Home > Solvay Bank > Securities
Solvay Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $345,496,000 | 606 |
| U.S. Government securities | $260,104,000 | 533 |
| U.S. Treasury securities | $23,753,000 | 828 |
| U.S. Government agency obligations | $236,351,000 | 507 |
| Securities issued by states & political subdivisions | $43,780,000 | 1,001 |
| Other domestic debt securities | $41,612,000 | 458 |
| 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 | $41,612,000 | 212 |
| 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 | $243,849,000 | 433 |
| Mortgage-backed securities | $110,029,000 | 723 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,247,000 | 1,484 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $71,212,000 | 314 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $18,570,000 | 309 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $8,967,000 | 1,024 |
| Available-for-sale securities (fair market value) | $336,529,000 | 513 |
| Total debt securities | $345,494,000 | 594 |
| 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 | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $344,129,000 | 607 |
| U.S. Government securities | $256,313,000 | 542 |
| U.S. Treasury securities | $26,839,000 | 788 |
| U.S. Government agency obligations | $229,474,000 | 519 |
| Securities issued by states & political subdivisions | $45,525,000 | 939 |
| Other domestic debt securities | $42,291,000 | 439 |
| 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 | $42,291,000 | 209 |
| 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 | $293,176,000 | 367 |
| Mortgage-backed securities | $105,835,000 | 719 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,255,000 | 1,538 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $69,228,000 | 312 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $18,352,000 | 303 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $8,482,000 | 1,054 |
| Available-for-sale securities (fair market value) | $335,647,000 | 512 |
| Total debt securities | $344,129,000 | 598 |
| 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 | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $358,768,000 | 591 |
| U.S. Government securities | $267,783,000 | 532 |
| U.S. Treasury securities | $27,007,000 | 788 |
| U.S. Government agency obligations | $240,776,000 | 510 |
| Securities issued by states & political subdivisions | $47,369,000 | 957 |
| Other domestic debt securities | $43,616,000 | 431 |
| 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 | $43,616,000 | 202 |
| 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 | $296,614,000 | 359 |
| Mortgage-backed securities | $112,288,000 | 709 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,640,000 | 1,516 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $73,523,000 | 305 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $19,125,000 | 302 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $8,633,000 | 1,063 |
| Available-for-sale securities (fair market value) | $350,135,000 | 505 |
| Total debt securities | $358,768,000 | 580 |
| 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 | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $375,348,000 | 595 |
| U.S. Government securities | $278,223,000 | 539 |
| U.S. Treasury securities | $27,432,000 | 825 |
| U.S. Government agency obligations | $250,791,000 | 489 |
| Securities issued by states & political subdivisions | $51,861,000 | 926 |
| Other domestic debt securities | $45,264,000 | 448 |
| 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 | $45,264,000 | 209 |
| 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 | $288,461,000 | 357 |
| Mortgage-backed securities | $118,106,000 | 717 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,525,000 | 1,530 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $77,872,000 | 311 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $19,709,000 | 313 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $6,909,000 | 1,148 |
| Available-for-sale securities (fair market value) | $368,439,000 | 500 |
| Total debt securities | $375,348,000 | 584 |
| 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 | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $381,615,000 | 599 |
| U.S. Government securities | $283,102,000 | 537 |
| U.S. Treasury securities | $26,945,000 | 885 |
| U.S. Government agency obligations | $256,157,000 | 483 |
| Securities issued by states & political subdivisions | $53,913,000 | 921 |
| Other domestic debt securities | $44,600,000 | 455 |
| 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 | $44,600,000 | 221 |
| 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 | $191,036,000 | 450 |
| Mortgage-backed securities | $122,811,000 | 705 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,246,000 | 1,492 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $78,943,000 | 316 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $21,622,000 | 290 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $7,235,000 | 1,153 |
| Available-for-sale securities (fair market value) | $374,380,000 | 502 |
| Total debt securities | $381,614,000 | 585 |
| 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 | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $386,103,000 | 594 |
| U.S. Government securities | $290,406,000 | 524 |
| U.S. Treasury securities | $26,738,000 | 911 |
| U.S. Government agency obligations | $263,668,000 | 465 |
| Securities issued by states & political subdivisions | $52,025,000 | 961 |
| Other domestic debt securities | $43,672,000 | 440 |
| 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 | $43,672,000 | 223 |
| 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 | $288,088,000 | 305 |
| Mortgage-backed securities | $127,543,000 | 694 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,733,000 | 1,482 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $82,428,000 | 309 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $22,382,000 | 290 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $6,499,000 | 1,176 |
| Available-for-sale securities (fair market value) | $379,604,000 | 504 |
| Total debt securities | $386,103,000 | 584 |
| 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 | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $411,564,000 | 581 |
| U.S. Government securities | $301,618,000 | 525 |
| U.S. Treasury securities | $27,828,000 | 869 |
| U.S. Government agency obligations | $273,790,000 | 470 |
| Securities issued by states & political subdivisions | $65,810,000 | 809 |
| Other domestic debt securities | $44,136,000 | 420 |
| 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 | $44,136,000 | 226 |
| 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 | $213,158,000 | 379 |
| Mortgage-backed securities | $129,976,000 | 707 |
| Certificates of participation in pools of residential mortgages | $23,442,000 | 1,525 |
| Issued or guaranteed by U.S. | $23,442,000 | 1,494 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $87,927,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $87,927,000 | 303 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $18,607,000 | 657 |
| Commercial mortgage pass-through securities | $18,607,000 | 341 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $6,777,000 | 1,085 |
| Available-for-sale securities (fair market value) | $404,787,000 | 501 |
| Total debt securities | $411,564,000 | 569 |
| 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 | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $421,844,000 | 561 |
| U.S. Government securities | $304,607,000 | 513 |
| U.S. Treasury securities | $20,356,000 | 930 |
| U.S. Government agency obligations | $284,251,000 | 457 |
| Securities issued by states & political subdivisions | $69,307,000 | 786 |
| Other domestic debt securities | $47,930,000 | 388 |
| 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 | $47,930,000 | 206 |
| 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 | $216,975,000 | 364 |
| Mortgage-backed securities | $137,490,000 | 689 |
| Certificates of participation in pools of residential mortgages | $22,430,000 | 1,594 |
| Issued or guaranteed by U.S. | $22,430,000 | 1,567 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $94,033,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $94,033,000 | 294 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $21,027,000 | 605 |
| Commercial mortgage pass-through securities | $21,027,000 | 312 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $6,318,000 | 1,006 |
| Available-for-sale securities (fair market value) | $415,526,000 | 491 |
| Total debt securities | $421,844,000 | 549 |
| 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 | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $426,844,000 | 528 |
| U.S. Government securities | $304,230,000 | 486 |
| U.S. Treasury securities | $21,553,000 | 657 |
| U.S. Government agency obligations | $282,677,000 | 462 |
| Securities issued by states & political subdivisions | $71,989,000 | 793 |
| Other domestic debt securities | $50,625,000 | 365 |
| 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 | $50,625,000 | 192 |
| 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 | $178,039,000 | 431 |
| Mortgage-backed securities | $128,131,000 | 730 |
| Certificates of participation in pools of residential mortgages | $19,898,000 | 1,693 |
| Issued or guaranteed by U.S. | $19,898,000 | 1,657 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $86,778,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $86,778,000 | 313 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $21,455,000 | 588 |
| Commercial mortgage pass-through securities | $21,455,000 | 311 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $7,775,000 | 845 |
| Available-for-sale securities (fair market value) | $419,069,000 | 479 |
| Total debt securities | $426,844,000 | 519 |
| 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 | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $408,161,000 | 514 |
| U.S. Government securities | $288,301,000 | 481 |
| U.S. Treasury securities | $14,833,000 | 696 |
| U.S. Government agency obligations | $273,468,000 | 459 |
| Securities issued by states & political subdivisions | $70,986,000 | 780 |
| Other domestic debt securities | $48,874,000 | 359 |
| 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 | $48,874,000 | 188 |
| 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 | $212,389,000 | 353 |
| Mortgage-backed securities | $126,625,000 | 702 |
| Certificates of participation in pools of residential mortgages | $14,457,000 | 1,962 |
| Issued or guaranteed by U.S. | $14,457,000 | 1,908 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $87,424,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $87,424,000 | 301 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $24,744,000 | 534 |
| Commercial mortgage pass-through securities | $24,744,000 | 270 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $9,978,000 | 744 |
| Available-for-sale securities (fair market value) | $398,183,000 | 474 |
| Total debt securities | $408,161,000 | 507 |
| 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 | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $372,280,000 | 530 |
| U.S. Government securities | $260,901,000 | 489 |
| U.S. Treasury securities | $10,984,000 | 722 |
| U.S. Government agency obligations | $249,917,000 | 471 |
| Securities issued by states & political subdivisions | $67,153,000 | 784 |
| Other domestic debt securities | $44,226,000 | 366 |
| 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 | $44,226,000 | 197 |
| 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 | $200,412,000 | 359 |
| Mortgage-backed securities | $117,020,000 | 716 |
| Certificates of participation in pools of residential mortgages | $12,426,000 | 2,066 |
| Issued or guaranteed by U.S. | $12,426,000 | 2,012 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $79,286,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $79,286,000 | 320 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $25,308,000 | 516 |
| Commercial mortgage pass-through securities | $25,308,000 | 256 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $11,075,000 | 689 |
| Available-for-sale securities (fair market value) | $361,205,000 | 497 |
| Total debt securities | $372,280,000 | 524 |
| 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 | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $320,075,000 | 577 |
| U.S. Government securities | $223,507,000 | 501 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $223,507,000 | 473 |
| Securities issued by states & political subdivisions | $64,732,000 | 771 |
| Other domestic debt securities | $31,836,000 | 442 |
| 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 | $31,836,000 | 253 |
| 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 | $185,542,000 | 368 |
| Mortgage-backed securities | $113,489,000 | 695 |
| Certificates of participation in pools of residential mortgages | $14,290,000 | 1,878 |
| Issued or guaranteed by U.S. | $14,290,000 | 1,822 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $72,941,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $72,941,000 | 314 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $26,258,000 | 468 |
| Commercial mortgage pass-through securities | $26,258,000 | 244 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $15,313,000 | 574 |
| Available-for-sale securities (fair market value) | $304,762,000 | 547 |
| Total debt securities | $320,075,000 | 566 |
| 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 | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $294,482,000 | 566 |
| U.S. Government securities | $206,101,000 | 481 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $206,101,000 | 462 |
| Securities issued by states & political subdivisions | $64,882,000 | 748 |
| Other domestic debt securities | $23,499,000 | 494 |
| 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 | $23,499,000 | 304 |
| 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 | $150,961,000 | 434 |
| Mortgage-backed securities | $113,553,000 | 640 |
| Certificates of participation in pools of residential mortgages | $16,934,000 | 1,625 |
| Issued or guaranteed by U.S. | $16,934,000 | 1,586 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $69,099,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $69,099,000 | 316 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $27,520,000 | 432 |
| Commercial mortgage pass-through securities | $27,520,000 | 226 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $15,014,000 | 552 |
| Available-for-sale securities (fair market value) | $279,468,000 | 545 |
| Total debt securities | $294,482,000 | 557 |
| 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 | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $279,817,000 | 566 |
| U.S. Government securities | $202,257,000 | 467 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $202,257,000 | 434 |
| Securities issued by states & political subdivisions | $68,039,000 | 632 |
| Other domestic debt securities | $9,521,000 | 780 |
| 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 | $9,521,000 | 516 |
| 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 | $178,735,000 | 368 |
| Mortgage-backed securities | $126,471,000 | 560 |
| Certificates of participation in pools of residential mortgages | $19,061,000 | 1,460 |
| Issued or guaranteed by U.S. | $19,061,000 | 1,423 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $79,900,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $79,900,000 | 277 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $27,510,000 | 413 |
| Commercial mortgage pass-through securities | $27,510,000 | 208 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $16,626,000 | 515 |
| Available-for-sale securities (fair market value) | $263,191,000 | 537 |
| Total debt securities | $279,817,000 | 555 |
| 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 | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $266,624,000 | 556 |
| U.S. Government securities | $185,807,000 | 494 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $185,807,000 | 465 |
| Securities issued by states & political subdivisions | $74,613,000 | 519 |
| Other domestic debt securities | $6,204,000 | 894 |
| 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 | $6,204,000 | 603 |
| 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 | $192,305,000 | 344 |
| Mortgage-backed securities | $130,649,000 | 545 |
| Certificates of participation in pools of residential mortgages | $24,691,000 | 1,193 |
| Issued or guaranteed by U.S. | $24,691,000 | 1,159 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $105,958,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $105,958,000 | 237 |
| 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) | $23,219,000 | 429 |
| Available-for-sale securities (fair market value) | $243,405,000 | 556 |
| Total debt securities | $266,623,000 | 547 |
| 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 | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $278,579,000 | 524 |
| U.S. Government securities | $194,514,000 | 486 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $194,514,000 | 457 |
| Securities issued by states & political subdivisions | $78,207,000 | 440 |
| Other domestic debt securities | $5,858,000 | 889 |
| 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 | $5,858,000 | 583 |
| 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 | $204,280,000 | 318 |
| Mortgage-backed securities | $137,003,000 | 534 |
| Certificates of participation in pools of residential mortgages | $26,965,000 | 1,113 |
| Issued or guaranteed by U.S. | $26,965,000 | 1,083 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $110,038,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $110,038,000 | 236 |
| 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) | $25,814,000 | 428 |
| Available-for-sale securities (fair market value) | $252,765,000 | 523 |
| Total debt securities | $278,579,000 | 514 |
| 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 | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $280,370,000 | 503 |
| U.S. Government securities | $194,801,000 | 487 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $194,801,000 | 457 |
| Securities issued by states & political subdivisions | $80,755,000 | 399 |
| Other domestic debt securities | $4,814,000 | 905 |
| 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 | $4,814,000 | 605 |
| 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 | $132,311,000 | 444 |
| Mortgage-backed securities | $131,133,000 | 524 |
| Certificates of participation in pools of residential mortgages | $23,597,000 | 1,199 |
| Issued or guaranteed by U.S. | $23,597,000 | 1,169 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $105,320,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $105,320,000 | 244 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,216,000 | 1,287 |
| Commercial mortgage pass-through securities | $2,216,000 | 864 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $27,480,000 | 429 |
| Available-for-sale securities (fair market value) | $252,890,000 | 503 |
| Total debt securities | $280,369,000 | 493 |
| 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 | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $277,567,000 | 506 |
| U.S. Government securities | $191,580,000 | 482 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $191,580,000 | 456 |
| Securities issued by states & political subdivisions | $81,167,000 | 387 |
| Other domestic debt securities | $4,820,000 | 906 |
| 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 | $4,820,000 | 614 |
| 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 | $171,230,000 | 350 |
| Mortgage-backed securities | $123,638,000 | 538 |
| Certificates of participation in pools of residential mortgages | $21,735,000 | 1,213 |
| Issued or guaranteed by U.S. | $21,735,000 | 1,180 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $98,483,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $98,483,000 | 254 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,420,000 | 1,116 |
| Commercial mortgage pass-through securities | $3,420,000 | 723 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $35,948,000 | 386 |
| Available-for-sale securities (fair market value) | $241,619,000 | 514 |
| Total debt securities | $277,566,000 | 497 |
| 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 | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $273,890,000 | 508 |
| U.S. Government securities | $173,965,000 | 533 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $173,965,000 | 500 |
| Securities issued by states & political subdivisions | $95,672,000 | 313 |
| Other domestic debt securities | $4,253,000 | 942 |
| 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 | $4,253,000 | 659 |
| 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 | $156,017,000 | 386 |
| Mortgage-backed securities | $94,308,000 | 665 |
| Certificates of participation in pools of residential mortgages | $16,368,000 | 1,474 |
| Issued or guaranteed by U.S. | $16,368,000 | 1,452 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $72,971,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $72,971,000 | 312 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,969,000 | 948 |
| Commercial mortgage pass-through securities | $4,969,000 | 616 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $38,661,000 | 386 |
| Available-for-sale securities (fair market value) | $235,229,000 | 528 |
| Total debt securities | $273,889,000 | 499 |
| 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 | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $281,527,000 | 502 |
| U.S. Government securities | $177,071,000 | 527 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $177,071,000 | 496 |
| Securities issued by states & political subdivisions | $100,495,000 | 311 |
| Other domestic debt securities | $3,961,000 | 979 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,961,000 | 684 |
| 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 | $161,917,000 | 379 |
| Mortgage-backed securities | $92,926,000 | 668 |
| Certificates of participation in pools of residential mortgages | $15,395,000 | 1,540 |
| Issued or guaranteed by U.S. | $15,395,000 | 1,514 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $72,549,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $72,549,000 | 307 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $4,982,000 | 879 |
| Commercial mortgage pass-through securities | $4,982,000 | 591 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $42,993,000 | 374 |
| Available-for-sale securities (fair market value) | $238,534,000 | 517 |
| Total debt securities | $281,531,000 | 495 |
| 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 | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $250,359,000 | 564 |
| U.S. Government securities | $145,100,000 | 630 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $145,100,000 | 595 |
| Securities issued by states & political subdivisions | $103,367,000 | 309 |
| Other domestic debt securities | $1,892,000 | 1,278 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,892,000 | 959 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,614,000 | 399 |
| Mortgage-backed securities | $69,130,000 | 840 |
| Certificates of participation in pools of residential mortgages | $12,035,000 | 1,803 |
| Issued or guaranteed by U.S. | $12,035,000 | 1,781 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $52,105,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $52,105,000 | 371 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $4,990,000 | 858 |
| Commercial mortgage pass-through securities | $4,990,000 | 585 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $47,379,000 | 371 |
| Available-for-sale securities (fair market value) | $202,980,000 | 601 |
| Total debt securities | $250,358,000 | 554 |
| 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 | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $250,874,000 | 556 |
| U.S. Government securities | $144,236,000 | 634 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $144,236,000 | 597 |
| Securities issued by states & political subdivisions | $104,753,000 | 309 |
| Other domestic debt securities | $1,885,000 | 1,236 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,885,000 | 958 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,222,000 | 354 |
| Mortgage-backed securities | $70,997,000 | 815 |
| Certificates of participation in pools of residential mortgages | $12,409,000 | 1,799 |
| Issued or guaranteed by U.S. | $12,409,000 | 1,788 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $51,741,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $51,741,000 | 363 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $6,847,000 | 752 |
| Commercial mortgage pass-through securities | $6,847,000 | 476 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $49,340,000 | 373 |
| Available-for-sale securities (fair market value) | $201,534,000 | 597 |
| Total debt securities | $250,874,000 | 549 |
| 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 | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $264,121,000 | 540 |
| U.S. Government securities | $153,368,000 | 601 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $153,368,000 | 564 |
| Securities issued by states & political subdivisions | $108,868,000 | 308 |
| Other domestic debt securities | $1,885,000 | 1,386 |
| 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 | $1,885,000 | 963 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,541,000 | 365 |
| Mortgage-backed securities | $79,069,000 | 764 |
| Certificates of participation in pools of residential mortgages | $16,199,000 | 1,567 |
| Issued or guaranteed by U.S. | $16,199,000 | 1,504 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $54,533,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $54,533,000 | 349 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $8,337,000 | 668 |
| Commercial mortgage pass-through securities | $8,337,000 | 416 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $53,294,000 | 356 |
| Available-for-sale securities (fair market value) | $210,827,000 | 576 |
| Total debt securities | $264,122,000 | 532 |
| 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 | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $270,018,000 | 536 |
| U.S. Government securities | $154,424,000 | 609 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $154,424,000 | 574 |
| Securities issued by states & political subdivisions | $113,694,000 | 298 |
| Other domestic debt securities | $1,900,000 | 1,241 |
| 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 | $1,900,000 | 980 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,367,000 | 351 |
| Mortgage-backed securities | $79,767,000 | 752 |
| Certificates of participation in pools of residential mortgages | $17,123,000 | 1,547 |
| Issued or guaranteed by U.S. | $17,123,000 | 1,544 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $54,243,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $54,243,000 | 359 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $8,401,000 | 586 |
| Commercial mortgage pass-through securities | $8,401,000 | 329 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $57,722,000 | 347 |
| Available-for-sale securities (fair market value) | $212,296,000 | 578 |
| Total debt securities | $270,018,000 | 529 |
| 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 | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $271,613,000 | 539 |
| U.S. Government securities | $156,433,000 | 591 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $156,433,000 | 559 |
| Securities issued by states & political subdivisions | $113,232,000 | 315 |
| Other domestic debt securities | $1,948,000 | 1,226 |
| 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 | $1,948,000 | 986 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,671,000 | 405 |
| Mortgage-backed securities | $81,639,000 | 746 |
| Certificates of participation in pools of residential mortgages | $20,046,000 | 1,416 |
| Issued or guaranteed by U.S. | $20,046,000 | 1,415 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $53,071,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $53,071,000 | 361 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $8,522,000 | 573 |
| Commercial mortgage pass-through securities | $8,522,000 | 330 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $56,554,000 | 352 |
| Available-for-sale securities (fair market value) | $215,059,000 | 584 |
| Total debt securities | $271,613,000 | 531 |
| 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 | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $278,415,000 | 529 |
| U.S. Government securities | $159,057,000 | 585 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $159,057,000 | 555 |
| Securities issued by states & political subdivisions | $117,396,000 | 297 |
| Other domestic debt securities | $1,962,000 | 1,241 |
| 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 | $1,962,000 | 1,006 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $179,419,000 | 364 |
| Mortgage-backed securities | $83,809,000 | 733 |
| Certificates of participation in pools of residential mortgages | $19,093,000 | 1,508 |
| Issued or guaranteed by U.S. | $19,093,000 | 1,506 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $56,083,000 | 369 |
| CMOs issued by government agencies or sponsored agencies | $56,083,000 | 347 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $8,633,000 | 547 |
| Commercial mortgage pass-through securities | $8,633,000 | 316 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $60,130,000 | 350 |
| Available-for-sale securities (fair market value) | $218,285,000 | 567 |
| Total debt securities | $278,415,000 | 521 |
| 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 | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $291,192,000 | 521 |
| U.S. Government securities | $169,248,000 | 560 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $169,248,000 | 531 |
| Securities issued by states & political subdivisions | $119,987,000 | 302 |
| Other domestic debt securities | $1,957,000 | 1,266 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,957,000 | 1,034 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $179,326,000 | 377 |
| Mortgage-backed securities | $88,796,000 | 713 |
| Certificates of participation in pools of residential mortgages | $20,061,000 | 1,486 |
| Issued or guaranteed by U.S. | $20,061,000 | 1,484 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $59,068,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $59,068,000 | 339 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $9,667,000 | 523 |
| Commercial mortgage pass-through securities | $9,667,000 | 301 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $61,954,000 | 350 |
| Available-for-sale securities (fair market value) | $229,238,000 | 558 |
| Total debt securities | $291,192,000 | 512 |
| 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 | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $284,859,000 | 536 |
| U.S. Government securities | $164,786,000 | 591 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $164,786,000 | 554 |
| Securities issued by states & political subdivisions | $119,154,000 | 302 |
| Other domestic debt securities | $919,000 | 1,632 |
| 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 | $919,000 | 1,349 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,031,000 | 370 |
| Mortgage-backed securities | $90,554,000 | 717 |
| Certificates of participation in pools of residential mortgages | $30,799,000 | 1,112 |
| Issued or guaranteed by U.S. | $30,799,000 | 1,111 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $59,755,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $59,755,000 | 339 |
| 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) | $67,110,000 | 338 |
| Available-for-sale securities (fair market value) | $217,749,000 | 588 |
| Total debt securities | $284,859,000 | 528 |
| 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 | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $294,303,000 | 514 |
| U.S. Government securities | $170,754,000 | 562 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $170,754,000 | 527 |
| Securities issued by states & political subdivisions | $122,630,000 | 280 |
| Other domestic debt securities | $919,000 | 1,642 |
| 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 | $919,000 | 1,349 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,365,000 | 408 |
| Mortgage-backed securities | $94,509,000 | 675 |
| Certificates of participation in pools of residential mortgages | $31,779,000 | 1,084 |
| Issued or guaranteed by U.S. | $31,779,000 | 1,083 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $62,730,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $62,730,000 | 331 |
| 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) | $71,358,000 | 321 |
| Available-for-sale securities (fair market value) | $222,945,000 | 571 |
| Total debt securities | $294,303,000 | 507 |
| 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 | $295,104,000 | 517 |
| U.S. Government securities | $171,345,000 | 561 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $171,345,000 | 535 |
| Securities issued by states & political subdivisions | $123,759,000 | 270 |
| Other domestic debt securities | $0 | 2,187 |
| 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 | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $179,923,000 | 381 |
| Mortgage-backed securities | $94,053,000 | 689 |
| Certificates of participation in pools of residential mortgages | $32,280,000 | 1,073 |
| Issued or guaranteed by U.S. | $32,280,000 | 1,072 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $61,773,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $61,773,000 | 339 |
| 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) | $74,558,000 | 316 |
| Available-for-sale securities (fair market value) | $220,546,000 | 577 |
| Total debt securities | $295,104,000 | 510 |
| 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 | $296,299,000 | 514 |
| U.S. Government securities | $178,471,000 | 556 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $178,471,000 | 528 |
| Securities issued by states & political subdivisions | $117,828,000 | 287 |
| Other domestic debt securities | $0 | 2,228 |
| 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 | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,820,000 | 381 |
| Mortgage-backed securities | $98,353,000 | 658 |
| Certificates of participation in pools of residential mortgages | $33,736,000 | 1,066 |
| Issued or guaranteed by U.S. | $33,736,000 | 1,062 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $64,617,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $64,617,000 | 333 |
| 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) | $76,727,000 | 324 |
| Available-for-sale securities (fair market value) | $219,572,000 | 586 |
| Total debt securities | $296,299,000 | 506 |
| 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 | $293,763,000 | 531 |
| U.S. Government securities | $180,306,000 | 555 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $180,306,000 | 529 |
| Securities issued by states & political subdivisions | $113,457,000 | 290 |
| Other domestic debt securities | $0 | 2,247 |
| 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 | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,110,000 | 375 |
| Mortgage-backed securities | $97,559,000 | 678 |
| Certificates of participation in pools of residential mortgages | $34,780,000 | 1,044 |
| Issued or guaranteed by U.S. | $34,780,000 | 1,043 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $62,779,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $62,779,000 | 350 |
| 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) | $84,474,000 | 310 |
| Available-for-sale securities (fair market value) | $209,289,000 | 620 |
| Total debt securities | $293,763,000 | 520 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $285,139,000 | 540 |
| U.S. Government securities | $174,627,000 | 571 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $174,627,000 | 546 |
| Securities issued by states & political subdivisions | $110,512,000 | 298 |
| Other domestic debt securities | $0 | 2,244 |
| 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 | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,586,000 | 434 |
| Mortgage-backed securities | $93,642,000 | 679 |
| Certificates of participation in pools of residential mortgages | $35,441,000 | 1,036 |
| Issued or guaranteed by U.S. | $35,441,000 | 1,034 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $58,201,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $58,201,000 | 365 |
| 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) | $85,917,000 | 310 |
| Available-for-sale securities (fair market value) | $199,222,000 | 647 |
| Total debt securities | $285,139,000 | 531 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $282,936,000 | 543 |
| U.S. Government securities | $174,805,000 | 583 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $174,805,000 | 553 |
| Securities issued by states & political subdivisions | $108,131,000 | 300 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,499,000 | 386 |
| Mortgage-backed securities | $94,347,000 | 668 |
| Certificates of participation in pools of residential mortgages | $37,229,000 | 987 |
| Issued or guaranteed by U.S. | $37,229,000 | 987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $57,118,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $57,118,000 | 372 |
| 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) | $92,037,000 | 307 |
| Available-for-sale securities (fair market value) | $190,899,000 | 679 |
| Total debt securities | $282,936,000 | 534 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $279,533,000 | 556 |
| U.S. Government securities | $175,112,000 | 588 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $175,112,000 | 565 |
| Securities issued by states & political subdivisions | $104,421,000 | 298 |
| Other domestic debt securities | $0 | 2,307 |
| 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 | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,456,000 | 442 |
| Mortgage-backed securities | $95,859,000 | 681 |
| Certificates of participation in pools of residential mortgages | $38,503,000 | 1,005 |
| Issued or guaranteed by U.S. | $38,503,000 | 1,004 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $57,356,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $57,356,000 | 385 |
| 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) | $94,688,000 | 293 |
| Available-for-sale securities (fair market value) | $184,845,000 | 705 |
| Total debt securities | $279,533,000 | 548 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $280,154,000 | 558 |
| U.S. Government securities | $177,334,000 | 591 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $177,334,000 | 572 |
| Securities issued by states & political subdivisions | $102,820,000 | 297 |
| 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 | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,362,000 | 405 |
| Mortgage-backed securities | $92,995,000 | 707 |
| Certificates of participation in pools of residential mortgages | $38,343,000 | 1,014 |
| Issued or guaranteed by U.S. | $38,343,000 | 1,013 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $54,652,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $54,652,000 | 407 |
| 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) | $106,318,000 | 271 |
| Available-for-sale securities (fair market value) | $173,836,000 | 754 |
| Total debt securities | $280,154,000 | 550 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $272,765,000 | 568 |
| U.S. Government securities | $171,558,000 | 601 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $171,558,000 | 575 |
| Securities issued by states & political subdivisions | $101,207,000 | 300 |
| 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 | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,949,000 | 483 |
| Mortgage-backed securities | $89,598,000 | 735 |
| Certificates of participation in pools of residential mortgages | $39,503,000 | 1,006 |
| Issued or guaranteed by U.S. | $39,503,000 | 1,003 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $50,095,000 | 471 |
| CMOs issued by government agencies or sponsored agencies | $50,095,000 | 445 |
| 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) | $109,701,000 | 260 |
| Available-for-sale securities (fair market value) | $163,064,000 | 806 |
| Total debt securities | $272,765,000 | 558 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $274,973,000 | 555 |
| U.S. Government securities | $172,570,000 | 606 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $172,570,000 | 581 |
| Securities issued by states & political subdivisions | $102,403,000 | 284 |
| 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 | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,630,000 | 443 |
| Mortgage-backed securities | $90,049,000 | 748 |
| Certificates of participation in pools of residential mortgages | $40,804,000 | 1,006 |
| Issued or guaranteed by U.S. | $40,804,000 | 1,005 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $49,245,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $49,245,000 | 460 |
| 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) | $112,549,000 | 253 |
| Available-for-sale securities (fair market value) | $162,424,000 | 825 |
| Total debt securities | $274,973,000 | 547 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $280,774,000 | 549 |
| U.S. Government securities | $177,743,000 | 599 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $177,743,000 | 577 |
| Securities issued by states & political subdivisions | $103,031,000 | 279 |
| 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 | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,924,000 | 500 |
| Mortgage-backed securities | $86,736,000 | 788 |
| Certificates of participation in pools of residential mortgages | $39,986,000 | 1,048 |
| Issued or guaranteed by U.S. | $39,986,000 | 1,047 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $46,750,000 | 512 |
| CMOs issued by government agencies or sponsored agencies | $46,750,000 | 478 |
| 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) | $114,160,000 | 245 |
| Available-for-sale securities (fair market value) | $166,614,000 | 813 |
| Total debt securities | $280,774,000 | 539 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $264,859,000 | 583 |
| U.S. Government securities | $163,111,000 | 651 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $163,111,000 | 628 |
| Securities issued by states & political subdivisions | $101,748,000 | 288 |
| 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 | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,604,000 | 517 |
| Mortgage-backed securities | $79,985,000 | 837 |
| Certificates of participation in pools of residential mortgages | $36,828,000 | 1,112 |
| Issued or guaranteed by U.S. | $36,828,000 | 1,112 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $43,157,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $43,157,000 | 499 |
| 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) | $119,061,000 | 230 |
| Available-for-sale securities (fair market value) | $145,798,000 | 928 |
| Total debt securities | $264,859,000 | 571 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $250,360,000 | 621 |
| U.S. Government securities | $150,084,000 | 696 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $150,084,000 | 670 |
| Securities issued by states & political subdivisions | $100,276,000 | 291 |
| 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 | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,348,000 | 682 |
| Mortgage-backed securities | $71,860,000 | 909 |
| Certificates of participation in pools of residential mortgages | $35,614,000 | 1,140 |
| Issued or guaranteed by U.S. | $35,614,000 | 1,140 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $36,246,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $36,246,000 | 570 |
| 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) | $4,030,000 | 1,526 |
| Available-for-sale securities (fair market value) | $246,330,000 | 545 |
| Total debt securities | $250,360,000 | 611 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $239,743,000 | 647 |
| U.S. Government securities | $141,134,000 | 729 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $141,134,000 | 701 |
| Securities issued by states & political subdivisions | $98,609,000 | 290 |
| 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 | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,781,000 | 610 |
| Mortgage-backed securities | $63,768,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $31,856,000 | 1,247 |
| Issued or guaranteed by U.S. | $31,856,000 | 1,245 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $31,912,000 | 678 |
| CMOs issued by government agencies or sponsored agencies | $31,912,000 | 631 |
| 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) | $3,458,000 | 1,544 |
| Available-for-sale securities (fair market value) | $236,285,000 | 568 |
| Total debt securities | $239,743,000 | 636 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,174 |
| Fair value | $2,003,000 | 1,175 |
| 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 | $233,984,000 | 663 |
| U.S. Government securities | $135,505,000 | 761 |
| U.S. Treasury securities | $3,492,000 | 527 |
| U.S. Government agency obligations | $132,013,000 | 748 |
| Securities issued by states & political subdivisions | $98,479,000 | 289 |
| 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 | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,844,000 | 622 |
| Mortgage-backed securities | $55,368,000 | 1,157 |
| Certificates of participation in pools of residential mortgages | $28,776,000 | 1,365 |
| Issued or guaranteed by U.S. | $28,776,000 | 1,364 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $26,592,000 | 778 |
| CMOs issued by government agencies or sponsored agencies | $26,592,000 | 733 |
| 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) | $4,066,000 | 1,434 |
| Available-for-sale securities (fair market value) | $229,918,000 | 598 |
| Total debt securities | $233,984,000 | 652 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,166 |
| Fair value | $2,002,000 | 1,169 |
| 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 | $239,491,000 | 655 |
| U.S. Government securities | $141,780,000 | 739 |
| U.S. Treasury securities | $4,546,000 | 481 |
| U.S. Government agency obligations | $137,234,000 | 735 |
| Securities issued by states & political subdivisions | $97,711,000 | 288 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,860,000 | 580 |
| Mortgage-backed securities | $52,274,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $27,453,000 | 1,453 |
| Issued or guaranteed by U.S. | $27,453,000 | 1,451 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $24,821,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $24,821,000 | 818 |
| 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) | $3,748,000 | 1,433 |
| Available-for-sale securities (fair market value) | $235,743,000 | 598 |
| Total debt securities | $239,491,000 | 642 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $2,012,000 | 1,188 |
| 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 | $239,003,000 | 639 |
| U.S. Government securities | $145,943,000 | 709 |
| U.S. Treasury securities | $8,557,000 | 331 |
| U.S. Government agency obligations | $137,386,000 | 717 |
| Securities issued by states & political subdivisions | $93,060,000 | 302 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,806,000 | 662 |
| Mortgage-backed securities | $52,492,000 | 1,249 |
| Certificates of participation in pools of residential mortgages | $31,466,000 | 1,282 |
| Issued or guaranteed by U.S. | $31,466,000 | 1,279 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $21,026,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $21,026,000 | 915 |
| 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) | $5,688,000 | 1,240 |
| Available-for-sale securities (fair market value) | $233,315,000 | 591 |
| Total debt securities | $239,003,000 | 630 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,223 |
| Fair value | $2,016,000 | 1,229 |
| 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 | $238,663,000 | 654 |
| U.S. Government securities | $146,439,000 | 717 |
| U.S. Treasury securities | $8,576,000 | 293 |
| U.S. Government agency obligations | $137,863,000 | 741 |
| Securities issued by states & political subdivisions | $92,224,000 | 287 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,841,000 | 600 |
| Mortgage-backed securities | $53,316,000 | 1,299 |
| Certificates of participation in pools of residential mortgages | $34,062,000 | 1,272 |
| Issued or guaranteed by U.S. | $34,062,000 | 1,272 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $19,254,000 | 1,078 |
| CMOs issued by government agencies or sponsored agencies | $19,254,000 | 1,010 |
| 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) | $6,635,000 | 1,192 |
| Available-for-sale securities (fair market value) | $232,028,000 | 604 |
| Total debt securities | $238,663,000 | 639 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,020,000 | 1,313 |
| 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 | $242,015,000 | 644 |
| U.S. Government securities | $150,684,000 | 708 |
| U.S. Treasury securities | $8,570,000 | 298 |
| U.S. Government agency obligations | $142,114,000 | 728 |
| Securities issued by states & political subdivisions | $91,331,000 | 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 | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,670,000 | 644 |
| Mortgage-backed securities | $53,816,000 | 1,323 |
| Certificates of participation in pools of residential mortgages | $35,369,000 | 1,237 |
| Issued or guaranteed by U.S. | $35,369,000 | 1,237 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $18,447,000 | 1,135 |
| CMOs issued by government agencies or sponsored agencies | $18,447,000 | 1,053 |
| 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) | $6,100,000 | 1,211 |
| Available-for-sale securities (fair market value) | $235,915,000 | 594 |
| Total debt securities | $242,015,000 | 634 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,030 |
| Fair value | $4,018,000 | 1,038 |
| 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 | $233,854,000 | 679 |
| U.S. Government securities | $146,452,000 | 767 |
| U.S. Treasury securities | $10,527,000 | 259 |
| U.S. Government agency obligations | $135,925,000 | 798 |
| Securities issued by states & political subdivisions | $87,402,000 | 281 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,808,000 | 575 |
| Mortgage-backed securities | $48,897,000 | 1,404 |
| Certificates of participation in pools of residential mortgages | $32,690,000 | 1,301 |
| Issued or guaranteed by U.S. | $32,690,000 | 1,300 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $16,207,000 | 1,256 |
| CMOs issued by government agencies or sponsored agencies | $16,207,000 | 1,174 |
| 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) | $6,342,000 | 1,213 |
| Available-for-sale securities (fair market value) | $227,512,000 | 627 |
| Total debt securities | $233,854,000 | 669 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 859 |
| Fair value | $6,520,000 | 853 |
| 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 | $215,369,000 | 705 |
| U.S. Government securities | $129,351,000 | 814 |
| U.S. Treasury securities | $7,063,000 | 327 |
| U.S. Government agency obligations | $122,288,000 | 828 |
| Securities issued by states & political subdivisions | $86,018,000 | 288 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,551,000 | 652 |
| Mortgage-backed securities | $40,379,000 | 1,556 |
| Certificates of participation in pools of residential mortgages | $34,085,000 | 1,200 |
| Issued or guaranteed by U.S. | $34,085,000 | 1,198 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,294,000 | 1,934 |
| CMOs issued by government agencies or sponsored agencies | $6,294,000 | 1,760 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $6,425,000 | 1,236 |
| Available-for-sale securities (fair market value) | $208,944,000 | 645 |
| Total debt securities | $215,369,000 | 697 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 711 |
| Fair value | $7,530,000 | 710 |
| 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 | $199,359,000 | 741 |
| U.S. Government securities | $115,043,000 | 877 |
| U.S. Treasury securities | $7,076,000 | 343 |
| U.S. Government agency obligations | $107,967,000 | 897 |
| Securities issued by states & political subdivisions | $84,316,000 | 276 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,610,000 | 608 |
| Mortgage-backed securities | $34,133,000 | 1,711 |
| Certificates of participation in pools of residential mortgages | $31,141,000 | 1,246 |
| Issued or guaranteed by U.S. | $31,141,000 | 1,241 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,992,000 | 2,484 |
| CMOs issued by government agencies or sponsored agencies | $2,992,000 | 2,284 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $6,114,000 | 1,258 |
| Available-for-sale securities (fair market value) | $193,245,000 | 674 |
| Total debt securities | $199,359,000 | 728 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 745 |
| Fair value | $7,550,000 | 745 |
| 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 | $194,714,000 | 761 |
| U.S. Government securities | $109,367,000 | 933 |
| U.S. Treasury securities | $7,075,000 | 389 |
| U.S. Government agency obligations | $102,292,000 | 958 |
| Securities issued by states & political subdivisions | $85,347,000 | 256 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,790,000 | 652 |
| Mortgage-backed securities | $30,006,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $30,006,000 | 1,230 |
| Issued or guaranteed by U.S. | $30,006,000 | 1,225 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $8,756,000 | 1,094 |
| Available-for-sale securities (fair market value) | $185,958,000 | 698 |
| Total debt securities | $194,714,000 | 747 |
| Structured notes | ||
| Amortized cost | $8,498,000 | 792 |
| Fair value | $8,567,000 | 786 |
| 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 | $188,357,000 | 776 |
| U.S. Government securities | $103,758,000 | 964 |
| U.S. Treasury securities | $6,032,000 | 456 |
| U.S. Government agency obligations | $97,726,000 | 981 |
| Securities issued by states & political subdivisions | $84,599,000 | 256 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,550,000 | 600 |
| Mortgage-backed securities | $27,349,000 | 1,906 |
| Certificates of participation in pools of residential mortgages | $27,349,000 | 1,280 |
| Issued or guaranteed by U.S. | $27,349,000 | 1,271 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $8,764,000 | 1,094 |
| Available-for-sale securities (fair market value) | $179,593,000 | 711 |
| Total debt securities | $188,357,000 | 763 |
| 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 | $190,176,000 | 739 |
| U.S. Government securities | $104,788,000 | 913 |
| U.S. Treasury securities | $4,042,000 | 560 |
| U.S. Government agency obligations | $100,746,000 | 911 |
| Securities issued by states & political subdivisions | $85,388,000 | 233 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,059,000 | 644 |
| Mortgage-backed securities | $27,055,000 | 1,869 |
| Certificates of participation in pools of residential mortgages | $27,055,000 | 1,258 |
| Issued or guaranteed by U.S. | $27,055,000 | 1,246 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $8,357,000 | 1,121 |
| Available-for-sale securities (fair market value) | $181,819,000 | 688 |
| Total debt securities | $190,176,000 | 730 |
| 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 | $169,709,000 | 803 |
| U.S. Government securities | $87,474,000 | 1,053 |
| U.S. Treasury securities | $4,059,000 | 509 |
| U.S. Government agency obligations | $83,415,000 | 1,039 |
| Securities issued by states & political subdivisions | $82,235,000 | 236 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,236,000 | 600 |
| Mortgage-backed securities | $17,702,000 | 2,374 |
| Certificates of participation in pools of residential mortgages | $17,702,000 | 1,680 |
| Issued or guaranteed by U.S. | $17,702,000 | 1,676 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $8,743,000 | 1,128 |
| Available-for-sale securities (fair market value) | $160,966,000 | 736 |
| Total debt securities | $169,709,000 | 792 |
| 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 | $170,410,000 | 791 |
| U.S. Government securities | $89,480,000 | 1,055 |
| U.S. Treasury securities | $4,042,000 | 499 |
| U.S. Government agency obligations | $85,438,000 | 1,058 |
| Securities issued by states & political subdivisions | $80,930,000 | 219 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,624,000 | 624 |
| Mortgage-backed securities | $19,513,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $19,513,000 | 1,586 |
| Issued or guaranteed by U.S. | $19,513,000 | 1,579 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $8,594,000 | 1,167 |
| Available-for-sale securities (fair market value) | $161,816,000 | 732 |
| Total debt securities | $170,410,000 | 781 |
| 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 | $157,924,000 | 844 |
| U.S. Government securities | $76,767,000 | 1,223 |
| U.S. Treasury securities | $1,985,000 | 691 |
| U.S. Government agency obligations | $74,782,000 | 1,202 |
| Securities issued by states & political subdivisions | $81,157,000 | 212 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,122,000 | 624 |
| Mortgage-backed securities | $18,763,000 | 2,340 |
| Certificates of participation in pools of residential mortgages | $18,763,000 | 1,707 |
| Issued or guaranteed by U.S. | $18,763,000 | 1,705 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $9,660,000 | 1,116 |
| Available-for-sale securities (fair market value) | $148,264,000 | 778 |
| Total debt securities | $157,924,000 | 826 |
| 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 | $144,227,000 | 890 |
| U.S. Government securities | $63,951,000 | 1,397 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $63,951,000 | 1,353 |
| Securities issued by states & political subdivisions | $80,276,000 | 213 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,927,000 | 722 |
| Mortgage-backed securities | $18,240,000 | 2,440 |
| Certificates of participation in pools of residential mortgages | $18,240,000 | 1,805 |
| Issued or guaranteed by U.S. | $18,240,000 | 1,799 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $10,866,000 | 1,049 |
| Available-for-sale securities (fair market value) | $133,361,000 | 838 |
| Total debt securities | $144,227,000 | 874 |
| 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 | $136,411,000 | 933 |
| U.S. Government securities | $59,798,000 | 1,470 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $59,798,000 | 1,428 |
| Securities issued by states & political subdivisions | $76,613,000 | 229 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,316,000 | 656 |
| Mortgage-backed securities | $20,895,000 | 2,272 |
| Certificates of participation in pools of residential mortgages | $20,895,000 | 1,685 |
| Issued or guaranteed by U.S. | $20,895,000 | 1,680 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $9,608,000 | 1,154 |
| Available-for-sale securities (fair market value) | $126,803,000 | 871 |
| Total debt securities | $136,411,000 | 920 |
| 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 | $129,332,000 | 985 |
| U.S. Government securities | $57,978,000 | 1,477 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $57,978,000 | 1,437 |
| Securities issued by states & political subdivisions | $71,354,000 | 252 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,956,000 | 710 |
| Mortgage-backed securities | $19,998,000 | 2,360 |
| Certificates of participation in pools of residential mortgages | $19,998,000 | 1,760 |
| Issued or guaranteed by U.S. | $19,998,000 | 1,753 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $9,687,000 | 1,165 |
| Available-for-sale securities (fair market value) | $119,645,000 | 912 |
| Total debt securities | $129,332,000 | 962 |
| 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 | $127,984,000 | 989 |
| U.S. Government securities | $58,835,000 | 1,462 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $58,835,000 | 1,427 |
| Securities issued by states & political subdivisions | $69,149,000 | 252 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,080,000 | 706 |
| Mortgage-backed securities | $21,575,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | $21,575,000 | 1,718 |
| Issued or guaranteed by U.S. | $21,575,000 | 1,708 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,974,000 | 1,161 |
| Available-for-sale securities (fair market value) | $118,010,000 | 916 |
| Total debt securities | $127,984,000 | 971 |
| 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 | $130,058,000 | 946 |
| U.S. Government securities | $66,276,000 | 1,296 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $66,276,000 | 1,273 |
| Securities issued by states & political subdivisions | $63,782,000 | 269 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,815,000 | 731 |
| Mortgage-backed securities | $20,820,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $20,820,000 | 1,722 |
| Issued or guaranteed by U.S. | $20,820,000 | 1,712 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,658,000 | 1,251 |
| Available-for-sale securities (fair market value) | $121,400,000 | 865 |
| Total debt securities | $130,058,000 | 925 |
| 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 | $125,259,000 | 956 |
| U.S. Government securities | $69,360,000 | 1,214 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $69,360,000 | 1,184 |
| Securities issued by states & political subdivisions | $55,899,000 | 298 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,140,000 | 694 |
| Mortgage-backed securities | $18,244,000 | 2,372 |
| Certificates of participation in pools of residential mortgages | $18,244,000 | 1,799 |
| Issued or guaranteed by U.S. | $18,244,000 | 1,786 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,813,000 | 1,240 |
| Available-for-sale securities (fair market value) | $116,446,000 | 882 |
| Total debt securities | $125,259,000 | 943 |
| 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 | $129,370,000 | 933 |
| U.S. Government securities | $80,099,000 | 1,039 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $80,099,000 | 1,020 |
| Securities issued by states & political subdivisions | $49,271,000 | 358 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,402,000 | 692 |
| Mortgage-backed securities | $12,837,000 | 2,861 |
| Certificates of participation in pools of residential mortgages | $12,837,000 | 2,266 |
| Issued or guaranteed by U.S. | $12,837,000 | 2,253 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,775,000 | 1,324 |
| Available-for-sale securities (fair market value) | $121,595,000 | 871 |
| Total debt securities | $129,370,000 | 912 |
| 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 | $113,657,000 | 1,079 |
| U.S. Government securities | $65,520,000 | 1,277 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $65,520,000 | 1,250 |
| Securities issued by states & political subdivisions | $48,137,000 | 379 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,809,000 | 635 |
| Mortgage-backed securities | $3,828,000 | 4,456 |
| Certificates of participation in pools of residential mortgages | $3,828,000 | 3,901 |
| Issued or guaranteed by U.S. | $3,828,000 | 3,887 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,858,000 | 1,091 |
| Available-for-sale securities (fair market value) | $102,799,000 | 1,039 |
| Total debt securities | $113,657,000 | 1,051 |
| 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 | $112,649,000 | 1,070 |
| U.S. Government securities | $67,781,000 | 1,242 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $67,781,000 | 1,217 |
| Securities issued by states & political subdivisions | $44,868,000 | 411 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,122,000 | 635 |
| Mortgage-backed securities | $3,000 | 6,567 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,320 |
| Issued or guaranteed by U.S. | $3,000 | 6,299 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,342,000 | 1,073 |
| Available-for-sale securities (fair market value) | $100,307,000 | 1,049 |
| Total debt securities | $112,649,000 | 1,043 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $111,438,000 | 1,080 |
| U.S. Government securities | $71,994,000 | 1,195 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $71,994,000 | 1,169 |
| Securities issued by states & political subdivisions | $39,444,000 | 467 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,038,000 | 590 |
| Mortgage-backed securities | $3,000 | 6,547 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,285 |
| Issued or guaranteed by U.S. | $3,000 | 6,262 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,650,000 | 990 |
| Available-for-sale securities (fair market value) | $96,788,000 | 1,090 |
| Total debt securities | $111,438,000 | 1,056 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $116,896,000 | 1,031 |
| U.S. Government securities | $79,093,000 | 1,106 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $79,093,000 | 1,078 |
| Securities issued by states & political subdivisions | $37,803,000 | 479 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,283,000 | 599 |
| Mortgage-backed securities | $4,000 | 6,564 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,296 |
| Issued or guaranteed by U.S. | $4,000 | 6,276 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,250,000 | 981 |
| Available-for-sale securities (fair market value) | $101,646,000 | 1,033 |
| Total debt securities | $116,896,000 | 1,006 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $108,391,000 | 1,128 |
| U.S. Government securities | $71,967,000 | 1,210 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $71,967,000 | 1,176 |
| Securities issued by states & political subdivisions | $36,424,000 | 503 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,767,000 | 584 |
| Mortgage-backed securities | $4,000 | 6,584 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,320 |
| Issued or guaranteed by U.S. | $4,000 | 6,296 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,799,000 | 797 |
| Available-for-sale securities (fair market value) | $87,592,000 | 1,179 |
| Total debt securities | $108,391,000 | 1,101 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $104,357,000 | 1,195 |
| U.S. Government securities | $74,013,000 | 1,205 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $74,013,000 | 1,172 |
| Securities issued by states & political subdivisions | $30,344,000 | 625 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,605,000 | 681 |
| Mortgage-backed securities | $4,000 | 6,609 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,344 |
| Issued or guaranteed by U.S. | $4,000 | 6,319 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,831,000 | 801 |
| Available-for-sale securities (fair market value) | $83,526,000 | 1,269 |
| Total debt securities | $104,357,000 | 1,165 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $101,582,000 | 1,236 |
| U.S. Government securities | $74,869,000 | 1,220 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $74,869,000 | 1,184 |
| Securities issued by states & political subdivisions | $26,713,000 | 725 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,060,000 | 649 |
| Mortgage-backed securities | $4,000 | 6,674 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,405 |
| Issued or guaranteed by U.S. | $4,000 | 6,377 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,020,000 | 832 |
| Available-for-sale securities (fair market value) | $80,562,000 | 1,304 |
| Total debt securities | $101,582,000 | 1,208 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $101,584,000 | 1,225 |
| U.S. Government securities | $78,028,000 | 1,157 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $78,028,000 | 1,123 |
| Securities issued by states & political subdivisions | $23,556,000 | 820 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $79,623,000 | 671 |
| Mortgage-backed securities | $5,000 | 6,712 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,441 |
| Issued or guaranteed by U.S. | $5,000 | 6,419 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,862,000 | 893 |
| Available-for-sale securities (fair market value) | $81,722,000 | 1,280 |
| Total debt securities | $101,584,000 | 1,194 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $95,724,000 | 1,301 |
| U.S. Government securities | $72,689,000 | 1,249 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $72,689,000 | 1,204 |
| Securities issued by states & political subdivisions | $23,035,000 | 833 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $76,983,000 | 681 |
| Mortgage-backed securities | $6,000 | 6,735 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,456 |
| Issued or guaranteed by U.S. | $6,000 | 6,436 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,126,000 | 832 |
| Available-for-sale securities (fair market value) | $73,598,000 | 1,430 |
| Total debt securities | $95,724,000 | 1,272 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $97,528,000 | 1,275 |
| U.S. Government securities | $74,786,000 | 1,196 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $74,786,000 | 1,155 |
| Securities issued by states & political subdivisions | $22,742,000 | 840 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $69,692,000 | 745 |
| Mortgage-backed securities | $7,000 | 6,796 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,502 |
| Issued or guaranteed by U.S. | $7,000 | 6,484 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,135,000 | 855 |
| Available-for-sale securities (fair market value) | $75,393,000 | 1,384 |
| Total debt securities | $97,528,000 | 1,246 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $95,518,000 | 1,283 |
| U.S. Government securities | $73,713,000 | 1,215 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $73,713,000 | 1,170 |
| Securities issued by states & political subdivisions | $21,805,000 | 881 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $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 | $72,335,000 | 708 |
| Mortgage-backed securities | $8,000 | 6,819 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,528 |
| Issued or guaranteed by U.S. | $8,000 | 6,511 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,813,000 | 864 |
| Available-for-sale securities (fair market value) | $73,705,000 | 1,395 |
| Total debt securities | $95,518,000 | 1,252 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $92,506,000 | 1,333 |
| U.S. Government securities | $70,684,000 | 1,289 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $70,684,000 | 1,240 |
| Securities issued by states & political subdivisions | $21,822,000 | 872 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $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 | $74,633,000 | 672 |
| Mortgage-backed securities | $8,000 | 6,865 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,586 |
| Issued or guaranteed by U.S. | $8,000 | 6,567 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,579,000 | 852 |
| Available-for-sale securities (fair market value) | $69,927,000 | 1,480 |
| Total debt securities | $92,506,000 | 1,305 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $92,101,000 | 1,365 |
| U.S. Government securities | $68,722,000 | 1,356 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $68,722,000 | 1,296 |
| Securities issued by states & political subdivisions | $23,379,000 | 793 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,950,000 | 706 |
| Mortgage-backed securities | $9,000 | 6,931 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,646 |
| Issued or guaranteed by U.S. | $9,000 | 6,629 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,134,000 | 830 |
| Available-for-sale securities (fair market value) | $67,967,000 | 1,539 |
| Total debt securities | $92,101,000 | 1,334 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $94,848,000 | 1,347 |
| U.S. Government securities | $69,388,000 | 1,349 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $69,388,000 | 1,299 |
| Securities issued by states & political subdivisions | $25,460,000 | 741 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,339,000 | 722 |
| Mortgage-backed securities | $10,000 | 6,980 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,687 |
| Issued or guaranteed by U.S. | $10,000 | 6,675 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,214,000 | 783 |
| Available-for-sale securities (fair market value) | $68,634,000 | 1,540 |
| Total debt securities | $94,848,000 | 1,316 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $91,683,000 | 1,405 |
| U.S. Government securities | $66,315,000 | 1,392 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $66,315,000 | 1,339 |
| Securities issued by states & political subdivisions | $25,368,000 | 741 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,904,000 | 737 |
| Mortgage-backed securities | $11,000 | 7,017 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,715 |
| Issued or guaranteed by U.S. | $11,000 | 6,703 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,120,000 | 795 |
| Available-for-sale securities (fair market value) | $65,563,000 | 1,586 |
| Total debt securities | $91,683,000 | 1,364 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $93,664,000 | 1,394 |
| U.S. Government securities | $68,347,000 | 1,390 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $68,347,000 | 1,330 |
| Securities issued by states & political subdivisions | $25,317,000 | 721 |
| 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 | $58,593,000 | 805 |
| Mortgage-backed securities | $12,000 | 7,078 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,776 |
| Issued or guaranteed by U.S. | $12,000 | 6,765 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,068,000 | 794 |
| Available-for-sale securities (fair market value) | $67,596,000 | 1,561 |
| Total debt securities | $93,664,000 | 1,357 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $86,055,000 | 1,514 |
| U.S. Government securities | $62,074,000 | 1,520 |
| U.S. Treasury securities | $503,000 | 1,676 |
| U.S. Government agency obligations | $61,571,000 | 1,472 |
| Securities issued by states & political subdivisions | $23,981,000 | 784 |
| 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 | $55,306,000 | 828 |
| Mortgage-backed securities | $13,000 | 7,096 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,789 |
| Issued or guaranteed by U.S. | $13,000 | 6,775 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,230,000 | 780 |
| Available-for-sale securities (fair market value) | $59,825,000 | 1,768 |
| Total debt securities | $86,055,000 | 1,472 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $85,742,000 | 1,557 |
| U.S. Government securities | $61,462,000 | 1,585 |
| U.S. Treasury securities | $508,000 | 1,755 |
| U.S. Government agency obligations | $60,954,000 | 1,531 |
| Securities issued by states & political subdivisions | $24,280,000 | 761 |
| 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 | $55,258,000 | 818 |
| Mortgage-backed securities | $14,000 | 7,139 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,854 |
| Issued or guaranteed by U.S. | $14,000 | 6,831 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,026,000 | 758 |
| Available-for-sale securities (fair market value) | $58,716,000 | 1,836 |
| Total debt securities | $85,742,000 | 1,510 |
| 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 | $80,697,000 | 1,622 |
| U.S. Government securities | $57,943,000 | 1,626 |
| U.S. Treasury securities | $513,000 | 1,806 |
| U.S. Government agency obligations | $57,430,000 | 1,592 |
| Securities issued by states & political subdivisions | $22,754,000 | 834 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,262,000 | 774 |
| Mortgage-backed securities | $14,000 | 7,185 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,898 |
| Issued or guaranteed by U.S. | $14,000 | 6,874 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,768,000 | 714 |
| Available-for-sale securities (fair market value) | $51,929,000 | 2,028 |
| Total debt securities | $80,697,000 | 1,570 |
| 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 | $71,768,000 | 1,741 |
| U.S. Government securities | $50,228,000 | 1,789 |
| U.S. Treasury securities | $518,000 | 1,822 |
| U.S. Government agency obligations | $49,710,000 | 1,743 |
| Securities issued by states & political subdivisions | $21,540,000 | 872 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,004,000 | 807 |
| Mortgage-backed securities | $16,000 | 7,217 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,899 |
| Issued or guaranteed by U.S. | $16,000 | 6,879 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,799,000 | 701 |
| Available-for-sale securities (fair market value) | $43,969,000 | 2,300 |
| Total debt securities | $71,768,000 | 1,686 |
| 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 | $68,811,000 | 1,779 |
| U.S. Government securities | $49,422,000 | 1,790 |
| U.S. Treasury securities | $1,531,000 | 1,311 |
| U.S. Government agency obligations | $47,891,000 | 1,763 |
| Securities issued by states & political subdivisions | $19,389,000 | 935 |
| Other domestic debt securities | $0 | 4,116 |
| 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 | $0 | 3,546 |
| 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 | $48,512,000 | 851 |
| Mortgage-backed securities | $16,000 | 7,257 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,926 |
| Issued or guaranteed by U.S. | $16,000 | 6,906 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,365,000 | 712 |
| Available-for-sale securities (fair market value) | $41,446,000 | 2,363 |
| Total debt securities | $68,811,000 | 1,722 |
| 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 | $66,092,000 | 1,832 |
| U.S. Government securities | $47,627,000 | 1,824 |
| U.S. Treasury securities | $3,055,000 | 983 |
| U.S. Government agency obligations | $44,572,000 | 1,849 |
| Securities issued by states & political subdivisions | $18,465,000 | 974 |
| Other domestic debt securities | $0 | 4,152 |
| 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 | $0 | 3,582 |
| 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 | $50,910,000 | 797 |
| Mortgage-backed securities | $18,000 | 7,264 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,911 |
| Issued or guaranteed by U.S. | $18,000 | 6,890 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,186,000 | 725 |
| Available-for-sale securities (fair market value) | $38,906,000 | 2,452 |
| Total debt securities | $66,092,000 | 1,767 |
| 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 | $60,950,000 | 1,837 |
| U.S. Government securities | $45,832,000 | 1,752 |
| U.S. Treasury securities | $6,940,000 | 612 |
| U.S. Government agency obligations | $38,892,000 | 1,915 |
| Securities issued by states & political subdivisions | $15,118,000 | 1,118 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,479,000 | 735 |
| Mortgage-backed securities | $27,000 | 7,251 |
| Certificates of participation in pools of residential mortgages | $27,000 | 6,850 |
| Issued or guaranteed by U.S. | $27,000 | 6,828 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,221,000 | 678 |
| Available-for-sale securities (fair market value) | $31,729,000 | 2,682 |
| Total debt securities | $60,950,000 | 1,771 |
| 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 | $60,325,000 | 1,823 |
| U.S. Government securities | $42,372,000 | 1,882 |
| U.S. Treasury securities | $17,547,000 | 388 |
| U.S. Government agency obligations | $24,825,000 | 2,870 |
| Securities issued by states & political subdivisions | $16,291,000 | 987 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,662,000 | 1,793 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,144,000 | 812 |
| Mortgage-backed securities | $63,000 | 7,043 |
| Certificates of participation in pools of residential mortgages | $63,000 | 6,582 |
| Issued or guaranteed by U.S. | $63,000 | 6,560 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,379,000 | 635 |
| Available-for-sale securities (fair market value) | $19,946,000 | 3,793 |
| Total debt securities | $58,663,000 | 1,798 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $57,804,000 | 2,001 |
| U.S. Government securities | $39,245,000 | 2,139 |
| U.S. Treasury securities | $24,177,000 | 399 |
| U.S. Government agency obligations | $15,068,000 | 4,270 |
| Securities issued by states & political subdivisions | $17,382,000 | 935 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,177,000 | 2,172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,539,000 | 809 |
| Mortgage-backed securities | $117,000 | 7,210 |
| Certificates of participation in pools of residential mortgages | $117,000 | 6,666 |
| Issued or guaranteed by U.S. | $117,000 | 6,647 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,797,000 | 746 |
| Available-for-sale securities (fair market value) | $22,007,000 | 3,611 |
| Total debt securities | $56,627,000 | 1,951 |
| 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 | $56,815,000 | 2,044 |
| U.S. Government securities | $39,853,000 | 2,182 |
| U.S. Treasury securities | $23,755,000 | 584 |
| U.S. Government agency obligations | $16,098,000 | 3,901 |
| Securities issued by states & political subdivisions | $15,992,000 | 1,031 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $970,000 | 2,374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,206,000 | 887 |
| Mortgage-backed securities | $192,000 | 7,247 |
| Certificates of participation in pools of residential mortgages | $192,000 | 6,660 |
| Issued or guaranteed by U.S. | $192,000 | 6,639 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,686,000 | 796 |
| Available-for-sale securities (fair market value) | $20,129,000 | 3,777 |
| Total debt securities | $55,845,000 | 1,993 |
| 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 | $57,006,000 | 2,033 |
| U.S. Government securities | $41,002,000 | 2,199 |
| U.S. Treasury securities | $22,363,000 | 844 |
| U.S. Government agency obligations | $18,639,000 | 3,400 |
| Securities issued by states & political subdivisions | $15,198,000 | 915 |
| 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 | $806,000 | 2,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,923,000 | 1,088 |
| Mortgage-backed securities | $290,000 | 7,380 |
| Certificates of participation in pools of residential mortgages | $290,000 | 6,651 |
| Issued or guaranteed by U.S. | $290,000 | 6,629 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,081,000 | 833 |
| Available-for-sale securities (fair market value) | $14,925,000 | 4,510 |
| Total debt securities | $56,200,000 | 1,984 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $200,000 | 2,620 |
| 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 | $57,472,000 | 2,123 |
| U.S. Government securities | $40,351,000 | 2,406 |
| U.S. Treasury securities | $21,229,000 | 1,083 |
| U.S. Government agency obligations | $19,122,000 | 3,467 |
| Securities issued by states & political subdivisions | $16,399,000 | 819 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $722,000 | 2,856 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,407,000 | 1,027 |
| Mortgage-backed securities | $419,000 | 7,720 |
| Certificates of participation in pools of residential mortgages | $419,000 | 6,869 |
| Issued or guaranteed by U.S. | $419,000 | 6,849 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $48,427,000 | 842 |
| Available-for-sale securities (fair market value) | $9,045,000 | 6,281 |
| Total debt securities | $56,750,000 | 2,075 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,352 |
| Fair value | $199,000 | 3,399 |
| 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 | $52,443,000 | 2,397 |
| U.S. Government securities | $38,053,000 | 2,656 |
| U.S. Treasury securities | $19,521,000 | 1,471 |
| U.S. Government agency obligations | $18,532,000 | 3,516 |
| Securities issued by states & political subdivisions | $13,711,000 | 1,007 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $679,000 | 2,755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,823,000 | 1,026 |
| Mortgage-backed securities | $614,000 | 7,808 |
| Certificates of participation in pools of residential mortgages | $614,000 | 6,761 |
| Issued or guaranteed by U.S. | $614,000 | 6,730 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,174,000 | 914 |
| Available-for-sale securities (fair market value) | $6,269,000 | 7,433 |
| Total debt securities | $51,764,000 | 2,346 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $48,007,000 | 2,729 |
| U.S. Government securities | $34,516,000 | 3,033 |
| U.S. Treasury securities | $18,255,000 | 1,934 |
| U.S. Government agency obligations | $16,261,000 | 3,786 |
| Securities issued by states & political subdivisions | $12,827,000 | 1,103 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $664,000 | 2,620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,599,000 | 917 |
| Mortgage-backed securities | $840,000 | 7,993 |
| Certificates of participation in pools of residential mortgages | $840,000 | 6,700 |
| Issued or guaranteed by U.S. | $840,000 | 6,677 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,450,000 | 1,697 |
| Available-for-sale securities (fair market value) | $4,557,000 | 7,134 |
| Total debt securities | $47,343,000 | 2,686 |
| 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 | $45,503,000 | 3,057 |
| U.S. Government securities | $33,272,000 | 3,282 |
| U.S. Treasury securities | $17,158,000 | 2,142 |
| U.S. Government agency obligations | $16,114,000 | 3,932 |
| Securities issued by states & political subdivisions | $11,643,000 | 1,279 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $588,000 | 2,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,750,000 | 870 |
| Mortgage-backed securities | $1,143,000 | 8,220 |
| Certificates of participation in pools of residential mortgages | $1,143,000 | 6,831 |
| Issued or guaranteed by U.S. | $1,143,000 | 6,784 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $44,915,000 | 3,010 |
| 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 | $44,758,000 | 3,049 |
| U.S. Government securities | $32,889,000 | 3,288 |
| U.S. Treasury securities | $16,275,000 | 2,287 |
| U.S. Government agency obligations | $16,614,000 | 3,795 |
| Securities issued by states & political subdivisions | $11,297,000 | 1,170 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $572,000 | 2,459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,865,000 | 1,275 |
| Mortgage-backed securities | $1,591,000 | 8,125 |
| Certificates of participation in pools of residential mortgages | $1,465,000 | 6,821 |
| Issued or guaranteed by U.S. | $1,465,000 | 6,756 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $126,000 | 6,860 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 6,323 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $44,186,000 | 3,003 |
| 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 |