Home > The Cape Cod Five Cents Savings Bank > Securities
The Cape Cod Five Cents Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $463,067,000 | 459 |
| U.S. Government securities | $364,980,000 | 389 |
| U.S. Treasury securities | $36,499,000 | 606 |
| U.S. Government agency obligations | $328,481,000 | 388 |
| Securities issued by states & political subdivisions | $32,754,000 | 1,279 |
| Other domestic debt securities | $65,333,000 | 334 |
| Privately issued residential mortgage-backed securities | $2,485,000 | 436 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $489,000 | 509 |
| Structured financial products - Total | $27,222,000 | 160 |
| Other domestic debt securities - All other | $32,567,000 | 269 |
| 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 | $440,907,000 | 263 |
| Mortgage-backed securities | $271,867,000 | 373 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $172,431,000 | 338 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $50,515,000 | 385 |
| Privately issued | $2,485,000 | 332 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,684,000 | 785 |
| Other commercial mortgage-backed securities | $42,752,000 | 202 |
| Held to maturity securities (book value) | $36,018,000 | 637 |
| Available-for-sale securities (fair market value) | $427,049,000 | 403 |
| Total debt securities | $463,067,000 | 450 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $428,457,000 | 484 |
| U.S. Government securities | $331,076,000 | 439 |
| U.S. Treasury securities | $35,058,000 | 650 |
| U.S. Government agency obligations | $296,018,000 | 425 |
| Securities issued by states & political subdivisions | $30,138,000 | 1,335 |
| Other domestic debt securities | $67,243,000 | 322 |
| Privately issued residential mortgage-backed securities | $2,507,000 | 418 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $522,000 | 491 |
| Structured financial products - Total | $22,608,000 | 169 |
| Other domestic debt securities - All other | $39,065,000 | 228 |
| 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 | $51,257,000 | 1,409 |
| Mortgage-backed securities | $251,440,000 | 384 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $170,514,000 | 335 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $37,390,000 | 470 |
| Privately issued | $2,507,000 | 322 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,761,000 | 873 |
| Other commercial mortgage-backed securities | $38,268,000 | 225 |
| Held to maturity securities (book value) | $42,931,000 | 600 |
| Available-for-sale securities (fair market value) | $385,526,000 | 442 |
| Total debt securities | $428,456,000 | 475 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $434,143,000 | 493 |
| U.S. Government securities | $295,086,000 | 488 |
| U.S. Treasury securities | $35,734,000 | 654 |
| U.S. Government agency obligations | $259,352,000 | 480 |
| Securities issued by states & political subdivisions | $66,409,000 | 702 |
| Other domestic debt securities | $72,648,000 | 307 |
| Privately issued residential mortgage-backed securities | $2,569,000 | 418 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $564,000 | 483 |
| Structured financial products - Total | $27,924,000 | 145 |
| Other domestic debt securities - All other | $39,065,000 | 229 |
| 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 | $51,150,000 | 1,391 |
| Mortgage-backed securities | $244,706,000 | 398 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $172,983,000 | 338 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $24,845,000 | 637 |
| Privately issued | $2,569,000 | 318 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,911,000 | 852 |
| Other commercial mortgage-backed securities | $41,398,000 | 216 |
| Held to maturity securities (book value) | $44,409,000 | 592 |
| Available-for-sale securities (fair market value) | $389,734,000 | 452 |
| Total debt securities | $434,143,000 | 484 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $453,981,000 | 499 |
| U.S. Government securities | $301,114,000 | 499 |
| U.S. Treasury securities | $36,469,000 | 678 |
| U.S. Government agency obligations | $264,645,000 | 464 |
| Securities issued by states & political subdivisions | $79,351,000 | 625 |
| Other domestic debt securities | $73,516,000 | 328 |
| Privately issued residential mortgage-backed securities | $2,677,000 | 438 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $609,000 | 488 |
| Structured financial products - Total | $28,612,000 | 147 |
| Other domestic debt securities - All other | $39,065,000 | 242 |
| 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 | $57,372,000 | 1,250 |
| Mortgage-backed securities | $248,589,000 | 420 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $182,874,000 | 339 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,200,000 | 642 |
| Privately issued | $2,677,000 | 331 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,020,000 | 870 |
| Other commercial mortgage-backed securities | $33,818,000 | 256 |
| Held to maturity securities (book value) | $56,641,000 | 546 |
| Available-for-sale securities (fair market value) | $397,340,000 | 473 |
| Total debt securities | $453,981,000 | 491 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $495,382,000 | 466 |
| U.S. Government securities | $300,645,000 | 501 |
| U.S. Treasury securities | $35,620,000 | 730 |
| U.S. Government agency obligations | $265,025,000 | 465 |
| Securities issued by states & political subdivisions | $117,862,000 | 414 |
| Other domestic debt securities | $76,875,000 | 328 |
| Privately issued residential mortgage-backed securities | $2,668,000 | 451 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $664,000 | 490 |
| Structured financial products - Total | $28,188,000 | 154 |
| Other domestic debt securities - All other | $39,065,000 | 257 |
| 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 | $7,908,000 | 2,892 |
| Mortgage-backed securities | $261,122,000 | 406 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $194,671,000 | 330 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,667,000 | 639 |
| Privately issued | $2,668,000 | 327 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,376,000 | 829 |
| Other commercial mortgage-backed securities | $33,740,000 | 257 |
| Held to maturity securities (book value) | $57,247,000 | 552 |
| Available-for-sale securities (fair market value) | $438,135,000 | 434 |
| Total debt securities | $495,382,000 | 457 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $478,850,000 | 486 |
| U.S. Government securities | $285,642,000 | 534 |
| U.S. Treasury securities | $35,323,000 | 735 |
| U.S. Government agency obligations | $250,319,000 | 487 |
| Securities issued by states & political subdivisions | $114,937,000 | 430 |
| Other domestic debt securities | $78,271,000 | 321 |
| Privately issued residential mortgage-backed securities | $2,727,000 | 434 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $716,000 | 477 |
| Structured financial products - Total | $31,803,000 | 125 |
| Other domestic debt securities - All other | $36,732,000 | 267 |
| 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 | $13,330,000 | 2,443 |
| Mortgage-backed securities | $251,498,000 | 423 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $185,749,000 | 340 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $23,482,000 | 712 |
| Privately issued | $2,727,000 | 325 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,461,000 | 526 |
| Other commercial mortgage-backed securities | $31,079,000 | 290 |
| Held to maturity securities (book value) | $54,808,000 | 555 |
| Available-for-sale securities (fair market value) | $424,042,000 | 456 |
| Total debt securities | $478,850,000 | 478 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $526,373,000 | 451 |
| U.S. Government securities | $353,278,000 | 459 |
| U.S. Treasury securities | $37,219,000 | 696 |
| U.S. Government agency obligations | $316,059,000 | 415 |
| Securities issued by states & political subdivisions | $128,031,000 | 406 |
| Other domestic debt securities | $45,064,000 | 415 |
| Privately issued residential mortgage-backed securities | $2,911,000 | 428 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $799,000 | 471 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $38,738,000 | 254 |
| 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 | $18,343,000 | 2,138 |
| Mortgage-backed securities | $312,896,000 | 378 |
| Certificates of participation in pools of residential mortgages | $205,657,000 | 324 |
| Issued or guaranteed by U.S. | $205,657,000 | 322 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $28,546,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $25,635,000 | 679 |
| Privately issued | $2,911,000 | 316 |
| Commercial mortgage-backed securities | $78,693,000 | 265 |
| Commercial mortgage pass-through securities | $9,737,000 | 501 |
| Other commercial mortgage-backed securities | $68,956,000 | 199 |
| Held to maturity securities (book value) | $65,141,000 | 459 |
| Available-for-sale securities (fair market value) | $461,232,000 | 436 |
| Total debt securities | $526,373,000 | 444 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $483,564,000 | 488 |
| U.S. Government securities | $331,827,000 | 486 |
| U.S. Treasury securities | $38,535,000 | 590 |
| U.S. Government agency obligations | $293,292,000 | 448 |
| Securities issued by states & political subdivisions | $114,083,000 | 470 |
| Other domestic debt securities | $37,654,000 | 461 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $909,000 | 470 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $36,745,000 | 266 |
| 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 | $24,974,000 | 1,818 |
| Mortgage-backed securities | $283,357,000 | 411 |
| Certificates of participation in pools of residential mortgages | $167,768,000 | 383 |
| Issued or guaranteed by U.S. | $167,768,000 | 381 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $28,207,000 | 705 |
| CMOs issued by government agencies or sponsored agencies | $28,207,000 | 639 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $87,382,000 | 252 |
| Commercial mortgage pass-through securities | $10,456,000 | 482 |
| Other commercial mortgage-backed securities | $76,926,000 | 192 |
| Held to maturity securities (book value) | $43,543,000 | 492 |
| Available-for-sale securities (fair market value) | $440,021,000 | 463 |
| Total debt securities | $483,564,000 | 479 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $458,491,000 | 497 |
| U.S. Government securities | $308,401,000 | 478 |
| U.S. Treasury securities | $41,038,000 | 415 |
| U.S. Government agency obligations | $267,363,000 | 485 |
| Securities issued by states & political subdivisions | $120,290,000 | 463 |
| Other domestic debt securities | $29,800,000 | 518 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,048,000 | 463 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $28,752,000 | 316 |
| 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 | $60,249,000 | 1,003 |
| Mortgage-backed securities | $256,621,000 | 436 |
| Certificates of participation in pools of residential mortgages | $130,292,000 | 478 |
| Issued or guaranteed by U.S. | $130,292,000 | 474 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $31,444,000 | 626 |
| CMOs issued by government agencies or sponsored agencies | $31,444,000 | 578 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $94,885,000 | 241 |
| Commercial mortgage pass-through securities | $11,010,000 | 470 |
| Other commercial mortgage-backed securities | $83,875,000 | 180 |
| Held to maturity securities (book value) | $33,580,000 | 451 |
| Available-for-sale securities (fair market value) | $424,911,000 | 470 |
| Total debt securities | $458,491,000 | 485 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $384,636,000 | 553 |
| U.S. Government securities | $235,195,000 | 561 |
| U.S. Treasury securities | $31,466,000 | 392 |
| U.S. Government agency obligations | $203,729,000 | 573 |
| Securities issued by states & political subdivisions | $120,983,000 | 432 |
| Other domestic debt securities | $28,458,000 | 513 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,199,000 | 466 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $27,259,000 | 310 |
| 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 | $74,319,000 | 824 |
| Mortgage-backed securities | $191,462,000 | 520 |
| Certificates of participation in pools of residential mortgages | $44,192,000 | 1,024 |
| Issued or guaranteed by U.S. | $44,192,000 | 1,003 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $34,175,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $34,175,000 | 543 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $113,095,000 | 211 |
| Commercial mortgage pass-through securities | $15,941,000 | 361 |
| Other commercial mortgage-backed securities | $97,154,000 | 159 |
| Held to maturity securities (book value) | $36,537,000 | 407 |
| Available-for-sale securities (fair market value) | $348,099,000 | 538 |
| Total debt securities | $384,635,000 | 545 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $378,597,000 | 521 |
| U.S. Government securities | $232,051,000 | 531 |
| U.S. Treasury securities | $21,262,000 | 466 |
| U.S. Government agency obligations | $210,789,000 | 528 |
| Securities issued by states & political subdivisions | $116,915,000 | 430 |
| Other domestic debt securities | $29,631,000 | 474 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,365,000 | 470 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $28,266,000 | 299 |
| 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 | $60,547,000 | 961 |
| Mortgage-backed securities | $197,467,000 | 482 |
| Certificates of participation in pools of residential mortgages | $36,616,000 | 1,107 |
| Issued or guaranteed by U.S. | $36,616,000 | 1,083 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $32,993,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $32,993,000 | 529 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $127,858,000 | 187 |
| Commercial mortgage pass-through securities | $17,037,000 | 334 |
| Other commercial mortgage-backed securities | $110,821,000 | 136 |
| Held to maturity securities (book value) | $38,709,000 | 375 |
| Available-for-sale securities (fair market value) | $339,888,000 | 533 |
| Total debt securities | $378,597,000 | 514 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $358,957,000 | 527 |
| U.S. Government securities | $212,740,000 | 521 |
| U.S. Treasury securities | $11,083,000 | 536 |
| U.S. Government agency obligations | $201,657,000 | 517 |
| Securities issued by states & political subdivisions | $117,850,000 | 402 |
| Other domestic debt securities | $28,367,000 | 471 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,544,000 | 460 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $26,823,000 | 289 |
| 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 | $63,507,000 | 895 |
| Mortgage-backed securities | $187,520,000 | 471 |
| Certificates of participation in pools of residential mortgages | $28,626,000 | 1,249 |
| Issued or guaranteed by U.S. | $28,626,000 | 1,215 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $30,854,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $30,854,000 | 537 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $128,040,000 | 182 |
| Commercial mortgage pass-through securities | $17,281,000 | 315 |
| Other commercial mortgage-backed securities | $110,759,000 | 133 |
| Held to maturity securities (book value) | $38,851,000 | 352 |
| Available-for-sale securities (fair market value) | $320,106,000 | 522 |
| Total debt securities | $358,957,000 | 517 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $335,852,000 | 502 |
| U.S. Government securities | $202,847,000 | 488 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $202,847,000 | 469 |
| Securities issued by states & political subdivisions | $103,488,000 | 439 |
| Other domestic debt securities | $29,517,000 | 431 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,730,000 | 431 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $27,787,000 | 265 |
| 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 | $78,851,000 | 745 |
| Mortgage-backed securities | $182,699,000 | 443 |
| Certificates of participation in pools of residential mortgages | $20,285,000 | 1,443 |
| Issued or guaranteed by U.S. | $20,285,000 | 1,411 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $34,603,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $34,603,000 | 487 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $127,811,000 | 179 |
| Commercial mortgage pass-through securities | $18,172,000 | 287 |
| Other commercial mortgage-backed securities | $109,639,000 | 135 |
| Held to maturity securities (book value) | $40,768,000 | 317 |
| Available-for-sale securities (fair market value) | $295,084,000 | 516 |
| Total debt securities | $335,853,000 | 492 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $347,843,000 | 460 |
| U.S. Government securities | $217,042,000 | 440 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $217,042,000 | 412 |
| Securities issued by states & political subdivisions | $103,112,000 | 394 |
| Other domestic debt securities | $27,689,000 | 426 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,911,000 | 406 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $25,778,000 | 265 |
| 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 | $82,179,000 | 707 |
| Mortgage-backed securities | $195,737,000 | 408 |
| Certificates of participation in pools of residential mortgages | $22,334,000 | 1,307 |
| Issued or guaranteed by U.S. | $22,334,000 | 1,272 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $38,455,000 | 491 |
| CMOs issued by government agencies or sponsored agencies | $38,455,000 | 461 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $134,948,000 | 173 |
| Commercial mortgage pass-through securities | $18,342,000 | 280 |
| Other commercial mortgage-backed securities | $116,606,000 | 128 |
| Held to maturity securities (book value) | $39,013,000 | 315 |
| Available-for-sale securities (fair market value) | $308,830,000 | 465 |
| Total debt securities | $347,842,000 | 454 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $375,909,000 | 425 |
| U.S. Government securities | $233,782,000 | 421 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $233,782,000 | 398 |
| Securities issued by states & political subdivisions | $114,341,000 | 314 |
| Other domestic debt securities | $27,786,000 | 417 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,007,000 | 360 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $25,779,000 | 255 |
| 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 | $91,366,000 | 652 |
| Mortgage-backed securities | $211,691,000 | 386 |
| Certificates of participation in pools of residential mortgages | $24,826,000 | 1,190 |
| Issued or guaranteed by U.S. | $24,826,000 | 1,156 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $42,103,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $42,103,000 | 446 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $144,762,000 | 165 |
| Commercial mortgage pass-through securities | $19,785,000 | 253 |
| Other commercial mortgage-backed securities | $124,977,000 | 128 |
| Held to maturity securities (book value) | $41,830,000 | 304 |
| Available-for-sale securities (fair market value) | $334,079,000 | 412 |
| Total debt securities | $375,909,000 | 414 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $369,409,000 | 413 |
| U.S. Government securities | $243,579,000 | 406 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $243,579,000 | 389 |
| Securities issued by states & political subdivisions | $98,098,000 | 343 |
| Other domestic debt securities | $27,732,000 | 401 |
| Privately issued residential mortgage-backed securities | $1,903,000 | 335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,063,000 | 338 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $23,766,000 | 254 |
| 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 | $86,902,000 | 647 |
| Mortgage-backed securities | $222,563,000 | 374 |
| Certificates of participation in pools of residential mortgages | $26,627,000 | 1,119 |
| Issued or guaranteed by U.S. | $26,627,000 | 1,089 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $45,393,000 | 452 |
| CMOs issued by government agencies or sponsored agencies | $43,490,000 | 438 |
| Privately issued | $1,903,000 | 199 |
| Commercial mortgage-backed securities | $150,543,000 | 162 |
| Commercial mortgage pass-through securities | $20,200,000 | 244 |
| Other commercial mortgage-backed securities | $130,343,000 | 123 |
| Held to maturity securities (book value) | $29,241,000 | 392 |
| Available-for-sale securities (fair market value) | $340,168,000 | 392 |
| Total debt securities | $369,408,000 | 406 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $365,666,000 | 407 |
| U.S. Government securities | $252,501,000 | 393 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $252,501,000 | 373 |
| Securities issued by states & political subdivisions | $88,208,000 | 357 |
| Other domestic debt securities | $24,957,000 | 410 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $2,188,000 | 311 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $22,769,000 | 251 |
| 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 | $38,022,000 | 1,194 |
| Mortgage-backed securities | $214,978,000 | 370 |
| Certificates of participation in pools of residential mortgages | $28,657,000 | 1,043 |
| Issued or guaranteed by U.S. | $28,657,000 | 1,019 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $30,817,000 | 605 |
| CMOs issued by government agencies or sponsored agencies | $30,817,000 | 570 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $155,504,000 | 155 |
| Commercial mortgage pass-through securities | $19,585,000 | 259 |
| Other commercial mortgage-backed securities | $135,919,000 | 119 |
| Held to maturity securities (book value) | $29,845,000 | 413 |
| Available-for-sale securities (fair market value) | $335,821,000 | 390 |
| Total debt securities | $365,666,000 | 400 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $369,597,000 | 395 |
| U.S. Government securities | $258,604,000 | 380 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $258,604,000 | 362 |
| Securities issued by states & political subdivisions | $89,688,000 | 334 |
| Other domestic debt securities | $21,305,000 | 417 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $2,305,000 | 290 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $19,000,000 | 271 |
| 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 | $65,138,000 | 778 |
| Mortgage-backed securities | $218,931,000 | 354 |
| Certificates of participation in pools of residential mortgages | $31,568,000 | 938 |
| Issued or guaranteed by U.S. | $31,568,000 | 911 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $26,803,000 | 663 |
| CMOs issued by government agencies or sponsored agencies | $26,803,000 | 640 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $160,560,000 | 145 |
| Commercial mortgage pass-through securities | $19,887,000 | 259 |
| Other commercial mortgage-backed securities | $140,673,000 | 116 |
| Held to maturity securities (book value) | $25,860,000 | 473 |
| Available-for-sale securities (fair market value) | $343,737,000 | 383 |
| Total debt securities | $369,597,000 | 386 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $350,427,000 | 414 |
| U.S. Government securities | $239,836,000 | 415 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $239,836,000 | 401 |
| Securities issued by states & political subdivisions | $89,160,000 | 346 |
| Other domestic debt securities | $21,431,000 | 403 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $2,431,000 | 273 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $19,000,000 | 272 |
| 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 | $69,144,000 | 757 |
| Mortgage-backed securities | $199,296,000 | 375 |
| Certificates of participation in pools of residential mortgages | $30,534,000 | 953 |
| Issued or guaranteed by U.S. | $30,534,000 | 945 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $18,045,000 | 827 |
| CMOs issued by government agencies or sponsored agencies | $18,045,000 | 795 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $150,717,000 | 151 |
| Commercial mortgage pass-through securities | $16,161,000 | 299 |
| Other commercial mortgage-backed securities | $134,556,000 | 114 |
| Held to maturity securities (book value) | $26,788,000 | 484 |
| Available-for-sale securities (fair market value) | $323,639,000 | 389 |
| Total debt securities | $350,427,000 | 404 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $396,997,000 | 377 |
| U.S. Government securities | $277,892,000 | 370 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $277,892,000 | 348 |
| Securities issued by states & political subdivisions | $98,580,000 | 320 |
| Other domestic debt securities | $20,525,000 | 408 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $2,525,000 | 259 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $18,000,000 | 285 |
| 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 | $59,275,000 | 872 |
| Mortgage-backed securities | $207,410,000 | 363 |
| Certificates of participation in pools of residential mortgages | $33,123,000 | 911 |
| Issued or guaranteed by U.S. | $33,123,000 | 903 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $18,838,000 | 803 |
| CMOs issued by government agencies or sponsored agencies | $18,838,000 | 771 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $155,449,000 | 137 |
| Commercial mortgage pass-through securities | $21,220,000 | 249 |
| Other commercial mortgage-backed securities | $134,229,000 | 106 |
| Held to maturity securities (book value) | $32,537,000 | 437 |
| Available-for-sale securities (fair market value) | $364,460,000 | 354 |
| Total debt securities | $396,997,000 | 369 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $395,019,000 | 382 |
| U.S. Government securities | $280,807,000 | 367 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $280,807,000 | 348 |
| Securities issued by states & political subdivisions | $96,606,000 | 336 |
| Other domestic debt securities | $17,606,000 | 431 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $2,606,000 | 251 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $15,000,000 | 317 |
| 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 | $78,255,000 | 694 |
| Mortgage-backed securities | $209,715,000 | 357 |
| Certificates of participation in pools of residential mortgages | $35,439,000 | 872 |
| Issued or guaranteed by U.S. | $35,439,000 | 865 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $19,515,000 | 782 |
| CMOs issued by government agencies or sponsored agencies | $19,515,000 | 749 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $154,761,000 | 133 |
| Commercial mortgage pass-through securities | $21,099,000 | 235 |
| Other commercial mortgage-backed securities | $133,662,000 | 102 |
| Held to maturity securities (book value) | $30,203,000 | 485 |
| Available-for-sale securities (fair market value) | $364,816,000 | 360 |
| Total debt securities | $395,019,000 | 376 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $366,443,000 | 409 |
| U.S. Government securities | $270,242,000 | 378 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $270,242,000 | 358 |
| Securities issued by states & political subdivisions | $82,983,000 | 394 |
| Other domestic debt securities | $13,218,000 | 495 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $2,718,000 | 249 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $10,500,000 | 400 |
| 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 | $79,134,000 | 681 |
| Mortgage-backed securities | $200,739,000 | 365 |
| Certificates of participation in pools of residential mortgages | $38,542,000 | 823 |
| Issued or guaranteed by U.S. | $38,542,000 | 819 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,822,000 | 1,041 |
| CMOs issued by government agencies or sponsored agencies | $11,822,000 | 1,003 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $150,375,000 | 132 |
| Commercial mortgage pass-through securities | $20,778,000 | 237 |
| Other commercial mortgage-backed securities | $129,597,000 | 102 |
| Held to maturity securities (book value) | $95,986,000 | 246 |
| Available-for-sale securities (fair market value) | $270,457,000 | 464 |
| Total debt securities | $366,443,000 | 403 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $366,229,000 | 416 |
| U.S. Government securities | $270,858,000 | 382 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $270,858,000 | 359 |
| Securities issued by states & political subdivisions | $82,966,000 | 412 |
| Other domestic debt securities | $12,405,000 | 575 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,905,000 | 237 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $9,500,000 | 435 |
| 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 | $77,212,000 | 708 |
| Mortgage-backed securities | $202,369,000 | 365 |
| Certificates of participation in pools of residential mortgages | $41,186,000 | 809 |
| Issued or guaranteed by U.S. | $41,186,000 | 795 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $12,613,000 | 995 |
| CMOs issued by government agencies or sponsored agencies | $12,613,000 | 951 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $148,570,000 | 130 |
| Commercial mortgage pass-through securities | $20,975,000 | 226 |
| Other commercial mortgage-backed securities | $127,595,000 | 100 |
| Held to maturity securities (book value) | $94,993,000 | 243 |
| Available-for-sale securities (fair market value) | $271,236,000 | 463 |
| Total debt securities | $366,229,000 | 408 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $372,393,000 | 413 |
| U.S. Government securities | $277,948,000 | 380 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $277,948,000 | 361 |
| Securities issued by states & political subdivisions | $81,871,000 | 418 |
| Other domestic debt securities | $12,574,000 | 502 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $3,074,000 | 207 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $9,500,000 | 439 |
| 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 | $77,823,000 | 720 |
| Mortgage-backed securities | $207,934,000 | 366 |
| Certificates of participation in pools of residential mortgages | $44,462,000 | 782 |
| Issued or guaranteed by U.S. | $44,462,000 | 782 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,460,000 | 949 |
| CMOs issued by government agencies or sponsored agencies | $13,460,000 | 904 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $150,012,000 | 121 |
| Commercial mortgage pass-through securities | $21,138,000 | 183 |
| Other commercial mortgage-backed securities | $128,874,000 | 98 |
| Held to maturity securities (book value) | $93,918,000 | 252 |
| Available-for-sale securities (fair market value) | $278,475,000 | 456 |
| Total debt securities | $372,393,000 | 404 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $374,775,000 | 409 |
| U.S. Government securities | $278,965,000 | 375 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $278,965,000 | 356 |
| Securities issued by states & political subdivisions | $81,563,000 | 437 |
| Other domestic debt securities | $14,247,000 | 476 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $4,747,000 | 177 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $9,500,000 | 438 |
| 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 | $71,524,000 | 792 |
| Mortgage-backed securities | $197,468,000 | 379 |
| Certificates of participation in pools of residential mortgages | $35,083,000 | 958 |
| Issued or guaranteed by U.S. | $35,083,000 | 958 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $14,456,000 | 907 |
| CMOs issued by government agencies or sponsored agencies | $14,456,000 | 862 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $147,929,000 | 117 |
| Commercial mortgage pass-through securities | $21,803,000 | 170 |
| Other commercial mortgage-backed securities | $126,126,000 | 91 |
| Held to maturity securities (book value) | $93,839,000 | 251 |
| Available-for-sale securities (fair market value) | $280,936,000 | 460 |
| Total debt securities | $374,775,000 | 401 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $361,071,000 | 420 |
| U.S. Government securities | $276,480,000 | 379 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $276,480,000 | 362 |
| Securities issued by states & political subdivisions | $68,663,000 | 554 |
| Other domestic debt securities | $15,928,000 | 439 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $6,428,000 | 144 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $9,500,000 | 448 |
| 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 | $66,980,000 | 850 |
| Mortgage-backed securities | $187,994,000 | 387 |
| Certificates of participation in pools of residential mortgages | $37,528,000 | 932 |
| Issued or guaranteed by U.S. | $37,528,000 | 932 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $15,640,000 | 857 |
| CMOs issued by government agencies or sponsored agencies | $15,640,000 | 816 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $134,826,000 | 118 |
| Commercial mortgage pass-through securities | $22,093,000 | 177 |
| Other commercial mortgage-backed securities | $112,733,000 | 93 |
| Held to maturity securities (book value) | $81,110,000 | 285 |
| Available-for-sale securities (fair market value) | $279,961,000 | 452 |
| Total debt securities | $361,071,000 | 412 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $310,602,000 | 485 |
| U.S. Government securities | $237,683,000 | 430 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $237,683,000 | 412 |
| Securities issued by states & political subdivisions | $63,914,000 | 609 |
| Other domestic debt securities | $9,005,000 | 632 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $3,005,000 | 186 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $6,000,000 | 585 |
| 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 | $56,484,000 | 983 |
| Mortgage-backed securities | $148,133,000 | 461 |
| Certificates of participation in pools of residential mortgages | $37,143,000 | 954 |
| Issued or guaranteed by U.S. | $37,143,000 | 954 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,983,000 | 1,270 |
| CMOs issued by government agencies or sponsored agencies | $7,983,000 | 1,218 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $103,007,000 | 136 |
| Commercial mortgage pass-through securities | $10,036,000 | 293 |
| Other commercial mortgage-backed securities | $92,971,000 | 103 |
| Held to maturity securities (book value) | $73,099,000 | 309 |
| Available-for-sale securities (fair market value) | $237,503,000 | 539 |
| Total debt securities | $310,602,000 | 479 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $314,409,000 | 488 |
| U.S. Government securities | $242,002,000 | 427 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $242,002,000 | 407 |
| Securities issued by states & political subdivisions | $64,899,000 | 597 |
| Other domestic debt securities | $7,508,000 | 700 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $3,008,000 | 190 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $4,500,000 | 708 |
| 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 | $56,949,000 | 986 |
| Mortgage-backed securities | $151,105,000 | 461 |
| Certificates of participation in pools of residential mortgages | $39,140,000 | 932 |
| Issued or guaranteed by U.S. | $39,140,000 | 932 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,991,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $8,991,000 | 1,154 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $102,974,000 | 132 |
| Commercial mortgage pass-through securities | $9,974,000 | 285 |
| Other commercial mortgage-backed securities | $93,000,000 | 100 |
| Held to maturity securities (book value) | $72,606,000 | 318 |
| Available-for-sale securities (fair market value) | $241,803,000 | 543 |
| Total debt securities | $314,409,000 | 482 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $292,786,000 | 518 |
| U.S. Government securities | $219,405,000 | 448 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $219,405,000 | 425 |
| Securities issued by states & political subdivisions | $65,878,000 | 592 |
| Other domestic debt securities | $7,503,000 | 696 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $3,003,000 | 185 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $4,500,000 | 689 |
| 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 | $47,200,000 | 1,134 |
| Mortgage-backed securities | $140,343,000 | 491 |
| Certificates of participation in pools of residential mortgages | $40,903,000 | 905 |
| Issued or guaranteed by U.S. | $40,903,000 | 905 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,295,000 | 1,412 |
| CMOs issued by government agencies or sponsored agencies | $6,295,000 | 1,347 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $93,145,000 | 144 |
| Commercial mortgage pass-through securities | $9,967,000 | 275 |
| Other commercial mortgage-backed securities | $83,178,000 | 103 |
| Held to maturity securities (book value) | $73,796,000 | 313 |
| Available-for-sale securities (fair market value) | $218,990,000 | 579 |
| Total debt securities | $292,786,000 | 512 |
| 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 | $291,424,000 | 527 |
| U.S. Government securities | $222,834,000 | 441 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $222,834,000 | 419 |
| Securities issued by states & political subdivisions | $61,081,000 | 651 |
| Other domestic debt securities | $7,509,000 | 708 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $3,009,000 | 185 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $4,500,000 | 703 |
| 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 | $48,540,000 | 1,119 |
| Mortgage-backed securities | $126,049,000 | 538 |
| Certificates of participation in pools of residential mortgages | $43,407,000 | 870 |
| Issued or guaranteed by U.S. | $43,407,000 | 870 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,559,000 | 1,405 |
| CMOs issued by government agencies or sponsored agencies | $6,559,000 | 1,343 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $76,083,000 | 153 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $76,083,000 | 104 |
| Held to maturity securities (book value) | $69,021,000 | 337 |
| Available-for-sale securities (fair market value) | $222,403,000 | 572 |
| Total debt securities | $291,424,000 | 515 |
| 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 | $305,685,000 | 501 |
| U.S. Government securities | $238,510,000 | 420 |
| U.S. Treasury securities | $10,173,000 | 350 |
| U.S. Government agency obligations | $228,337,000 | 418 |
| Securities issued by states & political subdivisions | $59,660,000 | 668 |
| Other domestic debt securities | $7,515,000 | 715 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $3,015,000 | 187 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,500,000 | 692 |
| 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 | $69,051,000 | 855 |
| Mortgage-backed securities | $111,114,000 | 600 |
| Certificates of participation in pools of residential mortgages | $35,690,000 | 1,022 |
| Issued or guaranteed by U.S. | $35,690,000 | 1,018 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,817,000 | 1,790 |
| CMOs issued by government agencies or sponsored agencies | $3,817,000 | 1,725 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $71,607,000 | 141 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $71,607,000 | 99 |
| Held to maturity securities (book value) | $67,622,000 | 345 |
| Available-for-sale securities (fair market value) | $238,063,000 | 549 |
| Total debt securities | $305,685,000 | 493 |
| 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 | $302,083,000 | 513 |
| U.S. Government securities | $254,120,000 | 411 |
| U.S. Treasury securities | $10,178,000 | 353 |
| U.S. Government agency obligations | $243,942,000 | 408 |
| Securities issued by states & political subdivisions | $41,469,000 | 964 |
| Other domestic debt securities | $6,494,000 | 768 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $2,994,000 | 186 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,500,000 | 792 |
| 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 | $61,823,000 | 946 |
| Mortgage-backed securities | $113,079,000 | 590 |
| Certificates of participation in pools of residential mortgages | $37,489,000 | 980 |
| Issued or guaranteed by U.S. | $37,489,000 | 980 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,202,000 | 1,227 |
| CMOs issued by government agencies or sponsored agencies | $9,202,000 | 1,168 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $66,388,000 | 136 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $66,388,000 | 97 |
| Held to maturity securities (book value) | $48,837,000 | 432 |
| Available-for-sale securities (fair market value) | $253,246,000 | 521 |
| Total debt securities | $302,083,000 | 506 |
| 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 | $302,346,000 | 511 |
| U.S. Government securities | $261,849,000 | 403 |
| U.S. Treasury securities | $10,145,000 | 385 |
| U.S. Government agency obligations | $251,704,000 | 395 |
| Securities issued by states & political subdivisions | $35,397,000 | 1,123 |
| Other domestic debt securities | $5,100,000 | 855 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $3,600,000 | 184 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,500,000 | 1,143 |
| 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 | $50,717,000 | 1,120 |
| Mortgage-backed securities | $112,189,000 | 591 |
| Certificates of participation in pools of residential mortgages | $63,594,000 | 649 |
| Issued or guaranteed by U.S. | $63,594,000 | 649 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,846,000 | 1,179 |
| CMOs issued by government agencies or sponsored agencies | $9,846,000 | 1,121 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $38,749,000 | 177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $38,749,000 | 112 |
| Held to maturity securities (book value) | $40,796,000 | 509 |
| Available-for-sale securities (fair market value) | $261,550,000 | 504 |
| Total debt securities | $302,346,000 | 506 |
| 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 | $289,180,000 | 532 |
| U.S. Government securities | $257,003,000 | 422 |
| U.S. Treasury securities | $20,243,000 | 242 |
| U.S. Government agency obligations | $236,760,000 | 423 |
| Securities issued by states & political subdivisions | $28,201,000 | 1,395 |
| Other domestic debt securities | $3,976,000 | 992 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $3,976,000 | 189 |
| 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 | $76,224,000 | 782 |
| Mortgage-backed securities | $94,063,000 | 671 |
| Certificates of participation in pools of residential mortgages | $85,963,000 | 487 |
| Issued or guaranteed by U.S. | $85,963,000 | 487 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $8,100,000 | 1,329 |
| CMOs issued by government agencies or sponsored agencies | $8,100,000 | 1,272 |
| 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) | $32,252,000 | 587 |
| Available-for-sale securities (fair market value) | $256,928,000 | 511 |
| Total debt securities | $289,180,000 | 525 |
| 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 | $296,267,000 | 526 |
| U.S. Government securities | $256,629,000 | 414 |
| U.S. Treasury securities | $20,257,000 | 236 |
| U.S. Government agency obligations | $236,372,000 | 431 |
| Securities issued by states & political subdivisions | $35,259,000 | 1,098 |
| Other domestic debt securities | $4,379,000 | 944 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $4,379,000 | 185 |
| 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 | $77,023,000 | 792 |
| Mortgage-backed securities | $102,086,000 | 647 |
| Certificates of participation in pools of residential mortgages | $93,341,000 | 455 |
| Issued or guaranteed by U.S. | $93,341,000 | 455 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,745,000 | 1,346 |
| CMOs issued by government agencies or sponsored agencies | $8,745,000 | 1,283 |
| 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) | $39,563,000 | 517 |
| Available-for-sale securities (fair market value) | $256,704,000 | 520 |
| Total debt securities | $296,267,000 | 518 |
| 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 | $308,036,000 | 512 |
| U.S. Government securities | $268,457,000 | 410 |
| U.S. Treasury securities | $20,291,000 | 239 |
| U.S. Government agency obligations | $248,166,000 | 418 |
| Securities issued by states & political subdivisions | $35,047,000 | 1,092 |
| Other domestic debt securities | $4,532,000 | 931 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $4,532,000 | 195 |
| 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 | $83,545,000 | 756 |
| Mortgage-backed securities | $108,014,000 | 612 |
| Certificates of participation in pools of residential mortgages | $98,423,000 | 439 |
| Issued or guaranteed by U.S. | $98,423,000 | 438 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,591,000 | 1,325 |
| CMOs issued by government agencies or sponsored agencies | $9,591,000 | 1,265 |
| 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) | $39,705,000 | 510 |
| Available-for-sale securities (fair market value) | $268,331,000 | 494 |
| Total debt securities | $308,036,000 | 506 |
| 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 | $343,760,000 | 458 |
| U.S. Government securities | $303,482,000 | 366 |
| U.S. Treasury securities | $20,233,000 | 241 |
| U.S. Government agency obligations | $283,249,000 | 378 |
| Securities issued by states & political subdivisions | $35,771,000 | 1,072 |
| Other domestic debt securities | $4,507,000 | 937 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $4,507,000 | 188 |
| 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 | $90,715,000 | 694 |
| Mortgage-backed securities | $105,375,000 | 646 |
| Certificates of participation in pools of residential mortgages | $98,418,000 | 450 |
| Issued or guaranteed by U.S. | $98,418,000 | 449 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,957,000 | 1,560 |
| CMOs issued by government agencies or sponsored agencies | $6,957,000 | 1,498 |
| 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) | $40,688,000 | 504 |
| Available-for-sale securities (fair market value) | $303,072,000 | 432 |
| Total debt securities | $343,760,000 | 452 |
| 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 | $337,140,000 | 460 |
| U.S. Government securities | $286,013,000 | 393 |
| U.S. Treasury securities | $20,234,000 | 238 |
| U.S. Government agency obligations | $265,779,000 | 401 |
| Securities issued by states & political subdivisions | $26,879,000 | 1,426 |
| Other domestic debt securities | $13,940,000 | 498 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $13,940,000 | 118 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $10,308,000 | 151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,393,000 | 991 |
| Mortgage-backed securities | $92,696,000 | 727 |
| Certificates of participation in pools of residential mortgages | $85,654,000 | 529 |
| Issued or guaranteed by U.S. | $85,654,000 | 528 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $7,042,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $7,042,000 | 1,497 |
| 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) | $32,068,000 | 592 |
| Available-for-sale securities (fair market value) | $305,072,000 | 431 |
| Total debt securities | $326,832,000 | 471 |
| 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 | $346,197,000 | 458 |
| U.S. Government securities | $295,603,000 | 381 |
| U.S. Treasury securities | $20,287,000 | 212 |
| U.S. Government agency obligations | $275,316,000 | 387 |
| Securities issued by states & political subdivisions | $26,969,000 | 1,421 |
| Other domestic debt securities | $14,817,000 | 491 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $14,817,000 | 117 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $8,808,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,576,000 | 991 |
| Mortgage-backed securities | $96,709,000 | 716 |
| Certificates of participation in pools of residential mortgages | $89,612,000 | 514 |
| Issued or guaranteed by U.S. | $89,612,000 | 512 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,097,000 | 1,587 |
| CMOs issued by government agencies or sponsored agencies | $7,097,000 | 1,521 |
| 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) | $32,192,000 | 589 |
| Available-for-sale securities (fair market value) | $314,005,000 | 417 |
| Total debt securities | $337,389,000 | 460 |
| 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 | $341,986,000 | 465 |
| U.S. Government securities | $231,148,000 | 477 |
| U.S. Treasury securities | $20,237,000 | 208 |
| U.S. Government agency obligations | $210,911,000 | 504 |
| Securities issued by states & political subdivisions | $21,799,000 | 1,708 |
| Other domestic debt securities | $55,199,000 | 208 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $10,629,000 | 141 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $44,570,000 | 159 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $33,840,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,417,000 | 999 |
| Mortgage-backed securities | $62,237,000 | 1,032 |
| Certificates of participation in pools of residential mortgages | $62,237,000 | 715 |
| Issued or guaranteed by U.S. | $62,237,000 | 714 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $27,065,000 | 642 |
| Available-for-sale securities (fair market value) | $314,921,000 | 421 |
| Total debt securities | $308,146,000 | 501 |
| 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 | $346,674,000 | 448 |
| U.S. Government securities | $225,109,000 | 487 |
| U.S. Treasury securities | $20,237,000 | 186 |
| U.S. Government agency obligations | $204,872,000 | 510 |
| Securities issued by states & political subdivisions | $26,694,000 | 1,433 |
| Other domestic debt securities | $56,157,000 | 217 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $11,524,000 | 139 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $44,633,000 | 158 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $38,714,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,119,000 | 1,168 |
| Mortgage-backed securities | $59,090,000 | 1,068 |
| Certificates of participation in pools of residential mortgages | $59,090,000 | 745 |
| Issued or guaranteed by U.S. | $59,090,000 | 745 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $32,045,000 | 561 |
| Available-for-sale securities (fair market value) | $314,629,000 | 424 |
| Total debt securities | $307,960,000 | 488 |
| 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 | $354,630,000 | 435 |
| U.S. Government securities | $233,585,000 | 474 |
| U.S. Treasury securities | $20,294,000 | 174 |
| U.S. Government agency obligations | $213,291,000 | 496 |
| Securities issued by states & political subdivisions | $31,782,000 | 1,215 |
| Other domestic debt securities | $56,280,000 | 220 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $11,570,000 | 142 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $44,710,000 | 166 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $32,983,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,166,000 | 1,154 |
| Mortgage-backed securities | $62,270,000 | 1,036 |
| Certificates of participation in pools of residential mortgages | $62,270,000 | 709 |
| Issued or guaranteed by U.S. | $62,270,000 | 709 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $37,553,000 | 485 |
| Available-for-sale securities (fair market value) | $317,077,000 | 414 |
| Total debt securities | $321,647,000 | 468 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $368,617,000 | 412 |
| U.S. Government securities | $247,894,000 | 446 |
| U.S. Treasury securities | $20,245,000 | 173 |
| U.S. Government agency obligations | $227,649,000 | 469 |
| Securities issued by states & political subdivisions | $35,652,000 | 1,072 |
| Other domestic debt securities | $56,133,000 | 218 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $11,513,000 | 137 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $44,620,000 | 164 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $28,938,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,125,000 | 1,185 |
| Mortgage-backed securities | $65,937,000 | 995 |
| Certificates of participation in pools of residential mortgages | $65,937,000 | 681 |
| Issued or guaranteed by U.S. | $65,937,000 | 679 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $42,139,000 | 413 |
| Available-for-sale securities (fair market value) | $326,478,000 | 406 |
| Total debt securities | $339,679,000 | 442 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $377,376,000 | 408 |
| U.S. Government securities | $254,684,000 | 446 |
| U.S. Treasury securities | $20,521,000 | 178 |
| U.S. Government agency obligations | $234,163,000 | 465 |
| Securities issued by states & political subdivisions | $38,830,000 | 962 |
| Other domestic debt securities | $59,969,000 | 207 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $11,682,000 | 122 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $48,287,000 | 159 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $23,893,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,125,000 | 1,220 |
| Mortgage-backed securities | $63,234,000 | 1,067 |
| Certificates of participation in pools of residential mortgages | $63,234,000 | 705 |
| Issued or guaranteed by U.S. | $63,234,000 | 704 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $45,891,000 | 372 |
| Available-for-sale securities (fair market value) | $331,485,000 | 409 |
| Total debt securities | $353,483,000 | 425 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $392,309,000 | 384 |
| U.S. Government securities | $249,772,000 | 452 |
| U.S. Treasury securities | $20,541,000 | 174 |
| U.S. Government agency obligations | $229,231,000 | 458 |
| Securities issued by states & political subdivisions | $33,675,000 | 1,103 |
| Other domestic debt securities | $61,639,000 | 199 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $11,698,000 | 114 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $49,941,000 | 139 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $47,223,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,125,000 | 1,150 |
| Mortgage-backed securities | $55,108,000 | 1,205 |
| Certificates of participation in pools of residential mortgages | $55,108,000 | 789 |
| Issued or guaranteed by U.S. | $55,108,000 | 788 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $39,868,000 | 406 |
| Available-for-sale securities (fair market value) | $352,441,000 | 384 |
| Total debt securities | $345,086,000 | 438 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $332,831,000 | 462 |
| U.S. Government securities | $228,254,000 | 492 |
| U.S. Treasury securities | $10,612,000 | 243 |
| U.S. Government agency obligations | $217,642,000 | 495 |
| Securities issued by states & political subdivisions | $36,454,000 | 973 |
| Other domestic debt securities | $61,978,000 | 204 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $11,721,000 | 112 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $50,257,000 | 143 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $6,145,000 | 221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,125,000 | 1,141 |
| Mortgage-backed securities | $54,778,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | $54,762,000 | 829 |
| Issued or guaranteed by U.S. | $54,762,000 | 829 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $16,000 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,622 |
| 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) | $43,663,000 | 388 |
| Available-for-sale securities (fair market value) | $289,168,000 | 484 |
| Total debt securities | $326,686,000 | 462 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $317,085,000 | 483 |
| U.S. Government securities | $231,889,000 | 481 |
| U.S. Treasury securities | $8,003,000 | 313 |
| U.S. Government agency obligations | $223,886,000 | 482 |
| Securities issued by states & political subdivisions | $34,204,000 | 1,014 |
| Other domestic debt securities | $50,992,000 | 240 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $8,628,000 | 120 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $42,364,000 | 163 |
| 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 | $46,839,000 | 1,199 |
| Mortgage-backed securities | $58,881,000 | 1,223 |
| Certificates of participation in pools of residential mortgages | $58,803,000 | 795 |
| Issued or guaranteed by U.S. | $58,803,000 | 794 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $78,000 | 3,702 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,526 |
| 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) | $42,649,000 | 390 |
| Available-for-sale securities (fair market value) | $274,436,000 | 510 |
| Total debt securities | $317,085,000 | 474 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $336,039,000 | 466 |
| U.S. Government securities | $252,956,000 | 457 |
| U.S. Treasury securities | $13,018,000 | 229 |
| U.S. Government agency obligations | $239,938,000 | 460 |
| Securities issued by states & political subdivisions | $31,213,000 | 1,060 |
| Other domestic debt securities | $51,583,000 | 235 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $8,581,000 | 106 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $43,002,000 | 157 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $287,000 | 815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,625,000 | 1,325 |
| Mortgage-backed securities | $60,272,000 | 1,203 |
| Certificates of participation in pools of residential mortgages | $60,107,000 | 779 |
| Issued or guaranteed by U.S. | $60,107,000 | 779 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $165,000 | 3,649 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 3,471 |
| 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) | $39,344,000 | 412 |
| Available-for-sale securities (fair market value) | $296,695,000 | 483 |
| Total debt securities | $335,752,000 | 460 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $339,009,000 | 438 |
| U.S. Government securities | $274,675,000 | 400 |
| U.S. Treasury securities | $13,039,000 | 221 |
| U.S. Government agency obligations | $261,636,000 | 401 |
| Securities issued by states & political subdivisions | $31,012,000 | 1,035 |
| Other domestic debt securities | $33,049,000 | 335 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $7,015,000 | 86 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $26,034,000 | 216 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $273,000 | 812 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,111,000 | 1,043 |
| Mortgage-backed securities | $62,543,000 | 1,110 |
| Certificates of participation in pools of residential mortgages | $62,230,000 | 720 |
| Issued or guaranteed by U.S. | $62,230,000 | 717 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $313,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $313,000 | 3,234 |
| 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) | $39,014,000 | 422 |
| Available-for-sale securities (fair market value) | $299,995,000 | 454 |
| Total debt securities | $338,736,000 | 433 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $335,689,000 | 428 |
| U.S. Government securities | $280,051,000 | 381 |
| U.S. Treasury securities | $38,101,000 | 108 |
| U.S. Government agency obligations | $241,950,000 | 435 |
| Securities issued by states & political subdivisions | $27,232,000 | 1,128 |
| Other domestic debt securities | $28,188,000 | 370 |
| 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 | $28,188,000 | 192 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $218,000 | 890 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,111,000 | 815 |
| Mortgage-backed securities | $51,600,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | $51,133,000 | 829 |
| Issued or guaranteed by U.S. | $51,133,000 | 825 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $467,000 | 3,388 |
| CMOs issued by government agencies or sponsored agencies | $467,000 | 3,121 |
| 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) | $36,224,000 | 434 |
| Available-for-sale securities (fair market value) | $299,465,000 | 439 |
| Total debt securities | $335,471,000 | 424 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $350,062,000 | 414 |
| U.S. Government securities | $295,431,000 | 370 |
| U.S. Treasury securities | $53,231,000 | 91 |
| U.S. Government agency obligations | $242,200,000 | 428 |
| Securities issued by states & political subdivisions | $26,048,000 | 1,122 |
| Other domestic debt securities | $28,320,000 | 362 |
| 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 | $28,320,000 | 181 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $263,000 | 856 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,000,000 | 952 |
| Mortgage-backed securities | $40,431,000 | 1,459 |
| Certificates of participation in pools of residential mortgages | $39,818,000 | 982 |
| Issued or guaranteed by U.S. | $39,818,000 | 978 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $613,000 | 3,259 |
| CMOs issued by government agencies or sponsored agencies | $613,000 | 2,994 |
| 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) | $36,425,000 | 434 |
| Available-for-sale securities (fair market value) | $313,637,000 | 410 |
| Total debt securities | $349,799,000 | 406 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $370,246,000 | 386 |
| U.S. Government securities | $320,077,000 | 336 |
| U.S. Treasury securities | $55,870,000 | 101 |
| U.S. Government agency obligations | $264,207,000 | 384 |
| Securities issued by states & political subdivisions | $20,835,000 | 1,401 |
| Other domestic debt securities | $29,064,000 | 359 |
| 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 | $29,064,000 | 178 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $270,000 | 866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,000,000 | 1,093 |
| Mortgage-backed securities | $25,013,000 | 2,023 |
| Certificates of participation in pools of residential mortgages | $24,179,000 | 1,416 |
| Issued or guaranteed by U.S. | $24,179,000 | 1,409 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $834,000 | 3,099 |
| CMOs issued by government agencies or sponsored agencies | $834,000 | 2,836 |
| 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) | $32,403,000 | 475 |
| Available-for-sale securities (fair market value) | $337,843,000 | 376 |
| Total debt securities | $369,976,000 | 380 |
| 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 | $383,847,000 | 368 |
| U.S. Government securities | $331,384,000 | 317 |
| U.S. Treasury securities | $66,021,000 | 91 |
| U.S. Government agency obligations | $265,363,000 | 370 |
| Securities issued by states & political subdivisions | $25,241,000 | 1,111 |
| Other domestic debt securities | $26,951,000 | 413 |
| 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 | $26,951,000 | 188 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $271,000 | 863 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,000,000 | 864 |
| Mortgage-backed securities | $18,238,000 | 2,343 |
| Certificates of participation in pools of residential mortgages | $16,900,000 | 1,772 |
| Issued or guaranteed by U.S. | $16,900,000 | 1,768 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,338,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $1,338,000 | 2,585 |
| 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) | $37,063,000 | 421 |
| Available-for-sale securities (fair market value) | $346,784,000 | 363 |
| Total debt securities | $383,576,000 | 362 |
| 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 | $388,762,000 | 348 |
| U.S. Government securities | $338,890,000 | 283 |
| U.S. Treasury securities | $81,241,000 | 74 |
| U.S. Government agency obligations | $257,649,000 | 363 |
| Securities issued by states & political subdivisions | $18,441,000 | 1,483 |
| Other domestic debt securities | $31,206,000 | 363 |
| 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 | $31,206,000 | 167 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $225,000 | 944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,000,000 | 871 |
| Mortgage-backed securities | $21,410,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | $19,293,000 | 1,576 |
| Issued or guaranteed by U.S. | $19,293,000 | 1,573 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,117,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $2,117,000 | 2,305 |
| 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) | $31,999,000 | 488 |
| Available-for-sale securities (fair market value) | $356,763,000 | 333 |
| Total debt securities | $388,537,000 | 343 |
| 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 | $393,992,000 | 333 |
| U.S. Government securities | $332,278,000 | 285 |
| U.S. Treasury securities | $73,319,000 | 80 |
| U.S. Government agency obligations | $258,959,000 | 363 |
| Securities issued by states & political subdivisions | $25,026,000 | 1,015 |
| Other domestic debt securities | $36,441,000 | 326 |
| 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 | $36,441,000 | 144 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $247,000 | 965 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,000,000 | 1,002 |
| Mortgage-backed securities | $24,062,000 | 1,958 |
| Certificates of participation in pools of residential mortgages | $21,230,000 | 1,474 |
| Issued or guaranteed by U.S. | $21,230,000 | 1,469 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,832,000 | 2,304 |
| CMOs issued by government agencies or sponsored agencies | $2,832,000 | 2,043 |
| 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) | $40,043,000 | 419 |
| Available-for-sale securities (fair market value) | $353,949,000 | 318 |
| Total debt securities | $393,745,000 | 330 |
| 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 | $397,561,000 | 336 |
| U.S. Government securities | $341,086,000 | 284 |
| U.S. Treasury securities | $65,758,000 | 85 |
| U.S. Government agency obligations | $275,328,000 | 346 |
| Securities issued by states & political subdivisions | $19,229,000 | 1,326 |
| Other domestic debt securities | $36,999,000 | 341 |
| 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 | $36,999,000 | 145 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $247,000 | 992 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,000,000 | 1,058 |
| Mortgage-backed securities | $28,306,000 | 1,788 |
| Certificates of participation in pools of residential mortgages | $24,757,000 | 1,385 |
| Issued or guaranteed by U.S. | $24,757,000 | 1,381 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,549,000 | 2,105 |
| CMOs issued by government agencies or sponsored agencies | $3,549,000 | 1,835 |
| 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) | $37,385,000 | 445 |
| Available-for-sale securities (fair market value) | $360,176,000 | 320 |
| Total debt securities | $397,314,000 | 332 |
| 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 | $442,952,000 | 299 |
| U.S. Government securities | $378,386,000 | 251 |
| U.S. Treasury securities | $87,828,000 | 62 |
| U.S. Government agency obligations | $290,558,000 | 303 |
| Securities issued by states & political subdivisions | $26,844,000 | 913 |
| Other domestic debt securities | $37,513,000 | 348 |
| 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 | $37,513,000 | 138 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $209,000 | 1,045 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,500,000 | 1,009 |
| Mortgage-backed securities | $34,443,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $29,760,000 | 1,243 |
| Issued or guaranteed by U.S. | $29,760,000 | 1,238 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,683,000 | 1,896 |
| CMOs issued by government agencies or sponsored agencies | $4,683,000 | 1,624 |
| 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) | $49,545,000 | 353 |
| Available-for-sale securities (fair market value) | $393,407,000 | 293 |
| Total debt securities | $442,743,000 | 293 |
| 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 | $437,308,000 | 313 |
| U.S. Government securities | $379,559,000 | 250 |
| U.S. Treasury securities | $80,019,000 | 58 |
| U.S. Government agency obligations | $299,540,000 | 294 |
| Securities issued by states & political subdivisions | $18,921,000 | 1,324 |
| Other domestic debt securities | $38,607,000 | 372 |
| 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 | $38,607,000 | 137 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $221,000 | 1,095 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,500,000 | 919 |
| Mortgage-backed securities | $39,699,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | $33,751,000 | 1,144 |
| Issued or guaranteed by U.S. | $33,751,000 | 1,136 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,948,000 | 1,718 |
| CMOs issued by government agencies or sponsored agencies | $5,948,000 | 1,423 |
| 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) | $45,100,000 | 399 |
| Available-for-sale securities (fair market value) | $392,208,000 | 297 |
| Total debt securities | $437,087,000 | 303 |
| 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 | $356,612,000 | 378 |
| U.S. Government securities | $308,275,000 | 301 |
| U.S. Treasury securities | $54,710,000 | 74 |
| U.S. Government agency obligations | $253,565,000 | 347 |
| Securities issued by states & political subdivisions | $8,380,000 | 2,473 |
| Other domestic debt securities | $39,760,000 | 379 |
| 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 | $39,760,000 | 143 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $197,000 | 1,151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,500,000 | 916 |
| Mortgage-backed securities | $38,111,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $30,306,000 | 1,286 |
| Issued or guaranteed by U.S. | $30,306,000 | 1,276 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,805,000 | 1,536 |
| CMOs issued by government agencies or sponsored agencies | $7,805,000 | 1,245 |
| 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) | $35,747,000 | 476 |
| Available-for-sale securities (fair market value) | $320,865,000 | 357 |
| Total debt securities | $356,415,000 | 370 |
| 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 | $270,267,000 | 479 |
| U.S. Government securities | $223,748,000 | 404 |
| U.S. Treasury securities | $3,983,000 | 370 |
| U.S. Government agency obligations | $219,765,000 | 402 |
| Securities issued by states & political subdivisions | $13,744,000 | 1,666 |
| Other domestic debt securities | $32,627,000 | 412 |
| 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 | $32,627,000 | 150 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $148,000 | 1,204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,500,000 | 1,228 |
| Mortgage-backed securities | $42,815,000 | 1,392 |
| Certificates of participation in pools of residential mortgages | $33,301,000 | 1,221 |
| Issued or guaranteed by U.S. | $33,301,000 | 1,210 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,514,000 | 1,404 |
| CMOs issued by government agencies or sponsored agencies | $9,514,000 | 1,100 |
| 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) | $45,066,000 | 402 |
| Available-for-sale securities (fair market value) | $225,201,000 | 481 |
| Total debt securities | $270,119,000 | 470 |
| 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 | $259,293,000 | 478 |
| U.S. Government securities | $210,639,000 | 408 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $210,639,000 | 397 |
| Securities issued by states & political subdivisions | $16,641,000 | 1,363 |
| Other domestic debt securities | $31,751,000 | 408 |
| 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 | $31,751,000 | 150 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $262,000 | 1,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,000,000 | 1,132 |
| Mortgage-backed securities | $48,495,000 | 1,220 |
| Certificates of participation in pools of residential mortgages | $37,438,000 | 1,067 |
| Issued or guaranteed by U.S. | $37,438,000 | 1,056 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $11,057,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $11,057,000 | 984 |
| 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) | $52,097,000 | 342 |
| Available-for-sale securities (fair market value) | $207,196,000 | 509 |
| Total debt securities | $259,031,000 | 468 |
| 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 | $266,914,000 | 466 |
| U.S. Government securities | $211,520,000 | 406 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $211,520,000 | 394 |
| Securities issued by states & political subdivisions | $23,919,000 | 895 |
| Other domestic debt securities | $31,163,000 | 410 |
| 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 | $31,163,000 | 153 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $312,000 | 1,097 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,000,000 | 1,059 |
| Mortgage-backed securities | $50,603,000 | 1,120 |
| Certificates of participation in pools of residential mortgages | $38,281,000 | 1,008 |
| Issued or guaranteed by U.S. | $38,281,000 | 997 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $12,322,000 | 1,134 |
| CMOs issued by government agencies or sponsored agencies | $12,322,000 | 883 |
| 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) | $64,453,000 | 284 |
| Available-for-sale securities (fair market value) | $202,461,000 | 507 |
| Total debt securities | $266,602,000 | 457 |
| 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 | $266,289,000 | 466 |
| U.S. Government securities | $214,133,000 | 397 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $214,133,000 | 388 |
| Securities issued by states & political subdivisions | $19,284,000 | 1,134 |
| Other domestic debt securities | $32,633,000 | 404 |
| 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 | $32,633,000 | 165 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $239,000 | 1,487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,000,000 | 1,028 |
| Mortgage-backed securities | $58,258,000 | 1,004 |
| Certificates of participation in pools of residential mortgages | $44,602,000 | 879 |
| Issued or guaranteed by U.S. | $44,602,000 | 869 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $13,656,000 | 1,046 |
| CMOs issued by government agencies or sponsored agencies | $13,656,000 | 815 |
| 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) | $66,317,000 | 277 |
| Available-for-sale securities (fair market value) | $199,972,000 | 518 |
| Total debt securities | $266,050,000 | 452 |
| 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 | $262,372,000 | 484 |
| U.S. Government securities | $207,947,000 | 416 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $207,947,000 | 405 |
| Securities issued by states & political subdivisions | $19,343,000 | 1,129 |
| Other domestic debt securities | $34,786,000 | 390 |
| 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 | $34,786,000 | 165 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $296,000 | 1,448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,000,000 | 1,123 |
| Mortgage-backed securities | $64,664,000 | 876 |
| Certificates of participation in pools of residential mortgages | $50,181,000 | 754 |
| Issued or guaranteed by U.S. | $50,181,000 | 744 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,483,000 | 980 |
| CMOs issued by government agencies or sponsored agencies | $14,483,000 | 763 |
| 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) | $84,214,000 | 209 |
| Available-for-sale securities (fair market value) | $178,158,000 | 570 |
| Total debt securities | $262,076,000 | 467 |
| 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 | $275,983,000 | 452 |
| U.S. Government securities | $233,910,000 | 371 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $233,910,000 | 361 |
| Securities issued by states & political subdivisions | $14,704,000 | 1,511 |
| Other domestic debt securities | $27,097,000 | 431 |
| 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 | $27,097,000 | 200 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $272,000 | 1,438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,000,000 | 1,127 |
| Mortgage-backed securities | $70,482,000 | 732 |
| Certificates of participation in pools of residential mortgages | $55,580,000 | 628 |
| Issued or guaranteed by U.S. | $55,580,000 | 619 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $14,902,000 | 886 |
| CMOs issued by government agencies or sponsored agencies | $14,902,000 | 699 |
| 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) | $102,332,000 | 185 |
| Available-for-sale securities (fair market value) | $173,651,000 | 581 |
| Total debt securities | $275,711,000 | 437 |
| 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 | $285,247,000 | 440 |
| U.S. Government securities | $233,727,000 | 381 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $233,727,000 | 372 |
| Securities issued by states & political subdivisions | $24,175,000 | 836 |
| Other domestic debt securities | $27,048,000 | 407 |
| 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 | $27,048,000 | 194 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $297,000 | 1,380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000,000 | 994 |
| Mortgage-backed securities | $73,429,000 | 675 |
| Certificates of participation in pools of residential mortgages | $60,929,000 | 542 |
| Issued or guaranteed by U.S. | $60,929,000 | 536 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $12,500,000 | 959 |
| CMOs issued by government agencies or sponsored agencies | $12,500,000 | 746 |
| 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) | $130,323,000 | 151 |
| Available-for-sale securities (fair market value) | $154,924,000 | 649 |
| Total debt securities | $284,950,000 | 431 |
| 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 | $288,416,000 | 434 |
| U.S. Government securities | $245,640,000 | 378 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $245,640,000 | 368 |
| Securities issued by states & political subdivisions | $21,177,000 | 970 |
| Other domestic debt securities | $21,303,000 | 450 |
| 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 | $21,303,000 | 216 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $296,000 | 1,377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,000,000 | 1,218 |
| Mortgage-backed securities | $76,374,000 | 657 |
| Certificates of participation in pools of residential mortgages | $65,397,000 | 518 |
| Issued or guaranteed by U.S. | $65,397,000 | 509 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,977,000 | 1,005 |
| CMOs issued by government agencies or sponsored agencies | $10,977,000 | 799 |
| 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) | $146,011,000 | 137 |
| Available-for-sale securities (fair market value) | $142,405,000 | 702 |
| Total debt securities | $288,120,000 | 424 |
| 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 | $279,923,000 | 453 |
| U.S. Government securities | $244,337,000 | 380 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $244,337,000 | 372 |
| Securities issued by states & political subdivisions | $15,866,000 | 1,317 |
| Other domestic debt securities | $19,390,000 | 489 |
| 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 | $19,390,000 | 240 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $330,000 | 1,372 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,000,000 | 1,304 |
| Mortgage-backed securities | $76,717,000 | 657 |
| Certificates of participation in pools of residential mortgages | $69,980,000 | 488 |
| Issued or guaranteed by U.S. | $69,980,000 | 481 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,737,000 | 1,310 |
| CMOs issued by government agencies or sponsored agencies | $6,737,000 | 1,095 |
| 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) | $164,572,000 | 127 |
| Available-for-sale securities (fair market value) | $115,351,000 | 900 |
| Total debt securities | $279,593,000 | 443 |
| 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 | $281,799,000 | 449 |
| U.S. Government securities | $243,793,000 | 395 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $243,793,000 | 386 |
| Securities issued by states & political subdivisions | $14,769,000 | 1,413 |
| Other domestic debt securities | $22,877,000 | 442 |
| 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 | $22,877,000 | 220 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $360,000 | 1,384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,000,000 | 1,201 |
| Mortgage-backed securities | $79,322,000 | 648 |
| Certificates of participation in pools of residential mortgages | $73,965,000 | 468 |
| Issued or guaranteed by U.S. | $73,965,000 | 463 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $5,357,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $5,357,000 | 1,242 |
| 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) | $188,795,000 | 117 |
| Available-for-sale securities (fair market value) | $93,004,000 | 1,136 |
| Total debt securities | $281,439,000 | 439 |
| 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 | $291,493,000 | 447 |
| U.S. Government securities | $257,111,000 | 382 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $257,111,000 | 371 |
| Securities issued by states & political subdivisions | $12,120,000 | 1,680 |
| Other domestic debt securities | $21,937,000 | 465 |
| 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 | $21,937,000 | 236 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $325,000 | 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 | $43,000,000 | 1,118 |
| Mortgage-backed securities | $81,351,000 | 641 |
| Certificates of participation in pools of residential mortgages | $78,155,000 | 465 |
| Issued or guaranteed by U.S. | $78,155,000 | 458 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,196,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $3,196,000 | 1,546 |
| 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) | $214,086,000 | 110 |
| Available-for-sale securities (fair market value) | $77,407,000 | 1,356 |
| Total debt securities | $291,168,000 | 434 |
| 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 | $322,680,000 | 425 |
| U.S. Government securities | $277,872,000 | 360 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $277,872,000 | 349 |
| Securities issued by states & political subdivisions | $21,288,000 | 926 |
| Other domestic debt securities | $23,202,000 | 453 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,357,000 | 162 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,845,000 | 245 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $318,000 | 1,453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,000,000 | 1,213 |
| Mortgage-backed securities | $87,048,000 | 606 |
| Certificates of participation in pools of residential mortgages | $83,129,000 | 452 |
| Issued or guaranteed by U.S. | $83,129,000 | 449 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,919,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $3,919,000 | 1,412 |
| 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) | $246,314,000 | 99 |
| Available-for-sale securities (fair market value) | $76,366,000 | 1,358 |
| Total debt securities | $322,362,000 | 413 |
| 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 | $333,023,000 | 420 |
| U.S. Government securities | $294,468,000 | 354 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $294,468,000 | 342 |
| Securities issued by states & political subdivisions | $13,998,000 | 1,446 |
| Other domestic debt securities | $24,235,000 | 448 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,245,000 | 135 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,990,000 | 254 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $322,000 | 1,477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,000,000 | 1,155 |
| Mortgage-backed securities | $92,624,000 | 588 |
| Certificates of participation in pools of residential mortgages | $88,124,000 | 440 |
| Issued or guaranteed by U.S. | $88,124,000 | 436 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,500,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $4,500,000 | 1,332 |
| 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) | $256,491,000 | 96 |
| Available-for-sale securities (fair market value) | $76,532,000 | 1,386 |
| Total debt securities | $332,701,000 | 411 |
| 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 | $350,776,000 | 404 |
| U.S. Government securities | $314,680,000 | 341 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $314,680,000 | 327 |
| Securities issued by states & political subdivisions | $9,390,000 | 2,050 |
| Other domestic debt securities | $26,421,000 | 430 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,244,000 | 137 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,177,000 | 240 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $285,000 | 1,534 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,000,000 | 1,087 |
| Mortgage-backed securities | $97,892,000 | 569 |
| Certificates of participation in pools of residential mortgages | $92,853,000 | 436 |
| Issued or guaranteed by U.S. | $92,853,000 | 431 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,039,000 | 1,467 |
| CMOs issued by government agencies or sponsored agencies | $5,039,000 | 1,258 |
| 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) | $274,002,000 | 95 |
| Available-for-sale securities (fair market value) | $76,774,000 | 1,365 |
| Total debt securities | $350,491,000 | 395 |
| 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 | $363,586,000 | 391 |
| U.S. Government securities | $324,732,000 | 328 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $324,732,000 | 316 |
| Securities issued by states & political subdivisions | $10,707,000 | 1,811 |
| Other domestic debt securities | $27,843,000 | 409 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,243,000 | 133 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,600,000 | 228 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $304,000 | 1,530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,000,000 | 1,079 |
| Mortgage-backed securities | $103,935,000 | 558 |
| Certificates of participation in pools of residential mortgages | $98,893,000 | 422 |
| Issued or guaranteed by U.S. | $98,893,000 | 418 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,042,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $5,042,000 | 1,274 |
| 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) | $295,390,000 | 90 |
| Available-for-sale securities (fair market value) | $68,196,000 | 1,494 |
| Total debt securities | $363,282,000 | 383 |
| 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 | $377,130,000 | 377 |
| U.S. Government securities | $329,528,000 | 324 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $329,528,000 | 308 |
| Securities issued by states & political subdivisions | $19,155,000 | 1,023 |
| Other domestic debt securities | $27,892,000 | 426 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,243,000 | 139 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,649,000 | 229 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $555,000 | 1,342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,000,000 | 1,128 |
| Mortgage-backed securities | $112,013,000 | 534 |
| Certificates of participation in pools of residential mortgages | $106,969,000 | 412 |
| Issued or guaranteed by U.S. | $106,969,000 | 405 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,044,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $5,044,000 | 1,314 |
| 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) | $314,423,000 | 84 |
| Available-for-sale securities (fair market value) | $62,707,000 | 1,623 |
| Total debt securities | $376,575,000 | 369 |
| 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 | $391,680,000 | 366 |
| U.S. Government securities | $351,714,000 | 310 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $351,714,000 | 293 |
| Securities issued by states & political subdivisions | $9,456,000 | 2,010 |
| Other domestic debt securities | $29,948,000 | 412 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,242,000 | 139 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,706,000 | 227 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $562,000 | 1,380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,000,000 | 1,301 |
| Mortgage-backed securities | $119,252,000 | 527 |
| Certificates of participation in pools of residential mortgages | $114,205,000 | 399 |
| Issued or guaranteed by U.S. | $114,205,000 | 395 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,047,000 | 1,532 |
| CMOs issued by government agencies or sponsored agencies | $5,047,000 | 1,342 |
| 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) | $325,243,000 | 82 |
| Available-for-sale securities (fair market value) | $66,437,000 | 1,573 |
| Total debt securities | $391,118,000 | 360 |
| 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 | $410,812,000 | 361 |
| U.S. Government securities | $373,681,000 | 302 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $373,681,000 | 283 |
| Securities issued by states & political subdivisions | $1,551,000 | 4,662 |
| Other domestic debt securities | $33,306,000 | 393 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,470,000 | 139 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,836,000 | 220 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,274,000 | 855 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,000,000 | 1,475 |
| Mortgage-backed securities | $125,596,000 | 529 |
| Certificates of participation in pools of residential mortgages | $120,546,000 | 393 |
| Issued or guaranteed by U.S. | $120,546,000 | 390 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,050,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $5,050,000 | 1,364 |
| 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) | $331,080,000 | 82 |
| Available-for-sale securities (fair market value) | $79,732,000 | 1,354 |
| Total debt securities | $408,538,000 | 351 |
| 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 | $423,392,000 | 351 |
| U.S. Government securities | $384,502,000 | 298 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $384,502,000 | 281 |
| Securities issued by states & political subdivisions | $1,567,000 | 4,669 |
| Other domestic debt securities | $35,151,000 | 371 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,763,000 | 144 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,388,000 | 216 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,172,000 | 894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,000,000 | 1,455 |
| Mortgage-backed securities | $132,909,000 | 507 |
| Certificates of participation in pools of residential mortgages | $127,856,000 | 373 |
| Issued or guaranteed by U.S. | $127,856,000 | 372 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,053,000 | 1,541 |
| CMOs issued by government agencies or sponsored agencies | $5,053,000 | 1,367 |
| 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) | $346,243,000 | 75 |
| Available-for-sale securities (fair market value) | $77,149,000 | 1,384 |
| Total debt securities | $421,220,000 | 346 |
| 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 | $378,937,000 | 384 |
| U.S. Government securities | $333,953,000 | 337 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $333,953,000 | 321 |
| Securities issued by states & political subdivisions | $1,735,000 | 4,559 |
| Other domestic debt securities | $35,693,000 | 368 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,010,000 | 204 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,683,000 | 203 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $7,556,000 | 465 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,000,000 | 1,563 |
| Mortgage-backed securities | $136,194,000 | 499 |
| Certificates of participation in pools of residential mortgages | $134,192,000 | 364 |
| Issued or guaranteed by U.S. | $134,192,000 | 361 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,002,000 | 2,225 |
| CMOs issued by government agencies or sponsored agencies | $2,002,000 | 1,995 |
| 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) | $307,621,000 | 89 |
| Available-for-sale securities (fair market value) | $71,316,000 | 1,495 |
| Total debt securities | $371,381,000 | 383 |
| 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 | $404,503,000 | 360 |
| U.S. Government securities | $339,945,000 | 328 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $339,945,000 | 309 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $47,459,000 | 317 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,617,000 | 173 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,842,000 | 171 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $17,099,000 | 256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,000,000 | 1,554 |
| Mortgage-backed securities | $138,784,000 | 506 |
| Certificates of participation in pools of residential mortgages | $136,781,000 | 359 |
| Issued or guaranteed by U.S. | $136,781,000 | 356 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,003,000 | 2,292 |
| CMOs issued by government agencies or sponsored agencies | $2,003,000 | 2,055 |
| 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) | $333,700,000 | 71 |
| Available-for-sale securities (fair market value) | $70,803,000 | 1,527 |
| Total debt securities | $387,404,000 | 366 |
| 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 | $441,195,000 | 352 |
| U.S. Government securities | $367,266,000 | 329 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $367,266,000 | 314 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $59,932,000 | 253 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,299,000 | 162 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,633,000 | 161 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $13,997,000 | 295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,000,000 | 1,522 |
| Mortgage-backed securities | $136,058,000 | 519 |
| Certificates of participation in pools of residential mortgages | $134,055,000 | 374 |
| Issued or guaranteed by U.S. | $134,055,000 | 369 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,003,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $2,003,000 | 2,156 |
| 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) | $368,037,000 | 62 |
| Available-for-sale securities (fair market value) | $73,158,000 | 1,521 |
| Total debt securities | $427,198,000 | 348 |
| 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 | $484,361,000 | 321 |
| U.S. Government securities | $403,613,000 | 299 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $403,613,000 | 286 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $68,089,000 | 238 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,987,000 | 162 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $65,102,000 | 151 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $12,659,000 | 336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,000,000 | 1,468 |
| Mortgage-backed securities | $117,697,000 | 579 |
| Certificates of participation in pools of residential mortgages | $115,694,000 | 427 |
| Issued or guaranteed by U.S. | $115,694,000 | 423 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,003,000 | 2,325 |
| CMOs issued by government agencies or sponsored agencies | $2,003,000 | 2,197 |
| 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) | $405,976,000 | 57 |
| Available-for-sale securities (fair market value) | $78,385,000 | 1,419 |
| Total debt securities | $471,702,000 | 315 |
| 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 | $438,051,000 | 341 |
| U.S. Government securities | $347,871,000 | 334 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $347,871,000 | 324 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $78,682,000 | 218 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,367,000 | 131 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $73,315,000 | 126 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $11,498,000 | 379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,000,000 | 1,537 |
| Mortgage-backed securities | $93,255,000 | 684 |
| Certificates of participation in pools of residential mortgages | $93,255,000 | 481 |
| Issued or guaranteed by U.S. | $93,255,000 | 475 |
| 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) | $366,707,000 | 64 |
| Available-for-sale securities (fair market value) | $71,344,000 | 1,492 |
| Total debt securities | $426,553,000 | 342 |
| 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 | $456,159,000 | 331 |
| U.S. Government securities | $352,449,000 | 333 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $352,449,000 | 322 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $87,013,000 | 202 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,655,000 | 130 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $81,358,000 | 119 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $16,697,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,000,000 | 1,507 |
| Mortgage-backed securities | $71,628,000 | 804 |
| Certificates of participation in pools of residential mortgages | $71,628,000 | 571 |
| Issued or guaranteed by U.S. | $71,628,000 | 569 |
| 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) | $378,681,000 | 67 |
| Available-for-sale securities (fair market value) | $77,478,000 | 1,357 |
| Total debt securities | $439,462,000 | 332 |
| 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 | $426,869,000 | 336 |
| U.S. Government securities | $313,573,000 | 348 |
| U.S. Treasury securities | $2,001,000 | 1,282 |
| U.S. Government agency obligations | $311,572,000 | 336 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $90,937,000 | 199 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,473,000 | 125 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $84,464,000 | 115 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $22,359,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,000,000 | 1,521 |
| Mortgage-backed securities | $20,398,000 | 1,970 |
| Certificates of participation in pools of residential mortgages | $20,398,000 | 1,441 |
| Issued or guaranteed by U.S. | $20,398,000 | 1,437 |
| 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) | $337,525,000 | 75 |
| Available-for-sale securities (fair market value) | $89,344,000 | 1,164 |
| Total debt securities | $404,510,000 | 340 |
| 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 | $232,209,000 | 521 |
| U.S. Government securities | $121,227,000 | 704 |
| U.S. Treasury securities | $4,008,000 | 932 |
| U.S. Government agency obligations | $117,219,000 | 686 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $100,529,000 | 180 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,488,000 | 111 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $92,041,000 | 103 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $10,453,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,000,000 | 1,652 |
| Mortgage-backed securities | $13,161,000 | 2,441 |
| Certificates of participation in pools of residential mortgages | $13,161,000 | 1,766 |
| Issued or guaranteed by U.S. | $13,161,000 | 1,755 |
| 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) | $203,722,000 | 107 |
| Available-for-sale securities (fair market value) | $28,487,000 | 2,939 |
| Total debt securities | $221,756,000 | 526 |
| 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 | $171,764,000 | 656 |
| U.S. Government securities | $71,293,000 | 1,140 |
| U.S. Treasury securities | $10,011,000 | 648 |
| U.S. Government agency obligations | $61,282,000 | 1,202 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $85,476,000 | 187 |
| 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 | $85,476,000 | 122 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $14,995,000 | 366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,000,000 | 2,029 |
| Mortgage-backed securities | $9,098,000 | 2,454 |
| Certificates of participation in pools of residential mortgages | $9,098,000 | 1,842 |
| Issued or guaranteed by U.S. | $9,098,000 | 1,830 |
| 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) | $142,712,000 | 188 |
| Available-for-sale securities (fair market value) | $29,052,000 | 2,827 |
| Total debt securities | $156,769,000 | 674 |
| 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 | $168,953,000 | 702 |
| U.S. Government securities | $62,755,000 | 1,360 |
| U.S. Treasury securities | $15,888,000 | 590 |
| U.S. Government agency obligations | $46,867,000 | 1,603 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $95,292,000 | 196 |
| 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 | $95,292,000 | 119 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $10,906,000 | 469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,000,000 | 2,210 |
| Mortgage-backed securities | $7,224,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $6,916,000 | 2,350 |
| Issued or guaranteed by U.S. | $6,916,000 | 2,337 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $308,000 | 3,817 |
| CMOs issued by government agencies or sponsored agencies | $308,000 | 3,644 |
| 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) | $147,174,000 | 198 |
| Available-for-sale securities (fair market value) | $21,779,000 | 3,648 |
| Total debt securities | $158,047,000 | 720 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $190,643,000 | 645 |
| U.S. Government securities | $72,555,000 | 1,223 |
| U.S. Treasury securities | $23,032,000 | 601 |
| U.S. Government agency obligations | $49,523,000 | 1,488 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $103,424,000 | 155 |
| 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 | $103,424,000 | 92 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $14,664,000 | 379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,000,000 | 3,562 |
| Mortgage-backed securities | $6,858,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | $6,142,000 | 2,656 |
| Issued or guaranteed by U.S. | $6,142,000 | 2,642 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $716,000 | 3,556 |
| CMOs issued by government agencies or sponsored agencies | $716,000 | 3,412 |
| 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) | $171,960,000 | 176 |
| Available-for-sale securities (fair market value) | $18,683,000 | 3,996 |
| Total debt securities | $175,979,000 | 660 |
| 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 | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $162,893,000 | 743 |
| U.S. Government securities | $77,925,000 | 1,183 |
| U.S. Treasury securities | $34,032,000 | 555 |
| U.S. Government agency obligations | $43,893,000 | 1,616 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $68,306,000 | 168 |
| 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 | $68,306,000 | 95 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $16,662,000 | 284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,000,000 | 3,425 |
| Mortgage-backed securities | $10,283,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $10,283,000 | 1,905 |
| Issued or guaranteed by U.S. | $10,283,000 | 1,892 |
| 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) | $144,209,000 | 261 |
| Available-for-sale securities (fair market value) | $18,684,000 | 3,795 |
| Total debt securities | $146,231,000 | 785 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $180,511,000 | 699 |
| U.S. Government securities | $90,915,000 | 1,084 |
| U.S. Treasury securities | $47,978,000 | 491 |
| U.S. Government agency obligations | $42,937,000 | 1,704 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $77,363,000 | 157 |
| Privately issued residential mortgage-backed securities | $7,997,000 | 284 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $69,366,000 | 83 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $12,233,000 | 350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,000,000 | 3,796 |
| Mortgage-backed securities | $11,922,000 | 2,629 |
| Certificates of participation in pools of residential mortgages | $11,922,000 | 1,911 |
| Issued or guaranteed by U.S. | $3,925,000 | 3,617 |
| Privately issued | $7,997,000 | 119 |
| 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) | $166,280,000 | 248 |
| Available-for-sale securities (fair market value) | $14,231,000 | 4,876 |
| Total debt securities | $168,278,000 | 722 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $165,314,000 | 795 |
| U.S. Government securities | $87,426,000 | 1,168 |
| U.S. Treasury securities | $49,278,000 | 574 |
| U.S. Government agency obligations | $38,148,000 | 1,850 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $57,335,000 | 216 |
| 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 | $57,335,000 | 115 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $20,553,000 | 206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,000,000 | 3,802 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| 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) | $144,761,000 | 300 |
| Available-for-sale securities (fair market value) | $20,553,000 | 3,878 |
| Total debt securities | $144,761,000 | 860 |
| 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 | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $163,960,000 | 813 |
| U.S. Government securities | $91,627,000 | 1,172 |
| U.S. Treasury securities | $74,785,000 | 456 |
| U.S. Government agency obligations | $16,842,000 | 3,681 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $61,961,000 | 218 |
| 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 | $61,961,000 | 118 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $10,372,000 | 353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,000,000 | 3,854 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| 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) | $153,588,000 | 520 |
| Available-for-sale securities (fair market value) | $10,372,000 | 4,653 |
| Total debt securities | $153,588,000 | 841 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $150,454,000 | 912 |
| U.S. Government securities | $68,908,000 | 1,610 |
| U.S. Treasury securities | $65,706,000 | 578 |
| U.S. Government agency obligations | $3,202,000 | 9,222 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $74,668,000 | 214 |
| 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 | $74,668,000 | 107 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $6,878,000 | 553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,500,000 | 3,865 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $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 | $143,576,000 | 930 |
| 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 | $98,447,000 | 1,367 |
| U.S. Government securities | $63,821,000 | 1,698 |
| U.S. Treasury securities | $60,819,000 | 616 |
| U.S. Government agency obligations | $3,002,000 | 9,546 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $31,915,000 | 441 |
| 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 | $31,915,000 | 287 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $2,711,000 | 1,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,500,000 | 3,745 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $95,736,000 | 1,380 |
| 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 |