Home > Grove Bank & Trust > Securities
Grove Bank & Trust, Securities
| 2023-12-31 | Rank | |
| Total securities | $431,191,000 | 487 |
| U.S. Government securities | $362,108,000 | 391 |
| U.S. Treasury securities | $223,226,000 | 130 |
| U.S. Government agency obligations | $138,882,000 | 758 |
| Securities issued by states & political subdivisions | $52,148,000 | 852 |
| Other domestic debt securities | $13,310,000 | 880 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $13,310,000 | 543 |
| 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 | $205,251,000 | 501 |
| Mortgage-backed securities | $127,007,000 | 639 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $127,007,000 | 417 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $284,480,000 | 206 |
| Available-for-sale securities (fair market value) | $143,086,000 | 1,131 |
| Total debt securities | $427,566,000 | 484 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $439,960,000 | 468 |
| U.S. Government securities | $370,775,000 | 381 |
| U.S. Treasury securities | $232,023,000 | 133 |
| U.S. Government agency obligations | $138,752,000 | 762 |
| Securities issued by states & political subdivisions | $52,377,000 | 832 |
| Other domestic debt securities | $13,298,000 | 872 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $13,298,000 | 538 |
| 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 | $175,621,000 | 545 |
| Mortgage-backed securities | $126,851,000 | 627 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $126,851,000 | 404 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $286,360,000 | 207 |
| Available-for-sale securities (fair market value) | $150,090,000 | 1,085 |
| Total debt securities | $436,451,000 | 464 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $454,641,000 | 466 |
| U.S. Government securities | $385,140,000 | 372 |
| U.S. Treasury securities | $241,353,000 | 126 |
| U.S. Government agency obligations | $143,787,000 | 762 |
| Securities issued by states & political subdivisions | $52,611,000 | 873 |
| Other domestic debt securities | $13,285,000 | 882 |
| 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 | $13,285,000 | 541 |
| 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 | $180,196,000 | 541 |
| Mortgage-backed securities | $131,884,000 | 627 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $131,884,000 | 409 |
| 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) | $288,773,000 | 197 |
| Available-for-sale securities (fair market value) | $162,263,000 | 1,050 |
| Total debt securities | $451,036,000 | 463 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $488,833,000 | 467 |
| U.S. Government securities | $419,064,000 | 367 |
| U.S. Treasury securities | $281,053,000 | 113 |
| U.S. Government agency obligations | $138,011,000 | 785 |
| Securities issued by states & political subdivisions | $52,853,000 | 915 |
| Other domestic debt securities | $13,272,000 | 926 |
| 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 | $13,272,000 | 569 |
| 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 | $196,991,000 | 484 |
| Mortgage-backed securities | $125,829,000 | 679 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $125,829,000 | 439 |
| 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) | $291,129,000 | 205 |
| Available-for-sale securities (fair market value) | $194,060,000 | 907 |
| Total debt securities | $485,195,000 | 461 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $528,595,000 | 449 |
| U.S. Government securities | $453,811,000 | 349 |
| U.S. Treasury securities | $314,053,000 | 115 |
| U.S. Government agency obligations | $139,758,000 | 775 |
| Securities issued by states & political subdivisions | $54,409,000 | 919 |
| Other domestic debt securities | $16,762,000 | 833 |
| 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 | $16,762,000 | 478 |
| 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 | $193,849,000 | 446 |
| Mortgage-backed securities | $127,393,000 | 682 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $127,393,000 | 441 |
| 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) | $297,951,000 | 213 |
| Available-for-sale securities (fair market value) | $227,031,000 | 790 |
| Total debt securities | $524,981,000 | 441 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $496,134,000 | 468 |
| U.S. Government securities | $416,439,000 | 381 |
| U.S. Treasury securities | $274,357,000 | 128 |
| U.S. Government agency obligations | $142,082,000 | 769 |
| Securities issued by states & political subdivisions | $59,310,000 | 855 |
| Other domestic debt securities | $16,759,000 | 794 |
| 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 | $16,759,000 | 482 |
| 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 | $99,235,000 | 721 |
| Mortgage-backed securities | $129,471,000 | 683 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $129,471,000 | 440 |
| 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) | $304,975,000 | 208 |
| Available-for-sale securities (fair market value) | $187,533,000 | 972 |
| Total debt securities | $492,507,000 | 464 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $436,234,000 | 550 |
| U.S. Government securities | $355,058,000 | 456 |
| U.S. Treasury securities | $247,469,000 | 139 |
| U.S. Government agency obligations | $107,589,000 | 980 |
| Securities issued by states & political subdivisions | $60,663,000 | 864 |
| Other domestic debt securities | $16,756,000 | 754 |
| 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 | $16,756,000 | 492 |
| 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 | $113,180,000 | 637 |
| Mortgage-backed securities | $94,379,000 | 892 |
| Certificates of participation in pools of residential mortgages | $94,379,000 | 592 |
| Issued or guaranteed by U.S. | $94,379,000 | 587 |
| 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) | $309,283,000 | 195 |
| Available-for-sale securities (fair market value) | $123,194,000 | 1,452 |
| Total debt securities | $432,477,000 | 545 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $382,950,000 | 616 |
| U.S. Government securities | $300,223,000 | 518 |
| U.S. Treasury securities | $194,120,000 | 152 |
| U.S. Government agency obligations | $106,103,000 | 1,001 |
| Securities issued by states & political subdivisions | $62,093,000 | 857 |
| Other domestic debt securities | $16,752,000 | 743 |
| 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 | $16,752,000 | 489 |
| 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 | $134,757,000 | 535 |
| Mortgage-backed securities | $97,537,000 | 890 |
| Certificates of participation in pools of residential mortgages | $97,537,000 | 595 |
| Issued or guaranteed by U.S. | $97,537,000 | 589 |
| 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) | $314,083,000 | 180 |
| Available-for-sale securities (fair market value) | $64,985,000 | 2,236 |
| Total debt securities | $379,068,000 | 614 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $283,660,000 | 764 |
| U.S. Government securities | $201,676,000 | 667 |
| U.S. Treasury securities | $95,582,000 | 195 |
| U.S. Government agency obligations | $106,094,000 | 983 |
| Securities issued by states & political subdivisions | $63,292,000 | 872 |
| Other domestic debt securities | $14,646,000 | 773 |
| 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 | $14,646,000 | 508 |
| 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 | $131,992,000 | 522 |
| Mortgage-backed securities | $97,270,000 | 883 |
| Certificates of participation in pools of residential mortgages | $97,270,000 | 594 |
| Issued or guaranteed by U.S. | $97,270,000 | 585 |
| 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) | $116,864,000 | 240 |
| Available-for-sale securities (fair market value) | $162,750,000 | 1,130 |
| Total debt securities | $279,623,000 | 756 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $251,936,000 | 799 |
| U.S. Government securities | $170,762,000 | 720 |
| U.S. Treasury securities | $96,064,000 | 153 |
| U.S. Government agency obligations | $74,698,000 | 1,258 |
| Securities issued by states & political subdivisions | $63,570,000 | 850 |
| Other domestic debt securities | $14,017,000 | 750 |
| 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 | $14,017,000 | 494 |
| 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 | $106,499,000 | 614 |
| Mortgage-backed securities | $65,376,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $65,376,000 | 773 |
| Issued or guaranteed by U.S. | $65,376,000 | 760 |
| 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) | $52,786,000 | 341 |
| Available-for-sale securities (fair market value) | $195,563,000 | 920 |
| Total debt securities | $248,350,000 | 798 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $189,679,000 | 988 |
| U.S. Government securities | $105,751,000 | 1,019 |
| U.S. Treasury securities | $50,026,000 | 231 |
| U.S. Government agency obligations | $55,725,000 | 1,462 |
| Securities issued by states & political subdivisions | $67,747,000 | 777 |
| Other domestic debt securities | $12,582,000 | 759 |
| 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 | $12,582,000 | 495 |
| 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 | $100,712,000 | 634 |
| Mortgage-backed securities | $45,129,000 | 1,403 |
| Certificates of participation in pools of residential mortgages | $45,129,000 | 967 |
| Issued or guaranteed by U.S. | $45,129,000 | 947 |
| 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) | $53,961,000 | 316 |
| Available-for-sale securities (fair market value) | $132,119,000 | 1,229 |
| Total debt securities | $186,080,000 | 988 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $185,049,000 | 927 |
| U.S. Government securities | $102,323,000 | 948 |
| U.S. Treasury securities | $35,166,000 | 229 |
| U.S. Government agency obligations | $67,157,000 | 1,232 |
| Securities issued by states & political subdivisions | $71,526,000 | 706 |
| Other domestic debt securities | $7,607,000 | 954 |
| 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 | $7,607,000 | 624 |
| 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 | $86,455,000 | 699 |
| Mortgage-backed securities | $28,187,000 | 1,800 |
| Certificates of participation in pools of residential mortgages | $28,187,000 | 1,275 |
| Issued or guaranteed by U.S. | $28,187,000 | 1,239 |
| 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) | $5,700,000 | 843 |
| Available-for-sale securities (fair market value) | $175,756,000 | 890 |
| Total debt securities | $181,456,000 | 926 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $195,819,000 | 813 |
| U.S. Government securities | $104,602,000 | 844 |
| U.S. Treasury securities | $43,278,000 | 153 |
| U.S. Government agency obligations | $61,324,000 | 1,199 |
| Securities issued by states & political subdivisions | $69,929,000 | 694 |
| Other domestic debt securities | $17,624,000 | 579 |
| 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 | $17,624,000 | 363 |
| 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 | $82,871,000 | 711 |
| Mortgage-backed securities | $20,426,000 | 1,995 |
| Certificates of participation in pools of residential mortgages | $20,426,000 | 1,440 |
| Issued or guaranteed by U.S. | $20,426,000 | 1,408 |
| 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) | $6,509,000 | 797 |
| Available-for-sale securities (fair market value) | $185,646,000 | 774 |
| Total debt securities | $192,156,000 | 815 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $247,535,000 | 619 |
| U.S. Government securities | $151,775,000 | 588 |
| U.S. Treasury securities | $86,508,000 | 99 |
| U.S. Government agency obligations | $65,267,000 | 1,111 |
| Securities issued by states & political subdivisions | $74,372,000 | 574 |
| Other domestic debt securities | $17,715,000 | 553 |
| 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 | $17,715,000 | 351 |
| 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 | $79,327,000 | 726 |
| Mortgage-backed securities | $24,139,000 | 1,808 |
| Certificates of participation in pools of residential mortgages | $24,120,000 | 1,250 |
| Issued or guaranteed by U.S. | $24,120,000 | 1,217 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $19,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 2,779 |
| 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) | $6,756,000 | 791 |
| Available-for-sale securities (fair market value) | $237,106,000 | 587 |
| Total debt securities | $243,862,000 | 617 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $256,238,000 | 577 |
| U.S. Government securities | $158,385,000 | 561 |
| U.S. Treasury securities | $117,812,000 | 91 |
| U.S. Government agency obligations | $40,573,000 | 1,572 |
| Securities issued by states & political subdivisions | $71,130,000 | 548 |
| Other domestic debt securities | $23,054,000 | 470 |
| 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 | $23,054,000 | 289 |
| 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 | $84,976,000 | 694 |
| Mortgage-backed securities | $28,977,000 | 1,650 |
| Certificates of participation in pools of residential mortgages | $28,919,000 | 1,060 |
| Issued or guaranteed by U.S. | $28,919,000 | 1,029 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $58,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 2,755 |
| 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) | $7,474,000 | 764 |
| Available-for-sale securities (fair market value) | $245,095,000 | 554 |
| Total debt securities | $252,568,000 | 578 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $247,362,000 | 588 |
| U.S. Government securities | $175,836,000 | 526 |
| U.S. Treasury securities | $119,370,000 | 85 |
| U.S. Government agency obligations | $56,466,000 | 1,229 |
| Securities issued by states & political subdivisions | $40,326,000 | 855 |
| Other domestic debt securities | $27,555,000 | 402 |
| 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 | $27,555,000 | 228 |
| 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 | $75,021,000 | 721 |
| Mortgage-backed securities | $34,443,000 | 1,461 |
| Certificates of participation in pools of residential mortgages | $34,357,000 | 931 |
| Issued or guaranteed by U.S. | $34,357,000 | 908 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $86,000 | 2,783 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 2,732 |
| 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) | $7,896,000 | 759 |
| Available-for-sale securities (fair market value) | $235,821,000 | 556 |
| Total debt securities | $243,716,000 | 585 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $266,989,000 | 526 |
| U.S. Government securities | $235,872,000 | 418 |
| U.S. Treasury securities | $149,791,000 | 79 |
| U.S. Government agency obligations | $86,081,000 | 895 |
| Securities issued by states & political subdivisions | $6,162,000 | 2,803 |
| Other domestic debt securities | $21,370,000 | 437 |
| 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 | $21,370,000 | 258 |
| 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 | $60,518,000 | 823 |
| Mortgage-backed securities | $30,399,000 | 1,541 |
| Certificates of participation in pools of residential mortgages | $30,289,000 | 1,002 |
| Issued or guaranteed by U.S. | $30,289,000 | 980 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $110,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 2,728 |
| 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) | $8,471,000 | 770 |
| Available-for-sale securities (fair market value) | $254,933,000 | 498 |
| Total debt securities | $263,403,000 | 530 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $301,701,000 | 470 |
| U.S. Government securities | $271,687,000 | 366 |
| U.S. Treasury securities | $171,089,000 | 74 |
| U.S. Government agency obligations | $100,598,000 | 793 |
| Securities issued by states & political subdivisions | $5,021,000 | 3,018 |
| Other domestic debt securities | $21,389,000 | 416 |
| 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 | $21,389,000 | 253 |
| 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 | $70,957,000 | 727 |
| Mortgage-backed securities | $26,646,000 | 1,637 |
| Certificates of participation in pools of residential mortgages | $26,512,000 | 1,055 |
| Issued or guaranteed by U.S. | $26,512,000 | 1,026 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $134,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 2,728 |
| 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) | $8,805,000 | 800 |
| Available-for-sale securities (fair market value) | $289,292,000 | 433 |
| Total debt securities | $298,098,000 | 465 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $253,985,000 | 553 |
| U.S. Government securities | $222,463,000 | 434 |
| U.S. Treasury securities | $147,115,000 | 78 |
| U.S. Government agency obligations | $75,348,000 | 1,028 |
| Securities issued by states & political subdivisions | $5,029,000 | 3,070 |
| Other domestic debt securities | $22,928,000 | 383 |
| 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 | $22,928,000 | 236 |
| 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 | $43,494,000 | 1,102 |
| Mortgage-backed securities | $10,370,000 | 2,586 |
| Certificates of participation in pools of residential mortgages | $10,210,000 | 1,956 |
| Issued or guaranteed by U.S. | $10,210,000 | 1,920 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $160,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $160,000 | 2,715 |
| 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) | $9,459,000 | 804 |
| Available-for-sale securities (fair market value) | $240,961,000 | 515 |
| Total debt securities | $250,422,000 | 552 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $261,477,000 | 539 |
| U.S. Government securities | $235,459,000 | 424 |
| U.S. Treasury securities | $154,525,000 | 79 |
| U.S. Government agency obligations | $80,934,000 | 977 |
| Securities issued by states & political subdivisions | $4,991,000 | 3,135 |
| Other domestic debt securities | $17,518,000 | 454 |
| 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 | $17,518,000 | 292 |
| 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 | $43,683,000 | 1,104 |
| Mortgage-backed securities | $10,941,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $10,762,000 | 1,908 |
| Issued or guaranteed by U.S. | $10,762,000 | 1,866 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $179,000 | 2,775 |
| CMOs issued by government agencies or sponsored agencies | $179,000 | 2,716 |
| 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) | $9,677,000 | 816 |
| Available-for-sale securities (fair market value) | $248,291,000 | 494 |
| Total debt securities | $257,968,000 | 537 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $273,495,000 | 521 |
| U.S. Government securities | $247,880,000 | 408 |
| U.S. Treasury securities | $165,362,000 | 79 |
| U.S. Government agency obligations | $82,518,000 | 959 |
| Securities issued by states & political subdivisions | $6,572,000 | 2,929 |
| Other domestic debt securities | $15,581,000 | 472 |
| 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 | $15,581,000 | 310 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,462,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,832,000 | 1,112 |
| Mortgage-backed securities | $11,432,000 | 2,492 |
| Certificates of participation in pools of residential mortgages | $11,232,000 | 1,885 |
| Issued or guaranteed by U.S. | $11,232,000 | 1,862 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $200,000 | 2,765 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 2,711 |
| 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) | $10,609,000 | 818 |
| Available-for-sale securities (fair market value) | $262,886,000 | 472 |
| Total debt securities | $270,033,000 | 522 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $248,926,000 | 563 |
| U.S. Government securities | $223,820,000 | 432 |
| U.S. Treasury securities | $124,166,000 | 93 |
| U.S. Government agency obligations | $99,654,000 | 811 |
| Securities issued by states & political subdivisions | $8,591,000 | 2,701 |
| Other domestic debt securities | $13,080,000 | 499 |
| 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 | $13,080,000 | 344 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,435,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,257,000 | 1,169 |
| Mortgage-backed securities | $12,038,000 | 2,452 |
| Certificates of participation in pools of residential mortgages | $11,803,000 | 1,850 |
| Issued or guaranteed by U.S. | $11,803,000 | 1,838 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $235,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 2,700 |
| 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) | $11,009,000 | 828 |
| Available-for-sale securities (fair market value) | $237,917,000 | 521 |
| Total debt securities | $245,491,000 | 563 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $242,725,000 | 584 |
| U.S. Government securities | $223,754,000 | 436 |
| U.S. Treasury securities | $121,944,000 | 92 |
| U.S. Government agency obligations | $101,810,000 | 801 |
| Securities issued by states & political subdivisions | $9,162,000 | 2,670 |
| Other domestic debt securities | $6,349,000 | 834 |
| 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 | $6,349,000 | 543 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,460,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,923,000 | 1,170 |
| Mortgage-backed securities | $12,923,000 | 2,416 |
| Certificates of participation in pools of residential mortgages | $12,659,000 | 1,828 |
| Issued or guaranteed by U.S. | $12,659,000 | 1,753 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $264,000 | 2,761 |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 2,699 |
| 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) | $11,708,000 | 815 |
| Available-for-sale securities (fair market value) | $231,017,000 | 530 |
| Total debt securities | $239,265,000 | 583 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $251,855,000 | 571 |
| U.S. Government securities | $225,330,000 | 445 |
| U.S. Treasury securities | $119,605,000 | 88 |
| U.S. Government agency obligations | $105,725,000 | 797 |
| Securities issued by states & political subdivisions | $9,210,000 | 2,704 |
| Other domestic debt securities | $13,843,000 | 472 |
| 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 | $13,843,000 | 331 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,472,000 | 156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,830,000 | 1,213 |
| Mortgage-backed securities | $13,763,000 | 2,353 |
| Certificates of participation in pools of residential mortgages | $13,466,000 | 1,797 |
| Issued or guaranteed by U.S. | $13,466,000 | 1,795 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $297,000 | 2,743 |
| CMOs issued by government agencies or sponsored agencies | $297,000 | 2,678 |
| 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) | $12,077,000 | 819 |
| Available-for-sale securities (fair market value) | $239,778,000 | 522 |
| Total debt securities | $248,383,000 | 572 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $253,173,000 | 573 |
| U.S. Government securities | $223,778,000 | 446 |
| U.S. Treasury securities | $115,656,000 | 94 |
| U.S. Government agency obligations | $108,122,000 | 788 |
| Securities issued by states & political subdivisions | $9,883,000 | 2,685 |
| Other domestic debt securities | $15,981,000 | 438 |
| 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 | $15,981,000 | 303 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,531,000 | 274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,982,000 | 1,340 |
| Mortgage-backed securities | $14,802,000 | 2,295 |
| Certificates of participation in pools of residential mortgages | $14,472,000 | 1,751 |
| Issued or guaranteed by U.S. | $14,472,000 | 1,751 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $330,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $330,000 | 2,653 |
| 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) | $12,483,000 | 824 |
| Available-for-sale securities (fair market value) | $240,690,000 | 527 |
| Total debt securities | $249,642,000 | 569 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $254,902,000 | 577 |
| U.S. Government securities | $224,101,000 | 439 |
| U.S. Treasury securities | $111,305,000 | 86 |
| U.S. Government agency obligations | $112,796,000 | 762 |
| Securities issued by states & political subdivisions | $10,310,000 | 2,670 |
| Other domestic debt securities | $16,929,000 | 426 |
| 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 | $16,929,000 | 301 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $3,562,000 | 287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,294,000 | 1,057 |
| Mortgage-backed securities | $16,337,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $15,963,000 | 1,687 |
| Issued or guaranteed by U.S. | $15,963,000 | 1,685 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $374,000 | 2,716 |
| CMOs issued by government agencies or sponsored agencies | $374,000 | 2,648 |
| 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) | $13,010,000 | 842 |
| Available-for-sale securities (fair market value) | $241,892,000 | 523 |
| Total debt securities | $251,340,000 | 569 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $273,937,000 | 543 |
| U.S. Government securities | $241,742,000 | 424 |
| U.S. Treasury securities | $126,420,000 | 82 |
| U.S. Government agency obligations | $115,322,000 | 763 |
| Securities issued by states & political subdivisions | $10,664,000 | 2,670 |
| Other domestic debt securities | $17,976,000 | 429 |
| 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 | $17,976,000 | 298 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $3,555,000 | 285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,602,000 | 1,050 |
| Mortgage-backed securities | $17,457,000 | 2,151 |
| Certificates of participation in pools of residential mortgages | $17,036,000 | 1,665 |
| Issued or guaranteed by U.S. | $17,036,000 | 1,664 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $421,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $421,000 | 2,650 |
| 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) | $14,081,000 | 822 |
| Available-for-sale securities (fair market value) | $259,856,000 | 492 |
| Total debt securities | $270,382,000 | 540 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $301,396,000 | 507 |
| U.S. Government securities | $269,024,000 | 386 |
| U.S. Treasury securities | $152,268,000 | 75 |
| U.S. Government agency obligations | $116,756,000 | 765 |
| Securities issued by states & political subdivisions | $10,835,000 | 2,660 |
| Other domestic debt securities | $18,001,000 | 433 |
| 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 | $18,001,000 | 303 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $3,536,000 | 284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,860,000 | 1,191 |
| Mortgage-backed securities | $19,094,000 | 2,060 |
| Certificates of participation in pools of residential mortgages | $18,630,000 | 1,601 |
| Issued or guaranteed by U.S. | $18,630,000 | 1,601 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $464,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $464,000 | 2,667 |
| 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) | $14,554,000 | 833 |
| Available-for-sale securities (fair market value) | $286,842,000 | 454 |
| Total debt securities | $297,860,000 | 505 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $300,444,000 | 503 |
| U.S. Government securities | $267,269,000 | 380 |
| U.S. Treasury securities | $149,065,000 | 75 |
| U.S. Government agency obligations | $118,204,000 | 752 |
| Securities issued by states & political subdivisions | $11,641,000 | 2,585 |
| Other domestic debt securities | $17,985,000 | 419 |
| 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 | $17,985,000 | 289 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $3,549,000 | 288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,865,000 | 973 |
| Mortgage-backed securities | $20,136,000 | 2,004 |
| Certificates of participation in pools of residential mortgages | $19,623,000 | 1,547 |
| Issued or guaranteed by U.S. | $19,623,000 | 1,547 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $513,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $513,000 | 2,636 |
| 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) | $15,119,000 | 814 |
| Available-for-sale securities (fair market value) | $285,325,000 | 455 |
| Total debt securities | $296,895,000 | 501 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $282,866,000 | 540 |
| U.S. Government securities | $249,792,000 | 407 |
| U.S. Treasury securities | $125,023,000 | 75 |
| U.S. Government agency obligations | $124,769,000 | 708 |
| Securities issued by states & political subdivisions | $8,762,000 | 2,961 |
| Other domestic debt securities | $20,646,000 | 396 |
| 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 | $20,646,000 | 264 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $3,666,000 | 289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,991,000 | 1,138 |
| Mortgage-backed securities | $22,189,000 | 1,922 |
| Certificates of participation in pools of residential mortgages | $21,631,000 | 1,479 |
| Issued or guaranteed by U.S. | $21,631,000 | 1,478 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $558,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $558,000 | 2,637 |
| 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) | $15,626,000 | 804 |
| Available-for-sale securities (fair market value) | $267,240,000 | 490 |
| Total debt securities | $279,200,000 | 535 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $285,643,000 | 536 |
| U.S. Government securities | $255,530,000 | 402 |
| U.S. Treasury securities | $125,427,000 | 75 |
| U.S. Government agency obligations | $130,103,000 | 688 |
| Securities issued by states & political subdivisions | $7,710,000 | 3,090 |
| Other domestic debt securities | $18,740,000 | 426 |
| 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 | $18,740,000 | 289 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $3,663,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,017,000 | 1,181 |
| Mortgage-backed securities | $23,530,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $22,900,000 | 1,436 |
| Issued or guaranteed by U.S. | $22,900,000 | 1,432 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $630,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $630,000 | 2,633 |
| 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) | $16,204,000 | 819 |
| Available-for-sale securities (fair market value) | $269,439,000 | 483 |
| Total debt securities | $281,980,000 | 532 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $263,363,000 | 587 |
| U.S. Government securities | $232,800,000 | 446 |
| U.S. Treasury securities | $124,795,000 | 75 |
| U.S. Government agency obligations | $108,005,000 | 829 |
| Securities issued by states & political subdivisions | $9,221,000 | 2,907 |
| Other domestic debt securities | $18,691,000 | 426 |
| 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 | $18,691,000 | 289 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,651,000 | 342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,380,000 | 1,201 |
| Mortgage-backed securities | $24,694,000 | 1,834 |
| Certificates of participation in pools of residential mortgages | $23,998,000 | 1,383 |
| Issued or guaranteed by U.S. | $23,998,000 | 1,382 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $696,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $696,000 | 2,623 |
| 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) | $16,848,000 | 831 |
| Available-for-sale securities (fair market value) | $246,515,000 | 540 |
| Total debt securities | $260,712,000 | 583 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 147 |
| Fair value | $12,002,000 | 148 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $279,128,000 | 556 |
| U.S. Government securities | $253,723,000 | 413 |
| U.S. Treasury securities | $114,049,000 | 80 |
| U.S. Government agency obligations | $139,674,000 | 678 |
| Securities issued by states & political subdivisions | $8,156,000 | 3,064 |
| Other domestic debt securities | $14,634,000 | 474 |
| 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 | $14,634,000 | 339 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,615,000 | 351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,595,000 | 1,222 |
| Mortgage-backed securities | $28,285,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | $27,528,000 | 1,244 |
| Issued or guaranteed by U.S. | $27,528,000 | 1,242 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $757,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $757,000 | 2,630 |
| 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) | $17,162,000 | 830 |
| Available-for-sale securities (fair market value) | $261,966,000 | 503 |
| Total debt securities | $276,522,000 | 551 |
| Structured notes | ||
| Amortized cost | $61,500,000 | 29 |
| Fair value | $61,578,000 | 28 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $251,813,000 | 604 |
| U.S. Government securities | $228,760,000 | 454 |
| U.S. Treasury securities | $99,195,000 | 86 |
| U.S. Government agency obligations | $129,565,000 | 720 |
| Securities issued by states & political subdivisions | $8,442,000 | 3,044 |
| Other domestic debt securities | $11,967,000 | 546 |
| 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 | $11,967,000 | 384 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,644,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,050,000 | 1,139 |
| Mortgage-backed securities | $33,220,000 | 1,521 |
| Certificates of participation in pools of residential mortgages | $32,401,000 | 1,091 |
| Issued or guaranteed by U.S. | $32,401,000 | 1,090 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $819,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $819,000 | 2,632 |
| 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) | $17,425,000 | 823 |
| Available-for-sale securities (fair market value) | $234,388,000 | 559 |
| Total debt securities | $249,169,000 | 600 |
| Structured notes | ||
| Amortized cost | $59,500,000 | 36 |
| Fair value | $59,574,000 | 36 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $252,975,000 | 611 |
| U.S. Government securities | $229,938,000 | 462 |
| U.S. Treasury securities | $99,003,000 | 83 |
| U.S. Government agency obligations | $130,935,000 | 734 |
| Securities issued by states & political subdivisions | $8,447,000 | 3,056 |
| Other domestic debt securities | $11,971,000 | 536 |
| 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 | $11,971,000 | 372 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,619,000 | 359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,911,000 | 1,249 |
| Mortgage-backed securities | $35,148,000 | 1,506 |
| Certificates of participation in pools of residential mortgages | $34,255,000 | 1,098 |
| Issued or guaranteed by U.S. | $34,255,000 | 1,097 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $893,000 | 2,728 |
| CMOs issued by government agencies or sponsored agencies | $893,000 | 2,646 |
| 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) | $17,731,000 | 830 |
| Available-for-sale securities (fair market value) | $235,244,000 | 562 |
| Total debt securities | $250,365,000 | 609 |
| Structured notes | ||
| Amortized cost | $61,000,000 | 42 |
| Fair value | $61,002,000 | 42 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $247,108,000 | 630 |
| U.S. Government securities | $235,521,000 | 458 |
| U.S. Treasury securities | $99,003,000 | 76 |
| U.S. Government agency obligations | $136,518,000 | 716 |
| Securities issued by states & political subdivisions | $8,933,000 | 2,971 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,654,000 | 360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,980,000 | 1,246 |
| Mortgage-backed securities | $37,766,000 | 1,461 |
| Certificates of participation in pools of residential mortgages | $36,806,000 | 1,042 |
| Issued or guaranteed by U.S. | $36,806,000 | 1,041 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $960,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $960,000 | 2,646 |
| 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) | $18,053,000 | 821 |
| Available-for-sale securities (fair market value) | $229,055,000 | 569 |
| Total debt securities | $244,454,000 | 625 |
| Structured notes | ||
| Amortized cost | $57,060,000 | 48 |
| Fair value | $57,125,000 | 47 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $216,404,000 | 701 |
| U.S. Government securities | $204,694,000 | 523 |
| U.S. Treasury securities | $85,757,000 | 85 |
| U.S. Government agency obligations | $118,937,000 | 812 |
| Securities issued by states & political subdivisions | $9,330,000 | 2,925 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,380,000 | 372 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,320,000 | 1,343 |
| Mortgage-backed securities | $39,601,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $38,593,000 | 1,028 |
| Issued or guaranteed by U.S. | $38,593,000 | 1,025 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,008,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $1,008,000 | 2,669 |
| 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) | $18,441,000 | 817 |
| Available-for-sale securities (fair market value) | $197,963,000 | 652 |
| Total debt securities | $214,023,000 | 698 |
| Structured notes | ||
| Amortized cost | $36,060,000 | 85 |
| Fair value | $35,818,000 | 85 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $226,075,000 | 668 |
| U.S. Government securities | $213,761,000 | 498 |
| U.S. Treasury securities | $118,762,000 | 64 |
| U.S. Government agency obligations | $94,999,000 | 1,000 |
| Securities issued by states & political subdivisions | $9,954,000 | 2,877 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,360,000 | 376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,924,000 | 1,335 |
| Mortgage-backed securities | $41,296,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $40,205,000 | 1,015 |
| Issued or guaranteed by U.S. | $40,205,000 | 1,014 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,091,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $1,091,000 | 2,673 |
| 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) | $18,803,000 | 814 |
| Available-for-sale securities (fair market value) | $207,272,000 | 618 |
| Total debt securities | $223,715,000 | 663 |
| Structured notes | ||
| Amortized cost | $4,798,000 | 734 |
| Fair value | $4,802,000 | 721 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $252,312,000 | 600 |
| U.S. Government securities | $239,314,000 | 457 |
| U.S. Treasury securities | $139,207,000 | 53 |
| U.S. Government agency obligations | $100,107,000 | 979 |
| Securities issued by states & political subdivisions | $10,631,000 | 2,807 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,367,000 | 393 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,879,000 | 1,290 |
| Mortgage-backed securities | $43,516,000 | 1,413 |
| Certificates of participation in pools of residential mortgages | $42,342,000 | 999 |
| Issued or guaranteed by U.S. | $42,342,000 | 998 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,174,000 | 2,779 |
| CMOs issued by government agencies or sponsored agencies | $1,174,000 | 2,683 |
| 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) | $19,032,000 | 809 |
| Available-for-sale securities (fair market value) | $233,280,000 | 551 |
| Total debt securities | $249,945,000 | 595 |
| Structured notes | ||
| Amortized cost | $6,797,000 | 581 |
| Fair value | $6,800,000 | 573 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $203,313,000 | 762 |
| U.S. Government securities | $190,474,000 | 557 |
| U.S. Treasury securities | $76,492,000 | 71 |
| U.S. Government agency obligations | $113,982,000 | 870 |
| Securities issued by states & political subdivisions | $10,503,000 | 2,816 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,336,000 | 396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,255,000 | 1,243 |
| Mortgage-backed securities | $34,792,000 | 1,657 |
| Certificates of participation in pools of residential mortgages | $33,524,000 | 1,210 |
| Issued or guaranteed by U.S. | $33,524,000 | 1,210 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,268,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $1,268,000 | 2,658 |
| 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) | $19,285,000 | 787 |
| Available-for-sale securities (fair market value) | $184,028,000 | 719 |
| Total debt securities | $200,977,000 | 761 |
| Structured notes | ||
| Amortized cost | $14,295,000 | 320 |
| Fair value | $14,294,000 | 311 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $161,796,000 | 956 |
| U.S. Government securities | $148,601,000 | 701 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $148,601,000 | 675 |
| Securities issued by states & political subdivisions | $10,872,000 | 2,767 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,323,000 | 402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,541,000 | 1,331 |
| Mortgage-backed securities | $63,877,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $51,064,000 | 839 |
| Issued or guaranteed by U.S. | $51,064,000 | 838 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $12,813,000 | 1,193 |
| CMOs issued by government agencies or sponsored agencies | $12,813,000 | 1,131 |
| 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) | $19,503,000 | 775 |
| Available-for-sale securities (fair market value) | $142,293,000 | 939 |
| Total debt securities | $159,473,000 | 957 |
| Structured notes | ||
| Amortized cost | $35,279,000 | 113 |
| Fair value | $35,035,000 | 108 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $108,247,000 | 1,386 |
| U.S. Government securities | $94,227,000 | 1,078 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $94,227,000 | 1,035 |
| Securities issued by states & political subdivisions | $11,667,000 | 2,658 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,353,000 | 418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,577,000 | 1,340 |
| Mortgage-backed securities | $68,406,000 | 962 |
| Certificates of participation in pools of residential mortgages | $54,412,000 | 789 |
| Issued or guaranteed by U.S. | $54,412,000 | 789 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $13,994,000 | 1,161 |
| CMOs issued by government agencies or sponsored agencies | $13,994,000 | 1,092 |
| 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) | $19,769,000 | 754 |
| Available-for-sale securities (fair market value) | $88,478,000 | 1,504 |
| Total debt securities | $105,894,000 | 1,399 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $267,592,000 | 577 |
| U.S. Government securities | $253,756,000 | 436 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $253,756,000 | 421 |
| Securities issued by states & political subdivisions | $11,743,000 | 2,639 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,093,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,268,000 | 707 |
| Mortgage-backed securities | $133,534,000 | 533 |
| Certificates of participation in pools of residential mortgages | $117,964,000 | 381 |
| Issued or guaranteed by U.S. | $117,964,000 | 380 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,570,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $15,570,000 | 1,041 |
| 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) | $267,592,000 | 510 |
| Total debt securities | $265,499,000 | 576 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $239,952,000 | 653 |
| U.S. Government securities | $225,735,000 | 496 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $225,735,000 | 480 |
| Securities issued by states & political subdivisions | $12,087,000 | 2,581 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,130,000 | 449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,610,000 | 746 |
| Mortgage-backed securities | $132,074,000 | 552 |
| Certificates of participation in pools of residential mortgages | $112,484,000 | 410 |
| Issued or guaranteed by U.S. | $112,484,000 | 408 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $19,590,000 | 1,016 |
| CMOs issued by government agencies or sponsored agencies | $19,590,000 | 953 |
| 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) | $239,952,000 | 586 |
| Total debt securities | $237,822,000 | 648 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $228,141,000 | 672 |
| U.S. Government securities | $213,488,000 | 506 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $213,488,000 | 489 |
| Securities issued by states & political subdivisions | $12,501,000 | 2,497 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,152,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,081,000 | 702 |
| Mortgage-backed securities | $162,570,000 | 465 |
| Certificates of participation in pools of residential mortgages | $124,723,000 | 368 |
| Issued or guaranteed by U.S. | $124,723,000 | 366 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $37,847,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $37,847,000 | 585 |
| 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) | $228,141,000 | 607 |
| Total debt securities | $225,989,000 | 664 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $228,091,000 | 679 |
| U.S. Government securities | $212,660,000 | 519 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $212,660,000 | 502 |
| Securities issued by states & political subdivisions | $13,279,000 | 2,377 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,152,000 | 436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,824,000 | 665 |
| Mortgage-backed securities | $174,771,000 | 471 |
| Certificates of participation in pools of residential mortgages | $132,975,000 | 371 |
| Issued or guaranteed by U.S. | $132,975,000 | 370 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $41,796,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $41,796,000 | 578 |
| 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) | $228,091,000 | 612 |
| Total debt securities | $225,939,000 | 672 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $215,536,000 | 711 |
| U.S. Government securities | $199,535,000 | 546 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $199,535,000 | 529 |
| Securities issued by states & political subdivisions | $13,878,000 | 2,279 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,123,000 | 428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,644,000 | 697 |
| Mortgage-backed securities | $178,097,000 | 467 |
| Certificates of participation in pools of residential mortgages | $106,095,000 | 465 |
| Issued or guaranteed by U.S. | $106,095,000 | 463 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $72,002,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $72,002,000 | 393 |
| 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) | $215,536,000 | 639 |
| Total debt securities | $213,413,000 | 707 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $189,433,000 | 820 |
| U.S. Government securities | $171,889,000 | 654 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $171,889,000 | 636 |
| Securities issued by states & political subdivisions | $15,491,000 | 2,022 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,053,000 | 424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,139,000 | 625 |
| Mortgage-backed securities | $166,729,000 | 510 |
| Certificates of participation in pools of residential mortgages | $95,287,000 | 511 |
| Issued or guaranteed by U.S. | $95,287,000 | 510 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $71,442,000 | 455 |
| CMOs issued by government agencies or sponsored agencies | $71,442,000 | 422 |
| 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) | $189,433,000 | 737 |
| Total debt securities | $187,381,000 | 818 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $177,163,000 | 851 |
| U.S. Government securities | $144,239,000 | 745 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $144,239,000 | 722 |
| Securities issued by states & political subdivisions | $26,232,000 | 1,231 |
| Other domestic debt securities | $4,587,000 | 1,089 |
| Privately issued residential mortgage-backed securities | $4,587,000 | 435 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,105,000 | 399 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,431,000 | 558 |
| Mortgage-backed securities | $143,773,000 | 548 |
| Certificates of participation in pools of residential mortgages | $83,341,000 | 548 |
| Issued or guaranteed by U.S. | $83,341,000 | 548 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $60,432,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $55,845,000 | 471 |
| Privately issued | $4,587,000 | 417 |
| 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) | $177,163,000 | 746 |
| Total debt securities | $174,027,000 | 856 |
| 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 | $201,935,000 | 730 |
| U.S. Government securities | $158,480,000 | 661 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $158,480,000 | 637 |
| Securities issued by states & political subdivisions | $31,518,000 | 976 |
| Other domestic debt securities | $11,937,000 | 636 |
| Privately issued residential mortgage-backed securities | $11,937,000 | 291 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,654,000 | 449 |
| Mortgage-backed securities | $170,417,000 | 464 |
| Certificates of participation in pools of residential mortgages | $100,164,000 | 446 |
| Issued or guaranteed by U.S. | $100,164,000 | 444 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $70,253,000 | 464 |
| CMOs issued by government agencies or sponsored agencies | $58,316,000 | 463 |
| Privately issued | $11,937,000 | 280 |
| 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) | $201,935,000 | 648 |
| Total debt securities | $200,829,000 | 725 |
| 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 | $159,411,000 | 904 |
| U.S. Government securities | $115,068,000 | 891 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $115,068,000 | 861 |
| Securities issued by states & political subdivisions | $30,708,000 | 945 |
| Other domestic debt securities | $13,635,000 | 588 |
| Privately issued residential mortgage-backed securities | $13,635,000 | 285 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,155,000 | 481 |
| Mortgage-backed securities | $128,703,000 | 574 |
| Certificates of participation in pools of residential mortgages | $101,618,000 | 441 |
| Issued or guaranteed by U.S. | $101,618,000 | 437 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $27,085,000 | 859 |
| CMOs issued by government agencies or sponsored agencies | $13,450,000 | 1,164 |
| Privately issued | $13,635,000 | 276 |
| 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) | $159,411,000 | 799 |
| Total debt securities | $159,411,000 | 895 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $157,614,000 | 908 |
| U.S. Government securities | $112,897,000 | 901 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $112,897,000 | 868 |
| Securities issued by states & political subdivisions | $29,978,000 | 948 |
| Other domestic debt securities | $14,739,000 | 565 |
| Privately issued residential mortgage-backed securities | $14,739,000 | 286 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,531,000 | 460 |
| Mortgage-backed securities | $127,636,000 | 564 |
| Certificates of participation in pools of residential mortgages | $89,470,000 | 474 |
| Issued or guaranteed by U.S. | $89,470,000 | 470 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $38,166,000 | 691 |
| CMOs issued by government agencies or sponsored agencies | $23,427,000 | 790 |
| Privately issued | $14,739,000 | 275 |
| 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) | $157,614,000 | 812 |
| Total debt securities | $157,612,000 | 899 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $140,991,000 | 971 |
| U.S. Government securities | $92,457,000 | 1,022 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $92,457,000 | 983 |
| Securities issued by states & political subdivisions | $32,209,000 | 840 |
| Other domestic debt securities | $16,325,000 | 561 |
| Privately issued residential mortgage-backed securities | $16,325,000 | 293 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,755,000 | 480 |
| Mortgage-backed securities | $108,782,000 | 626 |
| Certificates of participation in pools of residential mortgages | $66,058,000 | 586 |
| Issued or guaranteed by U.S. | $66,058,000 | 580 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $42,724,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $26,399,000 | 715 |
| Privately issued | $16,325,000 | 282 |
| 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) | $140,991,000 | 860 |
| Total debt securities | $140,991,000 | 958 |
| 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 | $163,657,000 | 832 |
| U.S. Government securities | $107,650,000 | 875 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $107,650,000 | 837 |
| Securities issued by states & political subdivisions | $34,973,000 | 751 |
| Other domestic debt securities | $21,034,000 | 482 |
| Privately issued residential mortgage-backed securities | $21,034,000 | 257 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,620,000 | 451 |
| Mortgage-backed securities | $128,684,000 | 532 |
| Certificates of participation in pools of residential mortgages | $68,684,000 | 549 |
| Issued or guaranteed by U.S. | $68,684,000 | 543 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $60,000,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $38,966,000 | 544 |
| Privately issued | $21,034,000 | 250 |
| 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) | $163,657,000 | 727 |
| Total debt securities | $163,657,000 | 824 |
| 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 | $172,349,000 | 786 |
| U.S. Government securities | $105,958,000 | 899 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $105,958,000 | 859 |
| Securities issued by states & political subdivisions | $40,808,000 | 566 |
| Other domestic debt securities | $25,583,000 | 420 |
| Privately issued residential mortgage-backed securities | $25,583,000 | 239 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,772,000 | 501 |
| Mortgage-backed securities | $131,541,000 | 513 |
| Certificates of participation in pools of residential mortgages | $65,924,000 | 565 |
| Issued or guaranteed by U.S. | $65,924,000 | 560 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $65,617,000 | 448 |
| CMOs issued by government agencies or sponsored agencies | $40,034,000 | 507 |
| Privately issued | $25,583,000 | 231 |
| 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) | $172,349,000 | 683 |
| Total debt securities | $172,349,000 | 776 |
| 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 | $182,667,000 | 732 |
| U.S. Government securities | $106,135,000 | 880 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $106,135,000 | 846 |
| Securities issued by states & political subdivisions | $47,356,000 | 455 |
| Other domestic debt securities | $29,176,000 | 397 |
| Privately issued residential mortgage-backed securities | $29,176,000 | 233 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,562,000 | 424 |
| Mortgage-backed securities | $135,311,000 | 516 |
| Certificates of participation in pools of residential mortgages | $68,239,000 | 577 |
| Issued or guaranteed by U.S. | $68,239,000 | 575 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $67,072,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $37,896,000 | 514 |
| Privately issued | $29,176,000 | 224 |
| 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) | $182,667,000 | 638 |
| Total debt securities | $182,669,000 | 721 |
| 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 | $202,161,000 | 639 |
| U.S. Government securities | $106,578,000 | 864 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $106,578,000 | 833 |
| Securities issued by states & political subdivisions | $57,870,000 | 352 |
| Other domestic debt securities | $37,713,000 | 344 |
| Privately issued residential mortgage-backed securities | $37,713,000 | 199 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,567,000 | 446 |
| Mortgage-backed securities | $144,291,000 | 489 |
| Certificates of participation in pools of residential mortgages | $58,896,000 | 676 |
| Issued or guaranteed by U.S. | $58,896,000 | 671 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $85,395,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $47,682,000 | 422 |
| Privately issued | $37,713,000 | 196 |
| 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) | $202,161,000 | 560 |
| Total debt securities | $202,160,000 | 623 |
| 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 | $234,692,000 | 552 |
| U.S. Government securities | $106,729,000 | 839 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $106,729,000 | 812 |
| Securities issued by states & political subdivisions | $79,553,000 | 219 |
| Other domestic debt securities | $48,410,000 | 311 |
| Privately issued residential mortgage-backed securities | $48,410,000 | 188 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,709,000 | 398 |
| Mortgage-backed securities | $151,568,000 | 477 |
| Certificates of participation in pools of residential mortgages | $50,170,000 | 805 |
| Issued or guaranteed by U.S. | $50,170,000 | 797 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $101,398,000 | 308 |
| CMOs issued by government agencies or sponsored agencies | $52,988,000 | 372 |
| Privately issued | $48,410,000 | 185 |
| 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) | $234,692,000 | 481 |
| Total debt securities | $234,691,000 | 538 |
| 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 | $274,995,000 | 468 |
| U.S. Government securities | $116,585,000 | 752 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $116,585,000 | 726 |
| Securities issued by states & political subdivisions | $85,102,000 | 201 |
| Other domestic debt securities | $73,308,000 | 248 |
| Privately issued residential mortgage-backed securities | $73,308,000 | 147 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,998,000 | 367 |
| Mortgage-backed securities | $184,230,000 | 406 |
| Certificates of participation in pools of residential mortgages | $58,733,000 | 714 |
| Issued or guaranteed by U.S. | $58,733,000 | 703 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $125,497,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $52,189,000 | 347 |
| Privately issued | $73,308,000 | 140 |
| 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) | $274,995,000 | 406 |
| Total debt securities | $274,995,000 | 457 |
| 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 | $292,855,000 | 447 |
| U.S. Government securities | $123,873,000 | 715 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $123,873,000 | 689 |
| Securities issued by states & political subdivisions | $88,731,000 | 188 |
| Other domestic debt securities | $80,251,000 | 228 |
| Privately issued residential mortgage-backed securities | $80,251,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,675,000 | 347 |
| Mortgage-backed securities | $191,321,000 | 400 |
| Certificates of participation in pools of residential mortgages | $59,515,000 | 722 |
| Issued or guaranteed by U.S. | $59,515,000 | 712 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $131,806,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $51,555,000 | 342 |
| Privately issued | $80,251,000 | 148 |
| 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) | $292,855,000 | 383 |
| Total debt securities | $292,855,000 | 436 |
| 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 | $218,661,000 | 560 |
| U.S. Government securities | $93,660,000 | 912 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $93,660,000 | 892 |
| Securities issued by states & political subdivisions | $41,369,000 | 466 |
| Other domestic debt securities | $83,632,000 | 216 |
| Privately issued residential mortgage-backed securities | $83,632,000 | 151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,571,000 | 355 |
| Mortgage-backed securities | $148,002,000 | 469 |
| Certificates of participation in pools of residential mortgages | $30,187,000 | 1,273 |
| Issued or guaranteed by U.S. | $30,187,000 | 1,264 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $117,815,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $34,183,000 | 452 |
| Privately issued | $83,632,000 | 142 |
| 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) | $218,661,000 | 483 |
| Total debt securities | $218,663,000 | 549 |
| 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 | $228,959,000 | 528 |
| U.S. Government securities | $93,613,000 | 879 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $93,613,000 | 860 |
| Securities issued by states & political subdivisions | $40,806,000 | 454 |
| Other domestic debt securities | $94,540,000 | 209 |
| Privately issued residential mortgage-backed securities | $94,540,000 | 142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,852,000 | 337 |
| Mortgage-backed securities | $160,805,000 | 420 |
| Certificates of participation in pools of residential mortgages | $31,855,000 | 1,168 |
| Issued or guaranteed by U.S. | $31,855,000 | 1,155 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $128,950,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $34,410,000 | 414 |
| Privately issued | $94,540,000 | 134 |
| 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) | $228,959,000 | 449 |
| Total debt securities | $228,958,000 | 519 |
| 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 | $236,215,000 | 525 |
| U.S. Government securities | $92,682,000 | 903 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $92,682,000 | 879 |
| Securities issued by states & political subdivisions | $41,737,000 | 456 |
| Other domestic debt securities | $101,796,000 | 211 |
| Privately issued residential mortgage-backed securities | $101,796,000 | 137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,762,000 | 413 |
| Mortgage-backed securities | $169,095,000 | 406 |
| Certificates of participation in pools of residential mortgages | $32,244,000 | 1,146 |
| Issued or guaranteed by U.S. | $32,244,000 | 1,132 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $136,851,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $35,055,000 | 404 |
| Privately issued | $101,796,000 | 128 |
| 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) | $236,215,000 | 453 |
| Total debt securities | $236,215,000 | 513 |
| 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 | $234,482,000 | 538 |
| U.S. Government securities | $90,219,000 | 928 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $90,219,000 | 904 |
| Securities issued by states & political subdivisions | $46,159,000 | 398 |
| Other domestic debt securities | $98,104,000 | 209 |
| Privately issued residential mortgage-backed securities | $98,104,000 | 139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,315,000 | 352 |
| Mortgage-backed securities | $152,621,000 | 429 |
| Certificates of participation in pools of residential mortgages | $20,795,000 | 1,578 |
| Issued or guaranteed by U.S. | $20,795,000 | 1,567 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $131,826,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $33,722,000 | 411 |
| Privately issued | $98,104,000 | 128 |
| 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) | $234,482,000 | 463 |
| Total debt securities | $234,483,000 | 519 |
| 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 | $243,196,000 | 508 |
| U.S. Government securities | $104,940,000 | 802 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $104,940,000 | 782 |
| Securities issued by states & political subdivisions | $47,034,000 | 384 |
| Other domestic debt securities | $91,222,000 | 214 |
| Privately issued residential mortgage-backed securities | $91,222,000 | 145 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,386,000 | 328 |
| Mortgage-backed securities | $151,752,000 | 406 |
| Certificates of participation in pools of residential mortgages | $21,314,000 | 1,343 |
| Issued or guaranteed by U.S. | $21,314,000 | 1,336 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $130,438,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $39,216,000 | 364 |
| Privately issued | $91,222,000 | 132 |
| 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) | $243,196,000 | 437 |
| Total debt securities | $243,196,000 | 493 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,023 |
| Fair value | $2,000,000 | 1,074 |
| 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 | $247,648,000 | 501 |
| U.S. Government securities | $95,153,000 | 880 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $95,153,000 | 854 |
| Securities issued by states & political subdivisions | $67,846,000 | 233 |
| Other domestic debt securities | $84,649,000 | 226 |
| Privately issued residential mortgage-backed securities | $79,375,000 | 155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,274,000 | 118 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,769,000 | 314 |
| Mortgage-backed securities | $130,946,000 | 439 |
| Certificates of participation in pools of residential mortgages | $11,507,000 | 1,947 |
| Issued or guaranteed by U.S. | $11,507,000 | 1,938 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $119,439,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $40,064,000 | 349 |
| Privately issued | $79,375,000 | 144 |
| 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) | $247,648,000 | 430 |
| Total debt securities | $247,648,000 | 487 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,213 |
| Fair value | $1,997,000 | 1,248 |
| 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 | $251,811,000 | 486 |
| U.S. Government securities | $95,103,000 | 900 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $95,103,000 | 866 |
| Securities issued by states & political subdivisions | $68,048,000 | 232 |
| Other domestic debt securities | $88,660,000 | 220 |
| Privately issued residential mortgage-backed securities | $83,213,000 | 146 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,447,000 | 111 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,411,000 | 338 |
| Mortgage-backed securities | $135,892,000 | 431 |
| Certificates of participation in pools of residential mortgages | $11,879,000 | 1,853 |
| Issued or guaranteed by U.S. | $11,879,000 | 1,848 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $124,013,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $40,800,000 | 353 |
| Privately issued | $83,213,000 | 133 |
| 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) | $251,811,000 | 416 |
| Total debt securities | $251,811,000 | 480 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,275 |
| Fair value | $1,973,000 | 1,338 |
| 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 | $257,641,000 | 488 |
| U.S. Government securities | $93,087,000 | 933 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $93,087,000 | 900 |
| Securities issued by states & political subdivisions | $69,555,000 | 221 |
| Other domestic debt securities | $94,999,000 | 207 |
| Privately issued residential mortgage-backed securities | $89,267,000 | 137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,732,000 | 109 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,647,000 | 296 |
| Mortgage-backed securities | $139,076,000 | 421 |
| Certificates of participation in pools of residential mortgages | $12,552,000 | 1,796 |
| Issued or guaranteed by U.S. | $12,552,000 | 1,790 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $126,524,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $37,257,000 | 374 |
| Privately issued | $89,267,000 | 126 |
| 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) | $257,641,000 | 415 |
| Total debt securities | $257,641,000 | 474 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,328 |
| Fair value | $1,985,000 | 1,396 |
| 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 | $249,356,000 | 509 |
| U.S. Government securities | $94,420,000 | 939 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $94,420,000 | 908 |
| Securities issued by states & political subdivisions | $61,333,000 | 257 |
| Other domestic debt securities | $93,603,000 | 203 |
| Privately issued residential mortgage-backed securities | $87,680,000 | 136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,923,000 | 100 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,685,000 | 291 |
| Mortgage-backed securities | $139,058,000 | 434 |
| Certificates of participation in pools of residential mortgages | $13,109,000 | 1,764 |
| Issued or guaranteed by U.S. | $13,109,000 | 1,754 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $125,949,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $38,269,000 | 379 |
| Privately issued | $87,680,000 | 122 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $249,356,000 | 432 |
| Total debt securities | $249,355,000 | 496 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,406 |
| Fair value | $1,980,000 | 1,486 |
| 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 | $263,996,000 | 490 |
| U.S. Government securities | $98,169,000 | 924 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $98,169,000 | 899 |
| Securities issued by states & political subdivisions | $67,383,000 | 221 |
| Other domestic debt securities | $98,444,000 | 205 |
| Privately issued residential mortgage-backed securities | $92,283,000 | 135 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,161,000 | 103 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,811,000 | 287 |
| Mortgage-backed securities | $145,503,000 | 423 |
| Certificates of participation in pools of residential mortgages | $13,631,000 | 1,724 |
| Issued or guaranteed by U.S. | $13,631,000 | 1,713 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $131,872,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $39,589,000 | 373 |
| Privately issued | $92,283,000 | 119 |
| 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) | $263,996,000 | 416 |
| Total debt securities | $263,995,000 | 475 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 944 |
| Fair value | $3,949,000 | 967 |
| 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 | $264,176,000 | 498 |
| U.S. Government securities | $97,478,000 | 921 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $97,478,000 | 896 |
| Securities issued by states & political subdivisions | $65,538,000 | 219 |
| Other domestic debt securities | $101,160,000 | 203 |
| Privately issued residential mortgage-backed securities | $94,888,000 | 134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,272,000 | 104 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| 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 | $199,188,000 | 310 |
| Mortgage-backed securities | $148,832,000 | 428 |
| Certificates of participation in pools of residential mortgages | $13,790,000 | 1,730 |
| Issued or guaranteed by U.S. | $13,790,000 | 1,719 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $135,042,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $40,154,000 | 359 |
| Privately issued | $94,888,000 | 119 |
| 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) | $264,176,000 | 424 |
| Total debt securities | $264,175,000 | 479 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,004 |
| Fair value | $3,875,000 | 1,044 |
| 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 | $288,481,000 | 471 |
| U.S. Government securities | $103,437,000 | 882 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $103,437,000 | 853 |
| Securities issued by states & political subdivisions | $76,746,000 | 193 |
| Other domestic debt securities | $108,298,000 | 190 |
| Privately issued residential mortgage-backed securities | $101,686,000 | 133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,612,000 | 100 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $228,458,000 | 282 |
| Mortgage-backed securities | $158,849,000 | 413 |
| Certificates of participation in pools of residential mortgages | $14,665,000 | 1,675 |
| Issued or guaranteed by U.S. | $14,665,000 | 1,664 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $144,184,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $42,498,000 | 347 |
| Privately issued | $101,686,000 | 118 |
| 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) | $288,481,000 | 395 |
| Total debt securities | $288,483,000 | 459 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,015 |
| Fair value | $3,901,000 | 1,054 |
| 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 | $299,556,000 | 465 |
| U.S. Government securities | $107,393,000 | 856 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $107,393,000 | 831 |
| Securities issued by states & political subdivisions | $76,460,000 | 193 |
| Other domestic debt securities | $115,703,000 | 190 |
| Privately issued residential mortgage-backed securities | $108,768,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,935,000 | 100 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,433,000 | 265 |
| Mortgage-backed securities | $169,091,000 | 400 |
| Certificates of participation in pools of residential mortgages | $15,361,000 | 1,644 |
| Issued or guaranteed by U.S. | $15,361,000 | 1,631 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $153,730,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $44,962,000 | 320 |
| Privately issued | $108,768,000 | 113 |
| 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) | $299,556,000 | 394 |
| Total debt securities | $299,555,000 | 450 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,011 |
| Fair value | $3,930,000 | 1,041 |
| 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 | $303,962,000 | 453 |
| U.S. Government securities | $113,169,000 | 811 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $113,169,000 | 785 |
| Securities issued by states & political subdivisions | $75,075,000 | 197 |
| Other domestic debt securities | $115,718,000 | 190 |
| Privately issued residential mortgage-backed securities | $108,287,000 | 124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,431,000 | 100 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,131,000 | 287 |
| Mortgage-backed securities | $173,940,000 | 393 |
| Certificates of participation in pools of residential mortgages | $16,396,000 | 1,588 |
| Issued or guaranteed by U.S. | $16,396,000 | 1,577 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $157,544,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $49,257,000 | 313 |
| Privately issued | $108,287,000 | 110 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $303,962,000 | 380 |
| Total debt securities | $303,962,000 | 441 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 986 |
| Fair value | $3,961,000 | 1,008 |
| 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 | $332,505,000 | 423 |
| U.S. Government securities | $128,156,000 | 722 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $128,156,000 | 697 |
| Securities issued by states & political subdivisions | $84,746,000 | 158 |
| Other domestic debt securities | $119,603,000 | 195 |
| Privately issued residential mortgage-backed securities | $111,625,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,978,000 | 96 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,445,000 | 295 |
| Mortgage-backed securities | $187,567,000 | 376 |
| Certificates of participation in pools of residential mortgages | $15,375,000 | 1,724 |
| Issued or guaranteed by U.S. | $15,375,000 | 1,711 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $172,192,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $60,567,000 | 279 |
| Privately issued | $111,625,000 | 111 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $332,505,000 | 354 |
| Total debt securities | $332,505,000 | 413 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 985 |
| Fair value | $3,992,000 | 988 |
| 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 | $262,355,000 | 524 |
| U.S. Government securities | $137,483,000 | 695 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $137,483,000 | 665 |
| Securities issued by states & political subdivisions | $69,595,000 | 203 |
| Other domestic debt securities | $55,277,000 | 272 |
| Privately issued residential mortgage-backed securities | $46,915,000 | 182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,362,000 | 91 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,832,000 | 384 |
| Mortgage-backed securities | $132,744,000 | 487 |
| Certificates of participation in pools of residential mortgages | $15,933,000 | 1,732 |
| Issued or guaranteed by U.S. | $15,933,000 | 1,720 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $116,811,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $69,896,000 | 274 |
| Privately issued | $46,915,000 | 169 |
| 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) | $262,355,000 | 443 |
| Total debt securities | $262,355,000 | 510 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 993 |
| Fair value | $3,926,000 | 1,032 |
| 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 | $280,689,000 | 501 |
| U.S. Government securities | $167,365,000 | 613 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $167,365,000 | 590 |
| Securities issued by states & political subdivisions | $71,397,000 | 203 |
| Other domestic debt securities | $41,927,000 | 338 |
| Privately issued residential mortgage-backed securities | $33,092,000 | 215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,835,000 | 95 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,401,000 | 406 |
| Mortgage-backed securities | $144,178,000 | 469 |
| Certificates of participation in pools of residential mortgages | $24,870,000 | 1,274 |
| Issued or guaranteed by U.S. | $24,870,000 | 1,266 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $119,308,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $86,216,000 | 246 |
| Privately issued | $33,092,000 | 199 |
| 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) | $280,689,000 | 425 |
| Total debt securities | $280,689,000 | 484 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 679 |
| Fair value | $5,967,000 | 693 |
| 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 | $262,739,000 | 528 |
| U.S. Government securities | $181,140,000 | 575 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $181,140,000 | 548 |
| Securities issued by states & political subdivisions | $71,271,000 | 202 |
| Other domestic debt securities | $10,328,000 | 791 |
| Privately issued residential mortgage-backed securities | $8,389,000 | 373 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,939,000 | 157 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,562,000 | 414 |
| Mortgage-backed securities | $108,933,000 | 578 |
| Certificates of participation in pools of residential mortgages | $22,695,000 | 1,371 |
| Issued or guaranteed by U.S. | $22,695,000 | 1,362 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $86,238,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $77,849,000 | 257 |
| Privately issued | $8,389,000 | 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 | 4,541 |
| Available-for-sale securities (fair market value) | $262,739,000 | 445 |
| Total debt securities | $262,739,000 | 513 |
| Structured notes | ||
| Amortized cost | $14,950,000 | 279 |
| Fair value | $14,978,000 | 271 |
| 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 | $246,400,000 | 563 |
| U.S. Government securities | $178,044,000 | 598 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $178,044,000 | 572 |
| Securities issued by states & political subdivisions | $68,356,000 | 204 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,702,000 | 401 |
| Mortgage-backed securities | $96,838,000 | 639 |
| Certificates of participation in pools of residential mortgages | $18,276,000 | 1,622 |
| Issued or guaranteed by U.S. | $18,276,000 | 1,612 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $78,562,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $78,562,000 | 263 |
| 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) | $246,400,000 | 476 |
| Total debt securities | $246,400,000 | 545 |
| Structured notes | ||
| Amortized cost | $9,950,000 | 424 |
| Fair value | $9,790,000 | 416 |
| 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 | $211,820,000 | 648 |
| U.S. Government securities | $151,030,000 | 678 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $151,030,000 | 656 |
| Securities issued by states & political subdivisions | $60,790,000 | 245 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,461,000 | 532 |
| Mortgage-backed securities | $75,357,000 | 791 |
| Certificates of participation in pools of residential mortgages | $13,117,000 | 2,056 |
| Issued or guaranteed by U.S. | $13,117,000 | 2,048 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $62,240,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $62,240,000 | 319 |
| 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) | $211,820,000 | 558 |
| Total debt securities | $211,820,000 | 632 |
| Structured notes | ||
| Amortized cost | $7,950,000 | 470 |
| Fair value | $7,996,000 | 466 |
| 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 | $217,987,000 | 640 |
| U.S. Government securities | $162,034,000 | 659 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $162,034,000 | 638 |
| Securities issued by states & political subdivisions | $55,953,000 | 272 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,079,000 | 524 |
| Mortgage-backed securities | $77,649,000 | 781 |
| Certificates of participation in pools of residential mortgages | $7,702,000 | 2,815 |
| Issued or guaranteed by U.S. | $7,702,000 | 2,800 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $69,947,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $69,947,000 | 325 |
| 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) | $217,987,000 | 551 |
| Total debt securities | $217,987,000 | 620 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $224,131,000 | 629 |
| U.S. Government securities | $163,589,000 | 641 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $163,589,000 | 619 |
| Securities issued by states & political subdivisions | $55,609,000 | 273 |
| Other domestic debt securities | $4,933,000 | 1,359 |
| 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 | $4,933,000 | 1,116 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,391,000 | 499 |
| Mortgage-backed securities | $92,283,000 | 687 |
| Certificates of participation in pools of residential mortgages | $7,028,000 | 2,922 |
| Issued or guaranteed by U.S. | $7,028,000 | 2,910 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $85,255,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $85,255,000 | 289 |
| 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) | $224,131,000 | 546 |
| Total debt securities | $224,131,000 | 611 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $198,316,000 | 681 |
| U.S. Government securities | $135,662,000 | 725 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $135,662,000 | 703 |
| Securities issued by states & political subdivisions | $57,651,000 | 258 |
| Other domestic debt securities | $5,003,000 | 1,393 |
| 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 | $5,003,000 | 1,135 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,783,000 | 462 |
| Mortgage-backed securities | $114,070,000 | 595 |
| Certificates of participation in pools of residential mortgages | $13,701,000 | 1,967 |
| Issued or guaranteed by U.S. | $13,701,000 | 1,957 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $100,369,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $100,369,000 | 278 |
| 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) | $198,316,000 | 589 |
| Total debt securities | $198,316,000 | 659 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $200,749,000 | 668 |
| U.S. Government securities | $139,260,000 | 700 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $139,260,000 | 672 |
| Securities issued by states & political subdivisions | $56,679,000 | 249 |
| Other domestic debt securities | $4,810,000 | 1,435 |
| 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 | $4,810,000 | 1,170 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,625,000 | 479 |
| Mortgage-backed securities | $113,626,000 | 590 |
| Certificates of participation in pools of residential mortgages | $17,033,000 | 1,674 |
| Issued or guaranteed by U.S. | $17,033,000 | 1,668 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $96,593,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $96,593,000 | 275 |
| 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) | $200,749,000 | 576 |
| Total debt securities | $200,749,000 | 647 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $199,025,000 | 652 |
| U.S. Government securities | $139,041,000 | 674 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $139,041,000 | 643 |
| Securities issued by states & political subdivisions | $55,171,000 | 248 |
| Other domestic debt securities | $4,813,000 | 1,428 |
| 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 | $4,813,000 | 1,177 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,320,000 | 547 |
| Mortgage-backed securities | $100,134,000 | 626 |
| Certificates of participation in pools of residential mortgages | $19,757,000 | 1,474 |
| Issued or guaranteed by U.S. | $19,757,000 | 1,469 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $80,377,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $80,377,000 | 302 |
| 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) | $199,025,000 | 556 |
| Total debt securities | $199,025,000 | 630 |
| 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 | $169,069,000 | 689 |
| U.S. Government securities | $107,597,000 | 765 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $107,597,000 | 734 |
| Securities issued by states & political subdivisions | $48,736,000 | 264 |
| Other domestic debt securities | $12,736,000 | 811 |
| Privately issued residential mortgage-backed securities | $7,746,000 | 345 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,990,000 | 1,150 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,331,000 | 609 |
| Mortgage-backed securities | $76,037,000 | 692 |
| Certificates of participation in pools of residential mortgages | $6,789,000 | 2,676 |
| Issued or guaranteed by U.S. | $6,789,000 | 2,661 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $69,248,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $61,502,000 | 353 |
| Privately issued | $7,746,000 | 309 |
| 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) | $169,069,000 | 582 |
| Total debt securities | $169,069,000 | 670 |
| 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 | $165,989,000 | 681 |
| U.S. Government securities | $123,480,000 | 696 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $123,480,000 | 644 |
| Securities issued by states & political subdivisions | $37,093,000 | 374 |
| Other domestic debt securities | $1,864,000 | 1,994 |
| 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 | $1,864,000 | 1,709 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $3,552,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,382,000 | 632 |
| Mortgage-backed securities | $32,141,000 | 1,074 |
| Certificates of participation in pools of residential mortgages | $11,379,000 | 1,600 |
| Issued or guaranteed by U.S. | $11,379,000 | 1,588 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $20,762,000 | 660 |
| CMOs issued by government agencies or sponsored agencies | $20,762,000 | 589 |
| 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) | $165,989,000 | 539 |
| Total debt securities | $162,437,000 | 649 |
| 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 | $185,250,000 | 649 |
| U.S. Government securities | $138,090,000 | 654 |
| U.S. Treasury securities | $4,001,000 | 1,817 |
| U.S. Government agency obligations | $134,089,000 | 602 |
| Securities issued by states & political subdivisions | $39,401,000 | 336 |
| Other domestic debt securities | $1,930,000 | 1,892 |
| 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 | $1,930,000 | 1,576 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $5,829,000 | 750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,475,000 | 703 |
| Mortgage-backed securities | $47,892,000 | 900 |
| Certificates of participation in pools of residential mortgages | $12,660,000 | 1,588 |
| Issued or guaranteed by U.S. | $12,660,000 | 1,576 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $35,232,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $35,232,000 | 449 |
| 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) | $185,250,000 | 529 |
| Total debt securities | $179,421,000 | 632 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $179,041,000 | 680 |
| U.S. Government securities | $138,918,000 | 660 |
| U.S. Treasury securities | $4,243,000 | 2,499 |
| U.S. Government agency obligations | $134,675,000 | 593 |
| Securities issued by states & political subdivisions | $33,102,000 | 412 |
| Other domestic debt securities | $2,941,000 | 1,448 |
| 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 | $2,941,000 | 1,177 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $4,080,000 | 960 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,732,000 | 749 |
| Mortgage-backed securities | $77,616,000 | 661 |
| Certificates of participation in pools of residential mortgages | $30,750,000 | 891 |
| Issued or guaranteed by U.S. | $30,750,000 | 881 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $46,866,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $46,866,000 | 377 |
| 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) | $179,041,000 | 536 |
| Total debt securities | $174,961,000 | 664 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $179,708,000 | 671 |
| U.S. Government securities | $157,787,000 | 636 |
| U.S. Treasury securities | $13,089,000 | 1,418 |
| U.S. Government agency obligations | $144,698,000 | 565 |
| Securities issued by states & political subdivisions | $17,701,000 | 773 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $4,220,000 | 896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,131,000 | 1,123 |
| Mortgage-backed securities | $47,268,000 | 923 |
| Certificates of participation in pools of residential mortgages | $39,357,000 | 761 |
| Issued or guaranteed by U.S. | $39,357,000 | 748 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $7,911,000 | 1,309 |
| CMOs issued by government agencies or sponsored agencies | $7,911,000 | 1,252 |
| 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) | $179,708,000 | 493 |
| Total debt securities | $175,488,000 | 669 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 280 |
| Fair value | $4,878,000 | 302 |
| 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 | $151,928,000 | 818 |
| U.S. Government securities | $135,682,000 | 750 |
| U.S. Treasury securities | $14,971,000 | 1,543 |
| U.S. Government agency obligations | $120,711,000 | 672 |
| Securities issued by states & political subdivisions | $13,733,000 | 1,019 |
| Other domestic debt securities | $995,000 | 2,090 |
| 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 | $995,000 | 1,586 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,518,000 | 1,787 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,123,000 | 4,548 |
| Mortgage-backed securities | $40,982,000 | 1,084 |
| Certificates of participation in pools of residential mortgages | $28,893,000 | 1,010 |
| Issued or guaranteed by U.S. | $28,893,000 | 988 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $12,089,000 | 1,085 |
| CMOs issued by government agencies or sponsored agencies | $12,089,000 | 1,028 |
| 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) | $151,928,000 | 576 |
| Total debt securities | $150,410,000 | 796 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 220 |
| Fair value | $7,670,000 | 226 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $154,730,000 | 832 |
| U.S. Government securities | $140,278,000 | 760 |
| U.S. Treasury securities | $22,326,000 | 1,267 |
| U.S. Government agency obligations | $117,952,000 | 678 |
| Securities issued by states & political subdivisions | $12,700,000 | 1,105 |
| Other domestic debt securities | $984,000 | 2,536 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $984,000 | 1,984 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $768,000 | 2,544 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,231,000 | 4,563 |
| Mortgage-backed securities | $36,433,000 | 1,225 |
| Certificates of participation in pools of residential mortgages | $20,235,000 | 1,315 |
| Issued or guaranteed by U.S. | $20,235,000 | 1,291 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $16,198,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $16,198,000 | 917 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $154,730,000 | 587 |
| Total debt securities | $153,962,000 | 818 |
| Structured notes | ||
| Amortized cost | $25,492,000 | 77 |
| Fair value | $24,953,000 | 80 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $159,039,000 | 836 |
| U.S. Government securities | $145,650,000 | 760 |
| U.S. Treasury securities | $24,071,000 | 1,449 |
| U.S. Government agency obligations | $121,579,000 | 654 |
| Securities issued by states & political subdivisions | $11,585,000 | 1,261 |
| Other domestic debt securities | $1,036,000 | 2,740 |
| Privately issued residential mortgage-backed securities | $143,000 | 1,982 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $893,000 | 2,348 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $768,000 | 2,409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,002,000 | 5,346 |
| Mortgage-backed securities | $31,633,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $3,291,000 | 4,184 |
| Issued or guaranteed by U.S. | $3,291,000 | 4,157 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $28,342,000 | 704 |
| CMOs issued by government agencies or sponsored agencies | $28,199,000 | 662 |
| Privately issued | $143,000 | 1,680 |
| 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) | $35,656,000 | 2,074 |
| Available-for-sale securities (fair market value) | $123,383,000 | 478 |
| Total debt securities | $158,271,000 | 821 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $185,858,000 | 763 |
| U.S. Government securities | $171,666,000 | 693 |
| U.S. Treasury securities | $30,096,000 | 1,229 |
| U.S. Government agency obligations | $141,570,000 | 567 |
| Securities issued by states & political subdivisions | $13,512,000 | 1,056 |
| Other domestic debt securities | $680,000 | 3,832 |
| Privately issued residential mortgage-backed securities | $680,000 | 1,474 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,966,000 | 5,282 |
| Mortgage-backed securities | $680,000 | 8,924 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $680,000 | 5,411 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $680,000 | 1,159 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $185,858,000 | 743 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $195,035,000 | 706 |
| U.S. Government securities | $171,058,000 | 652 |
| U.S. Treasury securities | $24,089,000 | 1,556 |
| U.S. Government agency obligations | $146,969,000 | 527 |
| Securities issued by states & political subdivisions | $22,241,000 | 487 |
| Other domestic debt securities | $1,736,000 | 3,170 |
| Privately issued residential mortgage-backed securities | $1,736,000 | 1,314 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,911,000 | 5,208 |
| Mortgage-backed securities | $1,736,000 | 7,961 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,736,000 | 4,259 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $1,736,000 | 1,015 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $195,035,000 | 689 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |