Home > Barrington Bank & Trust Company > Securities
Barrington Bank & Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $381,666,000 | 547 |
| U.S. Government securities | $302,939,000 | 463 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $302,939,000 | 416 |
| Securities issued by states & political subdivisions | $22,551,000 | 1,669 |
| Other domestic debt securities | $44,159,000 | 433 |
| Privately issued residential mortgage-backed securities | $42,234,000 | 114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $1,925,000 | 1,360 |
| 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 | $346,243,000 | 323 |
| Mortgage-backed securities | $340,173,000 | 309 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $297,939,000 | 222 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $42,234,000 | 100 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $107,246,000 | 361 |
| Available-for-sale securities (fair market value) | $262,403,000 | 645 |
| Total debt securities | $369,649,000 | 556 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $7,135,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,835,000 | 97 |
| 2023-09-30 | Rank | |
| Total securities | $415,480,000 | 504 |
| U.S. Government securities | $334,753,000 | 434 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $334,753,000 | 377 |
| Securities issued by states & political subdivisions | $23,108,000 | 1,624 |
| Other domestic debt securities | $46,208,000 | 417 |
| Privately issued residential mortgage-backed securities | $44,307,000 | 103 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $1,901,000 | 1,354 |
| 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 | $340,250,000 | 317 |
| Mortgage-backed securities | $374,060,000 | 280 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $329,753,000 | 202 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $44,307,000 | 94 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $110,267,000 | 365 |
| Available-for-sale securities (fair market value) | $293,802,000 | 582 |
| Total debt securities | $404,069,000 | 509 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $8,958,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,025,000 | 128 |
| 2023-06-30 | Rank | |
| Total securities | $343,442,000 | 613 |
| U.S. Government securities | $306,015,000 | 468 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $306,015,000 | 416 |
| Securities issued by states & political subdivisions | $23,687,000 | 1,658 |
| Other domestic debt securities | $1,880,000 | 1,791 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $1,880,000 | 1,371 |
| 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 | $263,268,000 | 387 |
| Mortgage-backed securities | $301,015,000 | 343 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $301,015,000 | 222 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $67,646,000 | 480 |
| Available-for-sale securities (fair market value) | $263,936,000 | 652 |
| Total debt securities | $331,582,000 | 632 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $8,743,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,617,000 | 125 |
| 2023-03-31 | Rank | |
| Total securities | $304,971,000 | 714 |
| U.S. Government securities | $266,056,000 | 559 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $266,056,000 | 462 |
| Securities issued by states & political subdivisions | $24,974,000 | 1,649 |
| Other domestic debt securities | $1,894,000 | 1,832 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,894,000 | 1,417 |
| 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 | $225,972,000 | 431 |
| Mortgage-backed securities | $261,056,000 | 406 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $261,056,000 | 256 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $69,063,000 | 495 |
| Available-for-sale securities (fair market value) | $223,861,000 | 790 |
| Total debt securities | $292,924,000 | 729 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $7,343,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,886,000 | 105 |
| 2022-12-31 | Rank | |
| Total securities | $304,926,000 | 722 |
| U.S. Government securities | $263,061,000 | 572 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $263,061,000 | 468 |
| Securities issued by states & political subdivisions | $28,149,000 | 1,572 |
| Other domestic debt securities | $1,865,000 | 1,870 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,865,000 | 1,447 |
| 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 | $61,922,000 | 1,084 |
| Mortgage-backed securities | $258,061,000 | 412 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $258,061,000 | 267 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $70,135,000 | 493 |
| Available-for-sale securities (fair market value) | $222,940,000 | 808 |
| Total debt securities | $293,075,000 | 733 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $4,255,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,795,000 | 118 |
| 2022-09-30 | Rank | |
| Total securities | $236,340,000 | 914 |
| U.S. Government securities | $206,074,000 | 690 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $206,074,000 | 565 |
| Securities issued by states & political subdivisions | $17,550,000 | 2,061 |
| Other domestic debt securities | $893,000 | 2,093 |
| 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 | $893,000 | 1,687 |
| 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 | $99,540,000 | 718 |
| Mortgage-backed securities | $201,074,000 | 500 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $201,074,000 | 319 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $19,023,000 | 854 |
| Available-for-sale securities (fair market value) | $205,494,000 | 889 |
| Total debt securities | $224,517,000 | 951 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $13,483,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,045,000 | 121 |
| 2022-06-30 | Rank | |
| Total securities | $225,023,000 | 963 |
| U.S. Government securities | $193,545,000 | 733 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $193,545,000 | 613 |
| Securities issued by states & political subdivisions | $18,141,000 | 2,082 |
| Other domestic debt securities | $909,000 | 1,972 |
| 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 | $909,000 | 1,690 |
| 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 | $113,546,000 | 636 |
| Mortgage-backed securities | $193,545,000 | 521 |
| Certificates of participation in pools of residential mortgages | $193,545,000 | 338 |
| Issued or guaranteed by U.S. | $193,545,000 | 336 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $14,191,000 | 863 |
| Available-for-sale securities (fair market value) | $198,404,000 | 956 |
| Total debt securities | $212,595,000 | 1,007 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $8,906,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,487,000 | 113 |
| 2022-03-31 | Rank | |
| Total securities | $238,212,000 | 923 |
| U.S. Government securities | $211,030,000 | 681 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $211,030,000 | 582 |
| Securities issued by states & political subdivisions | $13,336,000 | 2,399 |
| Other domestic debt securities | $932,000 | 1,953 |
| 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 | $932,000 | 1,664 |
| 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 | $97,005,000 | 672 |
| Mortgage-backed securities | $211,030,000 | 505 |
| Certificates of participation in pools of residential mortgages | $211,030,000 | 326 |
| Issued or guaranteed by U.S. | $211,030,000 | 325 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $14,449,000 | 773 |
| Available-for-sale securities (fair market value) | $210,849,000 | 914 |
| Total debt securities | $225,298,000 | 955 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $14,591,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,785,000 | 113 |
| 2021-12-31 | Rank | |
| Total securities | $159,721,000 | 1,264 |
| U.S. Government securities | $131,275,000 | 949 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $131,275,000 | 844 |
| Securities issued by states & political subdivisions | $13,902,000 | 2,405 |
| Other domestic debt securities | $966,000 | 1,907 |
| 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 | $966,000 | 1,598 |
| 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 | $106,820,000 | 623 |
| Mortgage-backed securities | $131,275,000 | 712 |
| Certificates of participation in pools of residential mortgages | $131,275,000 | 473 |
| Issued or guaranteed by U.S. | $131,275,000 | 469 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $14,780,000 | 661 |
| Available-for-sale securities (fair market value) | $131,363,000 | 1,350 |
| Total debt securities | $146,143,000 | 1,332 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $13,639,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,217,000 | 99 |
| 2021-09-30 | Rank | |
| Total securities | $134,959,000 | 1,367 |
| U.S. Government securities | $107,833,000 | 1,047 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $107,833,000 | 945 |
| Securities issued by states & political subdivisions | $12,447,000 | 2,483 |
| Other domestic debt securities | $975,000 | 1,855 |
| 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 | $975,000 | 1,533 |
| 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 | $113,931,000 | 587 |
| Mortgage-backed securities | $107,833,000 | 792 |
| Certificates of participation in pools of residential mortgages | $107,833,000 | 523 |
| Issued or guaranteed by U.S. | $107,833,000 | 518 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $15,817,000 | 626 |
| Available-for-sale securities (fair market value) | $105,438,000 | 1,531 |
| Total debt securities | $121,254,000 | 1,464 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $24,046,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,484,000 | 97 |
| 2021-06-30 | Rank | |
| Total securities | $116,195,000 | 1,473 |
| U.S. Government securities | $88,816,000 | 1,179 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $88,816,000 | 1,065 |
| Securities issued by states & political subdivisions | $12,629,000 | 2,462 |
| Other domestic debt securities | $970,000 | 1,837 |
| 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 | $970,000 | 1,482 |
| 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 | $95,064,000 | 669 |
| Mortgage-backed securities | $88,816,000 | 887 |
| Certificates of participation in pools of residential mortgages | $88,816,000 | 584 |
| Issued or guaranteed by U.S. | $88,816,000 | 571 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $16,051,000 | 593 |
| Available-for-sale securities (fair market value) | $86,364,000 | 1,710 |
| Total debt securities | $102,415,000 | 1,598 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $26,222,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,252,000 | 91 |
| 2021-03-31 | Rank | |
| Total securities | $100,775,000 | 1,533 |
| U.S. Government securities | $73,360,000 | 1,232 |
| U.S. Treasury securities | $10,000,000 | 580 |
| U.S. Government agency obligations | $63,360,000 | 1,289 |
| Securities issued by states & political subdivisions | $12,668,000 | 2,401 |
| Other domestic debt securities | $990,000 | 1,793 |
| 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 | $990,000 | 1,418 |
| 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 | $79,641,000 | 735 |
| Mortgage-backed securities | $63,360,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $63,360,000 | 710 |
| Issued or guaranteed by U.S. | $63,360,000 | 693 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $6,239,000 | 819 |
| Available-for-sale securities (fair market value) | $80,779,000 | 1,674 |
| Total debt securities | $87,019,000 | 1,673 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $49,413,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,805,000 | 95 |
| 2020-12-31 | Rank | |
| Total securities | $139,392,000 | 1,107 |
| U.S. Government securities | $105,771,000 | 837 |
| U.S. Treasury securities | $29,996,000 | 209 |
| U.S. Government agency obligations | $75,775,000 | 1,027 |
| Securities issued by states & political subdivisions | $18,663,000 | 1,969 |
| Other domestic debt securities | $983,000 | 1,743 |
| 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 | $983,000 | 1,364 |
| 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 | $72,742,000 | 787 |
| Mortgage-backed securities | $75,775,000 | 868 |
| Certificates of participation in pools of residential mortgages | $75,775,000 | 557 |
| Issued or guaranteed by U.S. | $75,775,000 | 549 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $6,998,000 | 775 |
| Available-for-sale securities (fair market value) | $118,419,000 | 1,154 |
| Total debt securities | $125,417,000 | 1,178 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $52,079,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $15,662,000 | 80 |
| 2020-09-30 | Rank | |
| Total securities | $118,289,000 | 1,196 |
| U.S. Government securities | $100,107,000 | 834 |
| U.S. Treasury securities | $29,987,000 | 210 |
| U.S. Government agency obligations | $70,120,000 | 1,042 |
| Securities issued by states & political subdivisions | $15,270,000 | 2,079 |
| Other domestic debt securities | $931,000 | 1,719 |
| 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 | $931,000 | 1,333 |
| 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 | $109,248,000 | 542 |
| Mortgage-backed securities | $70,120,000 | 899 |
| Certificates of participation in pools of residential mortgages | $70,120,000 | 560 |
| Issued or guaranteed by U.S. | $70,120,000 | 548 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $8,120,000 | 728 |
| Available-for-sale securities (fair market value) | $108,188,000 | 1,181 |
| Total debt securities | $116,308,000 | 1,193 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $71,774,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $11,659,000 | 95 |
| 2020-06-30 | Rank | |
| Total securities | $98,998,000 | 1,309 |
| U.S. Government securities | $81,667,000 | 953 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $81,667,000 | 887 |
| Securities issued by states & political subdivisions | $14,429,000 | 2,054 |
| Other domestic debt securities | $919,000 | 1,657 |
| 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 | $919,000 | 1,292 |
| 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 | $84,615,000 | 697 |
| Mortgage-backed securities | $81,667,000 | 784 |
| Certificates of participation in pools of residential mortgages | $81,667,000 | 496 |
| Issued or guaranteed by U.S. | $81,667,000 | 486 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $8,166,000 | 729 |
| Available-for-sale securities (fair market value) | $88,849,000 | 1,324 |
| Total debt securities | $97,015,000 | 1,318 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $62,693,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $15,516,000 | 89 |
| 2020-03-31 | Rank | |
| Total securities | $143,326,000 | 943 |
| U.S. Government securities | $124,876,000 | 687 |
| U.S. Treasury securities | $35,208,000 | 190 |
| U.S. Government agency obligations | $89,668,000 | 853 |
| Securities issued by states & political subdivisions | $15,640,000 | 1,837 |
| Other domestic debt securities | $840,000 | 1,613 |
| 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 | $840,000 | 1,230 |
| 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 | $69,558,000 | 776 |
| Mortgage-backed securities | $89,668,000 | 745 |
| Certificates of participation in pools of residential mortgages | $89,668,000 | 473 |
| Issued or guaranteed by U.S. | $89,668,000 | 458 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $9,033,000 | 708 |
| Available-for-sale securities (fair market value) | $132,323,000 | 919 |
| Total debt securities | $141,356,000 | 941 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $44,890,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $41,537,000 | 65 |
| 2019-12-31 | Rank | |
| Total securities | $101,164,000 | 1,259 |
| U.S. Government securities | $83,600,000 | 973 |
| U.S. Treasury securities | $35,148,000 | 194 |
| U.S. Government agency obligations | $48,452,000 | 1,415 |
| Securities issued by states & political subdivisions | $14,670,000 | 1,886 |
| Other domestic debt securities | $949,000 | 1,558 |
| 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 | $949,000 | 1,178 |
| 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 | $71,106,000 | 717 |
| Mortgage-backed securities | $38,472,000 | 1,343 |
| Certificates of participation in pools of residential mortgages | $38,472,000 | 837 |
| Issued or guaranteed by U.S. | $38,472,000 | 819 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $19,049,000 | 523 |
| Available-for-sale securities (fair market value) | $80,170,000 | 1,389 |
| Total debt securities | $99,219,000 | 1,260 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $4,630,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,598,000 | 88 |
| 2019-09-30 | Rank | |
| Total securities | $112,341,000 | 1,145 |
| U.S. Government securities | $91,028,000 | 914 |
| U.S. Treasury securities | $45,162,000 | 163 |
| U.S. Government agency obligations | $45,866,000 | 1,461 |
| Securities issued by states & political subdivisions | $18,431,000 | 1,617 |
| Other domestic debt securities | $930,000 | 1,585 |
| 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 | $930,000 | 1,178 |
| 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 | $80,753,000 | 642 |
| Mortgage-backed securities | $35,885,000 | 1,368 |
| Certificates of participation in pools of residential mortgages | $35,885,000 | 852 |
| Issued or guaranteed by U.S. | $35,885,000 | 829 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $19,110,000 | 553 |
| Available-for-sale securities (fair market value) | $91,279,000 | 1,238 |
| Total debt securities | $110,389,000 | 1,143 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $5,666,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,923,000 | 98 |
| 2019-06-30 | Rank | |
| Total securities | $118,366,000 | 1,107 |
| U.S. Government securities | $96,496,000 | 888 |
| U.S. Treasury securities | $35,183,000 | 188 |
| U.S. Government agency obligations | $61,313,000 | 1,186 |
| Securities issued by states & political subdivisions | $18,997,000 | 1,614 |
| Other domestic debt securities | $934,000 | 1,575 |
| 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 | $934,000 | 1,207 |
| 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 | $86,665,000 | 615 |
| Mortgage-backed securities | $37,892,000 | 1,302 |
| Certificates of participation in pools of residential mortgages | $37,892,000 | 811 |
| Issued or guaranteed by U.S. | $37,892,000 | 805 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $32,855,000 | 429 |
| Available-for-sale securities (fair market value) | $83,572,000 | 1,351 |
| Total debt securities | $116,427,000 | 1,100 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $5,796,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,851,000 | 85 |
| 2019-03-31 | Rank | |
| Total securities | $118,559,000 | 1,108 |
| U.S. Government securities | $96,729,000 | 889 |
| U.S. Treasury securities | $35,044,000 | 196 |
| U.S. Government agency obligations | $61,685,000 | 1,189 |
| Securities issued by states & political subdivisions | $18,980,000 | 1,671 |
| Other domestic debt securities | $939,000 | 1,572 |
| 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 | $939,000 | 1,210 |
| 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 | $88,167,000 | 622 |
| Mortgage-backed securities | $39,736,000 | 1,248 |
| Certificates of participation in pools of residential mortgages | $39,736,000 | 790 |
| Issued or guaranteed by U.S. | $39,736,000 | 783 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $31,434,000 | 453 |
| Available-for-sale securities (fair market value) | $85,214,000 | 1,339 |
| Total debt securities | $116,648,000 | 1,111 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $7,709,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,081,000 | 84 |
| 2018-12-31 | Rank | |
| Total securities | $132,174,000 | 1,007 |
| U.S. Government securities | $105,971,000 | 824 |
| U.S. Treasury securities | $34,973,000 | 194 |
| U.S. Government agency obligations | $70,998,000 | 1,082 |
| Securities issued by states & political subdivisions | $23,387,000 | 1,460 |
| Other domestic debt securities | $930,000 | 1,564 |
| 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 | $930,000 | 1,211 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,161,000 | 623 |
| Mortgage-backed securities | $39,050,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | $39,050,000 | 808 |
| Issued or guaranteed by U.S. | $39,050,000 | 804 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $41,571,000 | 400 |
| Available-for-sale securities (fair market value) | $88,717,000 | 1,310 |
| Total debt securities | $130,288,000 | 1,014 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $4,118,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,883,000 | 78 |
| 2018-09-30 | Rank | |
| Total securities | $115,718,000 | 1,127 |
| U.S. Government securities | $94,711,000 | 902 |
| U.S. Treasury securities | $34,820,000 | 187 |
| U.S. Government agency obligations | $59,891,000 | 1,215 |
| Securities issued by states & political subdivisions | $18,183,000 | 1,775 |
| Other domestic debt securities | $955,000 | 1,523 |
| 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 | $955,000 | 1,209 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,539,000 | 599 |
| Mortgage-backed securities | $27,945,000 | 1,577 |
| Certificates of participation in pools of residential mortgages | $27,945,000 | 1,048 |
| Issued or guaranteed by U.S. | $27,945,000 | 1,042 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $41,603,000 | 410 |
| Available-for-sale securities (fair market value) | $72,246,000 | 1,514 |
| Total debt securities | $113,849,000 | 1,123 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $4,898,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,073,000 | 104 |
| 2018-06-30 | Rank | |
| Total securities | $107,184,000 | 1,233 |
| U.S. Government securities | $86,020,000 | 991 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $86,020,000 | 943 |
| Securities issued by states & political subdivisions | $18,284,000 | 1,820 |
| Other domestic debt securities | $995,000 | 1,648 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $995,000 | 1,179 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,908,000 | 601 |
| Mortgage-backed securities | $29,121,000 | 1,549 |
| Certificates of participation in pools of residential mortgages | $29,121,000 | 1,046 |
| Issued or guaranteed by U.S. | $29,121,000 | 1,019 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $31,657,000 | 485 |
| Available-for-sale securities (fair market value) | $73,642,000 | 1,520 |
| Total debt securities | $105,299,000 | 1,227 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $5,333,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,656,000 | 84 |
| 2018-03-31 | Rank | |
| Total securities | $107,931,000 | 1,237 |
| U.S. Government securities | $86,600,000 | 1,008 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $86,600,000 | 965 |
| Securities issued by states & political subdivisions | $18,436,000 | 1,860 |
| Other domestic debt securities | $995,000 | 1,499 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $995,000 | 1,208 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,090,000 | 629 |
| Mortgage-backed securities | $29,819,000 | 1,514 |
| Certificates of participation in pools of residential mortgages | $29,819,000 | 1,056 |
| Issued or guaranteed by U.S. | $29,819,000 | 1,055 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $31,695,000 | 492 |
| Available-for-sale securities (fair market value) | $74,336,000 | 1,522 |
| Total debt securities | $106,031,000 | 1,234 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $6,249,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $6,249,000 | 74 |
| Revaluation losses on off-balance sheet contracts | $3,453,000 | 88 |
| 2017-12-31 | Rank | |
| Total securities | $106,460,000 | 1,261 |
| U.S. Government securities | $87,734,000 | 992 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $87,734,000 | 952 |
| Securities issued by states & political subdivisions | $16,790,000 | 2,045 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,936,000 | 376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,527,000 | 636 |
| Mortgage-backed securities | $31,007,000 | 1,488 |
| Certificates of participation in pools of residential mortgages | $31,007,000 | 1,055 |
| Issued or guaranteed by U.S. | $31,007,000 | 1,055 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $30,824,000 | 513 |
| Available-for-sale securities (fair market value) | $75,636,000 | 1,545 |
| Total debt securities | $104,524,000 | 1,259 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $3,098,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $3,098,000 | 83 |
| Revaluation losses on off-balance sheet contracts | $1,956,000 | 93 |
| 2017-09-30 | Rank | |
| Total securities | $106,407,000 | 1,267 |
| U.S. Government securities | $88,489,000 | 989 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $88,489,000 | 947 |
| Securities issued by states & political subdivisions | $15,968,000 | 2,127 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,950,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,445,000 | 631 |
| Mortgage-backed securities | $31,753,000 | 1,476 |
| Certificates of participation in pools of residential mortgages | $31,753,000 | 1,043 |
| Issued or guaranteed by U.S. | $31,753,000 | 1,043 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $30,861,000 | 527 |
| Available-for-sale securities (fair market value) | $75,546,000 | 1,556 |
| Total debt securities | $104,457,000 | 1,274 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $3,131,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $3,131,000 | 85 |
| Revaluation losses on off-balance sheet contracts | $1,743,000 | 99 |
| 2017-06-30 | Rank | |
| Total securities | $107,122,000 | 1,277 |
| U.S. Government securities | $89,122,000 | 1,001 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $89,122,000 | 959 |
| Securities issued by states & political subdivisions | $16,045,000 | 2,143 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $1,955,000 | 387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,174,000 | 695 |
| Mortgage-backed securities | $32,441,000 | 1,468 |
| Certificates of participation in pools of residential mortgages | $32,441,000 | 1,042 |
| Issued or guaranteed by U.S. | $32,441,000 | 1,042 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $30,907,000 | 538 |
| Available-for-sale securities (fair market value) | $76,215,000 | 1,577 |
| Total debt securities | $105,167,000 | 1,284 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $3,266,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $3,266,000 | 82 |
| Revaluation losses on off-balance sheet contracts | $2,440,000 | 89 |
| 2017-03-31 | Rank | |
| Total securities | $94,893,000 | 1,457 |
| U.S. Government securities | $75,828,000 | 1,159 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $75,828,000 | 1,112 |
| Securities issued by states & political subdivisions | $16,038,000 | 2,150 |
| Other domestic debt securities | $1,000,000 | 1,568 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,000,000 | 1,283 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,027,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,028,000 | 705 |
| Mortgage-backed securities | $32,587,000 | 1,496 |
| Certificates of participation in pools of residential mortgages | $32,587,000 | 1,070 |
| Issued or guaranteed by U.S. | $32,587,000 | 1,069 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $17,507,000 | 763 |
| Available-for-sale securities (fair market value) | $77,386,000 | 1,560 |
| Total debt securities | $92,866,000 | 1,466 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $5,968,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $5,968,000 | 73 |
| Revaluation losses on off-balance sheet contracts | $5,915,000 | 71 |
| 2016-12-31 | Rank | |
| Total securities | $101,055,000 | 1,359 |
| U.S. Government securities | $76,387,000 | 1,128 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $76,387,000 | 1,084 |
| Securities issued by states & political subdivisions | $21,731,000 | 1,767 |
| Other domestic debt securities | $1,000,000 | 1,577 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,000,000 | 1,287 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $1,937,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,286,000 | 688 |
| Mortgage-backed securities | $33,190,000 | 1,460 |
| Certificates of participation in pools of residential mortgages | $33,190,000 | 1,046 |
| Issued or guaranteed by U.S. | $33,190,000 | 1,045 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $17,574,000 | 764 |
| Available-for-sale securities (fair market value) | $83,481,000 | 1,452 |
| Total debt securities | $99,118,000 | 1,364 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $6,642,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $6,642,000 | 73 |
| Revaluation losses on off-balance sheet contracts | $1,636,000 | 100 |
| 2016-09-30 | Rank | |
| Total securities | $103,590,000 | 1,312 |
| U.S. Government securities | $80,562,000 | 1,081 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $80,562,000 | 1,034 |
| Securities issued by states & political subdivisions | $18,194,000 | 2,006 |
| Other domestic debt securities | $999,000 | 1,604 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $999,000 | 1,318 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $3,835,000 | 280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,996,000 | 743 |
| Mortgage-backed securities | $38,585,000 | 1,321 |
| Certificates of participation in pools of residential mortgages | $38,585,000 | 956 |
| Issued or guaranteed by U.S. | $38,585,000 | 956 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $51,087,000 | 401 |
| Available-for-sale securities (fair market value) | $52,503,000 | 2,083 |
| Total debt securities | $99,755,000 | 1,346 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $10,039,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $10,039,000 | 78 |
| Revaluation losses on off-balance sheet contracts | $9,241,000 | 74 |
| 2016-06-30 | Rank | |
| Total securities | $78,327,000 | 1,702 |
| U.S. Government securities | $56,382,000 | 1,462 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $56,382,000 | 1,399 |
| Securities issued by states & political subdivisions | $17,982,000 | 2,024 |
| Other domestic debt securities | $999,000 | 1,620 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $999,000 | 1,310 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,964,000 | 329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,854,000 | 828 |
| Mortgage-backed securities | $4,724,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $4,724,000 | 3,091 |
| Issued or guaranteed by U.S. | $4,724,000 | 3,088 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $60,816,000 | 365 |
| Available-for-sale securities (fair market value) | $17,511,000 | 3,783 |
| Total debt securities | $75,363,000 | 1,738 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $13,390,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $13,390,000 | 73 |
| Revaluation losses on off-balance sheet contracts | $11,405,000 | 75 |
| 2016-03-31 | Rank | |
| Total securities | $91,807,000 | 1,512 |
| U.S. Government securities | $69,999,000 | 1,263 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $69,999,000 | 1,205 |
| Securities issued by states & political subdivisions | $17,984,000 | 2,004 |
| Other domestic debt securities | $994,000 | 1,650 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $994,000 | 1,333 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,830,000 | 330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,869,000 | 864 |
| Mortgage-backed securities | $4,129,000 | 3,658 |
| Certificates of participation in pools of residential mortgages | $4,129,000 | 3,228 |
| Issued or guaranteed by U.S. | $4,129,000 | 3,227 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $60,064,000 | 386 |
| Available-for-sale securities (fair market value) | $31,743,000 | 2,967 |
| Total debt securities | $88,977,000 | 1,530 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $13,728,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $13,728,000 | 67 |
| Revaluation losses on off-balance sheet contracts | $9,006,000 | 75 |
| 2015-12-31 | Rank | |
| Total securities | $111,111,000 | 1,271 |
| U.S. Government securities | $90,203,000 | 1,026 |
| U.S. Treasury securities | $19,480,000 | 278 |
| U.S. Government agency obligations | $70,723,000 | 1,216 |
| Securities issued by states & political subdivisions | $16,948,000 | 2,102 |
| Other domestic debt securities | $994,000 | 1,645 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $994,000 | 1,330 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,966,000 | 329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,751,000 | 924 |
| Mortgage-backed securities | $17,202,000 | 2,241 |
| Certificates of participation in pools of residential mortgages | $17,202,000 | 1,719 |
| Issued or guaranteed by U.S. | $17,202,000 | 1,717 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $62,767,000 | 384 |
| Available-for-sale securities (fair market value) | $48,344,000 | 2,292 |
| Total debt securities | $108,145,000 | 1,278 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $8,839,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $8,839,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $3,130,000 | 84 |
| 2015-09-30 | Rank | |
| Total securities | $111,283,000 | 1,281 |
| U.S. Government securities | $91,516,000 | 1,015 |
| U.S. Treasury securities | $19,777,000 | 254 |
| U.S. Government agency obligations | $71,739,000 | 1,197 |
| Securities issued by states & political subdivisions | $15,887,000 | 2,199 |
| Other domestic debt securities | $995,000 | 1,654 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $995,000 | 1,328 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,885,000 | 346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,764,000 | 953 |
| Mortgage-backed securities | $17,783,000 | 2,248 |
| Certificates of participation in pools of residential mortgages | $17,783,000 | 1,694 |
| Issued or guaranteed by U.S. | $17,783,000 | 1,693 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $111,283,000 | 1,126 |
| Total debt securities | $108,398,000 | 1,278 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $12,887,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $12,887,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $8,758,000 | 72 |
| 2015-06-30 | Rank | |
| Total securities | $115,685,000 | 1,250 |
| U.S. Government securities | $94,973,000 | 1,023 |
| U.S. Treasury securities | $19,298,000 | 251 |
| U.S. Government agency obligations | $75,675,000 | 1,182 |
| Securities issued by states & political subdivisions | $15,732,000 | 2,193 |
| Other domestic debt securities | $2,079,000 | 1,278 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $2,079,000 | 1,001 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,901,000 | 346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,267,000 | 1,155 |
| Mortgage-backed securities | $17,987,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $17,987,000 | 1,736 |
| Issued or guaranteed by U.S. | $17,987,000 | 1,735 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $115,685,000 | 1,096 |
| Total debt securities | $112,784,000 | 1,258 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $12,779,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $12,779,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $4,590,000 | 78 |
| 2015-03-31 | Rank | |
| Total securities | $107,744,000 | 1,339 |
| U.S. Government securities | $86,672,000 | 1,124 |
| U.S. Treasury securities | $19,830,000 | 248 |
| U.S. Government agency obligations | $66,842,000 | 1,337 |
| Securities issued by states & political subdivisions | $16,086,000 | 2,153 |
| Other domestic debt securities | $2,085,000 | 1,311 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,085,000 | 1,010 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,901,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,576,000 | 1,399 |
| Mortgage-backed securities | $7,220,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | $7,220,000 | 2,857 |
| Issued or guaranteed by U.S. | $7,220,000 | 2,856 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $107,744,000 | 1,180 |
| Total debt securities | $104,843,000 | 1,350 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $16,499,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $16,499,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $8,607,000 | 69 |
| 2014-12-31 | Rank | |
| Total securities | $118,826,000 | 1,235 |
| U.S. Government securities | $94,587,000 | 1,040 |
| U.S. Treasury securities | $29,412,000 | 182 |
| U.S. Government agency obligations | $65,175,000 | 1,379 |
| Securities issued by states & political subdivisions | $19,366,000 | 1,866 |
| Other domestic debt securities | $2,083,000 | 1,321 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,083,000 | 1,019 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,790,000 | 351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,311,000 | 1,440 |
| Mortgage-backed securities | $7,112,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $7,112,000 | 2,921 |
| Issued or guaranteed by U.S. | $7,112,000 | 2,920 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $118,826,000 | 1,083 |
| Total debt securities | $116,036,000 | 1,237 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $11,027,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $11,027,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $5,229,000 | 74 |
| 2014-09-30 | Rank | |
| Total securities | $113,902,000 | 1,281 |
| U.S. Government securities | $97,046,000 | 1,036 |
| U.S. Treasury securities | $29,056,000 | 180 |
| U.S. Government agency obligations | $67,990,000 | 1,355 |
| Securities issued by states & political subdivisions | $11,946,000 | 2,613 |
| Other domestic debt securities | $2,091,000 | 1,361 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,091,000 | 1,036 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,819,000 | 349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,146,000 | 1,477 |
| Mortgage-backed securities | $6,465,000 | 3,608 |
| Certificates of participation in pools of residential mortgages | $6,465,000 | 3,103 |
| Issued or guaranteed by U.S. | $6,465,000 | 3,101 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $113,902,000 | 1,127 |
| Total debt securities | $111,083,000 | 1,291 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $11,002,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $11,002,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $4,964,000 | 65 |
| 2014-06-30 | Rank | |
| Total securities | $113,972,000 | 1,296 |
| U.S. Government securities | $96,994,000 | 1,044 |
| U.S. Treasury securities | $29,079,000 | 167 |
| U.S. Government agency obligations | $67,915,000 | 1,386 |
| Securities issued by states & political subdivisions | $11,962,000 | 2,623 |
| Other domestic debt securities | $2,090,000 | 1,396 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,090,000 | 1,070 |
| Foreign debt securities | $84,000 | 303 |
| Equity securities | $2,842,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,545,000 | 1,529 |
| Mortgage-backed securities | $6,542,000 | 3,650 |
| Certificates of participation in pools of residential mortgages | $6,542,000 | 3,150 |
| Issued or guaranteed by U.S. | $6,542,000 | 3,149 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $113,972,000 | 1,139 |
| Total debt securities | $111,130,000 | 1,316 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $14,788,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $14,788,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $8,187,000 | 55 |
| 2014-03-31 | Rank | |
| Total securities | $114,312,000 | 1,309 |
| U.S. Government securities | $97,431,000 | 1,051 |
| U.S. Treasury securities | $28,774,000 | 157 |
| U.S. Government agency obligations | $68,657,000 | 1,382 |
| Securities issued by states & political subdivisions | $11,954,000 | 2,631 |
| Other domestic debt securities | $2,084,000 | 1,433 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,084,000 | 1,099 |
| Foreign debt securities | $85,000 | 306 |
| Equity securities | $2,758,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,735,000 | 767 |
| Mortgage-backed securities | $8,601,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $8,601,000 | 2,853 |
| Issued or guaranteed by U.S. | $8,601,000 | 2,853 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $114,312,000 | 1,148 |
| Total debt securities | $111,554,000 | 1,326 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $15,512,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $15,512,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $4,025,000 | 63 |
| 2013-12-31 | Rank | |
| Total securities | $131,505,000 | 1,148 |
| U.S. Government securities | $115,042,000 | 897 |
| U.S. Treasury securities | $28,382,000 | 150 |
| U.S. Government agency obligations | $86,660,000 | 1,103 |
| Securities issued by states & political subdivisions | $11,690,000 | 2,651 |
| Other domestic debt securities | $2,081,000 | 1,473 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,081,000 | 1,126 |
| Foreign debt securities | $85,000 | 309 |
| Equity securities | $2,607,000 | 387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,102,000 | 754 |
| Mortgage-backed securities | $26,993,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | $26,993,000 | 1,443 |
| Issued or guaranteed by U.S. | $26,993,000 | 1,443 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $131,505,000 | 1,014 |
| Total debt securities | $128,898,000 | 1,154 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $11,504,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $11,504,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $3,689,000 | 63 |
| 2013-09-30 | Rank | |
| Total securities | $103,711,000 | 1,439 |
| U.S. Government securities | $87,092,000 | 1,152 |
| U.S. Treasury securities | $18,573,000 | 188 |
| U.S. Government agency obligations | $68,519,000 | 1,399 |
| Securities issued by states & political subdivisions | $12,050,000 | 2,603 |
| Other domestic debt securities | $2,080,000 | 1,519 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,080,000 | 1,163 |
| Foreign debt securities | $85,000 | 317 |
| Equity securities | $2,404,000 | 415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,263,000 | 714 |
| Mortgage-backed securities | $7,383,000 | 3,582 |
| Certificates of participation in pools of residential mortgages | $7,383,000 | 3,044 |
| Issued or guaranteed by U.S. | $7,383,000 | 3,041 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $103,711,000 | 1,284 |
| Total debt securities | $101,307,000 | 1,463 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $16,900,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $16,900,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $11,719,000 | 55 |
| 2013-06-30 | Rank | |
| Total securities | $98,610,000 | 1,513 |
| U.S. Government securities | $83,106,000 | 1,203 |
| U.S. Treasury securities | $18,583,000 | 190 |
| U.S. Government agency obligations | $64,523,000 | 1,463 |
| Securities issued by states & political subdivisions | $10,548,000 | 2,810 |
| Other domestic debt securities | $2,233,000 | 1,514 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,233,000 | 1,154 |
| Foreign debt securities | $85,000 | 305 |
| Equity securities | $2,638,000 | 395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,455,000 | 738 |
| Mortgage-backed securities | $7,780,000 | 3,529 |
| Certificates of participation in pools of residential mortgages | $7,780,000 | 2,951 |
| Issued or guaranteed by U.S. | $7,780,000 | 2,949 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $98,610,000 | 1,357 |
| Total debt securities | $95,972,000 | 1,539 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $23,105,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $23,105,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $4,421,000 | 60 |
| 2013-03-31 | Rank | |
| Total securities | $108,943,000 | 1,394 |
| U.S. Government securities | $92,256,000 | 1,111 |
| U.S. Treasury securities | $19,741,000 | 191 |
| U.S. Government agency obligations | $72,515,000 | 1,348 |
| Securities issued by states & political subdivisions | $10,773,000 | 2,753 |
| Other domestic debt securities | $2,795,000 | 1,378 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,795,000 | 1,011 |
| Foreign debt securities | $240,000 | 279 |
| Equity securities | $2,879,000 | 395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,580,000 | 763 |
| Mortgage-backed securities | $8,769,000 | 3,432 |
| Certificates of participation in pools of residential mortgages | $8,769,000 | 2,829 |
| Issued or guaranteed by U.S. | $8,769,000 | 2,828 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $108,943,000 | 1,265 |
| Total debt securities | $106,064,000 | 1,417 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $7,430,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $7,430,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $5,947,000 | 62 |
| 2012-12-31 | Rank | |
| Total securities | $116,995,000 | 1,286 |
| U.S. Government securities | $100,204,000 | 1,005 |
| U.S. Treasury securities | $19,925,000 | 190 |
| U.S. Government agency obligations | $80,279,000 | 1,201 |
| Securities issued by states & political subdivisions | $10,678,000 | 2,738 |
| Other domestic debt securities | $3,106,000 | 1,284 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,106,000 | 921 |
| Foreign debt securities | $399,000 | 245 |
| Equity securities | $2,608,000 | 398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,203,000 | 750 |
| Mortgage-backed securities | $9,822,000 | 3,325 |
| Certificates of participation in pools of residential mortgages | $9,822,000 | 2,681 |
| Issued or guaranteed by U.S. | $9,822,000 | 2,678 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $116,995,000 | 1,157 |
| Total debt securities | $114,387,000 | 1,301 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $8,128,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $8,128,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $5,649,000 | 63 |
| 2012-09-30 | Rank | |
| Total securities | $44,120,000 | 2,936 |
| U.S. Government securities | $28,654,000 | 2,884 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $28,654,000 | 2,828 |
| Securities issued by states & political subdivisions | $9,046,000 | 2,956 |
| Other domestic debt securities | $3,324,000 | 1,270 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,324,000 | 924 |
| Foreign debt securities | $478,000 | 236 |
| Equity securities | $2,618,000 | 399 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,015,000 | 1,631 |
| Mortgage-backed securities | $12,458,000 | 3,165 |
| Certificates of participation in pools of residential mortgages | $12,458,000 | 2,511 |
| Issued or guaranteed by U.S. | $12,458,000 | 2,511 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $44,120,000 | 2,710 |
| Total debt securities | $41,502,000 | 3,043 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $17,154,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $17,154,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $23,339,000 | 49 |
| 2012-06-30 | Rank | |
| Total securities | $48,788,000 | 2,736 |
| U.S. Government securities | $33,262,000 | 2,645 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $33,262,000 | 2,600 |
| Securities issued by states & political subdivisions | $8,996,000 | 2,898 |
| Other domestic debt securities | $3,535,000 | 1,257 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,535,000 | 912 |
| Foreign debt securities | $618,000 | 197 |
| Equity securities | $2,377,000 | 403 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,044,000 | 1,706 |
| Mortgage-backed securities | $11,803,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | $11,803,000 | 2,618 |
| Issued or guaranteed by U.S. | $11,803,000 | 2,617 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $48,788,000 | 2,513 |
| Total debt securities | $46,411,000 | 2,828 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $9,757,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $9,757,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $9,431,000 | 57 |
| 2012-03-31 | Rank | |
| Total securities | $131,827,000 | 1,175 |
| U.S. Government securities | $116,180,000 | 937 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $116,180,000 | 909 |
| Securities issued by states & political subdivisions | $8,761,000 | 2,856 |
| Other domestic debt securities | $3,617,000 | 1,238 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,617,000 | 886 |
| Foreign debt securities | $773,000 | 141 |
| Equity securities | $2,496,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,261,000 | 1,703 |
| Mortgage-backed securities | $95,016,000 | 809 |
| Certificates of participation in pools of residential mortgages | $95,016,000 | 512 |
| Issued or guaranteed by U.S. | $95,016,000 | 511 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $131,827,000 | 1,058 |
| Total debt securities | $129,331,000 | 1,177 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $5,250,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $5,250,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $2,497,000 | 74 |
| 2011-12-31 | Rank | |
| Total securities | $49,276,000 | 2,618 |
| U.S. Government securities | $41,528,000 | 2,179 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $41,528,000 | 2,126 |
| Securities issued by states & political subdivisions | $1,099,000 | 4,884 |
| Other domestic debt securities | $4,419,000 | 1,114 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $4,419,000 | 747 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,230,000 | 381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,876,000 | 1,745 |
| Mortgage-backed securities | $9,992,000 | 3,422 |
| Certificates of participation in pools of residential mortgages | $9,992,000 | 2,740 |
| Issued or guaranteed by U.S. | $9,992,000 | 2,740 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $49,276,000 | 2,380 |
| Total debt securities | $47,046,000 | 2,695 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $35,740,000 | 3,252 |
| U.S. Government securities | $25,725,000 | 3,046 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $25,725,000 | 2,966 |
| Securities issued by states & political subdivisions | $1,388,000 | 4,725 |
| Other domestic debt securities | $5,627,000 | 978 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,627,000 | 604 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $3,000,000 | 337 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,948,000 | 1,984 |
| Mortgage-backed securities | $9,200,000 | 3,478 |
| Certificates of participation in pools of residential mortgages | $9,200,000 | 2,784 |
| Issued or guaranteed by U.S. | $9,200,000 | 2,780 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $35,740,000 | 2,975 |
| Total debt securities | $32,740,000 | 3,382 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $109,212,000 | 1,311 |
| U.S. Government securities | $97,270,000 | 1,032 |
| U.S. Treasury securities | $9,873,000 | 313 |
| U.S. Government agency obligations | $87,397,000 | 1,101 |
| Securities issued by states & political subdivisions | $1,386,000 | 4,695 |
| Other domestic debt securities | $7,556,000 | 819 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $7,556,000 | 469 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $3,000,000 | 349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,487,000 | 723 |
| Mortgage-backed securities | $56,861,000 | 1,144 |
| Certificates of participation in pools of residential mortgages | $56,861,000 | 742 |
| Issued or guaranteed by U.S. | $56,861,000 | 737 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $109,212,000 | 1,180 |
| Total debt securities | $106,212,000 | 1,327 |
| Structured notes | ||
| Amortized cost | $12,998,000 | 551 |
| Fair value | $13,001,000 | 553 |
| 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 | $89,536,000 | 1,545 |
| U.S. Government securities | $77,873,000 | 1,278 |
| U.S. Treasury securities | $9,415,000 | 348 |
| U.S. Government agency obligations | $68,458,000 | 1,376 |
| Securities issued by states & political subdivisions | $875,000 | 5,011 |
| Other domestic debt securities | $10,788,000 | 683 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $10,788,000 | 358 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,805,000 | 1,992 |
| Mortgage-backed securities | $39,937,000 | 1,437 |
| Certificates of participation in pools of residential mortgages | $39,937,000 | 955 |
| Issued or guaranteed by U.S. | $39,937,000 | 950 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $89,536,000 | 1,392 |
| Total debt securities | $89,536,000 | 1,523 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,209 |
| Fair value | $5,000,000 | 1,214 |
| 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 | $57,927,000 | 2,152 |
| U.S. Government securities | $47,771,000 | 1,830 |
| U.S. Treasury securities | $9,409,000 | 344 |
| U.S. Government agency obligations | $38,362,000 | 2,105 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $10,156,000 | 745 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $10,156,000 | 367 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,554,000 | 1,796 |
| Mortgage-backed securities | $4,785,000 | 4,043 |
| Certificates of participation in pools of residential mortgages | $4,785,000 | 3,398 |
| Issued or guaranteed by U.S. | $4,785,000 | 3,392 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $57,927,000 | 1,946 |
| Total debt securities | $57,927,000 | 2,125 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $54,563,000 | 2,218 |
| U.S. Government securities | $44,391,000 | 1,918 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $44,391,000 | 1,850 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $10,172,000 | 762 |
| Privately issued residential mortgage-backed securities | $439,000 | 1,175 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $9,733,000 | 376 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,337,000 | 1,338 |
| Mortgage-backed securities | $5,816,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $5,377,000 | 3,232 |
| Issued or guaranteed by U.S. | $5,377,000 | 3,225 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $439,000 | 3,333 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $439,000 | 1,118 |
| 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) | $54,563,000 | 1,987 |
| Total debt securities | $54,563,000 | 2,188 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $70,746,000 | 1,771 |
| U.S. Government securities | $55,921,000 | 1,594 |
| U.S. Treasury securities | $5,319,000 | 412 |
| U.S. Government agency obligations | $50,602,000 | 1,673 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $14,825,000 | 598 |
| Privately issued residential mortgage-backed securities | $7,976,000 | 475 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $6,849,000 | 461 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,540,000 | 1,145 |
| Mortgage-backed securities | $13,857,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $5,881,000 | 3,151 |
| Issued or guaranteed by U.S. | $5,881,000 | 3,143 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $7,976,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $7,976,000 | 460 |
| 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) | $70,746,000 | 1,574 |
| Total debt securities | $70,746,000 | 1,756 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $61,679,000 | 2,018 |
| U.S. Government securities | $46,903,000 | 1,898 |
| U.S. Treasury securities | $5,040,000 | 422 |
| U.S. Government agency obligations | $41,863,000 | 2,000 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $14,776,000 | 622 |
| Privately issued residential mortgage-backed securities | $7,926,000 | 509 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $6,850,000 | 471 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,675,000 | 1,276 |
| Mortgage-backed securities | $13,970,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | $6,044,000 | 3,216 |
| Issued or guaranteed by U.S. | $6,044,000 | 3,209 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,926,000 | 1,526 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $7,926,000 | 488 |
| 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) | $61,679,000 | 1,804 |
| Total debt securities | $61,679,000 | 1,993 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $52,847,000 | 2,269 |
| U.S. Government securities | $39,094,000 | 2,146 |
| U.S. Treasury securities | $5,037,000 | 384 |
| U.S. Government agency obligations | $34,057,000 | 2,360 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $13,753,000 | 677 |
| Privately issued residential mortgage-backed securities | $8,073,000 | 531 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $5,680,000 | 561 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,621,000 | 1,722 |
| Mortgage-backed securities | $14,397,000 | 2,784 |
| Certificates of participation in pools of residential mortgages | $6,324,000 | 3,221 |
| Issued or guaranteed by U.S. | $6,324,000 | 3,214 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $8,073,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $8,073,000 | 510 |
| 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) | $52,847,000 | 2,016 |
| Total debt securities | $52,847,000 | 2,243 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $53,614,000 | 2,250 |
| U.S. Government securities | $39,651,000 | 2,111 |
| U.S. Treasury securities | $5,132,000 | 343 |
| U.S. Government agency obligations | $34,519,000 | 2,331 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $13,963,000 | 727 |
| Privately issued residential mortgage-backed securities | $8,365,000 | 564 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $5,598,000 | 592 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,282,000 | 1,348 |
| Mortgage-backed securities | $14,916,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $6,551,000 | 3,242 |
| Issued or guaranteed by U.S. | $6,551,000 | 3,233 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,365,000 | 1,492 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $8,365,000 | 539 |
| 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) | $53,614,000 | 1,995 |
| Total debt securities | $53,614,000 | 2,221 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $49,100,000 | 2,360 |
| U.S. Government securities | $34,174,000 | 2,340 |
| U.S. Treasury securities | $5,042,000 | 342 |
| U.S. Government agency obligations | $29,132,000 | 2,625 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $14,926,000 | 716 |
| Privately issued residential mortgage-backed securities | $8,593,000 | 564 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $6,333,000 | 549 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,452,000 | 1,590 |
| Mortgage-backed securities | $15,419,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $6,826,000 | 3,246 |
| Issued or guaranteed by U.S. | $6,826,000 | 3,235 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $8,593,000 | 1,470 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $8,593,000 | 539 |
| 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) | $49,100,000 | 2,078 |
| Total debt securities | $49,100,000 | 2,325 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $44,738,000 | 2,560 |
| U.S. Government securities | $30,083,000 | 2,670 |
| U.S. Treasury securities | $5,468,000 | 294 |
| U.S. Government agency obligations | $24,615,000 | 2,993 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $14,655,000 | 692 |
| Privately issued residential mortgage-backed securities | $8,868,000 | 560 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,787,000 | 593 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,332,000 | 1,715 |
| Mortgage-backed securities | $16,264,000 | 2,703 |
| Certificates of participation in pools of residential mortgages | $7,396,000 | 3,217 |
| Issued or guaranteed by U.S. | $7,396,000 | 3,205 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,868,000 | 1,450 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $8,868,000 | 534 |
| 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) | $44,738,000 | 2,269 |
| Total debt securities | $44,738,000 | 2,525 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $29,911,000 | 3,463 |
| U.S. Government securities | $26,632,000 | 2,903 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $26,632,000 | 2,848 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $3,279,000 | 1,484 |
| Privately issued residential mortgage-backed securities | $279,000 | 1,408 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,000,000 | 886 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,787,000 | 3,843 |
| Mortgage-backed securities | $11,255,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | $10,976,000 | 2,609 |
| Issued or guaranteed by U.S. | $10,976,000 | 2,594 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $279,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $279,000 | 1,345 |
| 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) | $29,911,000 | 3,088 |
| Total debt securities | $29,911,000 | 3,430 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $74,167,000 | 1,598 |
| U.S. Government securities | $70,883,000 | 1,176 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $70,883,000 | 1,152 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $3,284,000 | 1,460 |
| Privately issued residential mortgage-backed securities | $284,000 | 1,380 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,000,000 | 868 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,364,000 | 847 |
| Mortgage-backed securities | $58,234,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $57,950,000 | 690 |
| Issued or guaranteed by U.S. | $57,950,000 | 682 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $284,000 | 3,282 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $284,000 | 1,319 |
| 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) | $74,167,000 | 1,379 |
| Total debt securities | $74,167,000 | 1,572 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $78,597,000 | 1,526 |
| U.S. Government securities | $75,597,000 | 1,096 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $75,597,000 | 1,070 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $3,000,000 | 1,568 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,000,000 | 950 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,168,000 | 727 |
| Mortgage-backed securities | $57,663,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $57,663,000 | 691 |
| Issued or guaranteed by U.S. | $57,663,000 | 681 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $78,597,000 | 1,321 |
| Total debt securities | $78,597,000 | 1,499 |
| 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 | $53,827,000 | 2,167 |
| U.S. Government securities | $50,827,000 | 1,629 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $50,827,000 | 1,593 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $3,000,000 | 1,496 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,000,000 | 931 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,945,000 | 1,150 |
| Mortgage-backed securities | $42,825,000 | 1,221 |
| Certificates of participation in pools of residential mortgages | $42,825,000 | 886 |
| Issued or guaranteed by U.S. | $42,825,000 | 875 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $53,827,000 | 1,899 |
| Total debt securities | $53,827,000 | 2,116 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $67,027,000 | 1,745 |
| U.S. Government securities | $62,757,000 | 1,350 |
| U.S. Treasury securities | $4,030,000 | 380 |
| U.S. Government agency obligations | $58,727,000 | 1,403 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $270,000 | 2,633 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $270,000 | 1,943 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $4,000,000 | 549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,760,000 | 833 |
| Mortgage-backed securities | $48,770,000 | 1,003 |
| Certificates of participation in pools of residential mortgages | $48,770,000 | 703 |
| Issued or guaranteed by U.S. | $48,770,000 | 694 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $67,027,000 | 1,514 |
| Total debt securities | $63,027,000 | 1,809 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $80,349,000 | 1,483 |
| U.S. Government securities | $76,084,000 | 1,128 |
| U.S. Treasury securities | $3,856,000 | 412 |
| U.S. Government agency obligations | $72,228,000 | 1,165 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $265,000 | 2,599 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $265,000 | 1,923 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $4,000,000 | 534 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,830,000 | 781 |
| Mortgage-backed securities | $48,945,000 | 943 |
| Certificates of participation in pools of residential mortgages | $48,945,000 | 662 |
| Issued or guaranteed by U.S. | $48,945,000 | 653 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $80,349,000 | 1,285 |
| Total debt securities | $76,349,000 | 1,523 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $76,000,000 | 1,551 |
| U.S. Government securities | $75,737,000 | 1,160 |
| U.S. Treasury securities | $3,713,000 | 473 |
| U.S. Government agency obligations | $72,024,000 | 1,186 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $263,000 | 2,543 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $263,000 | 1,888 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,613,000 | 861 |
| Mortgage-backed securities | $49,473,000 | 922 |
| Certificates of participation in pools of residential mortgages | $49,473,000 | 664 |
| Issued or guaranteed by U.S. | $49,473,000 | 654 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $76,000,000 | 1,342 |
| Total debt securities | $76,000,000 | 1,515 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $101,038,000 | 1,205 |
| U.S. Government securities | $94,774,000 | 914 |
| U.S. Treasury securities | $3,815,000 | 507 |
| U.S. Government agency obligations | $90,959,000 | 926 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $264,000 | 2,561 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $264,000 | 1,930 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $6,000,000 | 407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,474,000 | 692 |
| Mortgage-backed securities | $52,630,000 | 872 |
| Certificates of participation in pools of residential mortgages | $52,630,000 | 628 |
| Issued or guaranteed by U.S. | $52,630,000 | 618 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $101,038,000 | 1,037 |
| Total debt securities | $95,038,000 | 1,238 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $127,854,000 | 963 |
| U.S. Government securities | $126,589,000 | 706 |
| U.S. Treasury securities | $3,796,000 | 551 |
| U.S. Government agency obligations | $122,793,000 | 704 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $265,000 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $265,000 | 1,979 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,000,000 | 1,024 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,796,000 | 610 |
| Mortgage-backed securities | $54,520,000 | 865 |
| Certificates of participation in pools of residential mortgages | $54,520,000 | 617 |
| Issued or guaranteed by U.S. | $54,520,000 | 608 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $127,854,000 | 818 |
| Total debt securities | $126,854,000 | 943 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $133,806,000 | 926 |
| U.S. Government securities | $132,545,000 | 702 |
| U.S. Treasury securities | $3,776,000 | 574 |
| U.S. Government agency obligations | $128,769,000 | 695 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $261,000 | 2,640 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $261,000 | 2,022 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,000,000 | 1,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,490,000 | 560 |
| Mortgage-backed securities | $55,827,000 | 851 |
| Certificates of participation in pools of residential mortgages | $55,827,000 | 616 |
| Issued or guaranteed by U.S. | $55,827,000 | 607 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $133,806,000 | 780 |
| Total debt securities | $132,806,000 | 910 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 395 |
| Fair value | $9,994,000 | 394 |
| 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 | $138,387,000 | 895 |
| U.S. Government securities | $138,128,000 | 681 |
| U.S. Treasury securities | $3,640,000 | 616 |
| U.S. Government agency obligations | $134,488,000 | 675 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $259,000 | 2,684 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $259,000 | 2,084 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,796,000 | 605 |
| Mortgage-backed securities | $55,379,000 | 872 |
| Certificates of participation in pools of residential mortgages | $55,379,000 | 626 |
| Issued or guaranteed by U.S. | $55,379,000 | 620 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $138,387,000 | 752 |
| Total debt securities | $138,387,000 | 880 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 417 |
| Fair value | $9,994,000 | 408 |
| 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 | $171,477,000 | 753 |
| U.S. Government securities | $169,217,000 | 581 |
| U.S. Treasury securities | $3,730,000 | 660 |
| U.S. Government agency obligations | $165,487,000 | 572 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,260,000 | 1,867 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,260,000 | 1,372 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,000,000 | 1,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,755,000 | 602 |
| Mortgage-backed securities | $58,778,000 | 836 |
| Certificates of participation in pools of residential mortgages | $58,778,000 | 599 |
| Issued or guaranteed by U.S. | $58,778,000 | 591 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $171,477,000 | 625 |
| Total debt securities | $170,477,000 | 740 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 440 |
| Fair value | $9,869,000 | 443 |
| 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 | $169,401,000 | 757 |
| U.S. Government securities | $166,140,000 | 593 |
| U.S. Treasury securities | $3,803,000 | 677 |
| U.S. Government agency obligations | $162,337,000 | 584 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,261,000 | 640 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,713,000 | 606 |
| Mortgage-backed securities | $61,469,000 | 812 |
| Certificates of participation in pools of residential mortgages | $61,469,000 | 593 |
| Issued or guaranteed by U.S. | $61,469,000 | 587 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $169,401,000 | 635 |
| Total debt securities | $166,140,000 | 750 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 440 |
| Fair value | $9,850,000 | 446 |
| 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 | $130,123,000 | 939 |
| U.S. Government securities | $125,867,000 | 735 |
| U.S. Treasury securities | $3,879,000 | 653 |
| U.S. Government agency obligations | $121,988,000 | 726 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,256,000 | 549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,520,000 | 595 |
| Mortgage-backed securities | $63,285,000 | 787 |
| Certificates of participation in pools of residential mortgages | $63,285,000 | 587 |
| Issued or guaranteed by U.S. | $63,285,000 | 579 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $130,123,000 | 793 |
| Total debt securities | $125,867,000 | 955 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 438 |
| Fair value | $9,884,000 | 446 |
| 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 | $65,238,000 | 1,855 |
| U.S. Government securities | $63,984,000 | 1,429 |
| U.S. Treasury securities | $3,938,000 | 665 |
| U.S. Government agency obligations | $60,046,000 | 1,454 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,254,000 | 1,007 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,929,000 | 813 |
| Mortgage-backed securities | $27,431,000 | 1,515 |
| Certificates of participation in pools of residential mortgages | $27,431,000 | 1,140 |
| Issued or guaranteed by U.S. | $27,431,000 | 1,130 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $65,238,000 | 1,573 |
| Total debt securities | $63,984,000 | 1,849 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 428 |
| Fair value | $9,894,000 | 440 |
| 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 | $121,105,000 | 1,047 |
| U.S. Government securities | $119,850,000 | 783 |
| U.S. Treasury securities | $13,485,000 | 302 |
| U.S. Government agency obligations | $106,365,000 | 847 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,255,000 | 1,046 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,377,000 | 633 |
| Mortgage-backed securities | $55,517,000 | 933 |
| Certificates of participation in pools of residential mortgages | $55,517,000 | 671 |
| Issued or guaranteed by U.S. | $55,517,000 | 666 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $121,105,000 | 882 |
| Total debt securities | $119,850,000 | 1,025 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 422 |
| Fair value | $9,765,000 | 435 |
| 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 | $125,560,000 | 1,019 |
| U.S. Government securities | $124,304,000 | 777 |
| U.S. Treasury securities | $13,920,000 | 307 |
| U.S. Government agency obligations | $110,384,000 | 837 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,256,000 | 1,086 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,141,000 | 686 |
| Mortgage-backed securities | $58,581,000 | 910 |
| Certificates of participation in pools of residential mortgages | $58,581,000 | 661 |
| Issued or guaranteed by U.S. | $58,581,000 | 658 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $125,560,000 | 866 |
| Total debt securities | $124,304,000 | 995 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 415 |
| Fair value | $9,938,000 | 420 |
| 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 | $94,644,000 | 1,356 |
| U.S. Government securities | $92,321,000 | 1,020 |
| U.S. Treasury securities | $5,946,000 | 543 |
| U.S. Government agency obligations | $86,375,000 | 1,044 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,323,000 | 876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,742,000 | 1,037 |
| Mortgage-backed securities | $50,557,000 | 1,019 |
| Certificates of participation in pools of residential mortgages | $50,557,000 | 740 |
| Issued or guaranteed by U.S. | $50,557,000 | 736 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $94,644,000 | 1,153 |
| Total debt securities | $92,321,000 | 1,348 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 429 |
| Fair value | $9,994,000 | 433 |
| 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 | $101,618,000 | 1,282 |
| U.S. Government securities | $98,128,000 | 991 |
| U.S. Treasury securities | $5,616,000 | 584 |
| U.S. Government agency obligations | $92,512,000 | 994 |
| Securities issued by states & political subdivisions | $700,000 | 5,481 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,790,000 | 834 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,644,000 | 873 |
| Mortgage-backed securities | $60,150,000 | 899 |
| Certificates of participation in pools of residential mortgages | $60,150,000 | 659 |
| Issued or guaranteed by U.S. | $60,150,000 | 653 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $101,618,000 | 1,080 |
| Total debt securities | $98,828,000 | 1,293 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 405 |
| Fair value | $9,859,000 | 408 |
| 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 | $71,232,000 | 1,783 |
| U.S. Government securities | $67,873,000 | 1,380 |
| U.S. Treasury securities | $4,014,000 | 735 |
| U.S. Government agency obligations | $63,859,000 | 1,418 |
| Securities issued by states & political subdivisions | $773,000 | 5,404 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,586,000 | 909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,645,000 | 965 |
| Mortgage-backed securities | $34,831,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $34,831,000 | 1,035 |
| Issued or guaranteed by U.S. | $34,831,000 | 1,028 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $71,232,000 | 1,518 |
| Total debt securities | $68,646,000 | 1,784 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 346 |
| Fair value | $10,016,000 | 356 |
| 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 | $102,835,000 | 1,328 |
| U.S. Government securities | $93,357,000 | 1,069 |
| U.S. Treasury securities | $5,848,000 | 605 |
| U.S. Government agency obligations | $87,509,000 | 1,094 |
| Securities issued by states & political subdivisions | $778,000 | 5,451 |
| Other domestic debt securities | $2,822,000 | 1,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,822,000 | 1,462 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $5,878,000 | 566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,212,000 | 1,166 |
| Mortgage-backed securities | $55,613,000 | 989 |
| Certificates of participation in pools of residential mortgages | $55,613,000 | 721 |
| Issued or guaranteed by U.S. | $55,613,000 | 714 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $102,835,000 | 1,131 |
| Total debt securities | $96,957,000 | 1,350 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 295 |
| Fair value | $9,975,000 | 299 |
| 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 | $81,623,000 | 1,604 |
| U.S. Government securities | $72,303,000 | 1,335 |
| U.S. Treasury securities | $976,000 | 1,618 |
| U.S. Government agency obligations | $71,327,000 | 1,303 |
| Securities issued by states & political subdivisions | $868,000 | 5,391 |
| Other domestic debt securities | $2,703,000 | 1,857 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,703,000 | 1,581 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $5,749,000 | 617 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,594,000 | 1,207 |
| Mortgage-backed securities | $41,315,000 | 1,235 |
| Certificates of participation in pools of residential mortgages | $41,315,000 | 911 |
| Issued or guaranteed by U.S. | $41,315,000 | 907 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $81,623,000 | 1,366 |
| Total debt securities | $75,874,000 | 1,675 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 243 |
| Fair value | $10,009,000 | 243 |
| 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 | $63,124,000 | 1,968 |
| U.S. Government securities | $53,826,000 | 1,679 |
| U.S. Treasury securities | $1,005,000 | 1,578 |
| U.S. Government agency obligations | $52,821,000 | 1,632 |
| Securities issued by states & political subdivisions | $881,000 | 5,350 |
| Other domestic debt securities | $3,664,000 | 1,678 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,664,000 | 1,402 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,753,000 | 718 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,651,000 | 1,174 |
| Mortgage-backed securities | $22,658,000 | 1,882 |
| Certificates of participation in pools of residential mortgages | $22,658,000 | 1,395 |
| Issued or guaranteed by U.S. | $22,658,000 | 1,387 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $63,124,000 | 1,666 |
| Total debt securities | $58,371,000 | 2,021 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 173 |
| Fair value | $10,000,000 | 186 |
| 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 | $56,325,000 | 2,141 |
| U.S. Government securities | $47,075,000 | 1,869 |
| U.S. Treasury securities | $4,186,000 | 770 |
| U.S. Government agency obligations | $42,889,000 | 1,949 |
| Securities issued by states & political subdivisions | $938,000 | 5,242 |
| Other domestic debt securities | $4,061,000 | 1,578 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,061,000 | 1,311 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,251,000 | 771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,784,000 | 1,258 |
| Mortgage-backed securities | $16,839,000 | 2,251 |
| Certificates of participation in pools of residential mortgages | $16,839,000 | 1,687 |
| Issued or guaranteed by U.S. | $16,839,000 | 1,681 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $56,325,000 | 1,800 |
| Total debt securities | $52,074,000 | 2,220 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 121 |
| Fair value | $10,000,000 | 128 |
| 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 | $58,367,000 | 2,044 |
| U.S. Government securities | $48,644,000 | 1,789 |
| U.S. Treasury securities | $4,195,000 | 790 |
| U.S. Government agency obligations | $44,449,000 | 1,856 |
| Securities issued by states & political subdivisions | $947,000 | 5,240 |
| Other domestic debt securities | $3,526,000 | 1,690 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,526,000 | 1,442 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,250,000 | 663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,005,000 | 1,920 |
| Mortgage-backed securities | $34,387,000 | 1,357 |
| Certificates of participation in pools of residential mortgages | $34,387,000 | 960 |
| Issued or guaranteed by U.S. | $34,387,000 | 956 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $58,367,000 | 1,711 |
| Total debt securities | $53,117,000 | 2,145 |
| 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 | $43,743,000 | 2,465 |
| U.S. Government securities | $38,933,000 | 2,030 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $38,933,000 | 1,912 |
| Securities issued by states & political subdivisions | $1,536,000 | 4,707 |
| Other domestic debt securities | $2,024,000 | 2,240 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,024,000 | 1,906 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,250,000 | 1,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,176,000 | 5,239 |
| Mortgage-backed securities | $20,808,000 | 1,791 |
| Certificates of participation in pools of residential mortgages | $20,808,000 | 1,250 |
| Issued or guaranteed by U.S. | $20,808,000 | 1,240 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $43,743,000 | 2,049 |
| Total debt securities | $42,493,000 | 2,468 |
| 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 | $21,158,000 | 4,458 |
| U.S. Government securities | $16,293,000 | 4,256 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $16,293,000 | 3,967 |
| Securities issued by states & political subdivisions | $1,053,000 | 5,280 |
| Other domestic debt securities | $2,000,000 | 1,926 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,640 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,812,000 | 1,686 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,941,000 | 4,686 |
| Mortgage-backed securities | $5,352,000 | 3,288 |
| Certificates of participation in pools of residential mortgages | $5,352,000 | 2,523 |
| Issued or guaranteed by U.S. | $5,352,000 | 2,505 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $21,158,000 | 3,629 |
| Total debt securities | $19,346,000 | 4,609 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $24,266,000 | 4,225 |
| U.S. Government securities | $20,735,000 | 3,740 |
| U.S. Treasury securities | $4,763,000 | 1,642 |
| U.S. Government agency obligations | $15,972,000 | 4,118 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $981,000 | 2,396 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $981,000 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,550,000 | 1,309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,250,000 | 4,522 |
| Mortgage-backed securities | $5,193,000 | 3,530 |
| Certificates of participation in pools of residential mortgages | $5,193,000 | 2,738 |
| Issued or guaranteed by U.S. | $5,193,000 | 2,727 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $24,266,000 | 3,363 |
| Total debt securities | $21,716,000 | 4,448 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 118 |
| Fair value | $4,802,000 | 114 |
| 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 | $12,809,000 | 6,338 |
| U.S. Government securities | $8,503,000 | 6,571 |
| U.S. Treasury securities | $1,006,000 | 5,111 |
| U.S. Government agency obligations | $7,497,000 | 6,089 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $2,800,000 | 1,484 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,800,000 | 1,202 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,506,000 | 1,812 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,502,000 | 5,077 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $12,809,000 | 5,076 |
| Total debt securities | $11,303,000 | 6,588 |
| Structured notes | ||
| Amortized cost | $4,994,000 | 156 |
| Fair value | $4,994,000 | 147 |
| 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 | $2,204,000 | 10,251 |
| U.S. Government securities | $2,011,000 | 10,013 |
| U.S. Treasury securities | $2,011,000 | 5,102 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $193,000 | 5,460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,011,000 | 6,444 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $2,204,000 | 8,635 |
| Total debt securities | $2,011,000 | 10,213 |
| 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 | $172,000 | 11,321 |
| U.S. Government securities | $0 | 11,246 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $172,000 | 5,532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $172,000 | 10,120 |
| Total debt securities | $0 | 11,277 |
| 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 |