Home > Whitaker Bank > Securities
Whitaker Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $797,805,000 | 285 |
| U.S. Government securities | $605,244,000 | 261 |
| U.S. Treasury securities | $24,136,000 | 818 |
| U.S. Government agency obligations | $581,108,000 | 247 |
| Securities issued by states & political subdivisions | $186,792,000 | 220 |
| Other domestic debt securities | $5,594,000 | 1,295 |
| 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 | $5,594,000 | 917 |
| 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 | $245,774,000 | 432 |
| Mortgage-backed securities | $511,360,000 | 234 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $137,922,000 | 395 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $360,349,000 | 115 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $13,089,000 | 439 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $797,630,000 | 232 |
| Total debt securities | $797,630,000 | 281 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $797,780,000 | 284 |
| U.S. Government securities | $611,207,000 | 259 |
| U.S. Treasury securities | $23,711,000 | 850 |
| U.S. Government agency obligations | $587,496,000 | 249 |
| Securities issued by states & political subdivisions | $176,555,000 | 225 |
| Other domestic debt securities | $5,444,000 | 1,296 |
| 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 | $5,444,000 | 923 |
| 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 | $234,418,000 | 442 |
| Mortgage-backed securities | $510,649,000 | 234 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $134,859,000 | 389 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $357,974,000 | 117 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,945,000 | 658 |
| Other commercial mortgage-backed securities | $12,871,000 | 443 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $793,206,000 | 237 |
| Total debt securities | $793,206,000 | 282 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $887,267,000 | 267 |
| U.S. Government securities | $642,166,000 | 251 |
| U.S. Treasury securities | $23,641,000 | 864 |
| U.S. Government agency obligations | $618,525,000 | 240 |
| Securities issued by states & political subdivisions | $210,386,000 | 194 |
| Other domestic debt securities | $30,545,000 | 563 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $24,691,000 | 151 |
| Other domestic debt securities - All other | $5,854,000 | 902 |
| 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 | $270,359,000 | 381 |
| Mortgage-backed securities | $564,814,000 | 217 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $144,974,000 | 386 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $382,109,000 | 112 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $33,109,000 | 215 |
| Other commercial mortgage-backed securities | $4,622,000 | 724 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $883,097,000 | 221 |
| Total debt securities | $883,092,000 | 264 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $922,399,000 | 273 |
| U.S. Government securities | $673,083,000 | 254 |
| U.S. Treasury securities | $23,920,000 | 914 |
| U.S. Government agency obligations | $649,163,000 | 228 |
| Securities issued by states & political subdivisions | $211,744,000 | 207 |
| Other domestic debt securities | $33,868,000 | 537 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $27,982,000 | 148 |
| Other domestic debt securities - All other | $5,886,000 | 931 |
| 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 | $303,770,000 | 344 |
| Mortgage-backed securities | $592,912,000 | 224 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $151,631,000 | 389 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $397,278,000 | 113 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $39,266,000 | 213 |
| Other commercial mortgage-backed securities | $4,737,000 | 734 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $918,695,000 | 225 |
| Total debt securities | $918,695,000 | 270 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $943,621,000 | 279 |
| U.S. Government securities | $688,706,000 | 261 |
| U.S. Treasury securities | $23,598,000 | 958 |
| U.S. Government agency obligations | $665,108,000 | 234 |
| Securities issued by states & political subdivisions | $216,348,000 | 211 |
| Other domestic debt securities | $35,457,000 | 538 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $29,543,000 | 150 |
| Other domestic debt securities - All other | $5,914,000 | 938 |
| 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 | $297,046,000 | 306 |
| Mortgage-backed securities | $606,760,000 | 226 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $153,393,000 | 386 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $400,427,000 | 115 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $48,085,000 | 180 |
| Other commercial mortgage-backed securities | $4,855,000 | 724 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $940,511,000 | 226 |
| Total debt securities | $940,511,000 | 276 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $979,719,000 | 272 |
| U.S. Government securities | $757,394,000 | 245 |
| U.S. Treasury securities | $28,219,000 | 879 |
| U.S. Government agency obligations | $729,175,000 | 225 |
| Securities issued by states & political subdivisions | $213,929,000 | 210 |
| Other domestic debt securities | $5,522,000 | 1,327 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $5,522,000 | 964 |
| 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 | $301,641,000 | 296 |
| Mortgage-backed securities | $668,466,000 | 219 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $154,409,000 | 391 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $409,423,000 | 116 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $66,822,000 | 148 |
| Other commercial mortgage-backed securities | $37,812,000 | 263 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $976,845,000 | 223 |
| Total debt securities | $976,836,000 | 269 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,036,612,000 | 264 |
| U.S. Government securities | $809,864,000 | 248 |
| U.S. Treasury securities | $28,859,000 | 854 |
| U.S. Government agency obligations | $781,005,000 | 221 |
| Securities issued by states & political subdivisions | $218,411,000 | 217 |
| Other domestic debt securities | $5,658,000 | 1,256 |
| 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 | $5,658,000 | 969 |
| 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 | $319,691,000 | 275 |
| Mortgage-backed securities | $715,350,000 | 216 |
| Certificates of participation in pools of residential mortgages | $164,396,000 | 377 |
| Issued or guaranteed by U.S. | $164,396,000 | 374 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $435,407,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $435,407,000 | 111 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $115,547,000 | 211 |
| Commercial mortgage pass-through securities | $71,485,000 | 145 |
| Other commercial mortgage-backed securities | $44,062,000 | 269 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $1,033,933,000 | 221 |
| Total debt securities | $1,033,932,000 | 264 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,107,333,000 | 257 |
| U.S. Government securities | $881,983,000 | 234 |
| U.S. Treasury securities | $29,473,000 | 738 |
| U.S. Government agency obligations | $852,510,000 | 213 |
| Securities issued by states & political subdivisions | $216,768,000 | 225 |
| Other domestic debt securities | $5,739,000 | 1,234 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $5,739,000 | 944 |
| 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 | $257,222,000 | 323 |
| Mortgage-backed securities | $781,173,000 | 207 |
| Certificates of participation in pools of residential mortgages | $177,712,000 | 365 |
| Issued or guaranteed by U.S. | $177,712,000 | 363 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $448,941,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $448,941,000 | 112 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $154,520,000 | 182 |
| Commercial mortgage pass-through securities | $94,012,000 | 126 |
| Other commercial mortgage-backed securities | $60,508,000 | 225 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $1,104,490,000 | 220 |
| Total debt securities | $1,104,486,000 | 257 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,035,766,000 | 264 |
| U.S. Government securities | $822,017,000 | 239 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $822,017,000 | 215 |
| Securities issued by states & political subdivisions | $205,044,000 | 248 |
| Other domestic debt securities | $5,418,000 | 1,241 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,418,000 | 929 |
| 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 | $272,573,000 | 295 |
| Mortgage-backed securities | $738,055,000 | 213 |
| Certificates of participation in pools of residential mortgages | $164,545,000 | 379 |
| Issued or guaranteed by U.S. | $164,545,000 | 377 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $387,202,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $387,202,000 | 126 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $186,308,000 | 171 |
| Commercial mortgage pass-through securities | $102,930,000 | 118 |
| Other commercial mortgage-backed securities | $83,378,000 | 184 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $1,032,479,000 | 232 |
| Total debt securities | $1,032,474,000 | 262 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,010,035,000 | 260 |
| U.S. Government securities | $794,764,000 | 235 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $794,764,000 | 216 |
| Securities issued by states & political subdivisions | $207,226,000 | 235 |
| Other domestic debt securities | $5,131,000 | 1,216 |
| 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 | $5,131,000 | 895 |
| 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 | $261,050,000 | 304 |
| Mortgage-backed securities | $707,189,000 | 213 |
| Certificates of participation in pools of residential mortgages | $145,468,000 | 417 |
| Issued or guaranteed by U.S. | $145,468,000 | 416 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $354,903,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $354,903,000 | 131 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $206,818,000 | 162 |
| Commercial mortgage pass-through securities | $116,386,000 | 112 |
| Other commercial mortgage-backed securities | $90,432,000 | 170 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $1,007,121,000 | 231 |
| Total debt securities | $1,007,120,000 | 258 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,001,360,000 | 253 |
| U.S. Government securities | $771,790,000 | 227 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $771,790,000 | 212 |
| Securities issued by states & political subdivisions | $221,744,000 | 211 |
| Other domestic debt securities | $4,985,000 | 1,211 |
| 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 | $4,985,000 | 880 |
| 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 | $272,050,000 | 284 |
| Mortgage-backed securities | $673,772,000 | 208 |
| Certificates of participation in pools of residential mortgages | $151,503,000 | 378 |
| Issued or guaranteed by U.S. | $151,503,000 | 373 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $306,939,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $306,939,000 | 141 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $215,330,000 | 154 |
| Commercial mortgage pass-through securities | $122,880,000 | 103 |
| Other commercial mortgage-backed securities | $92,450,000 | 157 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $998,519,000 | 226 |
| Total debt securities | $998,517,000 | 252 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $886,762,000 | 261 |
| U.S. Government securities | $669,498,000 | 236 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $669,498,000 | 225 |
| Securities issued by states & political subdivisions | $209,754,000 | 211 |
| Other domestic debt securities | $4,524,000 | 1,187 |
| 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 | $4,524,000 | 836 |
| 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 | $259,321,000 | 286 |
| Mortgage-backed securities | $569,503,000 | 221 |
| Certificates of participation in pools of residential mortgages | $117,863,000 | 441 |
| Issued or guaranteed by U.S. | $117,863,000 | 434 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $231,934,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $231,934,000 | 147 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $219,706,000 | 150 |
| Commercial mortgage pass-through securities | $129,460,000 | 95 |
| Other commercial mortgage-backed securities | $90,246,000 | 156 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $883,776,000 | 233 |
| Total debt securities | $883,775,000 | 257 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $759,561,000 | 274 |
| U.S. Government securities | $567,306,000 | 237 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $567,306,000 | 229 |
| Securities issued by states & political subdivisions | $184,814,000 | 233 |
| Other domestic debt securities | $4,054,000 | 1,175 |
| 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 | $4,054,000 | 839 |
| 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 | $248,243,000 | 292 |
| Mortgage-backed securities | $480,674,000 | 229 |
| Certificates of participation in pools of residential mortgages | $60,942,000 | 674 |
| Issued or guaranteed by U.S. | $60,942,000 | 663 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $212,176,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $212,176,000 | 155 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $207,556,000 | 142 |
| Commercial mortgage pass-through securities | $141,589,000 | 82 |
| Other commercial mortgage-backed securities | $65,967,000 | 176 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $756,174,000 | 250 |
| Total debt securities | $756,174,000 | 269 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $565,880,000 | 313 |
| U.S. Government securities | $440,910,000 | 265 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $440,910,000 | 253 |
| Securities issued by states & political subdivisions | $118,069,000 | 333 |
| Other domestic debt securities | $4,537,000 | 1,070 |
| 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 | $4,537,000 | 737 |
| 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 | $156,859,000 | 412 |
| Mortgage-backed securities | $377,529,000 | 253 |
| Certificates of participation in pools of residential mortgages | $41,396,000 | 843 |
| Issued or guaranteed by U.S. | $41,396,000 | 825 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $170,005,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $170,005,000 | 176 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $166,128,000 | 155 |
| Commercial mortgage pass-through securities | $114,185,000 | 88 |
| Other commercial mortgage-backed securities | $51,943,000 | 200 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $563,516,000 | 281 |
| Total debt securities | $563,513,000 | 310 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $515,978,000 | 325 |
| U.S. Government securities | $394,751,000 | 284 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $394,751,000 | 269 |
| Securities issued by states & political subdivisions | $114,629,000 | 313 |
| Other domestic debt securities | $4,575,000 | 1,020 |
| 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 | $4,575,000 | 713 |
| 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 | $142,681,000 | 443 |
| Mortgage-backed securities | $328,134,000 | 276 |
| Certificates of participation in pools of residential mortgages | $45,566,000 | 760 |
| Issued or guaranteed by U.S. | $45,566,000 | 744 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $149,520,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $149,520,000 | 197 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $133,048,000 | 178 |
| Commercial mortgage pass-through securities | $115,815,000 | 84 |
| Other commercial mortgage-backed securities | $17,233,000 | 364 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $513,955,000 | 295 |
| Total debt securities | $513,955,000 | 324 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $476,751,000 | 343 |
| U.S. Government securities | $363,942,000 | 302 |
| U.S. Treasury securities | $29,981,000 | 210 |
| U.S. Government agency obligations | $333,961,000 | 302 |
| Securities issued by states & political subdivisions | $106,764,000 | 308 |
| Other domestic debt securities | $4,270,000 | 1,005 |
| 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 | $4,270,000 | 671 |
| 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 | $160,347,000 | 384 |
| Mortgage-backed securities | $272,157,000 | 318 |
| Certificates of participation in pools of residential mortgages | $39,837,000 | 837 |
| Issued or guaranteed by U.S. | $39,837,000 | 815 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $121,096,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $121,096,000 | 220 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $111,224,000 | 188 |
| Commercial mortgage pass-through securities | $102,260,000 | 92 |
| Other commercial mortgage-backed securities | $8,964,000 | 505 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $474,976,000 | 299 |
| Total debt securities | $474,973,000 | 339 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $421,778,000 | 366 |
| U.S. Government securities | $311,551,000 | 329 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $311,551,000 | 315 |
| Securities issued by states & political subdivisions | $104,251,000 | 297 |
| Other domestic debt securities | $3,758,000 | 1,028 |
| 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 | $3,758,000 | 697 |
| 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 | $167,188,000 | 358 |
| Mortgage-backed securities | $245,855,000 | 328 |
| Certificates of participation in pools of residential mortgages | $36,121,000 | 871 |
| Issued or guaranteed by U.S. | $36,121,000 | 853 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $99,383,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $99,383,000 | 252 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $110,351,000 | 186 |
| Commercial mortgage pass-through securities | $100,404,000 | 89 |
| Other commercial mortgage-backed securities | $9,947,000 | 451 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $419,560,000 | 324 |
| Total debt securities | $419,558,000 | 362 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $406,274,000 | 371 |
| U.S. Government securities | $301,075,000 | 336 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $301,075,000 | 322 |
| Securities issued by states & political subdivisions | $99,462,000 | 302 |
| Other domestic debt securities | $3,679,000 | 1,033 |
| 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 | $3,679,000 | 717 |
| 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 | $158,980,000 | 377 |
| Mortgage-backed securities | $235,354,000 | 339 |
| Certificates of participation in pools of residential mortgages | $36,903,000 | 833 |
| Issued or guaranteed by U.S. | $36,903,000 | 810 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $84,895,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $84,895,000 | 276 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $113,556,000 | 179 |
| Commercial mortgage pass-through securities | $103,321,000 | 83 |
| Other commercial mortgage-backed securities | $10,235,000 | 435 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $404,216,000 | 330 |
| Total debt securities | $404,217,000 | 366 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $421,841,000 | 361 |
| U.S. Government securities | $311,479,000 | 331 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $311,479,000 | 317 |
| Securities issued by states & political subdivisions | $104,914,000 | 276 |
| Other domestic debt securities | $3,450,000 | 1,043 |
| 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 | $3,450,000 | 731 |
| 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 | $178,471,000 | 339 |
| Mortgage-backed securities | $245,334,000 | 324 |
| Certificates of participation in pools of residential mortgages | $38,951,000 | 787 |
| Issued or guaranteed by U.S. | $38,951,000 | 781 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $88,157,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $88,157,000 | 269 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $118,226,000 | 167 |
| Commercial mortgage pass-through securities | $107,529,000 | 80 |
| Other commercial mortgage-backed securities | $10,697,000 | 407 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $419,843,000 | 317 |
| Total debt securities | $419,843,000 | 355 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $438,655,000 | 353 |
| U.S. Government securities | $322,921,000 | 323 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $322,921,000 | 306 |
| Securities issued by states & political subdivisions | $110,497,000 | 273 |
| Other domestic debt securities | $3,409,000 | 1,048 |
| 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 | $3,409,000 | 733 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,845,000 | 337 |
| Mortgage-backed securities | $253,995,000 | 307 |
| Certificates of participation in pools of residential mortgages | $41,521,000 | 757 |
| Issued or guaranteed by U.S. | $41,521,000 | 751 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $90,853,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $90,853,000 | 261 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $121,621,000 | 153 |
| Commercial mortgage pass-through securities | $108,424,000 | 74 |
| Other commercial mortgage-backed securities | $13,197,000 | 336 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $436,827,000 | 310 |
| Total debt securities | $436,827,000 | 348 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $481,685,000 | 329 |
| U.S. Government securities | $349,277,000 | 312 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $349,277,000 | 298 |
| Securities issued by states & political subdivisions | $127,272,000 | 245 |
| Other domestic debt securities | $3,273,000 | 1,040 |
| 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 | $3,273,000 | 743 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,863,000 | 187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,512,000 | 342 |
| Mortgage-backed securities | $275,759,000 | 293 |
| Certificates of participation in pools of residential mortgages | $44,699,000 | 726 |
| Issued or guaranteed by U.S. | $44,699,000 | 722 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $105,576,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $105,576,000 | 243 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $125,484,000 | 149 |
| Commercial mortgage pass-through securities | $112,385,000 | 70 |
| Other commercial mortgage-backed securities | $13,099,000 | 327 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $481,685,000 | 288 |
| Total debt securities | $479,821,000 | 323 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $509,930,000 | 316 |
| U.S. Government securities | $378,353,000 | 295 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $378,353,000 | 279 |
| Securities issued by states & political subdivisions | $126,719,000 | 252 |
| Other domestic debt securities | $3,022,000 | 1,032 |
| 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 | $3,022,000 | 773 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,836,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,259,000 | 343 |
| Mortgage-backed securities | $301,516,000 | 277 |
| Certificates of participation in pools of residential mortgages | $50,621,000 | 674 |
| Issued or guaranteed by U.S. | $50,621,000 | 671 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $120,523,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $120,523,000 | 223 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $130,372,000 | 145 |
| Commercial mortgage pass-through securities | $117,279,000 | 66 |
| Other commercial mortgage-backed securities | $13,093,000 | 326 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $509,930,000 | 278 |
| Total debt securities | $508,094,000 | 313 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $536,118,000 | 307 |
| U.S. Government securities | $392,801,000 | 292 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $392,801,000 | 273 |
| Securities issued by states & political subdivisions | $136,773,000 | 235 |
| Other domestic debt securities | $4,622,000 | 977 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $1,794,000 | 109 |
| Other domestic debt securities - All other | $2,828,000 | 815 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,922,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,153,000 | 338 |
| Mortgage-backed securities | $247,924,000 | 314 |
| Certificates of participation in pools of residential mortgages | $53,969,000 | 667 |
| Issued or guaranteed by U.S. | $53,969,000 | 657 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $121,331,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $121,331,000 | 223 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $72,624,000 | 192 |
| Commercial mortgage pass-through securities | $58,376,000 | 107 |
| Other commercial mortgage-backed securities | $14,248,000 | 299 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $536,118,000 | 268 |
| Total debt securities | $534,194,000 | 303 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $558,595,000 | 299 |
| U.S. Government securities | $408,461,000 | 288 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $408,461,000 | 272 |
| Securities issued by states & political subdivisions | $143,088,000 | 221 |
| Other domestic debt securities | $5,137,000 | 814 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $2,374,000 | 107 |
| Other domestic debt securities - All other | $2,763,000 | 830 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,909,000 | 221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,850,000 | 328 |
| Mortgage-backed securities | $265,146,000 | 296 |
| Certificates of participation in pools of residential mortgages | $57,621,000 | 650 |
| Issued or guaranteed by U.S. | $57,621,000 | 650 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $123,162,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $123,162,000 | 217 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $84,363,000 | 170 |
| Commercial mortgage pass-through securities | $68,533,000 | 83 |
| Other commercial mortgage-backed securities | $15,830,000 | 274 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $558,595,000 | 263 |
| Total debt securities | $556,683,000 | 295 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $560,988,000 | 290 |
| U.S. Government securities | $400,535,000 | 291 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $400,535,000 | 276 |
| Securities issued by states & political subdivisions | $151,072,000 | 212 |
| Other domestic debt securities | $7,525,000 | 676 |
| Privately issued residential mortgage-backed securities | $1,413,000 | 250 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $2,374,000 | 110 |
| Other domestic debt securities - All other | $3,738,000 | 720 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,856,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,722,000 | 322 |
| Mortgage-backed securities | $271,637,000 | 293 |
| Certificates of participation in pools of residential mortgages | $52,574,000 | 709 |
| Issued or guaranteed by U.S. | $52,574,000 | 709 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $132,345,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $130,932,000 | 209 |
| Privately issued | $1,413,000 | 237 |
| Commercial mortgage-backed securities | $86,718,000 | 161 |
| Commercial mortgage pass-through securities | $69,994,000 | 81 |
| Other commercial mortgage-backed securities | $16,724,000 | 262 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $560,988,000 | 255 |
| Total debt securities | $559,130,000 | 284 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $564,086,000 | 286 |
| U.S. Government securities | $402,291,000 | 291 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $402,291,000 | 278 |
| Securities issued by states & political subdivisions | $152,209,000 | 210 |
| Other domestic debt securities | $7,807,000 | 671 |
| Privately issued residential mortgage-backed securities | $1,404,000 | 256 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $2,834,000 | 104 |
| Other domestic debt securities - All other | $3,569,000 | 762 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,779,000 | 413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,165,000 | 328 |
| Mortgage-backed securities | $272,714,000 | 291 |
| Certificates of participation in pools of residential mortgages | $55,942,000 | 680 |
| Issued or guaranteed by U.S. | $55,942,000 | 680 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $134,180,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $132,776,000 | 203 |
| Privately issued | $1,404,000 | 242 |
| Commercial mortgage-backed securities | $82,592,000 | 162 |
| Commercial mortgage pass-through securities | $79,186,000 | 75 |
| Other commercial mortgage-backed securities | $3,406,000 | 503 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $564,086,000 | 250 |
| Total debt securities | $562,307,000 | 283 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $555,742,000 | 293 |
| U.S. Government securities | $392,036,000 | 296 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $392,036,000 | 283 |
| Securities issued by states & political subdivisions | $154,040,000 | 209 |
| Other domestic debt securities | $7,998,000 | 673 |
| Privately issued residential mortgage-backed securities | $1,443,000 | 263 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $2,994,000 | 105 |
| Other domestic debt securities - All other | $3,561,000 | 780 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $1,668,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,031,000 | 321 |
| Mortgage-backed securities | $258,724,000 | 303 |
| Certificates of participation in pools of residential mortgages | $58,921,000 | 674 |
| Issued or guaranteed by U.S. | $58,921,000 | 674 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $126,631,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $125,188,000 | 220 |
| Privately issued | $1,443,000 | 247 |
| Commercial mortgage-backed securities | $73,172,000 | 180 |
| Commercial mortgage pass-through securities | $69,729,000 | 85 |
| Other commercial mortgage-backed securities | $3,443,000 | 489 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $555,742,000 | 259 |
| Total debt securities | $554,071,000 | 287 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $568,211,000 | 287 |
| U.S. Government securities | $402,147,000 | 286 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $402,147,000 | 273 |
| Securities issued by states & political subdivisions | $155,288,000 | 204 |
| Other domestic debt securities | $8,972,000 | 643 |
| Privately issued residential mortgage-backed securities | $1,482,000 | 277 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $3,045,000 | 102 |
| Other domestic debt securities - All other | $4,445,000 | 713 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $1,804,000 | 404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $229,427,000 | 311 |
| Mortgage-backed securities | $262,183,000 | 294 |
| Certificates of participation in pools of residential mortgages | $61,528,000 | 659 |
| Issued or guaranteed by U.S. | $61,528,000 | 659 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $132,668,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $131,186,000 | 210 |
| Privately issued | $1,482,000 | 262 |
| Commercial mortgage-backed securities | $67,987,000 | 177 |
| Commercial mortgage pass-through securities | $64,469,000 | 87 |
| Other commercial mortgage-backed securities | $3,518,000 | 475 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $568,211,000 | 250 |
| Total debt securities | $566,408,000 | 282 |
| Structured notes | ||
| Amortized cost | $504,000 | 847 |
| Fair value | $505,000 | 846 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $537,942,000 | 294 |
| U.S. Government securities | $372,904,000 | 297 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $372,904,000 | 285 |
| Securities issued by states & political subdivisions | $154,342,000 | 204 |
| Other domestic debt securities | $8,868,000 | 636 |
| Privately issued residential mortgage-backed securities | $1,496,000 | 290 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $3,045,000 | 104 |
| Other domestic debt securities - All other | $4,327,000 | 701 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $1,828,000 | 407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,765,000 | 319 |
| Mortgage-backed securities | $236,289,000 | 324 |
| Certificates of participation in pools of residential mortgages | $63,998,000 | 633 |
| Issued or guaranteed by U.S. | $63,998,000 | 633 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $112,615,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $111,119,000 | 231 |
| Privately issued | $1,496,000 | 273 |
| Commercial mortgage-backed securities | $59,676,000 | 184 |
| Commercial mortgage pass-through securities | $56,040,000 | 91 |
| Other commercial mortgage-backed securities | $3,636,000 | 466 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $537,942,000 | 255 |
| Total debt securities | $536,111,000 | 290 |
| Structured notes | ||
| Amortized cost | $535,000 | 839 |
| Fair value | $537,000 | 837 |
| 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 | $568,277,000 | 277 |
| U.S. Government securities | $391,261,000 | 286 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $391,261,000 | 272 |
| Securities issued by states & political subdivisions | $166,501,000 | 181 |
| Other domestic debt securities | $8,768,000 | 641 |
| Privately issued residential mortgage-backed securities | $1,465,000 | 293 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $3,045,000 | 105 |
| Other domestic debt securities - All other | $4,258,000 | 717 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $1,747,000 | 427 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $225,220,000 | 307 |
| Mortgage-backed securities | $246,399,000 | 309 |
| Certificates of participation in pools of residential mortgages | $69,155,000 | 589 |
| Issued or guaranteed by U.S. | $69,155,000 | 589 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $122,615,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $121,150,000 | 227 |
| Privately issued | $1,465,000 | 281 |
| Commercial mortgage-backed securities | $54,629,000 | 181 |
| Commercial mortgage pass-through securities | $50,360,000 | 92 |
| Other commercial mortgage-backed securities | $4,269,000 | 429 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $568,277,000 | 238 |
| Total debt securities | $566,529,000 | 271 |
| Structured notes | ||
| Amortized cost | $578,000 | 816 |
| Fair value | $583,000 | 815 |
| 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 | $579,408,000 | 275 |
| U.S. Government securities | $403,810,000 | 278 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $403,810,000 | 265 |
| Securities issued by states & political subdivisions | $164,932,000 | 186 |
| Other domestic debt securities | $8,918,000 | 649 |
| Privately issued residential mortgage-backed securities | $1,552,000 | 299 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $3,124,000 | 108 |
| Other domestic debt securities - All other | $4,242,000 | 707 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $1,748,000 | 434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $227,557,000 | 310 |
| Mortgage-backed securities | $255,513,000 | 310 |
| Certificates of participation in pools of residential mortgages | $70,279,000 | 578 |
| Issued or guaranteed by U.S. | $70,279,000 | 576 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $130,801,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $129,249,000 | 218 |
| Privately issued | $1,552,000 | 281 |
| Commercial mortgage-backed securities | $54,433,000 | 169 |
| Commercial mortgage pass-through securities | $50,125,000 | 85 |
| Other commercial mortgage-backed securities | $4,308,000 | 416 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $579,408,000 | 242 |
| Total debt securities | $577,654,000 | 269 |
| Structured notes | ||
| Amortized cost | $619,000 | 933 |
| Fair value | $628,000 | 931 |
| 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 | $555,586,000 | 283 |
| U.S. Government securities | $385,072,000 | 295 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $385,072,000 | 284 |
| Securities issued by states & political subdivisions | $159,945,000 | 185 |
| Other domestic debt securities | $8,807,000 | 648 |
| Privately issued residential mortgage-backed securities | $1,599,000 | 299 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $3,124,000 | 106 |
| Other domestic debt securities - All other | $4,084,000 | 725 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,762,000 | 427 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,209,000 | 313 |
| Mortgage-backed securities | $236,061,000 | 329 |
| Certificates of participation in pools of residential mortgages | $72,569,000 | 560 |
| Issued or guaranteed by U.S. | $72,569,000 | 559 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $113,527,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $111,928,000 | 244 |
| Privately issued | $1,599,000 | 284 |
| Commercial mortgage-backed securities | $49,965,000 | 166 |
| Commercial mortgage pass-through securities | $45,443,000 | 85 |
| Other commercial mortgage-backed securities | $4,522,000 | 397 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $555,586,000 | 248 |
| Total debt securities | $553,824,000 | 277 |
| Structured notes | ||
| Amortized cost | $658,000 | 1,086 |
| Fair value | $666,000 | 1,086 |
| 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 | $546,948,000 | 286 |
| U.S. Government securities | $378,391,000 | 295 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $378,391,000 | 284 |
| Securities issued by states & political subdivisions | $157,867,000 | 186 |
| Other domestic debt securities | $8,640,000 | 638 |
| Privately issued residential mortgage-backed securities | $1,666,000 | 291 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $3,124,000 | 104 |
| Other domestic debt securities - All other | $3,850,000 | 764 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,050,000 | 395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,470,000 | 279 |
| Mortgage-backed securities | $233,125,000 | 337 |
| Certificates of participation in pools of residential mortgages | $74,782,000 | 552 |
| Issued or guaranteed by U.S. | $74,782,000 | 551 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $109,209,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $107,543,000 | 247 |
| Privately issued | $1,666,000 | 277 |
| Commercial mortgage-backed securities | $49,134,000 | 152 |
| Commercial mortgage pass-through securities | $44,594,000 | 80 |
| Other commercial mortgage-backed securities | $4,540,000 | 361 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $546,948,000 | 248 |
| Total debt securities | $544,894,000 | 283 |
| Structured notes | ||
| Amortized cost | $698,000 | 1,207 |
| Fair value | $706,000 | 1,202 |
| 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 | $567,101,000 | 284 |
| U.S. Government securities | $390,549,000 | 286 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $390,549,000 | 272 |
| Securities issued by states & political subdivisions | $165,646,000 | 178 |
| Other domestic debt securities | $8,960,000 | 634 |
| Privately issued residential mortgage-backed securities | $1,676,000 | 284 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $3,384,000 | 99 |
| Other domestic debt securities - All other | $3,900,000 | 763 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,946,000 | 431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,503,000 | 329 |
| Mortgage-backed securities | $240,831,000 | 329 |
| Certificates of participation in pools of residential mortgages | $79,115,000 | 523 |
| Issued or guaranteed by U.S. | $79,115,000 | 522 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $117,038,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $115,362,000 | 239 |
| Privately issued | $1,676,000 | 270 |
| Commercial mortgage-backed securities | $44,678,000 | 154 |
| Commercial mortgage pass-through securities | $40,081,000 | 79 |
| Other commercial mortgage-backed securities | $4,597,000 | 332 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $567,101,000 | 249 |
| Total debt securities | $565,152,000 | 278 |
| Structured notes | ||
| Amortized cost | $742,000 | 1,355 |
| Fair value | $757,000 | 1,327 |
| 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 | $571,962,000 | 278 |
| U.S. Government securities | $401,436,000 | 285 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $401,436,000 | 275 |
| Securities issued by states & political subdivisions | $159,584,000 | 174 |
| Other domestic debt securities | $9,219,000 | 611 |
| Privately issued residential mortgage-backed securities | $1,733,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $3,382,000 | 100 |
| Other domestic debt securities - All other | $4,104,000 | 729 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,723,000 | 459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,008,000 | 305 |
| Mortgage-backed securities | $246,059,000 | 319 |
| Certificates of participation in pools of residential mortgages | $77,415,000 | 551 |
| Issued or guaranteed by U.S. | $77,415,000 | 551 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $119,251,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $117,518,000 | 241 |
| Privately issued | $1,733,000 | 278 |
| Commercial mortgage-backed securities | $49,393,000 | 135 |
| Commercial mortgage pass-through securities | $44,608,000 | 65 |
| Other commercial mortgage-backed securities | $4,785,000 | 321 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $571,962,000 | 241 |
| Total debt securities | $570,237,000 | 269 |
| Structured notes | ||
| Amortized cost | $798,000 | 1,466 |
| Fair value | $816,000 | 1,460 |
| 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 | $539,650,000 | 286 |
| U.S. Government securities | $365,935,000 | 307 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $365,935,000 | 293 |
| Securities issued by states & political subdivisions | $158,063,000 | 174 |
| Other domestic debt securities | $13,795,000 | 496 |
| Privately issued residential mortgage-backed securities | $6,270,000 | 168 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $3,380,000 | 90 |
| Other domestic debt securities - All other | $4,145,000 | 714 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $1,857,000 | 450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,088,000 | 310 |
| Mortgage-backed securities | $219,400,000 | 361 |
| Certificates of participation in pools of residential mortgages | $66,278,000 | 649 |
| Issued or guaranteed by U.S. | $66,278,000 | 647 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $102,599,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $96,329,000 | 278 |
| Privately issued | $6,270,000 | 158 |
| Commercial mortgage-backed securities | $50,523,000 | 133 |
| Commercial mortgage pass-through securities | $45,563,000 | 67 |
| Other commercial mortgage-backed securities | $4,960,000 | 308 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $539,650,000 | 246 |
| Total debt securities | $537,790,000 | 281 |
| Structured notes | ||
| Amortized cost | $1,713,000 | 1,157 |
| Fair value | $1,735,000 | 1,153 |
| 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 | $522,399,000 | 289 |
| U.S. Government securities | $356,545,000 | 315 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $356,545,000 | 304 |
| Securities issued by states & political subdivisions | $150,050,000 | 185 |
| Other domestic debt securities | $13,774,000 | 502 |
| Privately issued residential mortgage-backed securities | $6,484,000 | 166 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $3,376,000 | 90 |
| Other domestic debt securities - All other | $3,914,000 | 761 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,030,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,887,000 | 301 |
| Mortgage-backed securities | $228,122,000 | 356 |
| Certificates of participation in pools of residential mortgages | $68,989,000 | 648 |
| Issued or guaranteed by U.S. | $68,989,000 | 646 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $106,498,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $100,014,000 | 276 |
| Privately issued | $6,484,000 | 157 |
| Commercial mortgage-backed securities | $52,635,000 | 126 |
| Commercial mortgage pass-through securities | $47,562,000 | 67 |
| Other commercial mortgage-backed securities | $5,073,000 | 274 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $522,399,000 | 250 |
| Total debt securities | $520,367,000 | 285 |
| Structured notes | ||
| Amortized cost | $1,816,000 | 1,198 |
| Fair value | $1,842,000 | 1,193 |
| 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 | $517,952,000 | 293 |
| U.S. Government securities | $349,066,000 | 319 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $349,066,000 | 309 |
| Securities issued by states & political subdivisions | $151,868,000 | 176 |
| Other domestic debt securities | $15,113,000 | 478 |
| Privately issued residential mortgage-backed securities | $6,799,000 | 179 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $4,680,000 | 83 |
| Other domestic debt securities - All other | $3,634,000 | 793 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $1,905,000 | 445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,108,000 | 303 |
| Mortgage-backed securities | $223,095,000 | 358 |
| Certificates of participation in pools of residential mortgages | $65,969,000 | 669 |
| Issued or guaranteed by U.S. | $65,969,000 | 668 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $105,399,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $98,600,000 | 282 |
| Privately issued | $6,799,000 | 170 |
| Commercial mortgage-backed securities | $51,727,000 | 123 |
| Commercial mortgage pass-through securities | $46,660,000 | 68 |
| Other commercial mortgage-backed securities | $5,067,000 | 261 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $517,952,000 | 253 |
| Total debt securities | $516,044,000 | 287 |
| Structured notes | ||
| Amortized cost | $1,925,000 | 1,286 |
| Fair value | $1,957,000 | 1,225 |
| 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 | $502,119,000 | 300 |
| U.S. Government securities | $337,919,000 | 337 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $337,919,000 | 326 |
| Securities issued by states & political subdivisions | $147,003,000 | 184 |
| Other domestic debt securities | $15,381,000 | 480 |
| Privately issued residential mortgage-backed securities | $7,069,000 | 181 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $4,676,000 | 84 |
| Other domestic debt securities - All other | $3,636,000 | 812 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,816,000 | 474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,884,000 | 309 |
| Mortgage-backed securities | $212,839,000 | 374 |
| Certificates of participation in pools of residential mortgages | $64,019,000 | 695 |
| Issued or guaranteed by U.S. | $64,019,000 | 694 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $97,120,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $90,051,000 | 299 |
| Privately issued | $7,069,000 | 173 |
| Commercial mortgage-backed securities | $51,700,000 | 117 |
| Commercial mortgage pass-through securities | $46,615,000 | 62 |
| Other commercial mortgage-backed securities | $5,085,000 | 250 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $502,119,000 | 258 |
| Total debt securities | $500,300,000 | 295 |
| Structured notes | ||
| Amortized cost | $2,051,000 | 1,180 |
| Fair value | $2,082,000 | 1,176 |
| 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 | $503,626,000 | 302 |
| U.S. Government securities | $337,226,000 | 338 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $337,226,000 | 324 |
| Securities issued by states & political subdivisions | $143,926,000 | 186 |
| Other domestic debt securities | $20,723,000 | 414 |
| Privately issued residential mortgage-backed securities | $8,633,000 | 161 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $4,684,000 | 85 |
| Other domestic debt securities - All other | $7,406,000 | 539 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,751,000 | 479 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,474,000 | 312 |
| Mortgage-backed securities | $220,865,000 | 367 |
| Certificates of participation in pools of residential mortgages | $66,973,000 | 674 |
| Issued or guaranteed by U.S. | $66,973,000 | 673 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $100,325,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $91,692,000 | 292 |
| Privately issued | $8,633,000 | 154 |
| Commercial mortgage-backed securities | $53,567,000 | 114 |
| Commercial mortgage pass-through securities | $48,465,000 | 59 |
| Other commercial mortgage-backed securities | $5,102,000 | 238 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $503,626,000 | 259 |
| Total debt securities | $501,875,000 | 297 |
| Structured notes | ||
| Amortized cost | $2,178,000 | 1,195 |
| Fair value | $2,210,000 | 1,175 |
| 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 | $503,394,000 | 301 |
| U.S. Government securities | $334,876,000 | 323 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $334,876,000 | 313 |
| Securities issued by states & political subdivisions | $142,099,000 | 186 |
| Other domestic debt securities | $24,562,000 | 392 |
| Privately issued residential mortgage-backed securities | $12,550,000 | 140 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $4,682,000 | 91 |
| Other domestic debt securities - All other | $7,330,000 | 545 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,857,000 | 479 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,387,000 | 306 |
| Mortgage-backed securities | $228,546,000 | 356 |
| Certificates of participation in pools of residential mortgages | $75,911,000 | 596 |
| Issued or guaranteed by U.S. | $75,911,000 | 595 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $104,524,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $91,974,000 | 290 |
| Privately issued | $12,550,000 | 134 |
| Commercial mortgage-backed securities | $48,111,000 | 113 |
| Commercial mortgage pass-through securities | $48,111,000 | 54 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $503,394,000 | 256 |
| Total debt securities | $501,540,000 | 296 |
| Structured notes | ||
| Amortized cost | $2,322,000 | 1,144 |
| Fair value | $2,334,000 | 1,123 |
| 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 | $481,744,000 | 318 |
| U.S. Government securities | $311,665,000 | 351 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $311,665,000 | 340 |
| Securities issued by states & political subdivisions | $143,097,000 | 180 |
| Other domestic debt securities | $25,302,000 | 385 |
| Privately issued residential mortgage-backed securities | $13,070,000 | 154 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $5,017,000 | 97 |
| Other domestic debt securities - All other | $7,215,000 | 563 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,680,000 | 503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,020,000 | 329 |
| Mortgage-backed securities | $220,375,000 | 372 |
| Certificates of participation in pools of residential mortgages | $64,571,000 | 684 |
| Issued or guaranteed by U.S. | $64,571,000 | 683 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $107,365,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $94,295,000 | 281 |
| Privately issued | $13,070,000 | 144 |
| Commercial mortgage-backed securities | $48,439,000 | 113 |
| Commercial mortgage pass-through securities | $48,439,000 | 55 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $481,744,000 | 271 |
| Total debt securities | $480,061,000 | 314 |
| Structured notes | ||
| Amortized cost | $2,517,000 | 1,072 |
| Fair value | $2,532,000 | 1,065 |
| 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 | $462,696,000 | 335 |
| U.S. Government securities | $293,145,000 | 366 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $293,145,000 | 354 |
| Securities issued by states & political subdivisions | $141,721,000 | 183 |
| Other domestic debt securities | $26,140,000 | 379 |
| Privately issued residential mortgage-backed securities | $14,129,000 | 145 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $5,012,000 | 92 |
| Other domestic debt securities - All other | $6,999,000 | 592 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,690,000 | 500 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,584,000 | 311 |
| Mortgage-backed securities | $200,276,000 | 398 |
| Certificates of participation in pools of residential mortgages | $52,664,000 | 815 |
| Issued or guaranteed by U.S. | $52,664,000 | 814 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $101,312,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $87,183,000 | 300 |
| Privately issued | $14,129,000 | 137 |
| Commercial mortgage-backed securities | $46,300,000 | 109 |
| Commercial mortgage pass-through securities | $46,300,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $462,696,000 | 291 |
| Total debt securities | $461,004,000 | 330 |
| Structured notes | ||
| Amortized cost | $2,866,000 | 1,016 |
| Fair value | $2,876,000 | 1,000 |
| 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 | $447,997,000 | 344 |
| U.S. Government securities | $279,662,000 | 403 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $279,662,000 | 384 |
| Securities issued by states & political subdivisions | $138,976,000 | 183 |
| Other domestic debt securities | $27,384,000 | 368 |
| Privately issued residential mortgage-backed securities | $15,961,000 | 143 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $5,449,000 | 86 |
| Other domestic debt securities - All other | $5,974,000 | 658 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,975,000 | 490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,353,000 | 306 |
| Mortgage-backed securities | $192,809,000 | 420 |
| Certificates of participation in pools of residential mortgages | $61,558,000 | 722 |
| Issued or guaranteed by U.S. | $61,558,000 | 720 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $107,789,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $91,828,000 | 298 |
| Privately issued | $15,961,000 | 138 |
| Commercial mortgage-backed securities | $23,462,000 | 138 |
| Commercial mortgage pass-through securities | $23,462,000 | 75 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $447,997,000 | 302 |
| Total debt securities | $446,022,000 | 337 |
| Structured notes | ||
| Amortized cost | $3,307,000 | 923 |
| Fair value | $3,349,000 | 919 |
| 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 | $453,904,000 | 336 |
| U.S. Government securities | $284,622,000 | 393 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $284,622,000 | 374 |
| Securities issued by states & political subdivisions | $136,115,000 | 180 |
| Other domestic debt securities | $31,105,000 | 335 |
| Privately issued residential mortgage-backed securities | $19,857,000 | 130 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $5,445,000 | 81 |
| Other domestic debt securities - All other | $5,803,000 | 650 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,062,000 | 447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,078,000 | 271 |
| Mortgage-backed securities | $189,710,000 | 427 |
| Certificates of participation in pools of residential mortgages | $67,033,000 | 651 |
| Issued or guaranteed by U.S. | $67,033,000 | 649 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $122,677,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $102,820,000 | 282 |
| Privately issued | $19,857,000 | 123 |
| 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) | $453,904,000 | 293 |
| Total debt securities | $451,841,000 | 330 |
| Structured notes | ||
| Amortized cost | $7,311,000 | 550 |
| Fair value | $7,372,000 | 550 |
| 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 | $478,669,000 | 328 |
| U.S. Government securities | $309,784,000 | 359 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $309,784,000 | 350 |
| Securities issued by states & political subdivisions | $134,453,000 | 169 |
| Other domestic debt securities | $32,283,000 | 338 |
| Privately issued residential mortgage-backed securities | $21,066,000 | 133 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $5,448,000 | 76 |
| Other domestic debt securities - All other | $5,769,000 | 680 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,149,000 | 438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,360,000 | 284 |
| Mortgage-backed securities | $208,556,000 | 407 |
| Certificates of participation in pools of residential mortgages | $71,673,000 | 642 |
| Issued or guaranteed by U.S. | $71,673,000 | 641 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $136,883,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $115,817,000 | 280 |
| Privately issued | $21,066,000 | 126 |
| 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) | $478,669,000 | 285 |
| Total debt securities | $476,519,000 | 324 |
| Structured notes | ||
| Amortized cost | $7,839,000 | 540 |
| Fair value | $7,988,000 | 538 |
| 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 | $502,559,000 | 315 |
| U.S. Government securities | $327,121,000 | 345 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $327,121,000 | 335 |
| Securities issued by states & political subdivisions | $140,080,000 | 161 |
| Other domestic debt securities | $33,143,000 | 335 |
| Privately issued residential mortgage-backed securities | $22,203,000 | 137 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $5,689,000 | 70 |
| Other domestic debt securities - All other | $5,251,000 | 729 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,215,000 | 420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $254,641,000 | 264 |
| Mortgage-backed securities | $233,354,000 | 374 |
| Certificates of participation in pools of residential mortgages | $76,320,000 | 619 |
| Issued or guaranteed by U.S. | $76,320,000 | 619 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $157,034,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $134,831,000 | 254 |
| Privately issued | $22,203,000 | 131 |
| 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) | $502,559,000 | 274 |
| Total debt securities | $500,346,000 | 306 |
| Structured notes | ||
| Amortized cost | $8,372,000 | 587 |
| Fair value | $8,540,000 | 578 |
| 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 | $492,828,000 | 321 |
| U.S. Government securities | $331,746,000 | 338 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $331,746,000 | 329 |
| Securities issued by states & political subdivisions | $123,029,000 | 179 |
| Other domestic debt securities | $35,921,000 | 310 |
| Privately issued residential mortgage-backed securities | $23,355,000 | 141 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $1,238,000 | 200 |
| Structured financial products - Total | $6,393,000 | 66 |
| Other domestic debt securities - All other | $4,935,000 | 758 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,132,000 | 410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,499,000 | 271 |
| Mortgage-backed securities | $246,707,000 | 364 |
| Certificates of participation in pools of residential mortgages | $80,242,000 | 605 |
| Issued or guaranteed by U.S. | $80,242,000 | 604 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $166,465,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $143,110,000 | 256 |
| Privately issued | $23,355,000 | 136 |
| 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) | $492,828,000 | 284 |
| Total debt securities | $490,695,000 | 316 |
| Structured notes | ||
| Amortized cost | $8,903,000 | 675 |
| Fair value | $9,053,000 | 653 |
| 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 | $516,626,000 | 296 |
| U.S. Government securities | $358,745,000 | 316 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $358,745,000 | 309 |
| Securities issued by states & political subdivisions | $120,111,000 | 184 |
| Other domestic debt securities | $35,483,000 | 318 |
| Privately issued residential mortgage-backed securities | $22,850,000 | 185 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $1,255,000 | 147 |
| Structured financial products - Total | $6,828,000 | 65 |
| Other domestic debt securities - All other | $4,550,000 | 735 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,287,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $266,878,000 | 235 |
| Mortgage-backed securities | $277,269,000 | 320 |
| Certificates of participation in pools of residential mortgages | $108,375,000 | 437 |
| Issued or guaranteed by U.S. | $108,375,000 | 434 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $168,894,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $146,044,000 | 234 |
| Privately issued | $22,850,000 | 180 |
| 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) | $516,626,000 | 263 |
| Total debt securities | $514,338,000 | 292 |
| Structured notes | ||
| Amortized cost | $14,432,000 | 400 |
| Fair value | $14,587,000 | 398 |
| 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 | $517,804,000 | 286 |
| U.S. Government securities | $375,698,000 | 298 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $375,698,000 | 288 |
| Securities issued by states & political subdivisions | $102,297,000 | 206 |
| Other domestic debt securities | $37,755,000 | 303 |
| Privately issued residential mortgage-backed securities | $24,814,000 | 188 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $1,277,000 | 136 |
| Structured financial products - Total | $6,928,000 | 65 |
| Other domestic debt securities - All other | $4,736,000 | 684 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $2,054,000 | 420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $255,137,000 | 237 |
| Mortgage-backed securities | $266,593,000 | 319 |
| Certificates of participation in pools of residential mortgages | $97,153,000 | 461 |
| Issued or guaranteed by U.S. | $97,153,000 | 458 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $169,440,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $144,626,000 | 230 |
| Privately issued | $24,814,000 | 183 |
| 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) | $517,804,000 | 254 |
| Total debt securities | $515,750,000 | 282 |
| Structured notes | ||
| Amortized cost | $29,935,000 | 168 |
| Fair value | $30,235,000 | 162 |
| 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 | $518,576,000 | 289 |
| U.S. Government securities | $378,478,000 | 291 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $378,478,000 | 281 |
| Securities issued by states & political subdivisions | $98,570,000 | 204 |
| Other domestic debt securities | $39,878,000 | 284 |
| Privately issued residential mortgage-backed securities | $25,634,000 | 193 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $1,294,000 | 127 |
| Structured financial products - Total | $7,412,000 | 66 |
| Other domestic debt securities - All other | $5,538,000 | 576 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,650,000 | 465 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,944,000 | 218 |
| Mortgage-backed securities | $244,927,000 | 331 |
| Certificates of participation in pools of residential mortgages | $88,784,000 | 487 |
| Issued or guaranteed by U.S. | $88,784,000 | 484 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $156,143,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $130,509,000 | 239 |
| Privately issued | $25,634,000 | 187 |
| 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) | $518,576,000 | 256 |
| Total debt securities | $516,926,000 | 284 |
| Structured notes | ||
| Amortized cost | $55,341,000 | 95 |
| Fair value | $55,455,000 | 94 |
| 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 | $568,787,000 | 266 |
| U.S. Government securities | $426,571,000 | 264 |
| U.S. Treasury securities | $9,970,000 | 337 |
| U.S. Government agency obligations | $416,601,000 | 259 |
| Securities issued by states & political subdivisions | $94,480,000 | 208 |
| Other domestic debt securities | $46,318,000 | 266 |
| Privately issued residential mortgage-backed securities | $30,638,000 | 183 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $1,305,000 | 129 |
| Structured financial products - Total | $7,402,000 | 66 |
| Other domestic debt securities - All other | $6,973,000 | 496 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,418,000 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,868,000 | 220 |
| Mortgage-backed securities | $253,151,000 | 321 |
| Certificates of participation in pools of residential mortgages | $90,281,000 | 472 |
| Issued or guaranteed by U.S. | $90,281,000 | 468 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $162,870,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $132,232,000 | 229 |
| Privately issued | $30,638,000 | 177 |
| 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) | $568,787,000 | 234 |
| Total debt securities | $567,369,000 | 263 |
| Structured notes | ||
| Amortized cost | $95,663,000 | 42 |
| Fair value | $94,835,000 | 41 |
| 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 | $573,418,000 | 259 |
| U.S. Government securities | $419,580,000 | 253 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $419,580,000 | 245 |
| Securities issued by states & political subdivisions | $100,043,000 | 189 |
| Other domestic debt securities | $53,698,000 | 253 |
| Privately issued residential mortgage-backed securities | $33,168,000 | 183 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $1,324,000 | 116 |
| Structured financial products - Total | $8,099,000 | 62 |
| Other domestic debt securities - All other | $11,107,000 | 340 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $97,000 | 1,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $297,496,000 | 207 |
| Mortgage-backed securities | $203,630,000 | 371 |
| Certificates of participation in pools of residential mortgages | $43,803,000 | 845 |
| Issued or guaranteed by U.S. | $43,803,000 | 841 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $159,827,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $126,659,000 | 236 |
| Privately issued | $33,168,000 | 178 |
| 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) | $573,418,000 | 227 |
| Total debt securities | $573,315,000 | 255 |
| Structured notes | ||
| Amortized cost | $166,824,000 | 14 |
| Fair value | $166,583,000 | 14 |
| 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 | $544,401,000 | 260 |
| U.S. Government securities | $389,904,000 | 251 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $389,904,000 | 244 |
| Securities issued by states & political subdivisions | $97,669,000 | 187 |
| Other domestic debt securities | $56,763,000 | 243 |
| Privately issued residential mortgage-backed securities | $36,257,000 | 179 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $1,340,000 | 113 |
| Structured financial products - Total | $8,353,000 | 58 |
| Other domestic debt securities - All other | $10,813,000 | 343 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $65,000 | 1,103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,328,000 | 214 |
| Mortgage-backed securities | $181,058,000 | 383 |
| Certificates of participation in pools of residential mortgages | $56,926,000 | 653 |
| Issued or guaranteed by U.S. | $56,926,000 | 649 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $124,132,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $87,875,000 | 302 |
| Privately issued | $36,257,000 | 173 |
| 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) | $544,401,000 | 224 |
| Total debt securities | $544,333,000 | 255 |
| Structured notes | ||
| Amortized cost | $167,703,000 | 13 |
| Fair value | $169,911,000 | 12 |
| 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 | $533,304,000 | 256 |
| U.S. Government securities | $381,865,000 | 257 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $381,865,000 | 248 |
| Securities issued by states & political subdivisions | $91,334,000 | 185 |
| Other domestic debt securities | $60,037,000 | 233 |
| Privately issued residential mortgage-backed securities | $39,018,000 | 173 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $1,355,000 | 107 |
| Structured financial products - Total | $8,277,000 | 62 |
| Other domestic debt securities - All other | $11,387,000 | 315 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $68,000 | 1,139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $271,217,000 | 227 |
| Mortgage-backed securities | $156,854,000 | 423 |
| Certificates of participation in pools of residential mortgages | $58,644,000 | 633 |
| Issued or guaranteed by U.S. | $58,644,000 | 628 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $98,210,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $59,192,000 | 385 |
| Privately issued | $39,018,000 | 169 |
| 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) | $533,304,000 | 219 |
| Total debt securities | $533,231,000 | 252 |
| Structured notes | ||
| Amortized cost | $186,851,000 | 11 |
| Fair value | $188,191,000 | 11 |
| 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 | $522,855,000 | 252 |
| U.S. Government securities | $360,310,000 | 274 |
| U.S. Treasury securities | $21,545,000 | 179 |
| U.S. Government agency obligations | $338,765,000 | 275 |
| Securities issued by states & political subdivisions | $97,358,000 | 169 |
| Other domestic debt securities | $64,979,000 | 224 |
| Privately issued residential mortgage-backed securities | $42,395,000 | 176 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $532,000 | 144 |
| Structured financial products - Total | $6,374,000 | 80 |
| Other domestic debt securities - All other | $15,678,000 | 248 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $208,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,627,000 | 251 |
| Mortgage-backed securities | $150,715,000 | 467 |
| Certificates of participation in pools of residential mortgages | $72,149,000 | 544 |
| Issued or guaranteed by U.S. | $72,149,000 | 542 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $78,566,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $36,171,000 | 537 |
| Privately issued | $42,395,000 | 172 |
| 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) | $522,855,000 | 218 |
| Total debt securities | $522,646,000 | 246 |
| Structured notes | ||
| Amortized cost | $163,994,000 | 9 |
| Fair value | $164,096,000 | 9 |
| 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 | $447,768,000 | 296 |
| U.S. Government securities | $267,094,000 | 344 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $267,094,000 | 328 |
| Securities issued by states & political subdivisions | $106,210,000 | 148 |
| Other domestic debt securities | $74,291,000 | 207 |
| Privately issued residential mortgage-backed securities | $44,855,000 | 180 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $537,000 | 167 |
| Structured financial products - Total | $5,706,000 | 92 |
| Other domestic debt securities - All other | $23,193,000 | 183 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $173,000 | 1,077 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $241,194,000 | 269 |
| Mortgage-backed securities | $145,040,000 | 488 |
| Certificates of participation in pools of residential mortgages | $74,075,000 | 548 |
| Issued or guaranteed by U.S. | $74,075,000 | 545 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $70,965,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $26,110,000 | 631 |
| Privately issued | $44,855,000 | 176 |
| 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) | $447,768,000 | 259 |
| Total debt securities | $447,593,000 | 290 |
| Structured notes | ||
| Amortized cost | $117,928,000 | 15 |
| Fair value | $117,822,000 | 16 |
| 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 | $406,803,000 | 330 |
| U.S. Government securities | $224,764,000 | 399 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $224,764,000 | 386 |
| Securities issued by states & political subdivisions | $104,773,000 | 159 |
| Other domestic debt securities | $77,264,000 | 223 |
| Privately issued residential mortgage-backed securities | $46,904,000 | 189 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $548,000 | 170 |
| Structured financial products - Total | $6,074,000 | 98 |
| Other domestic debt securities - All other | $23,738,000 | 193 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $2,000 | 1,661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,365,000 | 329 |
| Mortgage-backed securities | $160,808,000 | 454 |
| Certificates of participation in pools of residential mortgages | $95,575,000 | 454 |
| Issued or guaranteed by U.S. | $95,575,000 | 451 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $65,233,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $18,329,000 | 782 |
| Privately issued | $46,904,000 | 186 |
| 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) | $406,803,000 | 286 |
| Total debt securities | $406,800,000 | 321 |
| Structured notes | ||
| Amortized cost | $57,426,000 | 29 |
| Fair value | $57,853,000 | 28 |
| 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 | $378,045,000 | 357 |
| U.S. Government securities | $195,839,000 | 452 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $195,839,000 | 436 |
| Securities issued by states & political subdivisions | $98,722,000 | 170 |
| Other domestic debt securities | $83,482,000 | 226 |
| Privately issued residential mortgage-backed securities | $49,922,000 | 197 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $555,000 | 188 |
| Structured financial products - Total | $7,309,000 | 88 |
| Other domestic debt securities - All other | $25,696,000 | 195 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $2,000 | 1,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,436,000 | 272 |
| Mortgage-backed securities | $182,392,000 | 409 |
| Certificates of participation in pools of residential mortgages | $101,475,000 | 442 |
| Issued or guaranteed by U.S. | $101,475,000 | 437 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $80,917,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $30,995,000 | 513 |
| Privately issued | $49,922,000 | 189 |
| 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) | $378,045,000 | 311 |
| Total debt securities | $378,037,000 | 347 |
| Structured notes | ||
| Amortized cost | $18,930,000 | 73 |
| Fair value | $18,931,000 | 72 |
| 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 | $352,180,000 | 382 |
| U.S. Government securities | $172,358,000 | 517 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $172,358,000 | 502 |
| Securities issued by states & political subdivisions | $85,925,000 | 191 |
| Other domestic debt securities | $93,895,000 | 199 |
| Privately issued residential mortgage-backed securities | $60,828,000 | 187 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,707,000 | 113 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,360,000 | 176 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,000 | 1,729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,808,000 | 271 |
| Mortgage-backed securities | $204,380,000 | 378 |
| Certificates of participation in pools of residential mortgages | $109,362,000 | 438 |
| Issued or guaranteed by U.S. | $109,362,000 | 432 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $95,018,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $34,190,000 | 460 |
| Privately issued | $60,828,000 | 178 |
| 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) | $352,180,000 | 329 |
| Total debt securities | $352,178,000 | 372 |
| Structured notes | ||
| Amortized cost | $5,945,000 | 205 |
| Fair value | $6,026,000 | 191 |
| 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 | $327,998,000 | 391 |
| U.S. Government securities | $154,920,000 | 573 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $154,920,000 | 561 |
| Securities issued by states & political subdivisions | $73,359,000 | 223 |
| Other domestic debt securities | $99,717,000 | 191 |
| Privately issued residential mortgage-backed securities | $65,643,000 | 173 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,848,000 | 107 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,226,000 | 162 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,049,000 | 283 |
| Mortgage-backed securities | $214,870,000 | 349 |
| Certificates of participation in pools of residential mortgages | $113,821,000 | 413 |
| Issued or guaranteed by U.S. | $113,821,000 | 410 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $101,049,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $35,406,000 | 442 |
| Privately issued | $65,643,000 | 164 |
| 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) | $327,998,000 | 334 |
| Total debt securities | $327,995,000 | 381 |
| Structured notes | ||
| Amortized cost | $944,000 | 1,123 |
| Fair value | $1,033,000 | 936 |
| 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 | $337,869,000 | 366 |
| U.S. Government securities | $170,911,000 | 498 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $170,911,000 | 483 |
| Securities issued by states & political subdivisions | $66,762,000 | 239 |
| Other domestic debt securities | $100,194,000 | 198 |
| Privately issued residential mortgage-backed securities | $64,368,000 | 181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,168,000 | 105 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,658,000 | 160 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,000 | 1,830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $207,753,000 | 307 |
| Mortgage-backed securities | $223,737,000 | 318 |
| Certificates of participation in pools of residential mortgages | $137,050,000 | 328 |
| Issued or guaranteed by U.S. | $137,050,000 | 322 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $86,687,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $22,319,000 | 572 |
| Privately issued | $64,368,000 | 172 |
| 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) | $337,869,000 | 311 |
| Total debt securities | $337,867,000 | 360 |
| Structured notes | ||
| Amortized cost | $944,000 | 1,091 |
| Fair value | $988,000 | 1,017 |
| 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 | $333,001,000 | 388 |
| U.S. Government securities | $163,092,000 | 521 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $163,092,000 | 509 |
| Securities issued by states & political subdivisions | $58,717,000 | 284 |
| Other domestic debt securities | $111,190,000 | 201 |
| Privately issued residential mortgage-backed securities | $68,857,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,058,000 | 112 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,275,000 | 151 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $2,000 | 1,933 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,102,000 | 300 |
| Mortgage-backed securities | $226,291,000 | 316 |
| Certificates of participation in pools of residential mortgages | $133,443,000 | 344 |
| Issued or guaranteed by U.S. | $133,443,000 | 339 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $92,848,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $23,991,000 | 525 |
| Privately issued | $68,857,000 | 165 |
| 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) | $333,001,000 | 329 |
| Total debt securities | $332,999,000 | 377 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $367,226,000 | 362 |
| U.S. Government securities | $189,996,000 | 458 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $189,996,000 | 446 |
| Securities issued by states & political subdivisions | $60,360,000 | 279 |
| Other domestic debt securities | $116,868,000 | 189 |
| Privately issued residential mortgage-backed securities | $74,821,000 | 162 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,429,000 | 135 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,618,000 | 156 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $2,000 | 1,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,724,000 | 277 |
| Mortgage-backed securities | $244,588,000 | 302 |
| Certificates of participation in pools of residential mortgages | $143,737,000 | 311 |
| Issued or guaranteed by U.S. | $143,737,000 | 304 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $100,851,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $26,030,000 | 489 |
| Privately issued | $74,821,000 | 151 |
| 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) | $367,226,000 | 313 |
| Total debt securities | $367,223,000 | 350 |
| Structured notes | ||
| Amortized cost | $4,967,000 | 301 |
| Fair value | $5,006,000 | 290 |
| 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 | $304,837,000 | 415 |
| U.S. Government securities | $137,494,000 | 608 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $137,494,000 | 595 |
| Securities issued by states & political subdivisions | $62,111,000 | 264 |
| Other domestic debt securities | $105,230,000 | 198 |
| Privately issued residential mortgage-backed securities | $71,681,000 | 163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,519,000 | 133 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,030,000 | 191 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $2,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $209,457,000 | 298 |
| Mortgage-backed securities | $183,075,000 | 359 |
| Certificates of participation in pools of residential mortgages | $100,133,000 | 384 |
| Issued or guaranteed by U.S. | $100,133,000 | 380 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $82,942,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $11,261,000 | 853 |
| Privately issued | $71,681,000 | 152 |
| 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) | $304,837,000 | 357 |
| Total debt securities | $304,835,000 | 401 |
| Structured notes | ||
| Amortized cost | $8,982,000 | 264 |
| Fair value | $8,990,000 | 265 |
| 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 | $286,065,000 | 438 |
| U.S. Government securities | $135,908,000 | 618 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $135,908,000 | 607 |
| Securities issued by states & political subdivisions | $60,386,000 | 278 |
| Other domestic debt securities | $89,769,000 | 209 |
| Privately issued residential mortgage-backed securities | $68,569,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,614,000 | 127 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,586,000 | 284 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,000 | 1,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,229,000 | 305 |
| Mortgage-backed securities | $172,071,000 | 367 |
| Certificates of participation in pools of residential mortgages | $93,616,000 | 391 |
| Issued or guaranteed by U.S. | $93,616,000 | 386 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $78,455,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $9,886,000 | 885 |
| Privately issued | $68,569,000 | 155 |
| 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) | $286,065,000 | 376 |
| Total debt securities | $286,065,000 | 426 |
| Structured notes | ||
| Amortized cost | $11,465,000 | 235 |
| Fair value | $11,447,000 | 232 |
| 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 | $268,869,000 | 466 |
| U.S. Government securities | $142,862,000 | 609 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $142,862,000 | 597 |
| Securities issued by states & political subdivisions | $58,883,000 | 279 |
| Other domestic debt securities | $67,122,000 | 253 |
| Privately issued residential mortgage-backed securities | $47,052,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,693,000 | 118 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,377,000 | 280 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $2,000 | 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 | $172,923,000 | 331 |
| Mortgage-backed securities | $153,679,000 | 400 |
| Certificates of participation in pools of residential mortgages | $96,336,000 | 377 |
| Issued or guaranteed by U.S. | $96,336,000 | 372 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $57,343,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $10,291,000 | 835 |
| Privately issued | $47,052,000 | 184 |
| 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) | $268,869,000 | 396 |
| Total debt securities | $268,869,000 | 455 |
| Structured notes | ||
| Amortized cost | $9,500,000 | 325 |
| Fair value | $9,442,000 | 325 |
| 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 | $246,075,000 | 509 |
| U.S. Government securities | $128,308,000 | 664 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $128,308,000 | 648 |
| Securities issued by states & political subdivisions | $61,775,000 | 259 |
| Other domestic debt securities | $55,990,000 | 275 |
| Privately issued residential mortgage-backed securities | $42,675,000 | 200 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,870,000 | 156 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,445,000 | 364 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $2,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $198,871,000 | 304 |
| Mortgage-backed securities | $136,427,000 | 434 |
| Certificates of participation in pools of residential mortgages | $82,560,000 | 429 |
| Issued or guaranteed by U.S. | $82,560,000 | 424 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $53,867,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $11,192,000 | 782 |
| Privately issued | $42,675,000 | 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 | 3,860 |
| Available-for-sale securities (fair market value) | $246,075,000 | 432 |
| Total debt securities | $246,075,000 | 500 |
| Structured notes | ||
| Amortized cost | $9,415,000 | 358 |
| Fair value | $9,415,000 | 353 |
| 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 | $219,180,000 | 577 |
| U.S. Government securities | $111,804,000 | 781 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $111,804,000 | 753 |
| Securities issued by states & political subdivisions | $62,893,000 | 244 |
| Other domestic debt securities | $43,405,000 | 305 |
| Privately issued residential mortgage-backed securities | $30,767,000 | 226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,940,000 | 143 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,698,000 | 389 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,078,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,637,000 | 333 |
| Mortgage-backed securities | $115,581,000 | 494 |
| Certificates of participation in pools of residential mortgages | $72,631,000 | 479 |
| Issued or guaranteed by U.S. | $72,631,000 | 474 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $42,950,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $12,183,000 | 759 |
| Privately issued | $30,767,000 | 216 |
| 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) | $219,180,000 | 481 |
| Total debt securities | $218,102,000 | 559 |
| Structured notes | ||
| Amortized cost | $9,497,000 | 388 |
| Fair value | $9,382,000 | 387 |
| 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 | $208,637,000 | 613 |
| U.S. Government securities | $111,010,000 | 817 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $111,010,000 | 788 |
| Securities issued by states & political subdivisions | $63,567,000 | 237 |
| Other domestic debt securities | $32,978,000 | 362 |
| Privately issued residential mortgage-backed securities | $22,234,000 | 267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $932,000 | 179 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,812,000 | 420 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,082,000 | 993 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,342,000 | 357 |
| Mortgage-backed securities | $89,880,000 | 601 |
| Certificates of participation in pools of residential mortgages | $54,434,000 | 631 |
| Issued or guaranteed by U.S. | $54,434,000 | 623 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $35,446,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $13,212,000 | 712 |
| Privately issued | $22,234,000 | 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 | 4,052 |
| Available-for-sale securities (fair market value) | $208,637,000 | 509 |
| Total debt securities | $207,555,000 | 603 |
| Structured notes | ||
| Amortized cost | $11,995,000 | 321 |
| Fair value | $11,855,000 | 320 |
| 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 | $210,242,000 | 613 |
| U.S. Government securities | $110,125,000 | 823 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $110,125,000 | 793 |
| Securities issued by states & political subdivisions | $59,990,000 | 253 |
| Other domestic debt securities | $40,125,000 | 320 |
| Privately issued residential mortgage-backed securities | $27,370,000 | 245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $932,000 | 181 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,823,000 | 366 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,000 | 1,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,119,000 | 357 |
| Mortgage-backed securities | $95,237,000 | 574 |
| Certificates of participation in pools of residential mortgages | $53,789,000 | 645 |
| Issued or guaranteed by U.S. | $53,789,000 | 638 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $41,448,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $14,078,000 | 685 |
| Privately issued | $27,370,000 | 233 |
| 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) | $210,242,000 | 508 |
| Total debt securities | $210,242,000 | 598 |
| Structured notes | ||
| Amortized cost | $11,987,000 | 350 |
| Fair value | $11,698,000 | 344 |
| 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 | $211,780,000 | 618 |
| U.S. Government securities | $111,497,000 | 820 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $111,497,000 | 792 |
| Securities issued by states & political subdivisions | $64,137,000 | 230 |
| Other domestic debt securities | $36,144,000 | 346 |
| Privately issued residential mortgage-backed securities | $23,544,000 | 260 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $932,000 | 191 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,668,000 | 387 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,000 | 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 | $153,546,000 | 373 |
| Mortgage-backed securities | $94,797,000 | 575 |
| Certificates of participation in pools of residential mortgages | $55,943,000 | 625 |
| Issued or guaranteed by U.S. | $55,943,000 | 618 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $38,854,000 | 474 |
| CMOs issued by government agencies or sponsored agencies | $15,310,000 | 656 |
| Privately issued | $23,544,000 | 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 | 4,162 |
| Available-for-sale securities (fair market value) | $211,780,000 | 517 |
| Total debt securities | $211,778,000 | 602 |
| Structured notes | ||
| Amortized cost | $11,987,000 | 359 |
| Fair value | $11,769,000 | 358 |
| 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 | $195,322,000 | 669 |
| U.S. Government securities | $95,887,000 | 958 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $95,887,000 | 926 |
| Securities issued by states & political subdivisions | $65,079,000 | 228 |
| Other domestic debt securities | $34,304,000 | 364 |
| Privately issued residential mortgage-backed securities | $21,846,000 | 275 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,458,000 | 385 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $52,000 | 1,847 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,764,000 | 358 |
| Mortgage-backed securities | $92,412,000 | 593 |
| Certificates of participation in pools of residential mortgages | $54,139,000 | 655 |
| Issued or guaranteed by U.S. | $54,139,000 | 648 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $38,273,000 | 469 |
| CMOs issued by government agencies or sponsored agencies | $16,427,000 | 617 |
| Privately issued | $21,846,000 | 260 |
| 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) | $195,322,000 | 554 |
| Total debt securities | $195,270,000 | 651 |
| Structured notes | ||
| Amortized cost | $11,985,000 | 360 |
| Fair value | $11,790,000 | 357 |
| 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 | $204,879,000 | 631 |
| U.S. Government securities | $101,743,000 | 895 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $101,743,000 | 869 |
| Securities issued by states & political subdivisions | $65,689,000 | 226 |
| Other domestic debt securities | $37,395,000 | 351 |
| Privately issued residential mortgage-backed securities | $22,824,000 | 262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,571,000 | 351 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $52,000 | 1,855 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,544,000 | 394 |
| Mortgage-backed securities | $99,090,000 | 575 |
| Certificates of participation in pools of residential mortgages | $58,298,000 | 628 |
| Issued or guaranteed by U.S. | $58,298,000 | 620 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $40,792,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $17,968,000 | 592 |
| Privately issued | $22,824,000 | 249 |
| 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) | $204,879,000 | 525 |
| Total debt securities | $204,827,000 | 615 |
| Structured notes | ||
| Amortized cost | $11,985,000 | 358 |
| Fair value | $11,863,000 | 357 |
| 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 | $210,552,000 | 617 |
| U.S. Government securities | $109,351,000 | 828 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $109,351,000 | 797 |
| Securities issued by states & political subdivisions | $65,799,000 | 221 |
| Other domestic debt securities | $35,350,000 | 362 |
| Privately issued residential mortgage-backed securities | $19,593,000 | 289 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,757,000 | 345 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $52,000 | 1,875 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,309,000 | 385 |
| Mortgage-backed securities | $99,887,000 | 581 |
| Certificates of participation in pools of residential mortgages | $61,331,000 | 611 |
| Issued or guaranteed by U.S. | $61,331,000 | 602 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $38,556,000 | 474 |
| CMOs issued by government agencies or sponsored agencies | $18,963,000 | 595 |
| Privately issued | $19,593,000 | 270 |
| 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) | $210,552,000 | 509 |
| Total debt securities | $210,500,000 | 594 |
| Structured notes | ||
| Amortized cost | $16,985,000 | 235 |
| Fair value | $16,893,000 | 232 |
| 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 | $226,452,000 | 579 |
| U.S. Government securities | $117,381,000 | 803 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $117,381,000 | 773 |
| Securities issued by states & political subdivisions | $72,444,000 | 195 |
| Other domestic debt securities | $36,575,000 | 359 |
| Privately issued residential mortgage-backed securities | $20,727,000 | 275 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,848,000 | 354 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $52,000 | 1,915 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,958,000 | 373 |
| Mortgage-backed securities | $108,211,000 | 562 |
| Certificates of participation in pools of residential mortgages | $64,393,000 | 610 |
| Issued or guaranteed by U.S. | $64,393,000 | 605 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $43,818,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $23,091,000 | 539 |
| Privately issued | $20,727,000 | 257 |
| 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) | $226,452,000 | 488 |
| Total debt securities | $226,400,000 | 566 |
| Structured notes | ||
| Amortized cost | $17,478,000 | 222 |
| Fair value | $17,293,000 | 218 |
| 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 | $222,000,000 | 608 |
| U.S. Government securities | $117,840,000 | 815 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $117,840,000 | 777 |
| Securities issued by states & political subdivisions | $73,989,000 | 196 |
| Other domestic debt securities | $30,119,000 | 424 |
| Privately issued residential mortgage-backed securities | $14,328,000 | 325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,791,000 | 377 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $52,000 | 1,958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,702,000 | 352 |
| Mortgage-backed securities | $102,463,000 | 595 |
| Certificates of participation in pools of residential mortgages | $66,471,000 | 613 |
| Issued or guaranteed by U.S. | $66,471,000 | 610 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $35,992,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $21,664,000 | 583 |
| Privately issued | $14,328,000 | 299 |
| 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) | $222,000,000 | 510 |
| Total debt securities | $221,949,000 | 592 |
| Structured notes | ||
| Amortized cost | $18,876,000 | 201 |
| Fair value | $18,842,000 | 200 |
| 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 | $246,271,000 | 561 |
| U.S. Government securities | $138,497,000 | 708 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $138,497,000 | 677 |
| Securities issued by states & political subdivisions | $75,257,000 | 189 |
| Other domestic debt securities | $32,465,000 | 393 |
| Privately issued residential mortgage-backed securities | $15,400,000 | 297 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,065,000 | 359 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $52,000 | 1,987 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,135,000 | 352 |
| Mortgage-backed securities | $109,012,000 | 577 |
| Certificates of participation in pools of residential mortgages | $70,760,000 | 587 |
| Issued or guaranteed by U.S. | $70,760,000 | 584 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $38,252,000 | 484 |
| CMOs issued by government agencies or sponsored agencies | $22,852,000 | 564 |
| Privately issued | $15,400,000 | 269 |
| 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) | $246,271,000 | 471 |
| Total debt securities | $246,219,000 | 546 |
| Structured notes | ||
| Amortized cost | $24,857,000 | 135 |
| Fair value | $24,894,000 | 133 |
| 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 | $205,453,000 | 652 |
| U.S. Government securities | $112,848,000 | 863 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $112,848,000 | 827 |
| Securities issued by states & political subdivisions | $62,435,000 | 232 |
| Other domestic debt securities | $30,118,000 | 416 |
| Privately issued residential mortgage-backed securities | $13,126,000 | 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 | $16,992,000 | 381 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $52,000 | 2,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,318,000 | 421 |
| Mortgage-backed securities | $98,208,000 | 634 |
| Certificates of participation in pools of residential mortgages | $66,261,000 | 624 |
| Issued or guaranteed by U.S. | $66,261,000 | 620 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $31,947,000 | 561 |
| CMOs issued by government agencies or sponsored agencies | $18,821,000 | 649 |
| Privately issued | $13,126,000 | 281 |
| 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) | $205,453,000 | 550 |
| Total debt securities | $205,401,000 | 634 |
| Structured notes | ||
| Amortized cost | $22,863,000 | 154 |
| Fair value | $22,591,000 | 149 |
| 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 | $69,897,000 | 1,816 |
| U.S. Government securities | $28,294,000 | 2,950 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $28,294,000 | 2,844 |
| Securities issued by states & political subdivisions | $25,961,000 | 710 |
| Other domestic debt securities | $15,642,000 | 681 |
| Privately issued residential mortgage-backed securities | $4,954,000 | 450 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,688,000 | 578 |
| 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 | $55,962,000 | 820 |
| Mortgage-backed securities | $25,318,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | $18,003,000 | 1,663 |
| Issued or guaranteed by U.S. | $18,003,000 | 1,653 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $7,315,000 | 1,346 |
| CMOs issued by government agencies or sponsored agencies | $2,361,000 | 1,932 |
| Privately issued | $4,954,000 | 422 |
| 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) | $69,897,000 | 1,549 |
| Total debt securities | $69,897,000 | 1,749 |
| Structured notes | ||
| Amortized cost | $7,878,000 | 473 |
| Fair value | $7,930,000 | 471 |
| 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 | $63,949,000 | 2,013 |
| U.S. Government securities | $25,858,000 | 3,246 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $25,858,000 | 3,131 |
| Securities issued by states & political subdivisions | $23,353,000 | 805 |
| Other domestic debt securities | $14,738,000 | 677 |
| Privately issued residential mortgage-backed securities | $5,105,000 | 362 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,633,000 | 664 |
| 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 | $61,432,000 | 745 |
| Mortgage-backed securities | $26,946,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | $19,403,000 | 1,596 |
| Issued or guaranteed by U.S. | $19,403,000 | 1,582 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,543,000 | 1,304 |
| CMOs issued by government agencies or sponsored agencies | $2,438,000 | 2,007 |
| Privately issued | $5,105,000 | 318 |
| 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) | $63,949,000 | 1,697 |
| Total debt securities | $63,949,000 | 1,960 |
| Structured notes | ||
| Amortized cost | $3,990,000 | 782 |
| Fair value | $4,008,000 | 748 |
| 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 | $59,673,000 | 2,114 |
| U.S. Government securities | $24,355,000 | 3,313 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $24,355,000 | 3,192 |
| Securities issued by states & political subdivisions | $21,410,000 | 905 |
| Other domestic debt securities | $13,908,000 | 713 |
| Privately issued residential mortgage-backed securities | $5,527,000 | 354 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,381,000 | 774 |
| 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 | $54,871,000 | 794 |
| Mortgage-backed securities | $29,505,000 | 1,554 |
| Certificates of participation in pools of residential mortgages | $21,439,000 | 1,459 |
| Issued or guaranteed by U.S. | $21,439,000 | 1,453 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,066,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $2,539,000 | 2,018 |
| Privately issued | $5,527,000 | 313 |
| 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) | $59,673,000 | 1,784 |
| Total debt securities | $59,673,000 | 2,054 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $54,074,000 | 2,242 |
| U.S. Government securities | $21,917,000 | 3,468 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $21,917,000 | 3,334 |
| Securities issued by states & political subdivisions | $22,218,000 | 843 |
| Other domestic debt securities | $9,939,000 | 907 |
| Privately issued residential mortgage-backed securities | $1,371,000 | 605 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,568,000 | 763 |
| 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 | $42,502,000 | 976 |
| Mortgage-backed securities | $22,856,000 | 1,870 |
| Certificates of participation in pools of residential mortgages | $20,417,000 | 1,511 |
| Issued or guaranteed by U.S. | $20,417,000 | 1,504 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,439,000 | 2,337 |
| CMOs issued by government agencies or sponsored agencies | $1,068,000 | 2,798 |
| Privately issued | $1,371,000 | 543 |
| 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) | $54,074,000 | 1,904 |
| Total debt securities | $54,074,000 | 2,171 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $58,511,000 | 2,059 |
| U.S. Government securities | $26,468,000 | 2,992 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $26,468,000 | 2,864 |
| Securities issued by states & political subdivisions | $21,269,000 | 841 |
| Other domestic debt securities | $10,774,000 | 868 |
| Privately issued residential mortgage-backed securities | $2,457,000 | 510 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,317,000 | 813 |
| 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 | $47,809,000 | 862 |
| Mortgage-backed securities | $27,427,000 | 1,624 |
| Certificates of participation in pools of residential mortgages | $21,630,000 | 1,423 |
| Issued or guaranteed by U.S. | $21,630,000 | 1,419 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,797,000 | 1,686 |
| CMOs issued by government agencies or sponsored agencies | $3,340,000 | 2,025 |
| Privately issued | $2,457,000 | 454 |
| 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) | $58,511,000 | 1,744 |
| Total debt securities | $58,511,000 | 1,988 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $68,432,000 | 1,788 |
| U.S. Government securities | $34,421,000 | 2,428 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $34,421,000 | 2,332 |
| Securities issued by states & political subdivisions | $21,642,000 | 796 |
| Other domestic debt securities | $12,369,000 | 816 |
| Privately issued residential mortgage-backed securities | $3,514,000 | 445 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,855,000 | 778 |
| 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 | $47,842,000 | 850 |
| Mortgage-backed securities | $34,108,000 | 1,364 |
| Certificates of participation in pools of residential mortgages | $24,896,000 | 1,240 |
| Issued or guaranteed by U.S. | $24,896,000 | 1,233 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,212,000 | 1,332 |
| CMOs issued by government agencies or sponsored agencies | $5,698,000 | 1,628 |
| Privately issued | $3,514,000 | 398 |
| 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) | $68,432,000 | 1,503 |
| Total debt securities | $68,432,000 | 1,723 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $91,543,000 | 1,242 |
| U.S. Government securities | $54,084,000 | 1,497 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $54,084,000 | 1,419 |
| Securities issued by states & political subdivisions | $18,097,000 | 922 |
| Other domestic debt securities | $18,359,000 | 636 |
| Privately issued residential mortgage-backed securities | $7,357,000 | 355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,002,000 | 677 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,003,000 | 1,333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,089,000 | 715 |
| Mortgage-backed securities | $55,053,000 | 879 |
| Certificates of participation in pools of residential mortgages | $28,056,000 | 1,002 |
| Issued or guaranteed by U.S. | $28,056,000 | 996 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $26,997,000 | 684 |
| CMOs issued by government agencies or sponsored agencies | $19,640,000 | 763 |
| Privately issued | $7,357,000 | 317 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $91,543,000 | 1,035 |
| Total debt securities | $90,540,000 | 1,220 |
| 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 | $35,424,000 | 3,004 |
| U.S. Government securities | $23,117,000 | 3,269 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $23,117,000 | 3,017 |
| Securities issued by states & political subdivisions | $7,451,000 | 2,095 |
| Other domestic debt securities | $2,463,000 | 1,755 |
| Privately issued residential mortgage-backed securities | $1,438,000 | 650 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,025,000 | 2,103 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,393,000 | 1,397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,982,000 | 1,358 |
| Mortgage-backed securities | $20,154,000 | 1,473 |
| Certificates of participation in pools of residential mortgages | $8,372,000 | 1,944 |
| Issued or guaranteed by U.S. | $8,372,000 | 1,932 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $11,782,000 | 911 |
| CMOs issued by government agencies or sponsored agencies | $10,344,000 | 889 |
| Privately issued | $1,438,000 | 577 |
| 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) | $35,424,000 | 2,395 |
| Total debt securities | $33,031,000 | 3,088 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $24,757,000 | 4,170 |
| U.S. Government securities | $18,999,000 | 4,015 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $18,999,000 | 3,625 |
| Securities issued by states & political subdivisions | $3,956,000 | 3,375 |
| Other domestic debt securities | $401,000 | 3,006 |
| Privately issued residential mortgage-backed securities | $401,000 | 992 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,401,000 | 1,921 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,352,000 | 2,728 |
| Mortgage-backed securities | $14,797,000 | 1,979 |
| Certificates of participation in pools of residential mortgages | $7,740,000 | 2,171 |
| Issued or guaranteed by U.S. | $7,740,000 | 2,160 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $7,057,000 | 1,346 |
| CMOs issued by government agencies or sponsored agencies | $6,656,000 | 1,258 |
| Privately issued | $401,000 | 869 |
| 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) | $24,757,000 | 3,294 |
| Total debt securities | $23,356,000 | 4,218 |
| 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 | $28,572,000 | 3,789 |
| U.S. Government securities | $22,392,000 | 3,599 |
| U.S. Treasury securities | $3,736,000 | 2,743 |
| U.S. Government agency obligations | $18,656,000 | 3,510 |
| Securities issued by states & political subdivisions | $4,625,000 | 3,116 |
| Other domestic debt securities | $513,000 | 2,658 |
| Privately issued residential mortgage-backed securities | $513,000 | 885 |
| 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 | $1,042,000 | 2,263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,386,000 | 2,731 |
| Mortgage-backed securities | $14,275,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | $9,170,000 | 2,102 |
| Issued or guaranteed by U.S. | $9,170,000 | 2,090 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,105,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $4,592,000 | 1,725 |
| Privately issued | $513,000 | 753 |
| 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) | $28,572,000 | 2,916 |
| Total debt securities | $27,530,000 | 3,796 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $38,265,000 | 2,944 |
| U.S. Government securities | $33,062,000 | 2,692 |
| U.S. Treasury securities | $5,785,000 | 2,864 |
| U.S. Government agency obligations | $27,277,000 | 2,487 |
| Securities issued by states & political subdivisions | $3,984,000 | 3,219 |
| Other domestic debt securities | $510,000 | 2,293 |
| Privately issued residential mortgage-backed securities | $510,000 | 786 |
| 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 | $709,000 | 2,934 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,534,000 | 2,567 |
| Mortgage-backed securities | $18,423,000 | 1,768 |
| Certificates of participation in pools of residential mortgages | $15,260,000 | 1,468 |
| Issued or guaranteed by U.S. | $15,260,000 | 1,458 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,163,000 | 2,173 |
| CMOs issued by government agencies or sponsored agencies | $2,653,000 | 2,280 |
| Privately issued | $510,000 | 615 |
| 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) | $38,265,000 | 2,082 |
| Total debt securities | $37,556,000 | 2,914 |
| 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 | $13,844,000 | 6,754 |
| U.S. Government securities | $13,048,000 | 6,009 |
| U.S. Treasury securities | $2,968,000 | 5,171 |
| U.S. Government agency obligations | $10,080,000 | 5,481 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $502,000 | 2,659 |
| Privately issued residential mortgage-backed securities | $502,000 | 978 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $294,000 | 4,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $697,000 | 8,287 |
| Mortgage-backed securities | $5,181,000 | 4,158 |
| Certificates of participation in pools of residential mortgages | $3,320,000 | 3,920 |
| Issued or guaranteed by U.S. | $3,320,000 | 3,898 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,861,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $1,359,000 | 3,371 |
| Privately issued | $502,000 | 765 |
| 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) | $13,844,000 | 4,982 |
| Total debt securities | $13,550,000 | 6,698 |
| 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 | $6,451,000 | 9,588 |
| U.S. Government securities | $6,247,000 | 8,950 |
| U.S. Treasury securities | $749,000 | 9,010 |
| U.S. Government agency obligations | $5,498,000 | 7,433 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | NA | NA |
| Equity securities | $204,000 | 5,015 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 8,548 |
| Mortgage-backed securities | $3,996,000 | 4,968 |
| Certificates of participation in pools of residential mortgages | $2,615,000 | 4,424 |
| Issued or guaranteed by U.S. | $2,615,000 | 4,399 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,381,000 | 3,919 |
| CMOs issued by government agencies or sponsored agencies | $1,381,000 | 3,755 |
| 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) | $6,451,000 | 7,366 |
| Total debt securities | $6,247,000 | 9,563 |
| 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 | $4,657,000 | 11,008 |
| U.S. Government securities | $4,469,000 | 10,451 |
| U.S. Treasury securities | $1,416,000 | 9,064 |
| U.S. Government agency obligations | $3,053,000 | 9,059 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | NA | NA |
| Equity securities | $188,000 | 4,900 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,000 | 10,099 |
| Mortgage-backed securities | $1,648,000 | 7,000 |
| Certificates of participation in pools of residential mortgages | $1,448,000 | 5,798 |
| Issued or guaranteed by U.S. | $1,448,000 | 5,773 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $200,000 | 5,899 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 5,642 |
| 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) | $4,657,000 | 7,080 |
| Total debt securities | $4,469,000 | 10,999 |
| 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 | $4,737,000 | 11,418 |
| U.S. Government securities | $4,622,000 | 10,751 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $4,622,000 | 8,165 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $33,000 | 6,268 |
| Privately issued residential mortgage-backed securities | $33,000 | 3,136 |
| 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 | NA | NA |
| Equity securities | $82,000 | 5,981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,000 | 10,536 |
| Mortgage-backed securities | $2,155,000 | 7,121 |
| Certificates of participation in pools of residential mortgages | $2,122,000 | 5,613 |
| Issued or guaranteed by U.S. | $2,122,000 | 5,571 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $33,000 | 6,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $33,000 | 2,683 |
| 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 | $4,655,000 | 11,305 |
| 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 | $1,503,000 | 13,274 |
| U.S. Government securities | $1,450,000 | 13,012 |
| U.S. Treasury securities | $248,000 | 11,830 |
| U.S. Government agency obligations | $1,202,000 | 11,335 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| 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 | NA | NA |
| Equity securities | $53,000 | 6,266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,000 | 10,852 |
| Mortgage-backed securities | $909,000 | 9,081 |
| Certificates of participation in pools of residential mortgages | $909,000 | 7,694 |
| Issued or guaranteed by U.S. | $909,000 | 7,633 |
| 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 | $1,450,000 | 13,190 |
| 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 |