Home > The Citizens Bank of Philadelphia, Mississippi > Securities
The Citizens Bank of Philadelphia, Mississippi, Securities
| 2023-12-31 | Rank | |
| Total securities | $565,594,000 | 399 |
| U.S. Government securities | $370,189,000 | 382 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $370,189,000 | 347 |
| Securities issued by states & political subdivisions | $185,909,000 | 222 |
| Other domestic debt securities | $9,051,000 | 1,082 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $9,051,000 | 278 |
| Other domestic debt securities - All other | $0 | 1,860 |
| 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 | $475,440,000 | 250 |
| Mortgage-backed securities | $366,124,000 | 290 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $260,347,000 | 241 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $42,476,000 | 437 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,053,000 | 556 |
| Other commercial mortgage-backed securities | $56,248,000 | 179 |
| Held to maturity securities (book value) | $387,799,000 | 169 |
| Available-for-sale securities (fair market value) | $177,350,000 | 917 |
| Total debt securities | $565,149,000 | 390 |
| Structured notes | ||
| Amortized cost | $9,157,000 | 179 |
| Fair value | $9,051,000 | 164 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $575,668,000 | 387 |
| U.S. Government securities | $376,009,000 | 375 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $376,009,000 | 341 |
| Securities issued by states & political subdivisions | $190,070,000 | 207 |
| Other domestic debt securities | $9,166,000 | 1,056 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $9,166,000 | 270 |
| Other domestic debt securities - All other | $0 | 1,872 |
| 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 | $463,031,000 | 251 |
| Mortgage-backed securities | $371,960,000 | 281 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $265,317,000 | 235 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $43,157,000 | 424 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,029,000 | 548 |
| Other commercial mortgage-backed securities | $56,457,000 | 178 |
| Held to maturity securities (book value) | $392,133,000 | 168 |
| Available-for-sale securities (fair market value) | $183,112,000 | 873 |
| Total debt securities | $575,245,000 | 381 |
| Structured notes | ||
| Amortized cost | $9,382,000 | 179 |
| Fair value | $9,166,000 | 158 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $593,797,000 | 380 |
| U.S. Government securities | $385,933,000 | 371 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $385,933,000 | 336 |
| Securities issued by states & political subdivisions | $198,207,000 | 207 |
| Other domestic debt securities | $9,217,000 | 1,066 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $9,217,000 | 250 |
| Other domestic debt securities - All other | $0 | 1,891 |
| 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 | $475,970,000 | 248 |
| Mortgage-backed securities | $381,900,000 | 276 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $273,140,000 | 237 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $44,962,000 | 419 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,143,000 | 548 |
| Other commercial mortgage-backed securities | $56,655,000 | 177 |
| Held to maturity securities (book value) | $396,931,000 | 162 |
| Available-for-sale securities (fair market value) | $196,426,000 | 854 |
| Total debt securities | $593,357,000 | 372 |
| Structured notes | ||
| Amortized cost | $9,367,000 | 202 |
| Fair value | $9,217,000 | 173 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $603,976,000 | 394 |
| U.S. Government securities | $395,587,000 | 385 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $395,587,000 | 325 |
| Securities issued by states & political subdivisions | $198,624,000 | 219 |
| Other domestic debt securities | $9,323,000 | 1,110 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $9,323,000 | 256 |
| Other domestic debt securities - All other | $0 | 1,925 |
| 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 | $486,112,000 | 236 |
| Mortgage-backed securities | $391,570,000 | 289 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $280,178,000 | 243 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $46,911,000 | 430 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,182,000 | 569 |
| Other commercial mortgage-backed securities | $57,299,000 | 179 |
| Held to maturity securities (book value) | $402,237,000 | 170 |
| Available-for-sale securities (fair market value) | $201,297,000 | 884 |
| Total debt securities | $603,535,000 | 386 |
| Structured notes | ||
| Amortized cost | $9,379,000 | 220 |
| Fair value | $9,323,000 | 193 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $607,912,000 | 400 |
| U.S. Government securities | $401,453,000 | 389 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $401,453,000 | 321 |
| Securities issued by states & political subdivisions | $196,755,000 | 231 |
| Other domestic debt securities | $9,267,000 | 1,131 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $9,267,000 | 274 |
| Other domestic debt securities - All other | $0 | 1,948 |
| 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 | $490,932,000 | 204 |
| Mortgage-backed securities | $397,451,000 | 288 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $284,640,000 | 247 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $47,972,000 | 431 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,352,000 | 555 |
| Other commercial mortgage-backed securities | $57,487,000 | 186 |
| Held to maturity securities (book value) | $406,590,000 | 176 |
| Available-for-sale securities (fair market value) | $200,885,000 | 900 |
| Total debt securities | $607,477,000 | 393 |
| Structured notes | ||
| Amortized cost | $9,372,000 | 233 |
| Fair value | $9,267,000 | 203 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $610,405,000 | 395 |
| U.S. Government securities | $408,195,000 | 388 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $408,195,000 | 322 |
| Securities issued by states & political subdivisions | $192,506,000 | 232 |
| Other domestic debt securities | $9,265,000 | 1,093 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $9,265,000 | 209 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $490,476,000 | 199 |
| Mortgage-backed securities | $404,209,000 | 293 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $289,288,000 | 248 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $49,677,000 | 423 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,359,000 | 566 |
| Other commercial mortgage-backed securities | $57,885,000 | 199 |
| Held to maturity securities (book value) | $411,859,000 | 176 |
| Available-for-sale securities (fair market value) | $198,107,000 | 917 |
| Total debt securities | $609,966,000 | 388 |
| Structured notes | ||
| Amortized cost | $9,363,000 | 225 |
| Fair value | $9,265,000 | 195 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $563,796,000 | 430 |
| U.S. Government securities | $377,197,000 | 428 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $377,197,000 | 360 |
| Securities issued by states & political subdivisions | $186,148,000 | 248 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| 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 | $453,870,000 | 205 |
| Mortgage-backed securities | $373,208,000 | 330 |
| Certificates of participation in pools of residential mortgages | $273,011,000 | 269 |
| Issued or guaranteed by U.S. | $273,011,000 | 268 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $38,156,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $38,156,000 | 513 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $62,041,000 | 311 |
| Commercial mortgage pass-through securities | $7,455,000 | 576 |
| Other commercial mortgage-backed securities | $54,586,000 | 235 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $563,345,000 | 357 |
| Total debt securities | $563,345,000 | 422 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $600,766,000 | 407 |
| U.S. Government securities | $396,380,000 | 406 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $396,380,000 | 349 |
| Securities issued by states & political subdivisions | $203,916,000 | 239 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| 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 | $366,958,000 | 239 |
| Mortgage-backed securities | $392,094,000 | 322 |
| Certificates of participation in pools of residential mortgages | $284,995,000 | 264 |
| Issued or guaranteed by U.S. | $284,995,000 | 264 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $38,704,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $38,704,000 | 513 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $68,395,000 | 298 |
| Commercial mortgage pass-through securities | $7,844,000 | 566 |
| Other commercial mortgage-backed securities | $60,551,000 | 224 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $600,296,000 | 347 |
| Total debt securities | $600,296,000 | 401 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $631,835,000 | 386 |
| U.S. Government securities | $404,290,000 | 378 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $404,290,000 | 345 |
| Securities issued by states & political subdivisions | $227,052,000 | 224 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| 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 | $360,179,000 | 230 |
| Mortgage-backed securities | $399,590,000 | 319 |
| Certificates of participation in pools of residential mortgages | $288,469,000 | 273 |
| Issued or guaranteed by U.S. | $288,469,000 | 273 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $35,266,000 | 578 |
| CMOs issued by government agencies or sponsored agencies | $35,266,000 | 539 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $75,855,000 | 275 |
| Commercial mortgage pass-through securities | $8,875,000 | 524 |
| Other commercial mortgage-backed securities | $66,980,000 | 210 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $631,342,000 | 341 |
| Total debt securities | $631,342,000 | 380 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $574,188,000 | 403 |
| U.S. Government securities | $392,120,000 | 370 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $392,120,000 | 348 |
| Securities issued by states & political subdivisions | $181,570,000 | 267 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| 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 | $364,057,000 | 228 |
| Mortgage-backed securities | $387,266,000 | 325 |
| Certificates of participation in pools of residential mortgages | $269,796,000 | 275 |
| Issued or guaranteed by U.S. | $269,796,000 | 275 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $39,693,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $39,693,000 | 487 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $77,777,000 | 273 |
| Commercial mortgage pass-through securities | $9,044,000 | 512 |
| Other commercial mortgage-backed securities | $68,733,000 | 207 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $573,690,000 | 355 |
| Total debt securities | $573,690,000 | 395 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $542,669,000 | 400 |
| U.S. Government securities | $150,288,000 | 761 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $150,288,000 | 697 |
| Securities issued by states & political subdivisions | $125,005,000 | 404 |
| Other domestic debt securities | $266,876,000 | 103 |
| Privately issued residential mortgage-backed securities | $266,876,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| 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 | $392,018,000 | 215 |
| Mortgage-backed securities | $412,387,000 | 288 |
| Certificates of participation in pools of residential mortgages | $292,104,000 | 245 |
| Issued or guaranteed by U.S. | $25,228,000 | 1,396 |
| Privately issued | $266,876,000 | 4 |
| Collaterized mortgage obligations | $39,150,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $39,150,000 | 477 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $81,133,000 | 259 |
| Commercial mortgage pass-through securities | $6,995,000 | 598 |
| Other commercial mortgage-backed securities | $74,138,000 | 189 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $542,169,000 | 354 |
| Total debt securities | $542,169,000 | 397 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $774,249,000 | 289 |
| U.S. Government securities | $222,947,000 | 502 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $222,947,000 | 475 |
| Securities issued by states & political subdivisions | $163,698,000 | 279 |
| Other domestic debt securities | $387,104,000 | 77 |
| Privately issued residential mortgage-backed securities | $387,104,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| 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 | $570,204,000 | 160 |
| Mortgage-backed securities | $598,816,000 | 211 |
| Certificates of participation in pools of residential mortgages | $463,756,000 | 167 |
| Issued or guaranteed by U.S. | $76,652,000 | 597 |
| Privately issued | $387,104,000 | 1 |
| Collaterized mortgage obligations | $31,110,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $31,110,000 | 532 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $103,950,000 | 203 |
| Commercial mortgage pass-through securities | $24,643,000 | 252 |
| Other commercial mortgage-backed securities | $79,307,000 | 169 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $773,749,000 | 259 |
| Total debt securities | $773,749,000 | 284 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $678,749,000 | 293 |
| U.S. Government securities | $242,058,000 | 423 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $242,058,000 | 406 |
| Securities issued by states & political subdivisions | $104,197,000 | 436 |
| Other domestic debt securities | $331,986,000 | 79 |
| Privately issued residential mortgage-backed securities | $331,986,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| 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 | $558,955,000 | 165 |
| Mortgage-backed securities | $561,983,000 | 210 |
| Certificates of participation in pools of residential mortgages | $491,085,000 | 145 |
| Issued or guaranteed by U.S. | $159,099,000 | 307 |
| Privately issued | $331,986,000 | 3 |
| Collaterized mortgage obligations | $18,938,000 | 789 |
| CMOs issued by government agencies or sponsored agencies | $18,938,000 | 752 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $51,960,000 | 298 |
| Commercial mortgage pass-through securities | $29,836,000 | 209 |
| Other commercial mortgage-backed securities | $22,124,000 | 336 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $678,241,000 | 264 |
| Total debt securities | $678,241,000 | 289 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $582,698,000 | 304 |
| U.S. Government securities | $208,246,000 | 458 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $208,246,000 | 427 |
| Securities issued by states & political subdivisions | $67,798,000 | 635 |
| Other domestic debt securities | $306,144,000 | 87 |
| Privately issued residential mortgage-backed securities | $306,144,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| 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 | $541,761,000 | 172 |
| Mortgage-backed securities | $507,291,000 | 213 |
| Certificates of participation in pools of residential mortgages | $452,028,000 | 141 |
| Issued or guaranteed by U.S. | $145,884,000 | 317 |
| Privately issued | $306,144,000 | 3 |
| Collaterized mortgage obligations | $16,994,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $16,994,000 | 813 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $38,269,000 | 338 |
| Commercial mortgage pass-through securities | $38,269,000 | 169 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $582,188,000 | 272 |
| Total debt securities | $582,189,000 | 301 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $627,719,000 | 291 |
| U.S. Government securities | $237,173,000 | 415 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $237,173,000 | 394 |
| Securities issued by states & political subdivisions | $68,015,000 | 578 |
| Other domestic debt securities | $322,021,000 | 78 |
| Privately issued residential mortgage-backed securities | $322,021,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| 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 | $559,885,000 | 160 |
| Mortgage-backed securities | $551,387,000 | 201 |
| Certificates of participation in pools of residential mortgages | $474,086,000 | 134 |
| Issued or guaranteed by U.S. | $152,065,000 | 310 |
| Privately issued | $322,021,000 | 4 |
| Collaterized mortgage obligations | $33,329,000 | 554 |
| CMOs issued by government agencies or sponsored agencies | $33,329,000 | 519 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $43,972,000 | 301 |
| Commercial mortgage pass-through securities | $43,972,000 | 148 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $627,209,000 | 260 |
| Total debt securities | $627,208,000 | 286 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $482,077,000 | 338 |
| U.S. Government securities | $190,788,000 | 497 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $190,788,000 | 467 |
| Securities issued by states & political subdivisions | $63,320,000 | 561 |
| Other domestic debt securities | $227,465,000 | 92 |
| Privately issued residential mortgage-backed securities | $227,465,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $504,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $418,632,000 | 189 |
| Mortgage-backed securities | $373,488,000 | 254 |
| Certificates of participation in pools of residential mortgages | $284,423,000 | 191 |
| Issued or guaranteed by U.S. | $56,958,000 | 618 |
| Privately issued | $227,465,000 | 5 |
| Collaterized mortgage obligations | $37,334,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $37,334,000 | 491 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $51,731,000 | 273 |
| Commercial mortgage pass-through securities | $51,731,000 | 128 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $482,077,000 | 297 |
| Total debt securities | $481,573,000 | 334 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $464,383,000 | 345 |
| U.S. Government securities | $247,864,000 | 396 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $247,864,000 | 378 |
| Securities issued by states & political subdivisions | $60,371,000 | 548 |
| Other domestic debt securities | $156,148,000 | 129 |
| Privately issued residential mortgage-backed securities | $156,148,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| 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 | $413,275,000 | 181 |
| Mortgage-backed securities | $306,901,000 | 285 |
| Certificates of participation in pools of residential mortgages | $225,808,000 | 222 |
| Issued or guaranteed by U.S. | $69,660,000 | 520 |
| Privately issued | $156,148,000 | 9 |
| Collaterized mortgage obligations | $27,755,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $27,755,000 | 627 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $53,338,000 | 268 |
| Commercial mortgage pass-through securities | $53,338,000 | 126 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $464,383,000 | 304 |
| Total debt securities | $464,383,000 | 340 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $434,146,000 | 354 |
| U.S. Government securities | $373,580,000 | 290 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $373,580,000 | 276 |
| Securities issued by states & political subdivisions | $60,566,000 | 546 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| 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 | $376,127,000 | 193 |
| Mortgage-backed securities | $275,599,000 | 301 |
| Certificates of participation in pools of residential mortgages | $190,228,000 | 242 |
| Issued or guaranteed by U.S. | $190,228,000 | 240 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $29,727,000 | 623 |
| CMOs issued by government agencies or sponsored agencies | $29,727,000 | 594 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $55,644,000 | 259 |
| Commercial mortgage pass-through securities | $55,644,000 | 126 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $434,146,000 | 313 |
| Total debt securities | $434,144,000 | 348 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $483,906,000 | 326 |
| U.S. Government securities | $420,728,000 | 281 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $420,728,000 | 264 |
| Securities issued by states & political subdivisions | $63,178,000 | 514 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| 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 | $357,072,000 | 202 |
| Mortgage-backed securities | $321,984,000 | 272 |
| Certificates of participation in pools of residential mortgages | $218,327,000 | 214 |
| Issued or guaranteed by U.S. | $218,327,000 | 214 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $31,259,000 | 576 |
| CMOs issued by government agencies or sponsored agencies | $31,259,000 | 548 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $72,398,000 | 229 |
| Commercial mortgage pass-through securities | $72,398,000 | 101 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $483,906,000 | 284 |
| Total debt securities | $483,905,000 | 321 |
| 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 | $507,791,000 | 317 |
| U.S. Government securities | $404,542,000 | 287 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $404,542,000 | 270 |
| Securities issued by states & political subdivisions | $103,249,000 | 301 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| 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 | $358,290,000 | 208 |
| Mortgage-backed securities | $307,237,000 | 272 |
| Certificates of participation in pools of residential mortgages | $202,777,000 | 223 |
| Issued or guaranteed by U.S. | $202,777,000 | 222 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $32,050,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $32,050,000 | 524 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $72,410,000 | 210 |
| Commercial mortgage pass-through securities | $72,410,000 | 96 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $507,791,000 | 279 |
| Total debt securities | $507,792,000 | 312 |
| 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 | $444,746,000 | 347 |
| U.S. Government securities | $343,352,000 | 315 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $343,352,000 | 300 |
| Securities issued by states & political subdivisions | $101,394,000 | 317 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| 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 | $357,231,000 | 210 |
| Mortgage-backed securities | $247,374,000 | 313 |
| Certificates of participation in pools of residential mortgages | $142,027,000 | 307 |
| Issued or guaranteed by U.S. | $142,027,000 | 305 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $32,377,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $32,377,000 | 513 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $72,970,000 | 211 |
| Commercial mortgage pass-through securities | $72,970,000 | 93 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $444,746,000 | 303 |
| Total debt securities | $444,747,000 | 343 |
| 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 | $449,255,000 | 347 |
| U.S. Government securities | $348,966,000 | 314 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $348,966,000 | 297 |
| Securities issued by states & political subdivisions | $100,289,000 | 325 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| 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 | $336,207,000 | 215 |
| Mortgage-backed securities | $254,114,000 | 307 |
| Certificates of participation in pools of residential mortgages | $145,947,000 | 300 |
| Issued or guaranteed by U.S. | $145,947,000 | 299 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $33,016,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $33,016,000 | 500 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $75,151,000 | 197 |
| Commercial mortgage pass-through securities | $75,151,000 | 89 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $449,255,000 | 303 |
| Total debt securities | $449,255,000 | 340 |
| 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 | $463,752,000 | 341 |
| U.S. Government securities | $361,326,000 | 310 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $361,326,000 | 294 |
| Securities issued by states & political subdivisions | $102,426,000 | 331 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| 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 | $335,816,000 | 220 |
| Mortgage-backed securities | $266,029,000 | 299 |
| Certificates of participation in pools of residential mortgages | $152,916,000 | 295 |
| Issued or guaranteed by U.S. | $152,916,000 | 294 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $34,920,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $34,920,000 | 476 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $78,193,000 | 181 |
| Commercial mortgage pass-through securities | $78,193,000 | 80 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $463,752,000 | 295 |
| Total debt securities | $463,752,000 | 336 |
| 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 | $469,895,000 | 342 |
| U.S. Government securities | $362,148,000 | 312 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $362,148,000 | 295 |
| Securities issued by states & political subdivisions | $104,664,000 | 327 |
| Other domestic debt securities | $3,083,000 | 1,012 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $3,083,000 | 91 |
| Other domestic debt securities - All other | $0 | 1,603 |
| 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 | $347,192,000 | 220 |
| Mortgage-backed securities | $191,155,000 | 387 |
| Certificates of participation in pools of residential mortgages | $149,711,000 | 307 |
| Issued or guaranteed by U.S. | $149,711,000 | 306 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $36,557,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $36,557,000 | 467 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $4,887,000 | 737 |
| Commercial mortgage pass-through securities | $4,887,000 | 448 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $469,895,000 | 294 |
| Total debt securities | $469,895,000 | 336 |
| 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 | $505,046,000 | 326 |
| U.S. Government securities | $384,871,000 | 299 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $384,871,000 | 283 |
| Securities issued by states & political subdivisions | $117,101,000 | 301 |
| Other domestic debt securities | $3,074,000 | 1,003 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $3,074,000 | 96 |
| Other domestic debt securities - All other | $0 | 1,619 |
| 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 | $373,957,000 | 206 |
| Mortgage-backed securities | $208,423,000 | 361 |
| Certificates of participation in pools of residential mortgages | $165,108,000 | 286 |
| Issued or guaranteed by U.S. | $165,108,000 | 285 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $38,312,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $38,312,000 | 457 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $5,003,000 | 718 |
| Commercial mortgage pass-through securities | $5,003,000 | 446 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $505,046,000 | 286 |
| Total debt securities | $505,046,000 | 319 |
| 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 | $518,236,000 | 316 |
| U.S. Government securities | $399,283,000 | 293 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $399,283,000 | 281 |
| Securities issued by states & political subdivisions | $115,914,000 | 305 |
| Other domestic debt securities | $3,039,000 | 1,041 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $3,039,000 | 102 |
| Other domestic debt securities - All other | $0 | 1,656 |
| 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 | $366,953,000 | 209 |
| Mortgage-backed securities | $219,278,000 | 350 |
| Certificates of participation in pools of residential mortgages | $173,943,000 | 274 |
| Issued or guaranteed by U.S. | $173,943,000 | 273 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $40,259,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $40,259,000 | 445 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $5,076,000 | 699 |
| Commercial mortgage pass-through securities | $5,076,000 | 439 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $518,236,000 | 273 |
| Total debt securities | $518,236,000 | 311 |
| 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 | $530,385,000 | 312 |
| U.S. Government securities | $406,004,000 | 286 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $406,004,000 | 274 |
| Securities issued by states & political subdivisions | $121,376,000 | 299 |
| Other domestic debt securities | $3,005,000 | 1,067 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $3,005,000 | 103 |
| Other domestic debt securities - All other | $0 | 1,687 |
| 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 | $375,679,000 | 206 |
| Mortgage-backed securities | $139,498,000 | 489 |
| Certificates of participation in pools of residential mortgages | $108,705,000 | 401 |
| Issued or guaranteed by U.S. | $108,705,000 | 400 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $25,682,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $25,682,000 | 601 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $5,111,000 | 679 |
| Commercial mortgage pass-through securities | $5,111,000 | 429 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $530,385,000 | 271 |
| Total debt securities | $530,385,000 | 305 |
| Structured notes | ||
| Amortized cost | $4,125,000 | 288 |
| Fair value | $4,125,000 | 289 |
| 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 | $489,941,000 | 332 |
| U.S. Government securities | $343,117,000 | 325 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $343,117,000 | 313 |
| Securities issued by states & political subdivisions | $143,838,000 | 230 |
| Other domestic debt securities | $2,986,000 | 1,108 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $2,986,000 | 103 |
| Other domestic debt securities - All other | $0 | 1,725 |
| 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 | $359,648,000 | 214 |
| Mortgage-backed securities | $143,565,000 | 477 |
| Certificates of participation in pools of residential mortgages | $112,311,000 | 391 |
| Issued or guaranteed by U.S. | $112,311,000 | 390 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $26,214,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $26,214,000 | 597 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $5,040,000 | 675 |
| Commercial mortgage pass-through securities | $5,040,000 | 415 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $489,941,000 | 283 |
| Total debt securities | $489,941,000 | 326 |
| Structured notes | ||
| Amortized cost | $4,125,000 | 310 |
| Fair value | $4,063,000 | 312 |
| 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 | $496,124,000 | 325 |
| U.S. Government securities | $348,231,000 | 316 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $348,231,000 | 304 |
| Securities issued by states & political subdivisions | $144,922,000 | 225 |
| Other domestic debt securities | $2,971,000 | 1,105 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $2,971,000 | 106 |
| Other domestic debt securities - All other | $0 | 1,733 |
| 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 | $346,722,000 | 215 |
| Mortgage-backed securities | $148,264,000 | 462 |
| Certificates of participation in pools of residential mortgages | $116,345,000 | 368 |
| Issued or guaranteed by U.S. | $116,345,000 | 367 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $26,897,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $26,897,000 | 578 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $5,022,000 | 651 |
| Commercial mortgage pass-through securities | $5,022,000 | 401 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $496,124,000 | 276 |
| Total debt securities | $496,124,000 | 320 |
| Structured notes | ||
| Amortized cost | $4,125,000 | 293 |
| Fair value | $4,069,000 | 289 |
| 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 | $456,651,000 | 334 |
| U.S. Government securities | $299,638,000 | 357 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $299,638,000 | 340 |
| Securities issued by states & political subdivisions | $154,072,000 | 202 |
| Other domestic debt securities | $2,941,000 | 1,114 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $2,941,000 | 107 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $325,907,000 | 219 |
| Mortgage-backed securities | $129,852,000 | 516 |
| Certificates of participation in pools of residential mortgages | $95,927,000 | 441 |
| Issued or guaranteed by U.S. | $95,927,000 | 440 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $28,685,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $28,685,000 | 560 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $5,240,000 | 607 |
| Commercial mortgage pass-through securities | $5,240,000 | 356 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $456,651,000 | 290 |
| Total debt securities | $456,651,000 | 331 |
| Structured notes | ||
| Amortized cost | $4,123,000 | 267 |
| Fair value | $4,126,000 | 265 |
| 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 | $513,908,000 | 303 |
| U.S. Government securities | $379,246,000 | 297 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $379,246,000 | 287 |
| Securities issued by states & political subdivisions | $131,717,000 | 248 |
| Other domestic debt securities | $2,945,000 | 1,129 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $2,945,000 | 111 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $325,575,000 | 217 |
| Mortgage-backed securities | $105,290,000 | 628 |
| Certificates of participation in pools of residential mortgages | $91,542,000 | 457 |
| Issued or guaranteed by U.S. | $91,542,000 | 457 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,532,000 | 1,262 |
| CMOs issued by government agencies or sponsored agencies | $8,532,000 | 1,203 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $5,216,000 | 584 |
| Commercial mortgage pass-through securities | $5,216,000 | 335 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $78,123,000 | 322 |
| Available-for-sale securities (fair market value) | $435,785,000 | 296 |
| Total debt securities | $513,908,000 | 296 |
| Structured notes | ||
| Amortized cost | $32,631,000 | 47 |
| Fair value | $34,145,000 | 46 |
| 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 | $501,161,000 | 312 |
| U.S. Government securities | $407,684,000 | 280 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $407,684,000 | 267 |
| Securities issued by states & political subdivisions | $90,551,000 | 384 |
| Other domestic debt securities | $2,926,000 | 1,139 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $2,926,000 | 111 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $319,355,000 | 234 |
| Mortgage-backed securities | $110,054,000 | 606 |
| Certificates of participation in pools of residential mortgages | $96,145,000 | 443 |
| Issued or guaranteed by U.S. | $96,145,000 | 442 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,764,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $8,764,000 | 1,194 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $5,145,000 | 577 |
| Commercial mortgage pass-through securities | $5,145,000 | 327 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $151,878,000 | 199 |
| Available-for-sale securities (fair market value) | $349,283,000 | 377 |
| Total debt securities | $501,161,000 | 307 |
| Structured notes | ||
| Amortized cost | $89,557,000 | 21 |
| Fair value | $93,887,000 | 18 |
| 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 | $428,307,000 | 369 |
| U.S. Government securities | $335,015,000 | 332 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $335,015,000 | 315 |
| Securities issued by states & political subdivisions | $90,376,000 | 385 |
| Other domestic debt securities | $2,916,000 | 1,111 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $2,916,000 | 107 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,551,000 | 240 |
| Mortgage-backed securities | $91,722,000 | 690 |
| Certificates of participation in pools of residential mortgages | $77,805,000 | 531 |
| Issued or guaranteed by U.S. | $77,805,000 | 531 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,907,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $8,907,000 | 1,194 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $5,010,000 | 543 |
| Commercial mortgage pass-through securities | $5,010,000 | 311 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $161,043,000 | 193 |
| Available-for-sale securities (fair market value) | $267,264,000 | 494 |
| Total debt securities | $428,307,000 | 363 |
| Structured notes | ||
| Amortized cost | $98,829,000 | 19 |
| Fair value | $102,962,000 | 18 |
| 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 | $447,956,000 | 348 |
| U.S. Government securities | $356,911,000 | 312 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $356,911,000 | 298 |
| Securities issued by states & political subdivisions | $88,147,000 | 392 |
| Other domestic debt securities | $2,898,000 | 1,131 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $2,898,000 | 105 |
| 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 | $305,976,000 | 238 |
| Mortgage-backed securities | $90,969,000 | 690 |
| Certificates of participation in pools of residential mortgages | $81,730,000 | 508 |
| Issued or guaranteed by U.S. | $81,730,000 | 508 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,239,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $9,239,000 | 1,195 |
| 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) | $198,841,000 | 164 |
| Available-for-sale securities (fair market value) | $249,115,000 | 520 |
| Total debt securities | $447,956,000 | 342 |
| Structured notes | ||
| Amortized cost | $136,736,000 | 13 |
| Fair value | $142,587,000 | 13 |
| 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 | $430,571,000 | 355 |
| U.S. Government securities | $341,917,000 | 319 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $341,917,000 | 305 |
| Securities issued by states & political subdivisions | $85,775,000 | 388 |
| Other domestic debt securities | $2,879,000 | 1,141 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $2,879,000 | 105 |
| 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 | $279,104,000 | 256 |
| Mortgage-backed securities | $77,983,000 | 814 |
| Certificates of participation in pools of residential mortgages | $63,747,000 | 659 |
| Issued or guaranteed by U.S. | $63,747,000 | 659 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,236,000 | 1,024 |
| CMOs issued by government agencies or sponsored agencies | $14,236,000 | 971 |
| 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) | $198,299,000 | 167 |
| Available-for-sale securities (fair market value) | $232,272,000 | 568 |
| Total debt securities | $430,571,000 | 349 |
| Structured notes | ||
| Amortized cost | $136,299,000 | 14 |
| Fair value | $139,747,000 | 14 |
| 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 | $423,753,000 | 374 |
| U.S. Government securities | $331,500,000 | 333 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $331,500,000 | 324 |
| Securities issued by states & political subdivisions | $89,408,000 | 361 |
| Other domestic debt securities | $2,845,000 | 1,154 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $2,845,000 | 97 |
| 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 | $262,665,000 | 276 |
| Mortgage-backed securities | $66,524,000 | 917 |
| Certificates of participation in pools of residential mortgages | $51,469,000 | 812 |
| Issued or guaranteed by U.S. | $51,469,000 | 812 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $15,055,000 | 1,021 |
| CMOs issued by government agencies or sponsored agencies | $15,055,000 | 972 |
| 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) | $197,765,000 | 166 |
| Available-for-sale securities (fair market value) | $225,988,000 | 578 |
| Total debt securities | $423,753,000 | 366 |
| Structured notes | ||
| Amortized cost | $135,869,000 | 17 |
| Fair value | $143,217,000 | 16 |
| 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 | $386,562,000 | 408 |
| U.S. Government securities | $296,105,000 | 377 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $296,105,000 | 356 |
| Securities issued by states & political subdivisions | $87,584,000 | 364 |
| Other domestic debt securities | $2,873,000 | 1,149 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $2,873,000 | 97 |
| 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 | $262,225,000 | 281 |
| Mortgage-backed securities | $13,327,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | $13,327,000 | 2,168 |
| Issued or guaranteed by U.S. | $13,327,000 | 2,166 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $206,817,000 | 162 |
| Available-for-sale securities (fair market value) | $179,745,000 | 715 |
| Total debt securities | $386,562,000 | 399 |
| Structured notes | ||
| Amortized cost | $155,025,000 | 16 |
| Fair value | $160,743,000 | 15 |
| 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 | $406,651,000 | 385 |
| U.S. Government securities | $311,048,000 | 358 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $311,048,000 | 344 |
| Securities issued by states & political subdivisions | $92,753,000 | 338 |
| Other domestic debt securities | $2,850,000 | 1,194 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $2,850,000 | 101 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $267,022,000 | 273 |
| Mortgage-backed securities | $14,835,000 | 2,652 |
| Certificates of participation in pools of residential mortgages | $14,835,000 | 2,103 |
| Issued or guaranteed by U.S. | $14,835,000 | 2,101 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $206,261,000 | 159 |
| Available-for-sale securities (fair market value) | $200,390,000 | 644 |
| Total debt securities | $406,651,000 | 379 |
| Structured notes | ||
| Amortized cost | $154,574,000 | 19 |
| Fair value | $156,623,000 | 19 |
| 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 | $407,303,000 | 387 |
| U.S. Government securities | $310,865,000 | 366 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $310,865,000 | 350 |
| Securities issued by states & political subdivisions | $93,620,000 | 328 |
| Other domestic debt securities | $2,818,000 | 1,234 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $2,818,000 | 103 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $257,473,000 | 285 |
| Mortgage-backed securities | $15,818,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $15,818,000 | 2,062 |
| Issued or guaranteed by U.S. | $15,818,000 | 2,061 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $205,717,000 | 154 |
| Available-for-sale securities (fair market value) | $201,586,000 | 651 |
| Total debt securities | $407,303,000 | 382 |
| Structured notes | ||
| Amortized cost | $154,132,000 | 19 |
| Fair value | $153,998,000 | 19 |
| 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 | $406,626,000 | 396 |
| U.S. Government securities | $307,095,000 | 368 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $307,095,000 | 357 |
| Securities issued by states & political subdivisions | $96,767,000 | 309 |
| Other domestic debt securities | $2,764,000 | 1,277 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $2,764,000 | 106 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,571,000 | 275 |
| Mortgage-backed securities | $16,472,000 | 2,578 |
| Certificates of participation in pools of residential mortgages | $16,472,000 | 2,013 |
| Issued or guaranteed by U.S. | $16,472,000 | 2,013 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $406,626,000 | 329 |
| Total debt securities | $406,626,000 | 389 |
| Structured notes | ||
| Amortized cost | $164,060,000 | 18 |
| Fair value | $151,216,000 | 20 |
| 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 | $398,176,000 | 394 |
| U.S. Government securities | $299,983,000 | 370 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $299,983,000 | 359 |
| Securities issued by states & political subdivisions | $95,427,000 | 312 |
| Other domestic debt securities | $2,766,000 | 1,313 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $2,766,000 | 114 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $254,962,000 | 279 |
| Mortgage-backed securities | $17,166,000 | 2,532 |
| Certificates of participation in pools of residential mortgages | $17,166,000 | 1,981 |
| Issued or guaranteed by U.S. | $17,166,000 | 1,981 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $398,176,000 | 337 |
| Total debt securities | $398,176,000 | 387 |
| Structured notes | ||
| Amortized cost | $164,056,000 | 18 |
| Fair value | $147,295,000 | 21 |
| 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 | $408,804,000 | 375 |
| U.S. Government securities | $306,673,000 | 354 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $306,673,000 | 344 |
| Securities issued by states & political subdivisions | $99,455,000 | 288 |
| Other domestic debt securities | $2,676,000 | 1,363 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $2,676,000 | 126 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $206,259,000 | 326 |
| Mortgage-backed securities | $18,203,000 | 2,475 |
| Certificates of participation in pools of residential mortgages | $18,203,000 | 1,906 |
| Issued or guaranteed by U.S. | $18,203,000 | 1,903 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $408,804,000 | 327 |
| Total debt securities | $408,804,000 | 368 |
| Structured notes | ||
| Amortized cost | $164,051,000 | 21 |
| Fair value | $149,899,000 | 21 |
| 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 | $418,553,000 | 365 |
| U.S. Government securities | $316,338,000 | 335 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $316,338,000 | 325 |
| Securities issued by states & political subdivisions | $99,565,000 | 284 |
| Other domestic debt securities | $2,650,000 | 1,399 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $2,650,000 | 118 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $207,823,000 | 312 |
| Mortgage-backed securities | $19,575,000 | 2,393 |
| Certificates of participation in pools of residential mortgages | $19,575,000 | 1,809 |
| Issued or guaranteed by U.S. | $19,575,000 | 1,807 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $418,553,000 | 319 |
| Total debt securities | $418,553,000 | 359 |
| Structured notes | ||
| Amortized cost | $164,047,000 | 18 |
| Fair value | $153,579,000 | 19 |
| 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 | $382,868,000 | 401 |
| U.S. Government securities | $271,425,000 | 417 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $271,425,000 | 398 |
| Securities issued by states & political subdivisions | $108,637,000 | 252 |
| Other domestic debt securities | $2,806,000 | 1,376 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $2,806,000 | 115 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $198,245,000 | 340 |
| Mortgage-backed securities | $34,395,000 | 1,717 |
| Certificates of participation in pools of residential mortgages | $34,395,000 | 1,180 |
| Issued or guaranteed by U.S. | $34,395,000 | 1,178 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $382,868,000 | 349 |
| Total debt securities | $382,868,000 | 395 |
| Structured notes | ||
| Amortized cost | $119,042,000 | 22 |
| Fair value | $117,972,000 | 22 |
| 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 | $420,908,000 | 359 |
| U.S. Government securities | $307,533,000 | 359 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $307,533,000 | 344 |
| Securities issued by states & political subdivisions | $110,569,000 | 233 |
| Other domestic debt securities | $2,806,000 | 1,362 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $2,806,000 | 110 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,945,000 | 344 |
| Mortgage-backed securities | $38,422,000 | 1,581 |
| Certificates of participation in pools of residential mortgages | $38,422,000 | 1,066 |
| Issued or guaranteed by U.S. | $38,422,000 | 1,064 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $420,908,000 | 311 |
| Total debt securities | $420,908,000 | 352 |
| Structured notes | ||
| Amortized cost | $145,000,000 | 19 |
| Fair value | $144,921,000 | 19 |
| 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 | $394,468,000 | 389 |
| U.S. Government securities | $272,899,000 | 419 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $272,899,000 | 400 |
| Securities issued by states & political subdivisions | $118,719,000 | 202 |
| Other domestic debt securities | $2,850,000 | 1,388 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $2,850,000 | 108 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,144,000 | 358 |
| Mortgage-backed securities | $42,788,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $42,788,000 | 1,036 |
| Issued or guaranteed by U.S. | $42,788,000 | 1,035 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $394,468,000 | 344 |
| Total debt securities | $394,468,000 | 383 |
| Structured notes | ||
| Amortized cost | $135,000,000 | 20 |
| Fair value | $134,683,000 | 20 |
| 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 | $295,757,000 | 524 |
| U.S. Government securities | $182,060,000 | 599 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $182,060,000 | 577 |
| Securities issued by states & political subdivisions | $110,950,000 | 214 |
| Other domestic debt securities | $2,747,000 | 1,421 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $2,747,000 | 109 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,568,000 | 439 |
| Mortgage-backed securities | $30,550,000 | 1,975 |
| Certificates of participation in pools of residential mortgages | $30,550,000 | 1,395 |
| Issued or guaranteed by U.S. | $30,550,000 | 1,394 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $295,757,000 | 471 |
| Total debt securities | $295,757,000 | 515 |
| Structured notes | ||
| Amortized cost | $125,000,000 | 19 |
| Fair value | $125,570,000 | 20 |
| 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 | $379,785,000 | 405 |
| U.S. Government securities | $270,932,000 | 424 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $270,932,000 | 409 |
| Securities issued by states & political subdivisions | $106,538,000 | 217 |
| Other domestic debt securities | $2,315,000 | 1,505 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $2,315,000 | 115 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,698,000 | 348 |
| Mortgage-backed securities | $32,867,000 | 1,879 |
| Certificates of participation in pools of residential mortgages | $32,867,000 | 1,290 |
| Issued or guaranteed by U.S. | $32,867,000 | 1,289 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $379,785,000 | 362 |
| Total debt securities | $379,785,000 | 400 |
| Structured notes | ||
| Amortized cost | $195,000,000 | 12 |
| Fair value | $193,268,000 | 12 |
| 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 | $370,625,000 | 405 |
| U.S. Government securities | $270,056,000 | 406 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $270,056,000 | 391 |
| Securities issued by states & political subdivisions | $98,540,000 | 235 |
| Other domestic debt securities | $2,029,000 | 1,581 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $2,029,000 | 118 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $263,750,000 | 239 |
| Mortgage-backed securities | $35,118,000 | 1,721 |
| Certificates of participation in pools of residential mortgages | $35,118,000 | 1,161 |
| Issued or guaranteed by U.S. | $35,118,000 | 1,159 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $370,625,000 | 362 |
| Total debt securities | $370,625,000 | 403 |
| Structured notes | ||
| Amortized cost | $188,497,000 | 11 |
| Fair value | $188,769,000 | 11 |
| 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 | $311,308,000 | 471 |
| U.S. Government securities | $211,444,000 | 509 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $211,444,000 | 492 |
| Securities issued by states & political subdivisions | $97,758,000 | 222 |
| Other domestic debt securities | $2,106,000 | 1,548 |
| 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 | $2,106,000 | 117 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $241,402,000 | 259 |
| Mortgage-backed securities | $37,726,000 | 1,573 |
| Certificates of participation in pools of residential mortgages | $37,726,000 | 1,055 |
| Issued or guaranteed by U.S. | $37,726,000 | 1,052 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $311,308,000 | 415 |
| Total debt securities | $311,308,000 | 466 |
| Structured notes | ||
| Amortized cost | $118,497,000 | 26 |
| Fair value | $118,821,000 | 25 |
| 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 | $343,153,000 | 423 |
| U.S. Government securities | $239,966,000 | 449 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $239,966,000 | 433 |
| Securities issued by states & political subdivisions | $100,965,000 | 198 |
| Other domestic debt securities | $2,222,000 | 1,475 |
| 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 | $2,222,000 | 125 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,258,000 | 243 |
| Mortgage-backed securities | $38,771,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | $38,771,000 | 1,003 |
| Issued or guaranteed by U.S. | $38,771,000 | 999 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $343,153,000 | 368 |
| Total debt securities | $343,153,000 | 415 |
| Structured notes | ||
| Amortized cost | $129,996,000 | 24 |
| Fair value | $129,642,000 | 24 |
| 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 | $336,576,000 | 428 |
| U.S. Government securities | $238,891,000 | 447 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $238,891,000 | 428 |
| Securities issued by states & political subdivisions | $95,455,000 | 206 |
| Other domestic debt securities | $2,230,000 | 1,513 |
| 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 | $2,230,000 | 115 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,329,000 | 254 |
| Mortgage-backed securities | $35,032,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | $35,032,000 | 1,056 |
| Issued or guaranteed by U.S. | $35,032,000 | 1,049 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $336,576,000 | 377 |
| Total debt securities | $336,576,000 | 423 |
| Structured notes | ||
| Amortized cost | $114,996,000 | 27 |
| Fair value | $112,459,000 | 30 |
| 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 | $320,063,000 | 436 |
| U.S. Government securities | $223,918,000 | 462 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $223,918,000 | 442 |
| Securities issued by states & political subdivisions | $94,260,000 | 203 |
| Other domestic debt securities | $1,885,000 | 1,733 |
| 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 | $1,885,000 | 131 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,656,000 | 259 |
| Mortgage-backed securities | $37,760,000 | 1,455 |
| Certificates of participation in pools of residential mortgages | $37,760,000 | 963 |
| Issued or guaranteed by U.S. | $37,760,000 | 955 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $320,063,000 | 390 |
| Total debt securities | $320,063,000 | 431 |
| Structured notes | ||
| Amortized cost | $89,995,000 | 40 |
| Fair value | $86,823,000 | 41 |
| 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 | $312,982,000 | 423 |
| U.S. Government securities | $211,446,000 | 454 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $211,446,000 | 435 |
| Securities issued by states & political subdivisions | $99,402,000 | 179 |
| Other domestic debt securities | $2,134,000 | 1,671 |
| 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 | $2,134,000 | 126 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,018,000 | 264 |
| Mortgage-backed securities | $40,784,000 | 1,344 |
| Certificates of participation in pools of residential mortgages | $40,784,000 | 857 |
| Issued or guaranteed by U.S. | $40,784,000 | 849 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $312,982,000 | 373 |
| Total debt securities | $312,982,000 | 414 |
| Structured notes | ||
| Amortized cost | $59,995,000 | 67 |
| Fair value | $60,578,000 | 65 |
| 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 | $294,910,000 | 440 |
| U.S. Government securities | $196,681,000 | 489 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $196,681,000 | 465 |
| Securities issued by states & political subdivisions | $96,033,000 | 174 |
| Other domestic debt securities | $2,196,000 | 1,647 |
| 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 | $2,196,000 | 133 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,233,000 | 261 |
| Mortgage-backed securities | $43,368,000 | 1,261 |
| Certificates of participation in pools of residential mortgages | $43,368,000 | 820 |
| Issued or guaranteed by U.S. | $43,368,000 | 814 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $294,910,000 | 386 |
| Total debt securities | $294,910,000 | 433 |
| Structured notes | ||
| Amortized cost | $30,560,000 | 182 |
| Fair value | $30,682,000 | 182 |
| 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 | $285,656,000 | 461 |
| U.S. Government securities | $184,549,000 | 523 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $184,549,000 | 500 |
| Securities issued by states & political subdivisions | $98,913,000 | 167 |
| Other domestic debt securities | $2,194,000 | 1,695 |
| 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 | $2,194,000 | 137 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,698,000 | 287 |
| Mortgage-backed securities | $35,174,000 | 1,540 |
| Certificates of participation in pools of residential mortgages | $35,174,000 | 1,059 |
| Issued or guaranteed by U.S. | $35,174,000 | 1,050 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $285,656,000 | 407 |
| Total debt securities | $285,656,000 | 454 |
| Structured notes | ||
| Amortized cost | $25,560,000 | 189 |
| Fair value | $25,487,000 | 187 |
| 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 | $313,571,000 | 419 |
| U.S. Government securities | $213,307,000 | 440 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $213,307,000 | 424 |
| Securities issued by states & political subdivisions | $98,119,000 | 173 |
| Other domestic debt securities | $2,145,000 | 1,771 |
| 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 | $2,145,000 | 146 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $274,187,000 | 233 |
| Mortgage-backed securities | $69,985,000 | 879 |
| Certificates of participation in pools of residential mortgages | $69,985,000 | 574 |
| Issued or guaranteed by U.S. | $69,985,000 | 570 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $313,571,000 | 364 |
| Total debt securities | $313,571,000 | 413 |
| 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 | $292,576,000 | 452 |
| U.S. Government securities | $195,623,000 | 476 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $195,623,000 | 458 |
| Securities issued by states & political subdivisions | $94,699,000 | 181 |
| Other domestic debt securities | $2,254,000 | 1,832 |
| 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 | $2,254,000 | 167 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,776,000 | 268 |
| Mortgage-backed securities | $78,443,000 | 809 |
| Certificates of participation in pools of residential mortgages | $78,443,000 | 536 |
| Issued or guaranteed by U.S. | $78,443,000 | 532 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $292,576,000 | 391 |
| Total debt securities | $292,576,000 | 439 |
| 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 | $298,046,000 | 437 |
| U.S. Government securities | $205,777,000 | 437 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $205,777,000 | 420 |
| Securities issued by states & political subdivisions | $90,086,000 | 190 |
| Other domestic debt securities | $2,183,000 | 1,885 |
| 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 | $2,183,000 | 178 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,545,000 | 330 |
| Mortgage-backed securities | $90,259,000 | 713 |
| Certificates of participation in pools of residential mortgages | $90,259,000 | 488 |
| Issued or guaranteed by U.S. | $90,259,000 | 483 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $298,046,000 | 378 |
| Total debt securities | $298,046,000 | 425 |
| 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 | $269,398,000 | 481 |
| U.S. Government securities | $185,919,000 | 478 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $185,919,000 | 462 |
| Securities issued by states & political subdivisions | $81,840,000 | 200 |
| Other domestic debt securities | $1,639,000 | 2,006 |
| 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 | $1,639,000 | 1,259 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,644,000 | 314 |
| Mortgage-backed securities | $89,329,000 | 730 |
| Certificates of participation in pools of residential mortgages | $89,329,000 | 502 |
| Issued or guaranteed by U.S. | $89,329,000 | 495 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $269,398,000 | 411 |
| Total debt securities | $269,398,000 | 472 |
| 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 | $253,635,000 | 489 |
| U.S. Government securities | $170,552,000 | 519 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $170,552,000 | 504 |
| Securities issued by states & political subdivisions | $80,717,000 | 204 |
| Other domestic debt securities | $2,366,000 | 1,702 |
| 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 | $2,366,000 | 1,023 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,665,000 | 308 |
| Mortgage-backed securities | $91,870,000 | 700 |
| Certificates of participation in pools of residential mortgages | $91,870,000 | 482 |
| Issued or guaranteed by U.S. | $91,870,000 | 478 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $253,635,000 | 418 |
| Total debt securities | $253,635,000 | 478 |
| 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 | $202,255,000 | 602 |
| U.S. Government securities | $127,435,000 | 667 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $127,435,000 | 654 |
| Securities issued by states & political subdivisions | $72,804,000 | 211 |
| Other domestic debt securities | $2,016,000 | 1,774 |
| 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 | $2,016,000 | 1,085 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,355,000 | 359 |
| Mortgage-backed securities | $85,588,000 | 714 |
| Certificates of participation in pools of residential mortgages | $85,588,000 | 486 |
| Issued or guaranteed by U.S. | $85,588,000 | 481 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $202,255,000 | 508 |
| Total debt securities | $202,255,000 | 589 |
| 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 | $206,225,000 | 600 |
| U.S. Government securities | $123,929,000 | 676 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $123,929,000 | 658 |
| Securities issued by states & political subdivisions | $79,399,000 | 196 |
| Other domestic debt securities | $2,897,000 | 1,597 |
| 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 | $2,897,000 | 978 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,278,000 | 350 |
| Mortgage-backed securities | $82,093,000 | 725 |
| Certificates of participation in pools of residential mortgages | $82,093,000 | 506 |
| Issued or guaranteed by U.S. | $82,093,000 | 502 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $206,225,000 | 507 |
| Total debt securities | $206,225,000 | 587 |
| 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 | $238,119,000 | 528 |
| U.S. Government securities | $118,718,000 | 701 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $118,718,000 | 686 |
| Securities issued by states & political subdivisions | $77,978,000 | 199 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $41,423,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,318,000 | 496 |
| Mortgage-backed securities | $73,520,000 | 779 |
| Certificates of participation in pools of residential mortgages | $73,520,000 | 531 |
| Issued or guaranteed by U.S. | $73,520,000 | 524 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $238,119,000 | 458 |
| Total debt securities | $196,696,000 | 602 |
| 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 | $241,628,000 | 511 |
| U.S. Government securities | $95,511,000 | 880 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $95,511,000 | 854 |
| Securities issued by states & political subdivisions | $77,072,000 | 202 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $69,045,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,517,000 | 489 |
| Mortgage-backed securities | $68,469,000 | 752 |
| Certificates of participation in pools of residential mortgages | $68,469,000 | 516 |
| Issued or guaranteed by U.S. | $68,469,000 | 512 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $241,628,000 | 440 |
| Total debt securities | $172,583,000 | 675 |
| 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 | $220,865,000 | 570 |
| U.S. Government securities | $108,232,000 | 779 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $108,232,000 | 758 |
| Securities issued by states & political subdivisions | $78,687,000 | 198 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $33,946,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,311,000 | 464 |
| Mortgage-backed securities | $74,670,000 | 668 |
| Certificates of participation in pools of residential mortgages | $74,670,000 | 460 |
| Issued or guaranteed by U.S. | $74,670,000 | 454 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $220,865,000 | 484 |
| Total debt securities | $186,919,000 | 642 |
| 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 | $204,058,000 | 609 |
| U.S. Government securities | $95,511,000 | 897 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $95,511,000 | 862 |
| Securities issued by states & political subdivisions | $75,156,000 | 204 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $33,391,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,242,000 | 481 |
| Mortgage-backed securities | $70,411,000 | 692 |
| Certificates of participation in pools of residential mortgages | $70,411,000 | 485 |
| Issued or guaranteed by U.S. | $70,411,000 | 480 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $204,058,000 | 512 |
| Total debt securities | $170,667,000 | 681 |
| 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 | $178,134,000 | 694 |
| U.S. Government securities | $86,713,000 | 1,016 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $86,713,000 | 979 |
| Securities issued by states & political subdivisions | $73,700,000 | 205 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $17,721,000 | 172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,295,000 | 469 |
| Mortgage-backed securities | $68,660,000 | 722 |
| Certificates of participation in pools of residential mortgages | $68,660,000 | 497 |
| Issued or guaranteed by U.S. | $68,660,000 | 489 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $178,134,000 | 572 |
| Total debt securities | $160,413,000 | 737 |
| 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 | $170,816,000 | 730 |
| U.S. Government securities | $80,657,000 | 1,107 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $80,657,000 | 1,079 |
| Securities issued by states & political subdivisions | $76,949,000 | 197 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $13,210,000 | 221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,357,000 | 508 |
| Mortgage-backed securities | $68,944,000 | 723 |
| Certificates of participation in pools of residential mortgages | $67,207,000 | 514 |
| Issued or guaranteed by U.S. | $67,207,000 | 506 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,737,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $1,737,000 | 1,921 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $170,816,000 | 605 |
| Total debt securities | $157,606,000 | 764 |
| 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 | $156,210,000 | 798 |
| U.S. Government securities | $83,086,000 | 1,097 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $83,086,000 | 1,066 |
| Securities issued by states & political subdivisions | $73,124,000 | 203 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,248,000 | 499 |
| Mortgage-backed securities | $71,380,000 | 722 |
| Certificates of participation in pools of residential mortgages | $69,506,000 | 514 |
| Issued or guaranteed by U.S. | $69,506,000 | 507 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,874,000 | 2,123 |
| CMOs issued by government agencies or sponsored agencies | $1,874,000 | 1,859 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $156,210,000 | 667 |
| Total debt securities | $156,210,000 | 779 |
| 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 | $156,191,000 | 799 |
| U.S. Government securities | $68,118,000 | 1,317 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $68,118,000 | 1,280 |
| Securities issued by states & political subdivisions | $87,868,000 | 166 |
| Other domestic debt securities | $205,000 | 2,780 |
| Privately issued residential mortgage-backed securities | $205,000 | 1,115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,234,000 | 569 |
| Mortgage-backed securities | $56,747,000 | 854 |
| Certificates of participation in pools of residential mortgages | $54,522,000 | 635 |
| Issued or guaranteed by U.S. | $54,522,000 | 629 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,225,000 | 2,014 |
| CMOs issued by government agencies or sponsored agencies | $2,020,000 | 1,808 |
| Privately issued | $205,000 | 1,035 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $156,191,000 | 673 |
| Total debt securities | $156,191,000 | 783 |
| 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 | $158,700,000 | 797 |
| U.S. Government securities | $70,577,000 | 1,291 |
| U.S. Treasury securities | $2,000,000 | 844 |
| U.S. Government agency obligations | $68,577,000 | 1,286 |
| Securities issued by states & political subdivisions | $87,916,000 | 159 |
| Other domestic debt securities | $207,000 | 2,855 |
| Privately issued residential mortgage-backed securities | $207,000 | 1,096 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,509,000 | 548 |
| Mortgage-backed securities | $56,987,000 | 851 |
| Certificates of participation in pools of residential mortgages | $54,553,000 | 641 |
| Issued or guaranteed by U.S. | $54,553,000 | 633 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,434,000 | 1,958 |
| CMOs issued by government agencies or sponsored agencies | $2,227,000 | 1,761 |
| Privately issued | $207,000 | 1,018 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $158,700,000 | 666 |
| Total debt securities | $158,701,000 | 780 |
| 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 | $158,456,000 | 806 |
| U.S. Government securities | $71,028,000 | 1,278 |
| U.S. Treasury securities | $2,002,000 | 869 |
| U.S. Government agency obligations | $69,026,000 | 1,269 |
| Securities issued by states & political subdivisions | $87,211,000 | 158 |
| Other domestic debt securities | $217,000 | 2,927 |
| Privately issued residential mortgage-backed securities | $217,000 | 1,062 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,540,000 | 548 |
| Mortgage-backed securities | $57,271,000 | 848 |
| Certificates of participation in pools of residential mortgages | $54,641,000 | 653 |
| Issued or guaranteed by U.S. | $54,641,000 | 646 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,630,000 | 1,907 |
| CMOs issued by government agencies or sponsored agencies | $2,413,000 | 1,715 |
| Privately issued | $217,000 | 980 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $158,456,000 | 669 |
| Total debt securities | $158,456,000 | 786 |
| 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 | $156,176,000 | 812 |
| U.S. Government securities | $71,136,000 | 1,255 |
| U.S. Treasury securities | $4,016,000 | 613 |
| U.S. Government agency obligations | $67,120,000 | 1,288 |
| Securities issued by states & political subdivisions | $84,820,000 | 163 |
| Other domestic debt securities | $220,000 | 2,978 |
| Privately issued residential mortgage-backed securities | $220,000 | 1,046 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,720,000 | 513 |
| Mortgage-backed securities | $55,166,000 | 869 |
| Certificates of participation in pools of residential mortgages | $52,251,000 | 674 |
| Issued or guaranteed by U.S. | $52,251,000 | 667 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,915,000 | 1,848 |
| CMOs issued by government agencies or sponsored agencies | $2,695,000 | 1,659 |
| Privately issued | $220,000 | 964 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $156,176,000 | 684 |
| Total debt securities | $156,176,000 | 791 |
| 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 | $155,018,000 | 805 |
| U.S. Government securities | $72,655,000 | 1,248 |
| U.S. Treasury securities | $4,040,000 | 633 |
| U.S. Government agency obligations | $68,615,000 | 1,271 |
| Securities issued by states & political subdivisions | $82,040,000 | 173 |
| Other domestic debt securities | $323,000 | 2,885 |
| Privately issued residential mortgage-backed securities | $323,000 | 975 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,623,000 | 576 |
| Mortgage-backed securities | $56,042,000 | 881 |
| Certificates of participation in pools of residential mortgages | $52,624,000 | 681 |
| Issued or guaranteed by U.S. | $52,624,000 | 674 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,418,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $3,095,000 | 1,619 |
| Privately issued | $323,000 | 895 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $155,018,000 | 684 |
| Total debt securities | $155,018,000 | 786 |
| 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 | $144,032,000 | 873 |
| U.S. Government securities | $66,980,000 | 1,399 |
| U.S. Treasury securities | $4,057,000 | 700 |
| U.S. Government agency obligations | $62,923,000 | 1,412 |
| Securities issued by states & political subdivisions | $76,729,000 | 182 |
| Other domestic debt securities | $323,000 | 2,932 |
| Privately issued residential mortgage-backed securities | $323,000 | 952 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,062,000 | 557 |
| Mortgage-backed securities | $50,370,000 | 1,004 |
| Certificates of participation in pools of residential mortgages | $46,642,000 | 769 |
| Issued or guaranteed by U.S. | $46,642,000 | 764 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,728,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $3,405,000 | 1,594 |
| Privately issued | $323,000 | 881 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $144,032,000 | 736 |
| Total debt securities | $144,032,000 | 858 |
| 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 | $147,728,000 | 871 |
| U.S. Government securities | $70,734,000 | 1,322 |
| U.S. Treasury securities | $4,103,000 | 713 |
| U.S. Government agency obligations | $66,631,000 | 1,349 |
| Securities issued by states & political subdivisions | $76,629,000 | 183 |
| Other domestic debt securities | $365,000 | 2,943 |
| Privately issued residential mortgage-backed securities | $365,000 | 928 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,361,000 | 666 |
| Mortgage-backed securities | $49,405,000 | 1,036 |
| Certificates of participation in pools of residential mortgages | $45,292,000 | 812 |
| Issued or guaranteed by U.S. | $45,292,000 | 807 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,113,000 | 1,685 |
| CMOs issued by government agencies or sponsored agencies | $3,748,000 | 1,558 |
| Privately issued | $365,000 | 859 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $147,728,000 | 739 |
| Total debt securities | $147,728,000 | 851 |
| 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 | $142,774,000 | 901 |
| U.S. Government securities | $69,087,000 | 1,333 |
| U.S. Treasury securities | $6,170,000 | 517 |
| U.S. Government agency obligations | $62,917,000 | 1,412 |
| Securities issued by states & political subdivisions | $73,315,000 | 195 |
| Other domestic debt securities | $372,000 | 2,975 |
| Privately issued residential mortgage-backed securities | $372,000 | 874 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,472,000 | 601 |
| Mortgage-backed securities | $44,552,000 | 1,127 |
| Certificates of participation in pools of residential mortgages | $38,935,000 | 923 |
| Issued or guaranteed by U.S. | $38,935,000 | 914 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,617,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $5,245,000 | 1,340 |
| Privately issued | $372,000 | 805 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $142,774,000 | 770 |
| Total debt securities | $142,774,000 | 874 |
| 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 | $140,572,000 | 916 |
| U.S. Government securities | $72,944,000 | 1,300 |
| U.S. Treasury securities | $7,203,000 | 490 |
| U.S. Government agency obligations | $65,741,000 | 1,390 |
| Securities issued by states & political subdivisions | $67,229,000 | 208 |
| Other domestic debt securities | $399,000 | 3,045 |
| Privately issued residential mortgage-backed securities | $399,000 | 851 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,230,000 | 606 |
| Mortgage-backed securities | $47,039,000 | 1,101 |
| Certificates of participation in pools of residential mortgages | $39,370,000 | 922 |
| Issued or guaranteed by U.S. | $39,370,000 | 916 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,669,000 | 1,276 |
| CMOs issued by government agencies or sponsored agencies | $7,270,000 | 1,155 |
| Privately issued | $399,000 | 789 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $140,572,000 | 789 |
| Total debt securities | $140,572,000 | 892 |
| 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 | $134,013,000 | 966 |
| U.S. Government securities | $72,934,000 | 1,291 |
| U.S. Treasury securities | $15,411,000 | 277 |
| U.S. Government agency obligations | $57,523,000 | 1,562 |
| Securities issued by states & political subdivisions | $60,653,000 | 246 |
| Other domestic debt securities | $426,000 | 3,108 |
| Privately issued residential mortgage-backed securities | $426,000 | 882 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,602,000 | 568 |
| Mortgage-backed securities | $52,791,000 | 1,024 |
| Certificates of participation in pools of residential mortgages | $42,437,000 | 882 |
| Issued or guaranteed by U.S. | $42,437,000 | 876 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $10,354,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $9,928,000 | 1,013 |
| Privately issued | $426,000 | 813 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $134,013,000 | 815 |
| Total debt securities | $134,013,000 | 936 |
| 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 | $139,058,000 | 971 |
| U.S. Government securities | $79,491,000 | 1,253 |
| U.S. Treasury securities | $15,528,000 | 302 |
| U.S. Government agency obligations | $63,963,000 | 1,470 |
| Securities issued by states & political subdivisions | $59,018,000 | 261 |
| Other domestic debt securities | $549,000 | 2,945 |
| Privately issued residential mortgage-backed securities | $549,000 | 715 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,600,000 | 545 |
| Mortgage-backed securities | $59,368,000 | 948 |
| Certificates of participation in pools of residential mortgages | $48,538,000 | 797 |
| Issued or guaranteed by U.S. | $48,538,000 | 791 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,830,000 | 1,078 |
| CMOs issued by government agencies or sponsored agencies | $10,281,000 | 1,032 |
| Privately issued | $549,000 | 623 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $139,058,000 | 830 |
| Total debt securities | $139,058,000 | 936 |
| 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 | $167,604,000 | 799 |
| U.S. Government securities | $108,216,000 | 918 |
| U.S. Treasury securities | $15,677,000 | 296 |
| U.S. Government agency obligations | $92,539,000 | 1,020 |
| Securities issued by states & political subdivisions | $58,835,000 | 256 |
| Other domestic debt securities | $553,000 | 3,066 |
| Privately issued residential mortgage-backed securities | $553,000 | 756 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,470,000 | 475 |
| Mortgage-backed securities | $82,311,000 | 746 |
| Certificates of participation in pools of residential mortgages | $70,474,000 | 604 |
| Issued or guaranteed by U.S. | $70,474,000 | 597 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $11,837,000 | 1,028 |
| CMOs issued by government agencies or sponsored agencies | $11,284,000 | 979 |
| Privately issued | $553,000 | 661 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $167,604,000 | 693 |
| Total debt securities | $167,604,000 | 778 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 611 |
| Fair value | $4,032,000 | 609 |
| 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 | $174,316,000 | 768 |
| U.S. Government securities | $121,588,000 | 808 |
| U.S. Treasury securities | $18,923,000 | 263 |
| U.S. Government agency obligations | $102,665,000 | 889 |
| Securities issued by states & political subdivisions | $51,982,000 | 293 |
| Other domestic debt securities | $746,000 | 3,007 |
| Privately issued residential mortgage-backed securities | $746,000 | 741 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,824,000 | 522 |
| Mortgage-backed securities | $90,076,000 | 701 |
| Certificates of participation in pools of residential mortgages | $87,107,000 | 513 |
| Issued or guaranteed by U.S. | $87,107,000 | 507 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,969,000 | 2,169 |
| CMOs issued by government agencies or sponsored agencies | $2,223,000 | 2,288 |
| Privately issued | $746,000 | 659 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $174,316,000 | 658 |
| Total debt securities | $174,316,000 | 737 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 481 |
| Fair value | $4,058,000 | 480 |
| 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 | $159,053,000 | 814 |
| U.S. Government securities | $116,314,000 | 818 |
| U.S. Treasury securities | $18,950,000 | 278 |
| U.S. Government agency obligations | $97,364,000 | 935 |
| Securities issued by states & political subdivisions | $41,997,000 | 358 |
| Other domestic debt securities | $742,000 | 3,031 |
| Privately issued residential mortgage-backed securities | $742,000 | 770 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,807,000 | 503 |
| Mortgage-backed securities | $87,800,000 | 712 |
| Certificates of participation in pools of residential mortgages | $83,719,000 | 519 |
| Issued or guaranteed by U.S. | $83,719,000 | 512 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,081,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $3,339,000 | 2,026 |
| Privately issued | $742,000 | 684 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $159,053,000 | 693 |
| Total debt securities | $159,053,000 | 782 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,030,000 | 899 |
| 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 | $159,719,000 | 792 |
| U.S. Government securities | $117,427,000 | 788 |
| U.S. Treasury securities | $19,093,000 | 282 |
| U.S. Government agency obligations | $98,334,000 | 890 |
| Securities issued by states & political subdivisions | $41,566,000 | 350 |
| Other domestic debt securities | $726,000 | 3,053 |
| Privately issued residential mortgage-backed securities | $726,000 | 790 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,774,000 | 462 |
| Mortgage-backed securities | $87,687,000 | 687 |
| Certificates of participation in pools of residential mortgages | $81,005,000 | 495 |
| Issued or guaranteed by U.S. | $81,005,000 | 491 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,682,000 | 1,585 |
| CMOs issued by government agencies or sponsored agencies | $5,956,000 | 1,590 |
| Privately issued | $726,000 | 707 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $159,719,000 | 673 |
| Total debt securities | $159,719,000 | 765 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,032,000 | 751 |
| 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 | $120,452,000 | 952 |
| U.S. Government securities | $93,051,000 | 868 |
| U.S. Treasury securities | $31,014,000 | 194 |
| U.S. Government agency obligations | $62,037,000 | 1,247 |
| Securities issued by states & political subdivisions | $26,924,000 | 550 |
| Other domestic debt securities | $477,000 | 3,455 |
| Privately issued residential mortgage-backed securities | $477,000 | 987 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,485,000 | 497 |
| Mortgage-backed securities | $52,362,000 | 922 |
| Certificates of participation in pools of residential mortgages | $47,869,000 | 648 |
| Issued or guaranteed by U.S. | $47,869,000 | 642 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,493,000 | 1,976 |
| CMOs issued by government agencies or sponsored agencies | $4,016,000 | 1,962 |
| Privately issued | $477,000 | 891 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $120,452,000 | 800 |
| Total debt securities | $120,452,000 | 915 |
| 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 | $102,225,000 | 1,084 |
| U.S. Government securities | $75,605,000 | 1,084 |
| U.S. Treasury securities | $41,341,000 | 189 |
| U.S. Government agency obligations | $34,264,000 | 2,148 |
| Securities issued by states & political subdivisions | $23,621,000 | 629 |
| Other domestic debt securities | $500,000 | 2,946 |
| Privately issued residential mortgage-backed securities | $500,000 | 892 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,499,000 | 1,361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,853,000 | 470 |
| Mortgage-backed securities | $15,925,000 | 1,735 |
| Certificates of participation in pools of residential mortgages | $15,425,000 | 1,288 |
| Issued or guaranteed by U.S. | $15,425,000 | 1,280 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $500,000 | 3,317 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $500,000 | 783 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $102,225,000 | 848 |
| Total debt securities | $99,726,000 | 1,070 |
| Structured notes | ||
| Amortized cost | $500,000 | 526 |
| Fair value | $498,000 | 556 |
| 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 | $101,198,000 | 1,130 |
| U.S. Government securities | $77,811,000 | 1,108 |
| U.S. Treasury securities | $41,428,000 | 234 |
| U.S. Government agency obligations | $36,383,000 | 2,054 |
| Securities issued by states & political subdivisions | $21,603,000 | 725 |
| Other domestic debt securities | $500,000 | 2,799 |
| Privately issued residential mortgage-backed securities | $500,000 | 921 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,284,000 | 2,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,167,000 | 529 |
| Mortgage-backed securities | $17,996,000 | 1,728 |
| Certificates of participation in pools of residential mortgages | $17,496,000 | 1,269 |
| Issued or guaranteed by U.S. | $17,496,000 | 1,259 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $500,000 | 3,520 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $500,000 | 806 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $101,198,000 | 875 |
| Total debt securities | $99,914,000 | 1,094 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $496,000 | 852 |
| 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 | $90,230,000 | 1,285 |
| U.S. Government securities | $75,883,000 | 1,162 |
| U.S. Treasury securities | $37,879,000 | 360 |
| U.S. Government agency obligations | $38,004,000 | 1,918 |
| Securities issued by states & political subdivisions | $13,428,000 | 1,245 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $919,000 | 2,473 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,659,000 | 494 |
| Mortgage-backed securities | $20,936,000 | 1,647 |
| Certificates of participation in pools of residential mortgages | $20,859,000 | 1,197 |
| Issued or guaranteed by U.S. | $20,859,000 | 1,188 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $77,000 | 4,539 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 4,342 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $90,230,000 | 950 |
| Total debt securities | $89,311,000 | 1,255 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $66,091,000 | 1,732 |
| U.S. Government securities | $59,740,000 | 1,511 |
| U.S. Treasury securities | $31,345,000 | 590 |
| U.S. Government agency obligations | $28,395,000 | 2,416 |
| Securities issued by states & political subdivisions | $4,840,000 | 2,829 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,511,000 | 1,775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,302,000 | 583 |
| Mortgage-backed securities | $10,708,000 | 2,534 |
| Certificates of participation in pools of residential mortgages | $10,485,000 | 1,888 |
| Issued or guaranteed by U.S. | $10,485,000 | 1,873 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $223,000 | 4,492 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 4,331 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $66,091,000 | 1,203 |
| Total debt securities | $64,580,000 | 1,708 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $71,424,000 | 1,698 |
| U.S. Government securities | $64,179,000 | 1,511 |
| U.S. Treasury securities | $4,981,000 | 3,845 |
| U.S. Government agency obligations | $59,198,000 | 1,237 |
| Securities issued by states & political subdivisions | $6,126,000 | 2,394 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,119,000 | 2,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,215,000 | 558 |
| Mortgage-backed securities | $27,649,000 | 1,437 |
| Certificates of participation in pools of residential mortgages | $24,756,000 | 1,125 |
| Issued or guaranteed by U.S. | $24,756,000 | 1,108 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,893,000 | 2,618 |
| CMOs issued by government agencies or sponsored agencies | $2,893,000 | 2,502 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $71,424,000 | 1,149 |
| Total debt securities | $70,290,000 | 1,659 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 594 |
| Fair value | $3,459,000 | 590 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $75,114,000 | 1,688 |
| U.S. Government securities | $67,639,000 | 1,508 |
| U.S. Treasury securities | $5,552,000 | 4,245 |
| U.S. Government agency obligations | $62,087,000 | 1,185 |
| Securities issued by states & political subdivisions | $6,752,000 | 2,175 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $723,000 | 2,645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,075,000 | 692 |
| Mortgage-backed securities | $30,049,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | $24,897,000 | 1,144 |
| Issued or guaranteed by U.S. | $24,897,000 | 1,123 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,152,000 | 2,144 |
| CMOs issued by government agencies or sponsored agencies | $5,152,000 | 2,028 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $75,114,000 | 1,130 |
| Total debt securities | $74,338,000 | 1,646 |
| Structured notes | ||
| Amortized cost | $5,649,000 | 589 |
| Fair value | $5,576,000 | 580 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $76,991,000 | 1,696 |
| U.S. Government securities | $69,633,000 | 1,533 |
| U.S. Treasury securities | $6,967,000 | 4,453 |
| U.S. Government agency obligations | $62,666,000 | 1,139 |
| Securities issued by states & political subdivisions | $6,654,000 | 2,297 |
| Other domestic debt securities | $26,000 | 5,551 |
| Privately issued residential mortgage-backed securities | $26,000 | 2,627 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $678,000 | 2,584 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,152,000 | 1,005 |
| Mortgage-backed securities | $28,811,000 | 1,549 |
| Certificates of participation in pools of residential mortgages | $23,808,000 | 1,216 |
| Issued or guaranteed by U.S. | $23,808,000 | 1,196 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $5,003,000 | 2,303 |
| CMOs issued by government agencies or sponsored agencies | $4,977,000 | 2,200 |
| Privately issued | $26,000 | 2,289 |
| 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) | $71,086,000 | 1,065 |
| Available-for-sale securities (fair market value) | $5,905,000 | 6,406 |
| Total debt securities | $75,899,000 | 1,678 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $55,847,000 | 2,478 |
| U.S. Government securities | $50,058,000 | 2,193 |
| U.S. Treasury securities | $4,505,000 | 6,071 |
| U.S. Government agency obligations | $45,553,000 | 1,533 |
| Securities issued by states & political subdivisions | $4,965,000 | 3,025 |
| Other domestic debt securities | $219,000 | 5,178 |
| Privately issued residential mortgage-backed securities | $219,000 | 2,282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $605,000 | 2,764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,378,000 | 1,236 |
| Mortgage-backed securities | $27,966,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | $23,118,000 | 1,331 |
| Issued or guaranteed by U.S. | $23,118,000 | 1,310 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,848,000 | 2,681 |
| CMOs issued by government agencies or sponsored agencies | $4,629,000 | 2,592 |
| Privately issued | $219,000 | 1,907 |
| 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 | $54,828,000 | 2,455 |
| 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 | $50,100,000 | 2,729 |
| U.S. Government securities | $43,894,000 | 2,467 |
| U.S. Treasury securities | $4,363,000 | 6,262 |
| U.S. Government agency obligations | $39,531,000 | 1,710 |
| Securities issued by states & political subdivisions | $5,926,000 | 2,363 |
| Other domestic debt securities | $280,000 | 5,830 |
| Privately issued residential mortgage-backed securities | $280,000 | 2,827 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,225,000 | 1,878 |
| Mortgage-backed securities | $25,415,000 | 1,936 |
| Certificates of participation in pools of residential mortgages | $17,499,000 | 1,681 |
| Issued or guaranteed by U.S. | $17,499,000 | 1,644 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $7,916,000 | 1,990 |
| CMOs issued by government agencies or sponsored agencies | $7,636,000 | 1,835 |
| Privately issued | $280,000 | 2,401 |
| 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 | $49,686,000 | 2,680 |
| 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 |