,000 | 782 |
| Structured notes | ||
| Amortized cost | $8,500,000 | 305 |
| Fair value | $8,441,000 | 310 |
| 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 | $168,132,000 | 755 |
| U.S. Government securities | $165,654,000 | 541 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $165,654,000 | 521 |
| Securities issued by states & political subdivisions | $2,478,000 | 4,115 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,811,000 | 741 |
| Mortgage-backed securities | $42,194,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $25,596,000 | 1,457 |
| Issued or guaranteed by U.S. | $25,596,000 | 1,449 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $16,598,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $16,598,000 | 793 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $168,132,000 | 645 |
| Total debt securities | $168,132,000 | 734 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 297 |
| Fair value | $5,403,000 | 311 |
| 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 | $144,870,000 | 856 |
| U.S. Government securities | $144,341,000 | 628 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $144,341,000 | 607 |
| Securities issued by states & political subdivisions | $529,000 | 5,238 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,538,000 | 914 |
| Mortgage-backed securities | $19,788,000 | 2,411 |
| Certificates of participation in pools of residential mortgages | $14,796,000 | 2,203 |
| Issued or guaranteed by U.S. | $14,796,000 | 2,191 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,992,000 | 1,844 |
| CMOs issued by government agencies or sponsored agencies | $4,992,000 | 1,522 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $144,870,000 | 730 |
| Total debt securities | $144,870,000 | 835 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 159 |
| Fair value | $7,020,000 | 157 |
| 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 | $145,378,000 | 834 |
| U.S. Government securities | $144,850,000 | 616 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $144,850,000 | 601 |
| Securities issued by states & political subdivisions | $528,000 | 5,193 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,326,000 | 865 |
| Mortgage-backed securities | $3,901,000 | 4,596 |
| Certificates of participation in pools of residential mortgages | $3,901,000 | 4,045 |
| Issued or guaranteed by U.S. | $3,901,000 | 4,033 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $145,378,000 | 712 |
| Total debt securities | $145,378,000 | 820 |
| Structured notes | ||
| Amortized cost | $9,500,000 | 136 |
| Fair value | $9,525,000 | 134 |
| 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 | $153,287,000 | 758 |
| U.S. Government securities | $152,350,000 | 558 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $152,350,000 | 547 |
| Securities issued by states & political subdivisions | $937,000 | 4,859 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,668,000 | 1,037 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $153,287,000 | 647 |
| Total debt securities | $153,287,000 | 741 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 108 |
| Fair value | $9,710,000 | 115 |
| 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 | $160,554,000 | 743 |
| U.S. Government securities | $159,412,000 | 532 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $159,412,000 | 518 |
| Securities issued by states & political subdivisions | $1,142,000 | 4,731 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,118,000 | 962 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $160,554,000 | 632 |
| Total debt securities | $160,554,000 | 730 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 121 |
| Fair value | $9,827,000 | 125 |
| 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 | $136,162,000 | 879 |
| U.S. Government securities | $135,021,000 | 609 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $135,021,000 | 595 |
| Securities issued by states & political subdivisions | $1,141,000 | 4,754 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,089,000 | 917 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $136,162,000 | 768 |
| Total debt securities | $136,162,000 | 856 |
| Structured notes | ||
| Amortized cost | $11,400,000 | 105 |
| Fair value | $11,440,000 | 104 |
| 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 | $99,045,000 | 1,214 |
| U.S. Government securities | $97,669,000 | 857 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $97,669,000 | 830 |
| Securities issued by states & political subdivisions | $1,376,000 | 4,621 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,089,000 | 906 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $99,045,000 | 1,060 |
| Total debt securities | $99,045,000 | 1,183 |
| Structured notes | ||
| Amortized cost | $25,376,000 | 63 |
| Fair value | $25,548,000 | 63 |
| 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 | $121,704,000 | 975 |
| U.S. Government securities | $120,326,000 | 694 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $120,326,000 | 679 |
| Securities issued by states & political subdivisions | $1,378,000 | 4,619 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,583,000 | 971 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $121,704,000 | 837 |
| Total debt securities | $121,704,000 | 948 |
| Structured notes | ||
| Amortized cost | $31,381,000 | 58 |
| Fair value | $31,455,000 | 58 |
| 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 | $120,235,000 | 1,001 |
| U.S. Government securities | $118,665,000 | 715 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $118,665,000 | 700 |
| Securities issued by states & political subdivisions | $1,570,000 | 4,522 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,718,000 | 968 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $120,235,000 | 855 |
| Total debt securities | $120,235,000 | 980 |
| Structured notes | ||
| Amortized cost | $34,856,000 | 53 |
| Fair value | $34,694,000 | 52 |
| 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 | $122,090,000 | 995 |
| U.S. Government securities | $120,004,000 | 707 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $120,004,000 | 689 |
| Securities issued by states & political subdivisions | $2,086,000 | 4,230 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,510,000 | 939 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $122,090,000 | 841 |
| Total debt securities | $122,090,000 | 966 |
| Structured notes | ||
| Amortized cost | $38,638,000 | 48 |
| Fair value | $38,559,000 | 48 |
| 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 | $110,400,000 | 1,124 |
| U.S. Government securities | $108,293,000 | 804 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $108,293,000 | 777 |
| Securities issued by states & political subdivisions | $2,107,000 | 4,249 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,018,000 | 931 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $110,400,000 | 965 |
| Total debt securities | $110,400,000 | 1,089 |
| Structured notes | ||
| Amortized cost | $32,675,000 | 70 |
| Fair value | $32,512,000 | 69 |
| 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 | $110,897,000 | 1,130 |
| U.S. Government securities | $108,480,000 | 834 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $108,480,000 | 803 |
| Securities issued by states & political subdivisions | $2,417,000 | 4,073 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,713,000 | 983 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $110,897,000 | 957 |
| Total debt securities | $110,897,000 | 1,102 |
| Structured notes | ||
| Amortized cost | $32,258,000 | 84 |
| Fair value | $32,023,000 | 83 |
| 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 | $101,455,000 | 1,226 |
| U.S. Government securities | $98,280,000 | 916 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $98,280,000 | 892 |
| Securities issued by states & political subdivisions | $2,676,000 | 3,916 |
| Other domestic debt securities | $499,000 | 2,388 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $499,000 | 1,835 |
| 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 | $49,984,000 | 997 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $101,455,000 | 1,045 |
| Total debt securities | $101,455,000 | 1,196 |
| Structured notes | ||
| Amortized cost | $26,212,000 | 125 |
| Fair value | $25,734,000 | 125 |
| 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 | $101,063,000 | 1,243 |
| U.S. Government securities | $96,603,000 | 948 |
| U.S. Treasury securities | $996,000 | 1,125 |
| U.S. Government agency obligations | $95,607,000 | 926 |
| Securities issued by states & political subdivisions | $3,962,000 | 3,421 |
| Other domestic debt securities | $498,000 | 2,478 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $498,000 | 1,949 |
| 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 | $52,417,000 | 945 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $101,063,000 | 1,068 |
| Total debt securities | $101,063,000 | 1,219 |
| Structured notes | ||
| Amortized cost | $20,237,000 | 181 |
| Fair value | $19,882,000 | 181 |
| 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 | $98,006,000 | 1,268 |
| U.S. Government securities | $93,540,000 | 984 |
| U.S. Treasury securities | $987,000 | 1,209 |
| U.S. Government agency obligations | $92,553,000 | 967 |
| Securities issued by states & political subdivisions | $3,978,000 | 3,437 |
| Other domestic debt securities | $488,000 | 2,592 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $488,000 | 2,095 |
| 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 | $54,820,000 | 909 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $98,006,000 | 1,085 |
| Total debt securities | $98,006,000 | 1,239 |
| Structured notes | ||
| Amortized cost | $19,751,000 | 191 |
| Fair value | $19,408,000 | 191 |
| 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 | $86,118,000 | 1,418 |
| U.S. Government securities | $81,004,000 | 1,112 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $81,004,000 | 1,073 |
| Securities issued by states & political subdivisions | $4,611,000 | 3,193 |
| Other domestic debt securities | $503,000 | 2,546 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 2,071 |
| 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 | $45,571,000 | 1,039 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $86,118,000 | 1,218 |
| Total debt securities | $86,118,000 | 1,392 |
| Structured notes | ||
| Amortized cost | $20,248,000 | 179 |
| Fair value | $19,988,000 | 178 |
| 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 | $86,525,000 | 1,424 |
| U.S. Government securities | $80,931,000 | 1,113 |
| U.S. Treasury securities | $498,000 | 1,481 |
| U.S. Government agency obligations | $80,433,000 | 1,077 |
| Securities issued by states & political subdivisions | $5,093,000 | 3,022 |
| Other domestic debt securities | $501,000 | 2,650 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 2,182 |
| 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 | $52,610,000 | 920 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $86,525,000 | 1,217 |
| Total debt securities | $86,525,000 | 1,391 |
| Structured notes | ||
| Amortized cost | $20,846,000 | 172 |
| Fair value | $20,621,000 | 172 |
| 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 | $86,550,000 | 1,447 |
| U.S. Government securities | $81,215,000 | 1,134 |
| U.S. Treasury securities | $1,491,000 | 1,124 |
| U.S. Government agency obligations | $79,724,000 | 1,109 |
| Securities issued by states & political subdivisions | $5,335,000 | 2,933 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,402,000 | 939 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $86,550,000 | 1,233 |
| Total debt securities | $86,550,000 | 1,409 |
| Structured notes | ||
| Amortized cost | $21,049,000 | 172 |
| Fair value | $20,677,000 | 171 |
| 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 | $83,035,000 | 1,531 |
| U.S. Government securities | $76,860,000 | 1,209 |
| U.S. Treasury securities | $1,486,000 | 1,156 |
| U.S. Government agency obligations | $75,374,000 | 1,192 |
| Securities issued by states & political subdivisions | $6,175,000 | 2,719 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,427,000 | 799 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $83,035,000 | 1,298 |
| Total debt securities | $83,035,000 | 1,487 |
| Structured notes | ||
| Amortized cost | $19,053,000 | 194 |
| Fair value | $18,912,000 | 197 |
| 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 | $81,554,000 | 1,547 |
| U.S. Government securities | $75,092,000 | 1,239 |
| U.S. Treasury securities | $498,000 | 1,650 |
| U.S. Government agency obligations | $74,594,000 | 1,195 |
| Securities issued by states & political subdivisions | $6,462,000 | 2,669 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,679,000 | 923 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $81,554,000 | 1,322 |
| Total debt securities | $81,554,000 | 1,506 |
| Structured notes | ||
| Amortized cost | $16,061,000 | 246 |
| Fair value | $16,007,000 | 246 |
| 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 | $78,184,000 | 1,641 |
| U.S. Government securities | $71,395,000 | 1,329 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $71,395,000 | 1,273 |
| Securities issued by states & political subdivisions | $6,789,000 | 2,566 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,768,000 | 939 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $78,184,000 | 1,394 |
| Total debt securities | $78,184,000 | 1,596 |
| Structured notes | ||
| Amortized cost | $15,062,000 | 261 |
| Fair value | $14,765,000 | 265 |
| 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 | $69,261,000 | 1,826 |
| U.S. Government securities | $61,602,000 | 1,529 |
| U.S. Treasury securities | $1,002,000 | 1,418 |
| U.S. Government agency obligations | $60,600,000 | 1,495 |
| Securities issued by states & political subdivisions | $7,659,000 | 2,401 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,819,000 | 947 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $69,261,000 | 1,558 |
| Total debt securities | $69,261,000 | 1,764 |
| Structured notes | ||
| Amortized cost | $10,642,000 | 328 |
| Fair value | $10,648,000 | 328 |
| 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 | $72,666,000 | 1,787 |
| U.S. Government securities | $64,136,000 | 1,528 |
| U.S. Treasury securities | $1,008,000 | 1,435 |
| U.S. Government agency obligations | $63,128,000 | 1,496 |
| Securities issued by states & political subdivisions | $8,530,000 | 2,232 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,435,000 | 907 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $72,666,000 | 1,526 |
| Total debt securities | $72,666,000 | 1,746 |
| Structured notes | ||
| Amortized cost | $4,648,000 | 668 |
| Fair value | $4,600,000 | 670 |
| 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 | $70,623,000 | 1,815 |
| U.S. Government securities | $61,491,000 | 1,538 |
| U.S. Treasury securities | $2,018,000 | 1,127 |
| U.S. Government agency obligations | $59,473,000 | 1,531 |
| Securities issued by states & political subdivisions | $9,132,000 | 2,107 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,852,000 | 930 |
| Mortgage-backed securities | $1,000 | 7,369 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,110 |
| Issued or guaranteed by U.S. | $1,000 | 7,083 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $70,623,000 | 1,549 |
| Total debt securities | $70,622,000 | 1,767 |
| Structured notes | ||
| Amortized cost | $5,381,000 | 477 |
| Fair value | $5,306,000 | 478 |
| 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 | $67,286,000 | 1,841 |
| U.S. Government securities | $57,634,000 | 1,568 |
| U.S. Treasury securities | $2,031,000 | 1,132 |
| U.S. Government agency obligations | $55,603,000 | 1,562 |
| Securities issued by states & political subdivisions | $9,652,000 | 1,974 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,857,000 | 885 |
| Mortgage-backed securities | $1,000 | 7,420 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,133 |
| Issued or guaranteed by U.S. | $1,000 | 7,110 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $67,286,000 | 1,567 |
| Total debt securities | $67,285,000 | 1,784 |
| Structured notes | ||
| Amortized cost | $5,649,000 | 335 |
| Fair value | $5,660,000 | 339 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $63,716,000 | 1,914 |
| U.S. Government securities | $52,007,000 | 1,702 |
| U.S. Treasury securities | $2,035,000 | 1,163 |
| U.S. Government agency obligations | $49,972,000 | 1,697 |
| Securities issued by states & political subdivisions | $11,207,000 | 1,646 |
| Other domestic debt securities | $502,000 | 3,290 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 2,921 |
| 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 | $43,013,000 | 956 |
| Mortgage-backed securities | $2,000 | 7,427 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,128 |
| Issued or guaranteed by U.S. | $2,000 | 7,106 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $63,716,000 | 1,625 |
| Total debt securities | $63,714,000 | 1,849 |
| Structured notes | ||
| Amortized cost | $1,505,000 | 751 |
| Fair value | $1,506,000 | 779 |
| 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 | $61,365,000 | 1,966 |
| U.S. Government securities | $49,067,000 | 1,769 |
| U.S. Treasury securities | $2,042,000 | 1,219 |
| U.S. Government agency obligations | $47,025,000 | 1,763 |
| Securities issued by states & political subdivisions | $11,787,000 | 1,544 |
| Other domestic debt securities | $511,000 | 3,288 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $511,000 | 2,905 |
| 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 | $45,493,000 | 880 |
| Mortgage-backed securities | $2,000 | 7,439 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,124 |
| Issued or guaranteed by U.S. | $2,000 | 7,100 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $61,365,000 | 1,646 |
| Total debt securities | $61,363,000 | 1,895 |
| Structured notes | ||
| Amortized cost | $3,002,000 | 334 |
| Fair value | $3,018,000 | 357 |
| 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 | $92,470,000 | 1,226 |
| U.S. Government securities | $79,335,000 | 1,018 |
| U.S. Treasury securities | $999,000 | 2,075 |
| U.S. Government agency obligations | $78,336,000 | 975 |
| Securities issued by states & political subdivisions | $13,135,000 | 1,299 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,715,000 | 745 |
| Mortgage-backed securities | $3,000 | 7,492 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,131 |
| Issued or guaranteed by U.S. | $3,000 | 7,107 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $92,470,000 | 1,026 |
| Total debt securities | $92,470,000 | 1,192 |
| 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 | $94,949,000 | 1,173 |
| U.S. Government securities | $80,047,000 | 1,039 |
| U.S. Treasury securities | $5,064,000 | 1,039 |
| U.S. Government agency obligations | $74,983,000 | 1,022 |
| Securities issued by states & political subdivisions | $14,029,000 | 1,175 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $873,000 | 2,749 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,216,000 | 893 |
| Mortgage-backed securities | $6,000 | 7,458 |
| Certificates of participation in pools of residential mortgages | $6,000 | 7,063 |
| Issued or guaranteed by U.S. | $6,000 | 7,040 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $94,949,000 | 922 |
| Total debt securities | $94,076,000 | 1,138 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $88,041,000 | 1,303 |
| U.S. Government securities | $72,805,000 | 1,184 |
| U.S. Treasury securities | $11,592,000 | 780 |
| U.S. Government agency obligations | $61,213,000 | 1,263 |
| Securities issued by states & political subdivisions | $14,419,000 | 1,160 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $817,000 | 2,789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,858,000 | 1,030 |
| Mortgage-backed securities | $8,000 | 7,795 |
| Certificates of participation in pools of residential mortgages | $8,000 | 7,377 |
| Issued or guaranteed by U.S. | $8,000 | 7,356 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $88,041,000 | 985 |
| Total debt securities | $87,224,000 | 1,256 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $94,985,000 | 1,219 |
| U.S. Government securities | $78,809,000 | 1,117 |
| U.S. Treasury securities | $25,211,000 | 554 |
| U.S. Government agency obligations | $53,598,000 | 1,387 |
| Securities issued by states & political subdivisions | $16,109,000 | 1,019 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $67,000 | 6,884 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,663,000 | 1,266 |
| Mortgage-backed securities | $13,000 | 7,984 |
| Certificates of participation in pools of residential mortgages | $13,000 | 7,544 |
| Issued or guaranteed by U.S. | $13,000 | 7,520 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $94,985,000 | 912 |
| Total debt securities | $94,918,000 | 1,179 |
| Structured notes | ||
| Amortized cost | $500,000 | 941 |
| Fair value | $501,000 | 967 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $108,242,000 | 1,061 |
| U.S. Government securities | $89,728,000 | 1,031 |
| U.S. Treasury securities | $46,194,000 | 413 |
| U.S. Government agency obligations | $43,534,000 | 1,624 |
| Securities issued by states & political subdivisions | $18,447,000 | 727 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $67,000 | 6,801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,759,000 | 2,386 |
| Mortgage-backed securities | $39,000 | 8,187 |
| Certificates of participation in pools of residential mortgages | $39,000 | 7,644 |
| Issued or guaranteed by U.S. | $39,000 | 7,617 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $108,242,000 | 767 |
| Total debt securities | $108,175,000 | 1,031 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $95,691,000 | 1,243 |
| U.S. Government securities | $78,168,000 | 1,240 |
| U.S. Treasury securities | $56,125,000 | 413 |
| U.S. Government agency obligations | $22,043,000 | 3,097 |
| Securities issued by states & political subdivisions | $17,456,000 | 753 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $67,000 | 6,812 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,971,000 | 2,088 |
| Mortgage-backed securities | $51,000 | 8,713 |
| Certificates of participation in pools of residential mortgages | $51,000 | 8,131 |
| Issued or guaranteed by U.S. | $51,000 | 8,108 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $95,691,000 | 863 |
| Total debt securities | $95,624,000 | 1,197 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $92,373,000 | 1,352 |
| U.S. Government securities | $77,713,000 | 1,309 |
| U.S. Treasury securities | $56,752,000 | 485 |
| U.S. Government agency obligations | $20,961,000 | 3,184 |
| Securities issued by states & political subdivisions | $14,593,000 | 927 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $67,000 | 6,691 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,270,000 | 1,748 |
| Mortgage-backed securities | $87,000 | 9,080 |
| Certificates of participation in pools of residential mortgages | $87,000 | 8,364 |
| Issued or guaranteed by U.S. | $87,000 | 8,329 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $92,373,000 | 916 |
| Total debt securities | $92,306,000 | 1,323 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $85,112,000 | 1,514 |
| U.S. Government securities | $68,360,000 | 1,554 |
| U.S. Treasury securities | $45,902,000 | 764 |
| U.S. Government agency obligations | $22,458,000 | 2,910 |
| Securities issued by states & political subdivisions | $16,675,000 | 775 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $77,000 | 6,340 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,521,000 | 2,139 |
| Mortgage-backed securities | $99,000 | 9,607 |
| Certificates of participation in pools of residential mortgages | $99,000 | 8,824 |
| Issued or guaranteed by U.S. | $99,000 | 8,794 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $85,112,000 | 663 |
| Total debt securities | $85,035,000 | 1,480 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $93,131,000 | 1,462 |
| U.S. Government securities | $78,910,000 | 1,412 |
| U.S. Treasury securities | $52,758,000 | 712 |
| U.S. Government agency obligations | $26,152,000 | 2,616 |
| Securities issued by states & political subdivisions | $14,144,000 | 986 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $77,000 | 6,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,335,000 | 1,903 |
| Mortgage-backed securities | $132,000 | 10,166 |
| Certificates of participation in pools of residential mortgages | $132,000 | 9,282 |
| Issued or guaranteed by U.S. | $132,000 | 9,231 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $93,054,000 | 1,417 |
| 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 | $71,952,000 | 1,874 |
| U.S. Government securities | $57,196,000 | 1,870 |
| U.S. Treasury securities | $27,807,000 | 1,352 |
| U.S. Government agency obligations | $29,389,000 | 2,310 |
| Securities issued by states & political subdivisions | $14,679,000 | 839 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $77,000 | 5,596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,351,000 | 2,105 |
| Mortgage-backed securities | $148,000 | 10,620 |
| Certificates of participation in pools of residential mortgages | $148,000 | 9,621 |
| Issued or guaranteed by U.S. | $148,000 | 9,547 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $71,875,000 | 1,827 |
| 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 |