Home > Western Commerce Bank > Securities
Western Commerce Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $263,081,000 | 766 |
| U.S. Government securities | $179,205,000 | 707 |
| U.S. Treasury securities | $19,734,000 | 916 |
| U.S. Government agency obligations | $159,471,000 | 689 |
| Securities issued by states & political subdivisions | $21,608,000 | 1,711 |
| Other domestic debt securities | $62,268,000 | 345 |
| Privately issued residential mortgage-backed securities | $33,244,000 | 136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,005,000 | 387 |
| Structured financial products - Total | $4,479,000 | 369 |
| Other domestic debt securities - All other | $12,670,000 | 555 |
| 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 | $183,910,000 | 545 |
| Mortgage-backed securities | $154,588,000 | 544 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $82,590,000 | 585 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,853,000 | 612 |
| Privately issued | $33,244,000 | 116 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,164,000 | 1,178 |
| Other commercial mortgage-backed securities | $10,737,000 | 496 |
| Held to maturity securities (book value) | $262,399,000 | 214 |
| Available-for-sale securities (fair market value) | $682,000 | 4,155 |
| Total debt securities | $263,081,000 | 756 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $273,498,000 | 736 |
| U.S. Government securities | $187,675,000 | 696 |
| U.S. Treasury securities | $19,725,000 | 967 |
| U.S. Government agency obligations | $167,950,000 | 657 |
| Securities issued by states & political subdivisions | $21,390,000 | 1,698 |
| Other domestic debt securities | $64,433,000 | 337 |
| Privately issued residential mortgage-backed securities | $35,146,000 | 128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,154,000 | 361 |
| Structured financial products - Total | $4,478,000 | 369 |
| Other domestic debt securities - All other | $12,668,000 | 555 |
| 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 | $182,949,000 | 531 |
| Mortgage-backed securities | $159,133,000 | 525 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $84,580,000 | 566 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $27,373,000 | 587 |
| Privately issued | $35,146,000 | 114 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,171,000 | 1,151 |
| Other commercial mortgage-backed securities | $10,863,000 | 492 |
| Held to maturity securities (book value) | $272,817,000 | 212 |
| Available-for-sale securities (fair market value) | $681,000 | 4,173 |
| Total debt securities | $273,497,000 | 727 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $262,888,000 | 776 |
| U.S. Government securities | $177,662,000 | 740 |
| U.S. Treasury securities | $24,709,000 | 829 |
| U.S. Government agency obligations | $152,953,000 | 724 |
| Securities issued by states & political subdivisions | $21,752,000 | 1,738 |
| Other domestic debt securities | $63,474,000 | 343 |
| Privately issued residential mortgage-backed securities | $35,449,000 | 131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,310,000 | 357 |
| Structured financial products - Total | $2,986,000 | 394 |
| Other domestic debt securities - All other | $12,667,000 | 559 |
| 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 | $175,313,000 | 554 |
| Mortgage-backed securities | $144,326,000 | 583 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $72,712,000 | 643 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $24,041,000 | 648 |
| Privately issued | $35,449,000 | 114 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,178,000 | 1,153 |
| Other commercial mortgage-backed securities | $10,946,000 | 495 |
| Held to maturity securities (book value) | $258,532,000 | 208 |
| Available-for-sale securities (fair market value) | $4,356,000 | 4,044 |
| Total debt securities | $262,887,000 | 766 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $259,142,000 | 821 |
| U.S. Government securities | $180,415,000 | 754 |
| U.S. Treasury securities | $34,669,000 | 705 |
| U.S. Government agency obligations | $145,746,000 | 746 |
| Securities issued by states & political subdivisions | $21,764,000 | 1,789 |
| Other domestic debt securities | $56,963,000 | 385 |
| Privately issued residential mortgage-backed securities | $35,959,000 | 144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $11,760,000 | 611 |
| 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 | $158,621,000 | 560 |
| Mortgage-backed securities | $137,754,000 | 638 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $67,038,000 | 715 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $22,438,000 | 714 |
| Privately issued | $35,959,000 | 115 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,185,000 | 1,171 |
| Other commercial mortgage-backed securities | $11,134,000 | 502 |
| Held to maturity securities (book value) | $259,124,000 | 219 |
| Available-for-sale securities (fair market value) | $18,000 | 4,310 |
| Total debt securities | $259,142,000 | 813 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $246,760,000 | 876 |
| U.S. Government securities | $170,068,000 | 814 |
| U.S. Treasury securities | $44,658,000 | 612 |
| U.S. Government agency obligations | $125,410,000 | 843 |
| Securities issued by states & political subdivisions | $21,776,000 | 1,851 |
| Other domestic debt securities | $54,916,000 | 401 |
| Privately issued residential mortgage-backed securities | $33,879,000 | 150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $11,760,000 | 625 |
| 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 | $150,892,000 | 538 |
| Mortgage-backed securities | $113,894,000 | 752 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $55,827,000 | 817 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,823,000 | 1,007 |
| Privately issued | $33,879,000 | 119 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,192,000 | 1,160 |
| Other commercial mortgage-backed securities | $11,173,000 | 495 |
| Held to maturity securities (book value) | $246,741,000 | 236 |
| Available-for-sale securities (fair market value) | $19,000 | 4,339 |
| Total debt securities | $246,760,000 | 865 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $233,012,000 | 926 |
| U.S. Government securities | $161,151,000 | 848 |
| U.S. Treasury securities | $44,648,000 | 623 |
| U.S. Government agency obligations | $116,503,000 | 898 |
| Securities issued by states & political subdivisions | $21,789,000 | 1,855 |
| Other domestic debt securities | $49,072,000 | 408 |
| Privately issued residential mortgage-backed securities | $29,522,000 | 149 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $11,761,000 | 621 |
| Foreign debt securities | $1,000,000 | 186 |
| 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 | $143,500,000 | 533 |
| Mortgage-backed securities | $106,910,000 | 800 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $54,486,000 | 845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,013,000 | 1,018 |
| Privately issued | $29,522,000 | 127 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,199,000 | 1,177 |
| Other commercial mortgage-backed securities | $9,690,000 | 556 |
| Held to maturity securities (book value) | $232,991,000 | 243 |
| Available-for-sale securities (fair market value) | $21,000 | 4,381 |
| Total debt securities | $233,012,000 | 916 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $198,691,000 | 1,079 |
| U.S. Government securities | $134,647,000 | 1,006 |
| U.S. Treasury securities | $39,733,000 | 663 |
| U.S. Government agency obligations | $94,914,000 | 1,086 |
| Securities issued by states & political subdivisions | $20,997,000 | 1,933 |
| Other domestic debt securities | $42,048,000 | 430 |
| Privately issued residential mortgage-backed securities | $20,990,000 | 185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $11,761,000 | 627 |
| Foreign debt securities | $999,000 | 194 |
| 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 | $107,917,000 | 662 |
| Mortgage-backed securities | $76,113,000 | 1,050 |
| Certificates of participation in pools of residential mortgages | $36,896,000 | 1,166 |
| Issued or guaranteed by U.S. | $36,896,000 | 1,145 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $28,714,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $7,724,000 | 1,272 |
| Privately issued | $20,990,000 | 150 |
| Commercial mortgage-backed securities | $10,503,000 | 854 |
| Commercial mortgage pass-through securities | $1,206,000 | 1,168 |
| Other commercial mortgage-backed securities | $9,297,000 | 608 |
| Held to maturity securities (book value) | $198,667,000 | 253 |
| Available-for-sale securities (fair market value) | $24,000 | 4,413 |
| Total debt securities | $198,692,000 | 1,069 |
| 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 | $182,960,000 | 1,166 |
| U.S. Government securities | $125,097,000 | 1,071 |
| U.S. Treasury securities | $29,804,000 | 734 |
| U.S. Government agency obligations | $95,293,000 | 1,080 |
| Securities issued by states & political subdivisions | $21,007,000 | 1,950 |
| Other domestic debt securities | $35,857,000 | 476 |
| Privately issued residential mortgage-backed securities | $16,795,000 | 192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $10,762,000 | 654 |
| Foreign debt securities | $999,000 | 201 |
| 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 | $104,055,000 | 638 |
| Mortgage-backed securities | $69,663,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $37,463,000 | 1,177 |
| Issued or guaranteed by U.S. | $37,463,000 | 1,158 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $22,687,000 | 794 |
| CMOs issued by government agencies or sponsored agencies | $5,892,000 | 1,425 |
| Privately issued | $16,795,000 | 150 |
| Commercial mortgage-backed securities | $9,513,000 | 903 |
| Commercial mortgage pass-through securities | $1,213,000 | 1,161 |
| Other commercial mortgage-backed securities | $8,300,000 | 644 |
| Held to maturity securities (book value) | $182,934,000 | 239 |
| Available-for-sale securities (fair market value) | $26,000 | 4,426 |
| Total debt securities | $182,960,000 | 1,154 |
| 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 | $153,993,000 | 1,303 |
| U.S. Government securities | $111,702,000 | 1,075 |
| U.S. Treasury securities | $19,667,000 | 701 |
| U.S. Government agency obligations | $92,035,000 | 1,088 |
| Securities issued by states & political subdivisions | $21,018,000 | 1,996 |
| Other domestic debt securities | $20,274,000 | 646 |
| Privately issued residential mortgage-backed securities | $7,231,000 | 270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $8,763,000 | 712 |
| Foreign debt securities | $999,000 | 195 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,870,000 | 596 |
| Mortgage-backed securities | $53,087,000 | 1,338 |
| Certificates of participation in pools of residential mortgages | $40,356,000 | 1,105 |
| Issued or guaranteed by U.S. | $40,356,000 | 1,084 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $7,231,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $7,231,000 | 187 |
| Commercial mortgage-backed securities | $5,500,000 | 1,112 |
| Commercial mortgage pass-through securities | $1,220,000 | 1,146 |
| Other commercial mortgage-backed securities | $4,280,000 | 820 |
| Held to maturity securities (book value) | $153,964,000 | 206 |
| Available-for-sale securities (fair market value) | $29,000 | 4,469 |
| Total debt securities | $153,993,000 | 1,283 |
| 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 | $136,357,000 | 1,357 |
| U.S. Government securities | $109,111,000 | 1,037 |
| U.S. Treasury securities | $19,659,000 | 579 |
| U.S. Government agency obligations | $89,452,000 | 1,088 |
| Securities issued by states & political subdivisions | $18,711,000 | 2,089 |
| Other domestic debt securities | $7,537,000 | 1,036 |
| 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 | $5,013,000 | 904 |
| Foreign debt securities | $998,000 | 184 |
| 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 | $104,083,000 | 625 |
| Mortgage-backed securities | $48,547,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $44,796,000 | 1,008 |
| Issued or guaranteed by U.S. | $44,796,000 | 987 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,751,000 | 1,268 |
| Commercial mortgage pass-through securities | $1,227,000 | 1,146 |
| Other commercial mortgage-backed securities | $2,524,000 | 971 |
| Held to maturity securities (book value) | $136,326,000 | 201 |
| Available-for-sale securities (fair market value) | $31,000 | 4,523 |
| Total debt securities | $136,357,000 | 1,340 |
| 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 | $122,937,000 | 1,415 |
| U.S. Government securities | $108,799,000 | 989 |
| U.S. Treasury securities | $19,651,000 | 501 |
| U.S. Government agency obligations | $89,148,000 | 1,062 |
| Securities issued by states & political subdivisions | $11,626,000 | 2,514 |
| Other domestic debt securities | $1,514,000 | 1,649 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,514,000 | 1,304 |
| Foreign debt securities | $998,000 | 180 |
| 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 | $96,634,000 | 657 |
| Mortgage-backed securities | $51,206,000 | 1,291 |
| Certificates of participation in pools of residential mortgages | $49,973,000 | 891 |
| Issued or guaranteed by U.S. | $49,973,000 | 872 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,233,000 | 1,629 |
| Commercial mortgage pass-through securities | $1,233,000 | 1,145 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $122,904,000 | 199 |
| Available-for-sale securities (fair market value) | $33,000 | 4,551 |
| Total debt securities | $122,937,000 | 1,401 |
| 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 | $108,006,000 | 1,452 |
| U.S. Government securities | $93,862,000 | 1,015 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $93,862,000 | 947 |
| Securities issued by states & political subdivisions | $11,632,000 | 2,480 |
| Other domestic debt securities | $1,515,000 | 1,607 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,515,000 | 1,231 |
| Foreign debt securities | $997,000 | 186 |
| 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 | $87,511,000 | 691 |
| Mortgage-backed securities | $57,150,000 | 1,167 |
| Certificates of participation in pools of residential mortgages | $57,150,000 | 770 |
| Issued or guaranteed by U.S. | $57,150,000 | 751 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $107,971,000 | 200 |
| Available-for-sale securities (fair market value) | $35,000 | 4,564 |
| Total debt securities | $108,006,000 | 1,437 |
| 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 | $110,452,000 | 1,321 |
| U.S. Government securities | $96,708,000 | 899 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $96,708,000 | 849 |
| Securities issued by states & political subdivisions | $5,995,000 | 3,060 |
| Other domestic debt securities | $1,515,000 | 1,551 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,515,000 | 1,180 |
| Foreign debt securities | $997,000 | 184 |
| 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 | $84,317,000 | 702 |
| Mortgage-backed securities | $65,800,000 | 975 |
| Certificates of participation in pools of residential mortgages | $65,800,000 | 625 |
| Issued or guaranteed by U.S. | $65,800,000 | 615 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $105,178,000 | 182 |
| Available-for-sale securities (fair market value) | $37,000 | 4,579 |
| Total debt securities | $105,215,000 | 1,356 |
| 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 | $122,307,000 | 1,161 |
| U.S. Government securities | $108,544,000 | 790 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $108,544,000 | 742 |
| Securities issued by states & political subdivisions | $5,996,000 | 2,961 |
| Other domestic debt securities | $1,516,000 | 1,523 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,516,000 | 1,148 |
| Foreign debt securities | $997,000 | 188 |
| 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 | $83,561,000 | 692 |
| Mortgage-backed securities | $76,599,000 | 832 |
| Certificates of participation in pools of residential mortgages | $76,599,000 | 518 |
| Issued or guaranteed by U.S. | $76,599,000 | 507 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $117,012,000 | 165 |
| Available-for-sale securities (fair market value) | $41,000 | 4,605 |
| Total debt securities | $117,053,000 | 1,190 |
| 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 | $135,121,000 | 1,033 |
| U.S. Government securities | $120,455,000 | 699 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $120,455,000 | 663 |
| Securities issued by states & political subdivisions | $6,898,000 | 2,800 |
| Other domestic debt securities | $1,516,000 | 1,459 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,516,000 | 1,098 |
| Foreign debt securities | $996,000 | 189 |
| 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 | $78,738,000 | 741 |
| Mortgage-backed securities | $87,114,000 | 746 |
| Certificates of participation in pools of residential mortgages | $87,114,000 | 476 |
| Issued or guaranteed by U.S. | $87,114,000 | 467 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $129,821,000 | 154 |
| Available-for-sale securities (fair market value) | $44,000 | 4,637 |
| Total debt securities | $129,865,000 | 1,048 |
| 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 | $139,048,000 | 969 |
| U.S. Government securities | $124,445,000 | 689 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $124,445,000 | 651 |
| Securities issued by states & political subdivisions | $6,900,000 | 2,693 |
| Other domestic debt securities | $1,517,000 | 1,406 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $1,517,000 | 1,029 |
| Foreign debt securities | $996,000 | 191 |
| Equity securities | $5,190,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,111,000 | 699 |
| Mortgage-backed securities | $89,934,000 | 743 |
| Certificates of participation in pools of residential mortgages | $89,934,000 | 471 |
| Issued or guaranteed by U.S. | $89,934,000 | 456 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $133,811,000 | 161 |
| Available-for-sale securities (fair market value) | $5,237,000 | 4,160 |
| Total debt securities | $133,858,000 | 995 |
| 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 | $142,028,000 | 927 |
| U.S. Government securities | $130,857,000 | 664 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $130,857,000 | 620 |
| Securities issued by states & political subdivisions | $3,468,000 | 3,266 |
| Other domestic debt securities | $1,518,000 | 1,373 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,518,000 | 1,007 |
| Foreign debt securities | $995,000 | 181 |
| Equity securities | $5,190,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,475,000 | 668 |
| Mortgage-backed securities | $94,343,000 | 703 |
| Certificates of participation in pools of residential mortgages | $94,343,000 | 434 |
| Issued or guaranteed by U.S. | $94,343,000 | 424 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $136,789,000 | 167 |
| Available-for-sale securities (fair market value) | $5,239,000 | 4,231 |
| Total debt securities | $136,838,000 | 953 |
| 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 | $141,583,000 | 929 |
| U.S. Government securities | $132,106,000 | 667 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $132,106,000 | 623 |
| Securities issued by states & political subdivisions | $1,752,000 | 3,668 |
| Other domestic debt securities | $1,518,000 | 1,378 |
| 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 | $1,518,000 | 1,005 |
| Foreign debt securities | $995,000 | 186 |
| Equity securities | $5,212,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,230,000 | 700 |
| Mortgage-backed securities | $94,115,000 | 674 |
| Certificates of participation in pools of residential mortgages | $94,115,000 | 426 |
| Issued or guaranteed by U.S. | $94,115,000 | 414 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $136,320,000 | 174 |
| Available-for-sale securities (fair market value) | $5,263,000 | 4,291 |
| Total debt securities | $136,371,000 | 955 |
| 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 | $122,259,000 | 1,068 |
| U.S. Government securities | $114,116,000 | 764 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $114,116,000 | 725 |
| Securities issued by states & political subdivisions | $1,952,000 | 3,669 |
| 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 | $995,000 | 195 |
| Equity securities | $5,196,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,155,000 | 730 |
| Mortgage-backed securities | $76,622,000 | 787 |
| Certificates of participation in pools of residential mortgages | $76,622,000 | 491 |
| Issued or guaranteed by U.S. | $76,622,000 | 487 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $117,010,000 | 205 |
| Available-for-sale securities (fair market value) | $5,249,000 | 4,345 |
| Total debt securities | $117,063,000 | 1,093 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $126,108,000 | 1,054 |
| U.S. Government securities | $118,004,000 | 744 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $118,004,000 | 696 |
| Securities issued by states & political subdivisions | $1,953,000 | 3,728 |
| 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 | $994,000 | 197 |
| Equity securities | $5,157,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,307,000 | 768 |
| Mortgage-backed securities | $79,365,000 | 766 |
| Certificates of participation in pools of residential mortgages | $79,365,000 | 483 |
| Issued or guaranteed by U.S. | $79,365,000 | 481 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $120,895,000 | 207 |
| Available-for-sale securities (fair market value) | $5,213,000 | 4,397 |
| Total debt securities | $120,951,000 | 1,075 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $129,552,000 | 1,033 |
| U.S. Government securities | $121,479,000 | 731 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $121,479,000 | 689 |
| Securities issued by states & political subdivisions | $1,953,000 | 3,780 |
| 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 | $994,000 | 195 |
| Equity securities | $5,126,000 | 99 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,881,000 | 851 |
| Mortgage-backed securities | $81,504,000 | 741 |
| Certificates of participation in pools of residential mortgages | $81,504,000 | 479 |
| Issued or guaranteed by U.S. | $81,504,000 | 476 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $124,366,000 | 215 |
| Available-for-sale securities (fair market value) | $5,186,000 | 4,439 |
| Total debt securities | $124,426,000 | 1,055 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $124,180,000 | 1,062 |
| U.S. Government securities | $116,126,000 | 752 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $116,126,000 | 708 |
| Securities issued by states & political subdivisions | $1,954,000 | 3,830 |
| 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 | $993,000 | 192 |
| Equity securities | $5,107,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,175,000 | 874 |
| Mortgage-backed securities | $74,792,000 | 783 |
| Certificates of participation in pools of residential mortgages | $74,792,000 | 505 |
| Issued or guaranteed by U.S. | $74,792,000 | 503 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $119,010,000 | 214 |
| Available-for-sale securities (fair market value) | $5,170,000 | 4,494 |
| Total debt securities | $119,073,000 | 1,084 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $127,440,000 | 1,060 |
| U.S. Government securities | $119,152,000 | 735 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $119,152,000 | 693 |
| Securities issued by states & political subdivisions | $2,155,000 | 3,837 |
| 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 | $993,000 | 193 |
| Equity securities | $5,140,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,006,000 | 980 |
| Mortgage-backed securities | $77,510,000 | 778 |
| Certificates of participation in pools of residential mortgages | $77,510,000 | 507 |
| Issued or guaranteed by U.S. | $77,510,000 | 500 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $122,233,000 | 208 |
| Available-for-sale securities (fair market value) | $5,207,000 | 4,547 |
| Total debt securities | $122,300,000 | 1,076 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $123,562,000 | 1,095 |
| U.S. Government securities | $114,741,000 | 777 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $114,741,000 | 736 |
| Securities issued by states & political subdivisions | $2,156,000 | 3,886 |
| Other domestic debt securities | $501,000 | 1,686 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $501,000 | 1,367 |
| Foreign debt securities | $993,000 | 188 |
| Equity securities | $5,171,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,378,000 | 990 |
| Mortgage-backed securities | $73,925,000 | 792 |
| Certificates of participation in pools of residential mortgages | $73,925,000 | 533 |
| Issued or guaranteed by U.S. | $73,925,000 | 532 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $118,320,000 | 214 |
| Available-for-sale securities (fair market value) | $5,242,000 | 4,602 |
| Total debt securities | $118,391,000 | 1,131 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $127,049,000 | 1,079 |
| U.S. Government securities | $118,166,000 | 771 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $118,166,000 | 731 |
| Securities issued by states & political subdivisions | $2,157,000 | 3,946 |
| Other domestic debt securities | $504,000 | 1,690 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $504,000 | 1,384 |
| Foreign debt securities | $993,000 | 194 |
| Equity securities | $5,229,000 | 208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,882,000 | 1,104 |
| Mortgage-backed securities | $76,096,000 | 787 |
| Certificates of participation in pools of residential mortgages | $76,096,000 | 517 |
| Issued or guaranteed by U.S. | $76,096,000 | 516 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $121,744,000 | 218 |
| Available-for-sale securities (fair market value) | $5,305,000 | 4,656 |
| Total debt securities | $121,820,000 | 1,108 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $125,957,000 | 1,083 |
| U.S. Government securities | $117,043,000 | 782 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $117,043,000 | 745 |
| Securities issued by states & political subdivisions | $2,158,000 | 3,995 |
| Other domestic debt securities | $507,000 | 1,715 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $507,000 | 1,417 |
| Foreign debt securities | $992,000 | 205 |
| Equity securities | $5,257,000 | 220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,831,000 | 1,098 |
| Mortgage-backed securities | $73,464,000 | 813 |
| Certificates of participation in pools of residential mortgages | $73,464,000 | 536 |
| Issued or guaranteed by U.S. | $73,464,000 | 536 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $120,619,000 | 227 |
| Available-for-sale securities (fair market value) | $5,338,000 | 4,709 |
| Total debt securities | $120,700,000 | 1,119 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $126,679,000 | 1,109 |
| U.S. Government securities | $117,550,000 | 781 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $117,550,000 | 748 |
| Securities issued by states & political subdivisions | $2,359,000 | 3,979 |
| Other domestic debt securities | $511,000 | 1,731 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $511,000 | 1,435 |
| Foreign debt securities | $991,000 | 212 |
| Equity securities | $5,268,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,263,000 | 1,108 |
| Mortgage-backed securities | $75,962,000 | 818 |
| Certificates of participation in pools of residential mortgages | $75,962,000 | 536 |
| Issued or guaranteed by U.S. | $75,962,000 | 536 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $121,326,000 | 229 |
| Available-for-sale securities (fair market value) | $5,353,000 | 4,740 |
| Total debt securities | $121,411,000 | 1,131 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $126,732,000 | 1,111 |
| U.S. Government securities | $117,099,000 | 804 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $117,099,000 | 763 |
| Securities issued by states & political subdivisions | $2,360,000 | 4,026 |
| Other domestic debt securities | $1,013,000 | 1,551 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,013,000 | 1,263 |
| Foreign debt securities | $991,000 | 211 |
| Equity securities | $5,269,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,417,000 | 1,078 |
| Mortgage-backed securities | $74,248,000 | 836 |
| Certificates of participation in pools of residential mortgages | $74,248,000 | 556 |
| Issued or guaranteed by U.S. | $74,248,000 | 555 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $121,367,000 | 233 |
| Available-for-sale securities (fair market value) | $5,365,000 | 4,792 |
| Total debt securities | $121,463,000 | 1,131 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $124,658,000 | 1,117 |
| U.S. Government securities | $114,865,000 | 807 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $114,865,000 | 773 |
| Securities issued by states & political subdivisions | $2,511,000 | 4,026 |
| Other domestic debt securities | $1,017,000 | 1,547 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,017,000 | 1,257 |
| Foreign debt securities | $991,000 | 204 |
| Equity securities | $5,274,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,823,000 | 1,018 |
| Mortgage-backed securities | $72,640,000 | 847 |
| Certificates of participation in pools of residential mortgages | $72,640,000 | 557 |
| Issued or guaranteed by U.S. | $72,640,000 | 557 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $119,283,000 | 232 |
| Available-for-sale securities (fair market value) | $5,375,000 | 4,806 |
| Total debt securities | $119,384,000 | 1,145 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $111,313,000 | 1,217 |
| U.S. Government securities | $102,421,000 | 874 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $102,421,000 | 833 |
| Securities issued by states & political subdivisions | $1,507,000 | 4,317 |
| Other domestic debt securities | $1,020,000 | 1,552 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,020,000 | 1,260 |
| Foreign debt securities | $991,000 | 200 |
| Equity securities | $5,374,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,277,000 | 1,001 |
| Mortgage-backed securities | $58,167,000 | 1,003 |
| Certificates of participation in pools of residential mortgages | $58,167,000 | 686 |
| Issued or guaranteed by U.S. | $58,167,000 | 686 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $105,833,000 | 249 |
| Available-for-sale securities (fair market value) | $5,480,000 | 4,838 |
| Total debt securities | $105,939,000 | 1,256 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $122,473,000 | 1,155 |
| U.S. Government securities | $114,104,000 | 813 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $114,104,000 | 779 |
| Securities issued by states & political subdivisions | $960,000 | 4,549 |
| Other domestic debt securities | $1,022,000 | 1,575 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,022,000 | 1,262 |
| Foreign debt securities | $990,000 | 202 |
| Equity securities | $5,397,000 | 215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,237,000 | 955 |
| Mortgage-backed securities | $57,955,000 | 1,015 |
| Certificates of participation in pools of residential mortgages | $57,955,000 | 703 |
| Issued or guaranteed by U.S. | $57,955,000 | 700 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $116,964,000 | 245 |
| Available-for-sale securities (fair market value) | $5,509,000 | 4,903 |
| Total debt securities | $117,076,000 | 1,174 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $132,382,000 | 1,083 |
| U.S. Government securities | $123,529,000 | 768 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $123,529,000 | 734 |
| Securities issued by states & political subdivisions | $960,000 | 4,592 |
| Other domestic debt securities | $1,523,000 | 1,437 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,523,000 | 1,136 |
| Foreign debt securities | $990,000 | 212 |
| Equity securities | $5,380,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,853,000 | 934 |
| Mortgage-backed securities | $47,103,000 | 1,185 |
| Certificates of participation in pools of residential mortgages | $47,103,000 | 840 |
| Issued or guaranteed by U.S. | $47,103,000 | 839 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $126,882,000 | 234 |
| Available-for-sale securities (fair market value) | $5,500,000 | 4,954 |
| Total debt securities | $127,002,000 | 1,104 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $135,350,000 | 1,061 |
| U.S. Government securities | $126,371,000 | 772 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $126,371,000 | 739 |
| Securities issued by states & political subdivisions | $1,112,000 | 4,545 |
| Other domestic debt securities | $1,523,000 | 1,419 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,523,000 | 1,126 |
| Foreign debt securities | $989,000 | 199 |
| Equity securities | $5,355,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,670,000 | 939 |
| Mortgage-backed securities | $48,830,000 | 1,167 |
| Certificates of participation in pools of residential mortgages | $48,830,000 | 814 |
| Issued or guaranteed by U.S. | $48,830,000 | 813 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $129,870,000 | 231 |
| Available-for-sale securities (fair market value) | $5,480,000 | 5,009 |
| Total debt securities | $129,995,000 | 1,093 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $139,268,000 | 1,038 |
| U.S. Government securities | $130,237,000 | 756 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $130,237,000 | 718 |
| Securities issued by states & political subdivisions | $1,113,000 | 4,600 |
| Other domestic debt securities | $1,524,000 | 1,427 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,524,000 | 1,124 |
| Foreign debt securities | $989,000 | 204 |
| Equity securities | $5,405,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,315,000 | 918 |
| Mortgage-backed securities | $51,565,000 | 1,100 |
| Certificates of participation in pools of residential mortgages | $51,565,000 | 767 |
| Issued or guaranteed by U.S. | $51,565,000 | 767 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $133,729,000 | 228 |
| Available-for-sale securities (fair market value) | $5,539,000 | 5,082 |
| Total debt securities | $133,863,000 | 1,070 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $139,766,000 | 1,056 |
| U.S. Government securities | $130,249,000 | 777 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $130,249,000 | 739 |
| Securities issued by states & political subdivisions | $1,114,000 | 4,624 |
| Other domestic debt securities | $2,023,000 | 1,301 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $2,023,000 | 1,017 |
| Foreign debt securities | $989,000 | 208 |
| Equity securities | $5,391,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,358,000 | 956 |
| Mortgage-backed securities | $54,069,000 | 1,091 |
| Certificates of participation in pools of residential mortgages | $54,069,000 | 762 |
| Issued or guaranteed by U.S. | $54,069,000 | 762 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $134,235,000 | 222 |
| Available-for-sale securities (fair market value) | $5,531,000 | 5,165 |
| Total debt securities | $134,375,000 | 1,075 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $132,213,000 | 1,112 |
| U.S. Government securities | $122,653,000 | 822 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $122,653,000 | 793 |
| Securities issued by states & political subdivisions | $1,115,000 | 4,623 |
| Other domestic debt securities | $2,019,000 | 1,332 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,019,000 | 1,031 |
| Foreign debt securities | $988,000 | 217 |
| Equity securities | $5,438,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,139,000 | 966 |
| Mortgage-backed securities | $56,719,000 | 1,050 |
| Certificates of participation in pools of residential mortgages | $56,719,000 | 740 |
| Issued or guaranteed by U.S. | $56,719,000 | 739 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $126,627,000 | 236 |
| Available-for-sale securities (fair market value) | $5,586,000 | 5,218 |
| Total debt securities | $126,775,000 | 1,144 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $130,306,000 | 1,130 |
| U.S. Government securities | $120,619,000 | 835 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $120,619,000 | 797 |
| Securities issued by states & political subdivisions | $1,266,000 | 4,653 |
| Other domestic debt securities | $2,016,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,016,000 | 1,035 |
| Foreign debt securities | $988,000 | 197 |
| Equity securities | $5,417,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,130,000 | 911 |
| Mortgage-backed securities | $57,978,000 | 1,051 |
| Certificates of participation in pools of residential mortgages | $57,978,000 | 735 |
| Issued or guaranteed by U.S. | $57,978,000 | 732 |
| 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) | $124,735,000 | 233 |
| Available-for-sale securities (fair market value) | $5,571,000 | 5,318 |
| Total debt securities | $124,889,000 | 1,168 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $132,927,000 | 1,136 |
| U.S. Government securities | $123,265,000 | 832 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $123,265,000 | 799 |
| Securities issued by states & political subdivisions | $1,267,000 | 4,706 |
| Other domestic debt securities | $2,013,000 | 1,386 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,013,000 | 1,056 |
| Foreign debt securities | $988,000 | 198 |
| Equity securities | $5,394,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,745,000 | 964 |
| Mortgage-backed securities | $60,131,000 | 1,057 |
| Certificates of participation in pools of residential mortgages | $60,131,000 | 731 |
| Issued or guaranteed by U.S. | $60,131,000 | 730 |
| 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) | $127,371,000 | 229 |
| Available-for-sale securities (fair market value) | $5,556,000 | 5,400 |
| Total debt securities | $127,532,000 | 1,163 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $131,066,000 | 1,152 |
| U.S. Government securities | $121,397,000 | 841 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $121,397,000 | 808 |
| Securities issued by states & political subdivisions | $1,268,000 | 4,755 |
| Other domestic debt securities | $2,009,000 | 1,431 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,009,000 | 1,100 |
| Foreign debt securities | $987,000 | 197 |
| Equity securities | $5,405,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,145,000 | 941 |
| Mortgage-backed securities | $57,601,000 | 1,100 |
| Certificates of participation in pools of residential mortgages | $57,601,000 | 767 |
| Issued or guaranteed by U.S. | $57,601,000 | 767 |
| 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) | $125,493,000 | 229 |
| Available-for-sale securities (fair market value) | $5,573,000 | 5,442 |
| Total debt securities | $125,661,000 | 1,184 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $121,588,000 | 1,236 |
| U.S. Government securities | $111,954,000 | 924 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $111,954,000 | 888 |
| Securities issued by states & political subdivisions | $1,269,000 | 4,782 |
| Other domestic debt securities | $2,006,000 | 1,467 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,006,000 | 1,123 |
| Foreign debt securities | $987,000 | 195 |
| Equity securities | $5,372,000 | 242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,319,000 | 1,110 |
| Mortgage-backed securities | $49,736,000 | 1,247 |
| Certificates of participation in pools of residential mortgages | $49,736,000 | 854 |
| Issued or guaranteed by U.S. | $49,736,000 | 853 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $116,040,000 | 236 |
| Available-for-sale securities (fair market value) | $5,548,000 | 5,503 |
| Total debt securities | $116,216,000 | 1,266 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $122,164,000 | 1,224 |
| U.S. Government securities | $111,401,000 | 931 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $111,401,000 | 897 |
| Securities issued by states & political subdivisions | $1,420,000 | 4,769 |
| Other domestic debt securities | $3,000,000 | 1,271 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,000,000 | 953 |
| Foreign debt securities | $987,000 | 192 |
| Equity securities | $5,356,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,147,000 | 1,185 |
| Mortgage-backed securities | $50,568,000 | 1,229 |
| Certificates of participation in pools of residential mortgages | $50,568,000 | 847 |
| Issued or guaranteed by U.S. | $50,568,000 | 846 |
| 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) | $116,622,000 | 232 |
| Available-for-sale securities (fair market value) | $5,542,000 | 5,547 |
| Total debt securities | $116,808,000 | 1,264 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $124,731,000 | 1,218 |
| U.S. Government securities | $110,526,000 | 925 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $110,526,000 | 891 |
| Securities issued by states & political subdivisions | $4,821,000 | 3,820 |
| Other domestic debt securities | $2,992,000 | 1,303 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,992,000 | 983 |
| Foreign debt securities | $986,000 | 197 |
| Equity securities | $5,406,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,029,000 | 1,158 |
| Mortgage-backed securities | $51,242,000 | 1,234 |
| Certificates of participation in pools of residential mortgages | $51,242,000 | 843 |
| Issued or guaranteed by U.S. | $51,242,000 | 843 |
| 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) | $119,131,000 | 223 |
| Available-for-sale securities (fair market value) | $5,600,000 | 5,598 |
| Total debt securities | $119,325,000 | 1,249 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $122,617,000 | 1,232 |
| U.S. Government securities | $109,215,000 | 939 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $109,215,000 | 906 |
| Securities issued by states & political subdivisions | $4,000,000 | 4,008 |
| Other domestic debt securities | $2,983,000 | 1,332 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,983,000 | 999 |
| Foreign debt securities | $986,000 | 186 |
| Equity securities | $5,433,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,851,000 | 1,097 |
| Mortgage-backed securities | $49,303,000 | 1,290 |
| Certificates of participation in pools of residential mortgages | $49,303,000 | 871 |
| Issued or guaranteed by U.S. | $49,303,000 | 870 |
| 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) | $116,973,000 | 204 |
| Available-for-sale securities (fair market value) | $5,644,000 | 5,620 |
| Total debt securities | $117,184,000 | 1,269 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $125,887,000 | 1,230 |
| U.S. Government securities | $112,379,000 | 930 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $112,379,000 | 902 |
| Securities issued by states & political subdivisions | $4,000,000 | 3,997 |
| Other domestic debt securities | $2,975,000 | 1,336 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,975,000 | 989 |
| Foreign debt securities | $986,000 | 188 |
| Equity securities | $5,547,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,778,000 | 1,083 |
| Mortgage-backed securities | $52,173,000 | 1,255 |
| Certificates of participation in pools of residential mortgages | $52,173,000 | 845 |
| Issued or guaranteed by U.S. | $52,173,000 | 845 |
| 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) | $120,117,000 | 191 |
| Available-for-sale securities (fair market value) | $5,770,000 | 5,667 |
| Total debt securities | $120,340,000 | 1,260 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $998,000 | 1,709 |
| 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 | $106,421,000 | 1,393 |
| U.S. Government securities | $93,739,000 | 1,064 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $93,739,000 | 1,021 |
| Securities issued by states & political subdivisions | $4,140,000 | 3,965 |
| Other domestic debt securities | $2,967,000 | 1,330 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,967,000 | 965 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $5,575,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,322,000 | 1,147 |
| Mortgage-backed securities | $57,198,000 | 1,156 |
| Certificates of participation in pools of residential mortgages | $57,198,000 | 767 |
| Issued or guaranteed by U.S. | $57,198,000 | 765 |
| 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) | $100,604,000 | 213 |
| Available-for-sale securities (fair market value) | $5,817,000 | 5,681 |
| Total debt securities | $100,846,000 | 1,451 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,003,000 | 1,660 |
| 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 | $105,694,000 | 1,414 |
| U.S. Government securities | $95,365,000 | 1,078 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $95,365,000 | 1,037 |
| Securities issued by states & political subdivisions | $740,000 | 5,133 |
| Other domestic debt securities | $3,958,000 | 1,184 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,958,000 | 849 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,631,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,288,000 | 1,158 |
| Mortgage-backed securities | $62,887,000 | 1,128 |
| Certificates of participation in pools of residential mortgages | $62,887,000 | 732 |
| Issued or guaranteed by U.S. | $62,887,000 | 732 |
| 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) | $99,812,000 | 210 |
| Available-for-sale securities (fair market value) | $5,882,000 | 5,762 |
| Total debt securities | $100,063,000 | 1,471 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,003,000 | 1,368 |
| 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 | $107,411,000 | 1,408 |
| U.S. Government securities | $97,121,000 | 1,066 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $97,121,000 | 1,032 |
| Securities issued by states & political subdivisions | $740,000 | 5,126 |
| Other domestic debt securities | $3,950,000 | 1,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,950,000 | 856 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $5,600,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,453,000 | 1,182 |
| Mortgage-backed securities | $68,188,000 | 1,062 |
| Certificates of participation in pools of residential mortgages | $68,188,000 | 688 |
| Issued or guaranteed by U.S. | $68,188,000 | 687 |
| 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) | $101,552,000 | 201 |
| Available-for-sale securities (fair market value) | $5,859,000 | 5,801 |
| Total debt securities | $101,811,000 | 1,454 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $1,990,000 | 1,603 |
| 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 | $113,237,000 | 1,352 |
| U.S. Government securities | $104,062,000 | 1,025 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $104,062,000 | 995 |
| Securities issued by states & political subdivisions | $740,000 | 5,105 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $2,874,000 | 91 |
| Equity securities | $5,561,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,341,000 | 1,174 |
| Mortgage-backed securities | $70,918,000 | 1,041 |
| Certificates of participation in pools of residential mortgages | $70,918,000 | 670 |
| Issued or guaranteed by U.S. | $70,918,000 | 670 |
| 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) | $107,409,000 | 193 |
| Available-for-sale securities (fair market value) | $5,828,000 | 5,843 |
| Total debt securities | $107,676,000 | 1,390 |
| Structured notes | ||
| Amortized cost | $6,798,000 | 835 |
| Fair value | $6,736,000 | 837 |
| 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 | $105,134,000 | 1,395 |
| U.S. Government securities | $97,618,000 | 1,045 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $97,618,000 | 1,009 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $1,960,000 | 1,614 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,960,000 | 1,136 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $5,556,000 | 212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,331,000 | 1,071 |
| Mortgage-backed securities | $65,557,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | $65,557,000 | 692 |
| Issued or guaranteed by U.S. | $65,557,000 | 690 |
| 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) | $99,305,000 | 203 |
| Available-for-sale securities (fair market value) | $5,829,000 | 5,845 |
| Total debt securities | $99,578,000 | 1,445 |
| Structured notes | ||
| Amortized cost | $5,798,000 | 906 |
| Fair value | $5,727,000 | 916 |
| 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 | $103,591,000 | 1,378 |
| U.S. Government securities | $97,019,000 | 1,019 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $97,019,000 | 985 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $1,000,000 | 2,000 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,000,000 | 1,429 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $5,572,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,404,000 | 1,138 |
| Mortgage-backed securities | $66,008,000 | 1,026 |
| Certificates of participation in pools of residential mortgages | $66,008,000 | 656 |
| Issued or guaranteed by U.S. | $66,008,000 | 651 |
| 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) | $97,736,000 | 203 |
| Available-for-sale securities (fair market value) | $5,855,000 | 5,864 |
| Total debt securities | $98,019,000 | 1,429 |
| Structured notes | ||
| Amortized cost | $4,798,000 | 1,092 |
| Fair value | $4,783,000 | 1,089 |
| 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 | $94,593,000 | 1,487 |
| U.S. Government securities | $87,568,000 | 1,146 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $87,568,000 | 1,097 |
| Securities issued by states & political subdivisions | $530,000 | 5,240 |
| Other domestic debt securities | $1,000,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,000,000 | 1,354 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $5,495,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,304,000 | 1,132 |
| Mortgage-backed securities | $60,500,000 | 1,083 |
| Certificates of participation in pools of residential mortgages | $60,500,000 | 701 |
| Issued or guaranteed by U.S. | $60,500,000 | 697 |
| 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) | $88,804,000 | 214 |
| Available-for-sale securities (fair market value) | $5,789,000 | 5,957 |
| Total debt securities | $89,098,000 | 1,541 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $996,000 | 2,589 |
| 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 | $96,075,000 | 1,456 |
| U.S. Government securities | $89,089,000 | 1,117 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $89,089,000 | 1,067 |
| Securities issued by states & political subdivisions | $530,000 | 5,245 |
| Other domestic debt securities | $1,000,000 | 1,989 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,000,000 | 1,384 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $5,456,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,730,000 | 1,072 |
| Mortgage-backed securities | $61,615,000 | 1,043 |
| Certificates of participation in pools of residential mortgages | $61,615,000 | 666 |
| Issued or guaranteed by U.S. | $61,615,000 | 662 |
| 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) | $90,315,000 | 210 |
| Available-for-sale securities (fair market value) | $5,760,000 | 5,968 |
| Total debt securities | $90,619,000 | 1,509 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $984,000 | 2,623 |
| 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 | $94,924,000 | 1,417 |
| U.S. Government securities | $87,927,000 | 1,073 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $87,927,000 | 1,034 |
| Securities issued by states & political subdivisions | $530,000 | 5,254 |
| Other domestic debt securities | $1,000,000 | 2,122 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,000,000 | 1,394 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,467,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,472,000 | 1,017 |
| Mortgage-backed securities | $63,117,000 | 966 |
| Certificates of participation in pools of residential mortgages | $63,117,000 | 611 |
| Issued or guaranteed by U.S. | $63,117,000 | 605 |
| 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) | $89,148,000 | 209 |
| Available-for-sale securities (fair market value) | $5,776,000 | 5,908 |
| Total debt securities | $89,457,000 | 1,469 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $993,000 | 2,446 |
| 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 | $90,205,000 | 1,458 |
| U.S. Government securities | $83,125,000 | 1,097 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $83,125,000 | 1,044 |
| Securities issued by states & political subdivisions | $530,000 | 5,219 |
| Other domestic debt securities | $1,000,000 | 2,190 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,000,000 | 1,400 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,550,000 | 239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,533,000 | 1,021 |
| Mortgage-backed securities | $60,968,000 | 979 |
| Certificates of participation in pools of residential mortgages | $60,968,000 | 609 |
| Issued or guaranteed by U.S. | $60,968,000 | 603 |
| 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) | $84,334,000 | 225 |
| Available-for-sale securities (fair market value) | $5,871,000 | 5,894 |
| Total debt securities | $84,655,000 | 1,511 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,704 |
| Fair value | $2,512,000 | 1,726 |
| 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 | $94,479,000 | 1,397 |
| U.S. Government securities | $88,318,000 | 1,066 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $88,318,000 | 1,026 |
| Securities issued by states & political subdivisions | $630,000 | 5,090 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,531,000 | 242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,688,000 | 1,166 |
| Mortgage-backed securities | $64,702,000 | 914 |
| Certificates of participation in pools of residential mortgages | $64,702,000 | 575 |
| Issued or guaranteed by U.S. | $64,702,000 | 568 |
| 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) | $88,616,000 | 218 |
| Available-for-sale securities (fair market value) | $5,863,000 | 5,978 |
| Total debt securities | $88,948,000 | 1,451 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,245 |
| Fair value | $1,515,000 | 2,244 |
| 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 | $97,022,000 | 1,349 |
| U.S. Government securities | $90,911,000 | 1,028 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $90,911,000 | 989 |
| Securities issued by states & political subdivisions | $630,000 | 5,109 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,481,000 | 243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,036,000 | 1,133 |
| Mortgage-backed securities | $68,651,000 | 902 |
| Certificates of participation in pools of residential mortgages | $68,651,000 | 576 |
| Issued or guaranteed by U.S. | $68,651,000 | 574 |
| 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) | $91,200,000 | 202 |
| Available-for-sale securities (fair market value) | $5,822,000 | 6,040 |
| Total debt securities | $91,541,000 | 1,411 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,024 |
| Fair value | $1,494,000 | 2,086 |
| 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 | $80,470,000 | 1,576 |
| U.S. Government securities | $74,370,000 | 1,208 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $74,370,000 | 1,159 |
| Securities issued by states & political subdivisions | $630,000 | 5,150 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,470,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,740,000 | 1,137 |
| Mortgage-backed securities | $56,423,000 | 1,075 |
| Certificates of participation in pools of residential mortgages | $56,423,000 | 704 |
| Issued or guaranteed by U.S. | $56,423,000 | 699 |
| 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) | $74,646,000 | 255 |
| Available-for-sale securities (fair market value) | $5,824,000 | 6,049 |
| Total debt securities | $75,000,000 | 1,665 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,760 |
| Fair value | $1,461,000 | 1,824 |
| 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 | $81,372,000 | 1,558 |
| U.S. Government securities | $75,230,000 | 1,179 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $75,230,000 | 1,136 |
| Securities issued by states & political subdivisions | $630,000 | 5,193 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $5,512,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,146,000 | 1,149 |
| Mortgage-backed securities | $56,096,000 | 1,102 |
| Certificates of participation in pools of residential mortgages | $56,096,000 | 724 |
| Issued or guaranteed by U.S. | $56,096,000 | 715 |
| 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) | $75,492,000 | 265 |
| Available-for-sale securities (fair market value) | $5,880,000 | 6,083 |
| Total debt securities | $75,860,000 | 1,642 |
| 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 | $74,853,000 | 1,666 |
| U.S. Government securities | $68,356,000 | 1,268 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $68,356,000 | 1,224 |
| Securities issued by states & political subdivisions | $1,030,000 | 4,894 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $5,467,000 | 329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,587,000 | 1,029 |
| Mortgage-backed securities | $49,901,000 | 1,209 |
| Certificates of participation in pools of residential mortgages | $49,901,000 | 828 |
| Issued or guaranteed by U.S. | $49,901,000 | 819 |
| 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) | $69,003,000 | 284 |
| Available-for-sale securities (fair market value) | $5,850,000 | 6,105 |
| Total debt securities | $69,386,000 | 1,755 |
| 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 | $70,832,000 | 1,731 |
| U.S. Government securities | $64,337,000 | 1,346 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $64,337,000 | 1,314 |
| Securities issued by states & political subdivisions | $1,031,000 | 4,821 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,464,000 | 339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,130,000 | 995 |
| Mortgage-backed securities | $53,740,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $53,740,000 | 804 |
| Issued or guaranteed by U.S. | $53,740,000 | 795 |
| 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) | $64,970,000 | 289 |
| Available-for-sale securities (fair market value) | $5,862,000 | 6,132 |
| Total debt securities | $65,368,000 | 1,829 |
| 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 | $73,683,000 | 1,651 |
| U.S. Government securities | $67,241,000 | 1,279 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $67,241,000 | 1,252 |
| Securities issued by states & political subdivisions | $1,031,000 | 4,790 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $5,411,000 | 313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,542,000 | 1,063 |
| Mortgage-backed securities | $56,541,000 | 1,076 |
| Certificates of participation in pools of residential mortgages | $56,541,000 | 734 |
| Issued or guaranteed by U.S. | $56,541,000 | 726 |
| 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) | $67,867,000 | 274 |
| Available-for-sale securities (fair market value) | $5,816,000 | 6,180 |
| Total debt securities | $68,272,000 | 1,744 |
| 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 | $79,381,000 | 1,489 |
| U.S. Government securities | $72,972,000 | 1,138 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $72,972,000 | 1,115 |
| Securities issued by states & political subdivisions | $1,031,000 | 4,783 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,378,000 | 310 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,955,000 | 864 |
| Mortgage-backed securities | $56,091,000 | 1,044 |
| Certificates of participation in pools of residential mortgages | $56,091,000 | 716 |
| Issued or guaranteed by U.S. | $56,091,000 | 706 |
| 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) | $73,571,000 | 260 |
| Available-for-sale securities (fair market value) | $5,810,000 | 6,155 |
| Total debt securities | $74,003,000 | 1,577 |
| 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 | $77,026,000 | 1,562 |
| U.S. Government securities | $70,522,000 | 1,201 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $70,522,000 | 1,173 |
| Securities issued by states & political subdivisions | $1,131,000 | 4,737 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $5,373,000 | 444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,864,000 | 1,065 |
| Mortgage-backed securities | $59,803,000 | 983 |
| Certificates of participation in pools of residential mortgages | $56,581,000 | 701 |
| Issued or guaranteed by U.S. | $56,581,000 | 691 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,222,000 | 2,044 |
| CMOs issued by government agencies or sponsored agencies | $3,222,000 | 1,722 |
| 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) | $71,198,000 | 265 |
| Available-for-sale securities (fair market value) | $5,828,000 | 6,216 |
| Total debt securities | $71,653,000 | 1,641 |
| 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 | $78,400,000 | 1,522 |
| U.S. Government securities | $71,821,000 | 1,175 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $71,821,000 | 1,146 |
| Securities issued by states & political subdivisions | $1,131,000 | 4,758 |
| 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 | $5,448,000 | 490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,543,000 | 1,208 |
| Mortgage-backed securities | $61,102,000 | 924 |
| Certificates of participation in pools of residential mortgages | $57,743,000 | 662 |
| Issued or guaranteed by U.S. | $57,743,000 | 652 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,359,000 | 1,986 |
| CMOs issued by government agencies or sponsored agencies | $3,359,000 | 1,663 |
| 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) | $72,456,000 | 248 |
| Available-for-sale securities (fair market value) | $5,944,000 | 6,216 |
| Total debt securities | $72,952,000 | 1,588 |
| 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 | $65,320,000 | 1,793 |
| U.S. Government securities | $58,712,000 | 1,431 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $58,712,000 | 1,405 |
| Securities issued by states & political subdivisions | $1,132,000 | 4,782 |
| 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 | $5,476,000 | 456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,255,000 | 1,289 |
| Mortgage-backed securities | $50,493,000 | 967 |
| Certificates of participation in pools of residential mortgages | $47,093,000 | 725 |
| Issued or guaranteed by U.S. | $47,093,000 | 716 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,400,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $3,400,000 | 1,582 |
| 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) | $59,315,000 | 301 |
| Available-for-sale securities (fair market value) | $6,005,000 | 6,233 |
| Total debt securities | $59,844,000 | 1,897 |
| 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 | $62,936,000 | 1,850 |
| U.S. Government securities | $56,375,000 | 1,516 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $56,375,000 | 1,487 |
| Securities issued by states & political subdivisions | $1,132,000 | 4,776 |
| 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 | $5,429,000 | 432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,528,000 | 1,207 |
| Mortgage-backed securities | $41,520,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | $37,950,000 | 818 |
| Issued or guaranteed by U.S. | $37,950,000 | 809 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,570,000 | 1,792 |
| CMOs issued by government agencies or sponsored agencies | $3,570,000 | 1,509 |
| 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) | $56,939,000 | 329 |
| Available-for-sale securities (fair market value) | $5,997,000 | 6,292 |
| Total debt securities | $57,507,000 | 1,957 |
| 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 | $59,718,000 | 1,923 |
| U.S. Government securities | $51,521,000 | 1,646 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $51,521,000 | 1,604 |
| Securities issued by states & political subdivisions | $2,807,000 | 3,885 |
| 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 | $5,390,000 | 434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,426,000 | 1,273 |
| Mortgage-backed securities | $41,581,000 | 1,035 |
| Certificates of participation in pools of residential mortgages | $37,965,000 | 812 |
| Issued or guaranteed by U.S. | $37,965,000 | 802 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,616,000 | 1,759 |
| CMOs issued by government agencies or sponsored agencies | $3,616,000 | 1,492 |
| 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) | $53,715,000 | 352 |
| Available-for-sale securities (fair market value) | $6,003,000 | 6,301 |
| Total debt securities | $54,328,000 | 2,067 |
| 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 | $51,310,000 | 2,254 |
| U.S. Government securities | $43,057,000 | 1,977 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $43,057,000 | 1,920 |
| Securities issued by states & political subdivisions | $2,805,000 | 3,891 |
| 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 | $5,448,000 | 444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,051,000 | 1,336 |
| Mortgage-backed securities | $38,057,000 | 1,110 |
| Certificates of participation in pools of residential mortgages | $34,287,000 | 861 |
| Issued or guaranteed by U.S. | $34,287,000 | 853 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,770,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $3,770,000 | 1,459 |
| 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) | $45,209,000 | 429 |
| Available-for-sale securities (fair market value) | $6,101,000 | 6,305 |
| Total debt securities | $45,862,000 | 2,428 |
| 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 | $56,887,000 | 2,071 |
| U.S. Government securities | $48,641,000 | 1,795 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $48,641,000 | 1,746 |
| Securities issued by states & political subdivisions | $2,804,000 | 3,905 |
| 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 | $5,442,000 | 441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,560,000 | 1,499 |
| Mortgage-backed securities | $38,641,000 | 1,129 |
| Certificates of participation in pools of residential mortgages | $34,820,000 | 868 |
| Issued or guaranteed by U.S. | $34,820,000 | 860 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,821,000 | 1,720 |
| CMOs issued by government agencies or sponsored agencies | $3,821,000 | 1,471 |
| 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) | $50,743,000 | 400 |
| Available-for-sale securities (fair market value) | $6,144,000 | 6,312 |
| Total debt securities | $51,445,000 | 2,227 |
| 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 | $59,172,000 | 2,026 |
| U.S. Government securities | $50,979,000 | 1,742 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $50,979,000 | 1,703 |
| Securities issued by states & political subdivisions | $2,804,000 | 3,883 |
| 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 | $5,389,000 | 436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,054,000 | 1,314 |
| Mortgage-backed securities | $40,979,000 | 1,088 |
| Certificates of participation in pools of residential mortgages | $37,029,000 | 847 |
| Issued or guaranteed by U.S. | $37,029,000 | 838 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,950,000 | 1,650 |
| CMOs issued by government agencies or sponsored agencies | $3,950,000 | 1,420 |
| 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) | $53,040,000 | 412 |
| Available-for-sale securities (fair market value) | $6,132,000 | 6,356 |
| Total debt securities | $53,783,000 | 2,157 |
| 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 | $61,180,000 | 1,960 |
| U.S. Government securities | $53,266,000 | 1,681 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $53,266,000 | 1,633 |
| Securities issued by states & political subdivisions | $2,602,000 | 3,961 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $5,312,000 | 436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,569,000 | 1,280 |
| Mortgage-backed securities | $43,266,000 | 1,048 |
| Certificates of participation in pools of residential mortgages | $39,272,000 | 819 |
| Issued or guaranteed by U.S. | $39,272,000 | 810 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,994,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $3,994,000 | 1,397 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,079,000 | 398 |
| Available-for-sale securities (fair market value) | $6,101,000 | 6,362 |
| Total debt securities | $55,868,000 | 2,071 |
| 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 | $62,749,000 | 1,935 |
| U.S. Government securities | $54,583,000 | 1,664 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $54,583,000 | 1,613 |
| Securities issued by states & political subdivisions | $2,807,000 | 3,893 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $5,359,000 | 440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,790,000 | 1,218 |
| Mortgage-backed securities | $44,583,000 | 1,042 |
| Certificates of participation in pools of residential mortgages | $41,721,000 | 788 |
| Issued or guaranteed by U.S. | $41,721,000 | 777 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,862,000 | 1,856 |
| CMOs issued by government agencies or sponsored agencies | $2,862,000 | 1,611 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,516,000 | 402 |
| Available-for-sale securities (fair market value) | $6,233,000 | 6,400 |
| Total debt securities | $57,390,000 | 2,047 |
| 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 | $56,303,000 | 2,139 |
| U.S. Government securities | $46,967,000 | 1,922 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $46,967,000 | 1,854 |
| Securities issued by states & political subdivisions | $2,916,000 | 3,872 |
| Other domestic debt securities | $1,000,000 | 2,085 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,600 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $5,420,000 | 457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,145,000 | 1,308 |
| Mortgage-backed securities | $46,967,000 | 1,004 |
| Certificates of participation in pools of residential mortgages | $44,072,000 | 768 |
| Issued or guaranteed by U.S. | $44,072,000 | 762 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,895,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $2,895,000 | 1,608 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $49,943,000 | 459 |
| Available-for-sale securities (fair market value) | $6,360,000 | 6,405 |
| Total debt securities | $50,883,000 | 2,284 |
| 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 | $59,743,000 | 2,012 |
| U.S. Government securities | $50,379,000 | 1,778 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $50,379,000 | 1,706 |
| Securities issued by states & political subdivisions | $2,916,000 | 3,867 |
| Other domestic debt securities | $1,000,000 | 2,131 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,672 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $5,448,000 | 453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,445,000 | 1,150 |
| Mortgage-backed securities | $50,379,000 | 944 |
| Certificates of participation in pools of residential mortgages | $47,434,000 | 732 |
| Issued or guaranteed by U.S. | $47,434,000 | 725 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,945,000 | 1,844 |
| CMOs issued by government agencies or sponsored agencies | $2,945,000 | 1,611 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,243,000 | 434 |
| Available-for-sale securities (fair market value) | $6,500,000 | 6,365 |
| Total debt securities | $54,295,000 | 2,126 |
| 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 | $64,336,000 | 1,884 |
| U.S. Government securities | $53,901,000 | 1,676 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $53,901,000 | 1,608 |
| Securities issued by states & political subdivisions | $3,917,000 | 3,440 |
| Other domestic debt securities | $1,001,000 | 2,190 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,001,000 | 1,743 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $5,517,000 | 464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,724,000 | 1,059 |
| Mortgage-backed securities | $53,901,000 | 915 |
| Certificates of participation in pools of residential mortgages | $50,937,000 | 700 |
| Issued or guaranteed by U.S. | $50,937,000 | 692 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,964,000 | 1,867 |
| CMOs issued by government agencies or sponsored agencies | $2,964,000 | 1,641 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $57,675,000 | 407 |
| Available-for-sale securities (fair market value) | $6,661,000 | 6,348 |
| Total debt securities | $58,819,000 | 1,995 |
| 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 | $67,922,000 | 1,819 |
| U.S. Government securities | $57,364,000 | 1,616 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $57,364,000 | 1,548 |
| Securities issued by states & political subdivisions | $4,098,000 | 3,347 |
| Other domestic debt securities | $1,001,000 | 2,248 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,001,000 | 1,833 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $5,459,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,105,000 | 1,206 |
| Mortgage-backed securities | $57,364,000 | 902 |
| Certificates of participation in pools of residential mortgages | $54,364,000 | 680 |
| Issued or guaranteed by U.S. | $54,364,000 | 675 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,000,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $3,000,000 | 1,674 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $61,213,000 | 386 |
| Available-for-sale securities (fair market value) | $6,709,000 | 6,388 |
| Total debt securities | $62,463,000 | 1,922 |
| 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 | $68,474,000 | 1,821 |
| U.S. Government securities | $57,870,000 | 1,601 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $57,870,000 | 1,538 |
| Securities issued by states & political subdivisions | $4,099,000 | 3,377 |
| Other domestic debt securities | $1,002,000 | 2,321 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,002,000 | 1,920 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $5,503,000 | 504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,755,000 | 1,166 |
| Mortgage-backed securities | $57,870,000 | 917 |
| Certificates of participation in pools of residential mortgages | $55,870,000 | 686 |
| Issued or guaranteed by U.S. | $55,870,000 | 684 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,000,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $2,000,000 | 1,950 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $61,623,000 | 388 |
| Available-for-sale securities (fair market value) | $6,851,000 | 6,372 |
| Total debt securities | $62,971,000 | 1,925 |
| 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 | $68,319,000 | 1,821 |
| U.S. Government securities | $57,106,000 | 1,631 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $57,106,000 | 1,575 |
| Securities issued by states & political subdivisions | $4,691,000 | 3,159 |
| Other domestic debt securities | $1,002,000 | 2,348 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,002,000 | 1,977 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $5,520,000 | 530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,314,000 | 1,075 |
| Mortgage-backed securities | $57,106,000 | 924 |
| Certificates of participation in pools of residential mortgages | $57,106,000 | 673 |
| Issued or guaranteed by U.S. | $57,106,000 | 670 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $61,300,000 | 374 |
| Available-for-sale securities (fair market value) | $7,019,000 | 6,369 |
| Total debt securities | $62,799,000 | 1,910 |
| 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 | $72,823,000 | 1,744 |
| U.S. Government securities | $61,667,000 | 1,534 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $61,667,000 | 1,473 |
| Securities issued by states & political subdivisions | $4,692,000 | 3,164 |
| Other domestic debt securities | $1,002,000 | 2,444 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,002,000 | 2,079 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $5,462,000 | 568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,148,000 | 1,193 |
| Mortgage-backed securities | $61,667,000 | 884 |
| Certificates of participation in pools of residential mortgages | $61,667,000 | 649 |
| Issued or guaranteed by U.S. | $61,667,000 | 645 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $65,678,000 | 354 |
| Available-for-sale securities (fair market value) | $7,145,000 | 6,427 |
| Total debt securities | $67,361,000 | 1,803 |
| 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 | $74,688,000 | 1,718 |
| U.S. Government securities | $62,866,000 | 1,498 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $62,866,000 | 1,443 |
| Securities issued by states & political subdivisions | $5,243,000 | 3,001 |
| Other domestic debt securities | $1,003,000 | 2,534 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,003,000 | 2,159 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $5,576,000 | 597 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,588,000 | 1,276 |
| Mortgage-backed securities | $62,866,000 | 888 |
| Certificates of participation in pools of residential mortgages | $62,866,000 | 642 |
| Issued or guaranteed by U.S. | $62,866,000 | 637 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $67,243,000 | 319 |
| Available-for-sale securities (fair market value) | $7,445,000 | 6,359 |
| Total debt securities | $69,112,000 | 1,770 |
| 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 | $74,950,000 | 1,756 |
| U.S. Government securities | $63,097,000 | 1,553 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $63,097,000 | 1,497 |
| Securities issued by states & political subdivisions | $5,324,000 | 3,000 |
| Other domestic debt securities | $1,003,000 | 2,587 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,003,000 | 2,286 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $5,526,000 | 590 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,239,000 | 1,379 |
| Mortgage-backed securities | $63,097,000 | 899 |
| Certificates of participation in pools of residential mortgages | $63,097,000 | 655 |
| Issued or guaranteed by U.S. | $63,097,000 | 647 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $67,407,000 | 325 |
| Available-for-sale securities (fair market value) | $7,543,000 | 6,371 |
| Total debt securities | $69,423,000 | 1,814 |
| 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 | $70,242,000 | 1,821 |
| U.S. Government securities | $58,312,000 | 1,615 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $58,312,000 | 1,560 |
| Securities issued by states & political subdivisions | $5,326,000 | 2,987 |
| Other domestic debt securities | $1,003,000 | 2,702 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,003,000 | 2,405 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $5,601,000 | 629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,940,000 | 1,336 |
| Mortgage-backed securities | $58,312,000 | 940 |
| Certificates of participation in pools of residential mortgages | $58,312,000 | 685 |
| Issued or guaranteed by U.S. | $58,312,000 | 682 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $62,357,000 | 339 |
| Available-for-sale securities (fair market value) | $7,885,000 | 6,241 |
| Total debt securities | $64,641,000 | 1,895 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $66,485,000 | 1,859 |
| U.S. Government securities | $54,487,000 | 1,657 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $54,487,000 | 1,590 |
| Securities issued by states & political subdivisions | $5,327,000 | 2,932 |
| Other domestic debt securities | $1,004,000 | 2,781 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,004,000 | 2,459 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,667,000 | 644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,399,000 | 1,263 |
| Mortgage-backed securities | $54,487,000 | 999 |
| Certificates of participation in pools of residential mortgages | $54,487,000 | 709 |
| Issued or guaranteed by U.S. | $54,487,000 | 707 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $58,144,000 | 360 |
| Available-for-sale securities (fair market value) | $8,341,000 | 6,112 |
| Total debt securities | $60,818,000 | 1,965 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $70,514,000 | 1,741 |
| U.S. Government securities | $57,967,000 | 1,545 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $57,967,000 | 1,487 |
| Securities issued by states & political subdivisions | $5,903,000 | 2,686 |
| Other domestic debt securities | $1,004,000 | 2,805 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,004,000 | 2,473 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,640,000 | 637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,921,000 | 1,169 |
| Mortgage-backed securities | $57,967,000 | 949 |
| Certificates of participation in pools of residential mortgages | $57,967,000 | 666 |
| Issued or guaranteed by U.S. | $57,967,000 | 665 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $61,872,000 | 334 |
| Available-for-sale securities (fair market value) | $8,642,000 | 6,018 |
| Total debt securities | $64,874,000 | 1,821 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $73,761,000 | 1,669 |
| U.S. Government securities | $62,124,000 | 1,433 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $62,124,000 | 1,365 |
| Securities issued by states & political subdivisions | $5,999,000 | 2,630 |
| Other domestic debt securities | $1,005,000 | 2,825 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,005,000 | 2,492 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,633,000 | 724 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,810,000 | 1,172 |
| Mortgage-backed securities | $62,124,000 | 863 |
| Certificates of participation in pools of residential mortgages | $62,124,000 | 605 |
| Issued or guaranteed by U.S. | $62,124,000 | 599 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $65,730,000 | 320 |
| Available-for-sale securities (fair market value) | $8,031,000 | 6,191 |
| Total debt securities | $69,128,000 | 1,705 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $77,106,000 | 1,464 |
| U.S. Government securities | $66,865,000 | 1,203 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $66,865,000 | 1,137 |
| Securities issued by states & political subdivisions | $6,599,000 | 2,391 |
| Other domestic debt securities | $1,006,000 | 2,906 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,006,000 | 2,508 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,636,000 | 924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,369,000 | 1,255 |
| Mortgage-backed securities | $63,867,000 | 792 |
| Certificates of participation in pools of residential mortgages | $63,867,000 | 527 |
| Issued or guaranteed by U.S. | $63,867,000 | 522 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $69,358,000 | 297 |
| Available-for-sale securities (fair market value) | $7,748,000 | 6,209 |
| Total debt securities | $74,470,000 | 1,455 |
| 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 | $83,518,000 | 1,349 |
| U.S. Government securities | $49,049,000 | 1,623 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $49,049,000 | 1,504 |
| Securities issued by states & political subdivisions | $7,202,000 | 2,157 |
| Other domestic debt securities | $22,359,000 | 496 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,359,000 | 383 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $4,908,000 | 865 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,793,000 | 1,100 |
| Mortgage-backed securities | $26,648,000 | 1,226 |
| Certificates of participation in pools of residential mortgages | $26,648,000 | 867 |
| Issued or guaranteed by U.S. | $26,648,000 | 860 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $70,131,000 | 367 |
| Available-for-sale securities (fair market value) | $13,387,000 | 4,927 |
| Total debt securities | $78,610,000 | 1,347 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $75,340,000 | 1,522 |
| U.S. Government securities | $56,006,000 | 1,506 |
| U.S. Treasury securities | $1,906,000 | 2,897 |
| U.S. Government agency obligations | $54,100,000 | 1,400 |
| Securities issued by states & political subdivisions | $8,669,000 | 1,922 |
| Other domestic debt securities | $5,986,000 | 1,092 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,986,000 | 884 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $4,679,000 | 866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,345,000 | 1,042 |
| Mortgage-backed securities | $30,703,000 | 1,206 |
| Certificates of participation in pools of residential mortgages | $30,703,000 | 863 |
| Issued or guaranteed by U.S. | $30,703,000 | 851 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $60,282,000 | 456 |
| Available-for-sale securities (fair market value) | $15,058,000 | 4,746 |
| Total debt securities | $70,661,000 | 1,556 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 444 |
| Fair value | $1,000,000 | 439 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $49,560,000 | 2,330 |
| U.S. Government securities | $37,404,000 | 2,303 |
| U.S. Treasury securities | $1,921,000 | 4,071 |
| U.S. Government agency obligations | $35,483,000 | 2,023 |
| Securities issued by states & political subdivisions | $6,912,000 | 2,343 |
| 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 | $5,244,000 | 795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,134,000 | 1,175 |
| Mortgage-backed securities | $25,130,000 | 1,473 |
| Certificates of participation in pools of residential mortgages | $25,130,000 | 1,040 |
| Issued or guaranteed by U.S. | $25,130,000 | 1,028 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,505,000 | 677 |
| Available-for-sale securities (fair market value) | $6,055,000 | 6,984 |
| Total debt securities | $44,316,000 | 2,492 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 593 |
| Fair value | $1,000,000 | 617 |
| 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 | $50,609,000 | 2,246 |
| U.S. Government securities | $37,289,000 | 2,407 |
| U.S. Treasury securities | $98,000 | 7,902 |
| U.S. Government agency obligations | $37,191,000 | 1,867 |
| Securities issued by states & political subdivisions | $6,768,000 | 2,156 |
| 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 | $6,552,000 | 631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,512,000 | 1,212 |
| Mortgage-backed securities | $30,189,000 | 1,253 |
| Certificates of participation in pools of residential mortgages | $30,189,000 | 933 |
| Issued or guaranteed by U.S. | $30,189,000 | 917 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,057,000 | 793 |
| Available-for-sale securities (fair market value) | $6,552,000 | 6,858 |
| Total debt securities | $44,057,000 | 2,502 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 528 |
| Fair value | $2,976,000 | 512 |
| 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 | $55,367,000 | 2,201 |
| U.S. Government securities | $44,201,000 | 2,213 |
| U.S. Treasury securities | $97,000 | 8,754 |
| U.S. Government agency obligations | $44,104,000 | 1,672 |
| Securities issued by states & political subdivisions | $4,829,000 | 2,897 |
| 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 | $6,337,000 | 624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,691,000 | 812 |
| Mortgage-backed securities | $35,105,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $35,105,000 | 878 |
| Issued or guaranteed by U.S. | $35,105,000 | 862 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $49,030,000 | 829 |
| Available-for-sale securities (fair market value) | $6,337,000 | 7,239 |
| Total debt securities | $49,030,000 | 2,427 |
| Structured notes | ||
| Amortized cost | $8,999,000 | 199 |
| Fair value | $8,931,000 | 193 |
| 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 | $56,180,000 | 2,238 |
| U.S. Government securities | $49,961,000 | 2,013 |
| U.S. Treasury securities | $98,000 | 10,140 |
| U.S. Government agency obligations | $49,863,000 | 1,438 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $79,000 | 4,612 |
| Privately issued residential mortgage-backed securities | $79,000 | 1,972 |
| 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 | $6,140,000 | 612 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,576,000 | 947 |
| Mortgage-backed securities | $40,944,000 | 1,117 |
| Certificates of participation in pools of residential mortgages | $40,865,000 | 801 |
| Issued or guaranteed by U.S. | $40,865,000 | 778 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $79,000 | 5,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $79,000 | 1,660 |
| 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) | $50,040,000 | 832 |
| Available-for-sale securities (fair market value) | $6,140,000 | 7,503 |
| Total debt securities | $50,040,000 | 2,438 |
| Structured notes | ||
| Amortized cost | $8,998,000 | 333 |
| Fair value | $8,744,000 | 343 |
| 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 | $62,854,000 | 2,091 |
| U.S. Government securities | $57,222,000 | 1,847 |
| U.S. Treasury securities | $2,934,000 | 7,230 |
| U.S. Government agency obligations | $54,288,000 | 1,307 |
| Securities issued by states & political subdivisions | $135,000 | 8,912 |
| Other domestic debt securities | $191,000 | 4,673 |
| Privately issued residential mortgage-backed securities | $191,000 | 1,846 |
| 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 | $5,306,000 | 612 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,313,000 | 1,002 |
| Mortgage-backed securities | $44,981,000 | 1,108 |
| Certificates of participation in pools of residential mortgages | $44,790,000 | 755 |
| Issued or guaranteed by U.S. | $44,790,000 | 740 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $191,000 | 5,936 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $191,000 | 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) | $57,548,000 | 1,287 |
| Available-for-sale securities (fair market value) | $5,306,000 | 6,709 |
| Total debt securities | $57,548,000 | 2,231 |
| 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 | $60,357,000 | 2,264 |
| U.S. Government securities | $54,597,000 | 1,997 |
| U.S. Treasury securities | $352,000 | 11,127 |
| U.S. Government agency obligations | $54,245,000 | 1,333 |
| Securities issued by states & political subdivisions | $184,000 | 8,957 |
| Other domestic debt securities | $956,000 | 3,443 |
| Privately issued residential mortgage-backed securities | $436,000 | 1,835 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $520,000 | 3,176 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $4,620,000 | 800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,972,000 | 1,256 |
| Mortgage-backed securities | $45,179,000 | 1,201 |
| Certificates of participation in pools of residential mortgages | $44,743,000 | 816 |
| Issued or guaranteed by U.S. | $44,743,000 | 785 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $436,000 | 5,870 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $436,000 | 1,488 |
| 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 | $55,737,000 | 2,418 |
| 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 | $47,758,000 | 2,855 |
| U.S. Government securities | $44,819,000 | 2,411 |
| U.S. Treasury securities | $5,875,000 | 5,259 |
| U.S. Government agency obligations | $38,944,000 | 1,742 |
| Securities issued by states & political subdivisions | $751,000 | 7,091 |
| Other domestic debt securities | $1,473,000 | 3,452 |
| Privately issued residential mortgage-backed securities | $953,000 | 1,838 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $520,000 | 3,724 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $715,000 | 2,225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,172,000 | 1,156 |
| Mortgage-backed securities | $31,927,000 | 1,629 |
| Certificates of participation in pools of residential mortgages | $30,974,000 | 1,075 |
| Issued or guaranteed by U.S. | $30,974,000 | 1,043 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $953,000 | 5,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $953,000 | 1,495 |
| 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 | $47,043,000 | 2,826 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $6,000,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |