Home > Colony Bank > Securities
Colony Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $861,442,000 | 275 |
| U.S. Government securities | $436,885,000 | 334 |
| U.S. Treasury securities | $93,306,000 | 278 |
| U.S. Government agency obligations | $343,579,000 | 368 |
| Securities issued by states & political subdivisions | $245,721,000 | 163 |
| Other domestic debt securities | $173,309,000 | 177 |
| Privately issued residential mortgage-backed securities | $22,828,000 | 174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,605,000 | 159 |
| Structured financial products - Total | $5,025,000 | 345 |
| Other domestic debt securities - All other | $47,390,000 | 190 |
| 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 | $429,854,000 | 266 |
| Mortgage-backed securities | $424,447,000 | 262 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $158,118,000 | 363 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $62,886,000 | 346 |
| Privately issued | $22,828,000 | 145 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $39,739,000 | 203 |
| Other commercial mortgage-backed securities | $140,876,000 | 109 |
| Held to maturity securities (book value) | $449,031,000 | 150 |
| Available-for-sale securities (fair market value) | $406,884,000 | 420 |
| Total debt securities | $855,914,000 | 271 |
| 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 | $855,319,000 | 276 |
| U.S. Government securities | $438,129,000 | 332 |
| U.S. Treasury securities | $92,880,000 | 288 |
| U.S. Government agency obligations | $345,249,000 | 365 |
| Securities issued by states & political subdivisions | $238,200,000 | 164 |
| Other domestic debt securities | $173,483,000 | 181 |
| Privately issued residential mortgage-backed securities | $23,590,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,911,000 | 152 |
| Structured financial products - Total | $5,934,000 | 326 |
| Other domestic debt securities - All other | $47,029,000 | 195 |
| 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 | $394,005,000 | 283 |
| Mortgage-backed securities | $424,441,000 | 257 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $159,017,000 | 352 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $63,439,000 | 336 |
| Privately issued | $23,590,000 | 141 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $39,743,000 | 190 |
| Other commercial mortgage-backed securities | $138,652,000 | 110 |
| Held to maturity securities (book value) | $451,056,000 | 151 |
| Available-for-sale securities (fair market value) | $398,756,000 | 421 |
| Total debt securities | $849,812,000 | 273 |
| 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 | $879,134,000 | 270 |
| U.S. Government securities | $447,125,000 | 326 |
| U.S. Treasury securities | $92,454,000 | 286 |
| U.S. Government agency obligations | $354,671,000 | 365 |
| Securities issued by states & political subdivisions | $243,515,000 | 168 |
| Other domestic debt securities | $183,042,000 | 168 |
| Privately issued residential mortgage-backed securities | $24,689,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,874,000 | 144 |
| Structured financial products - Total | $5,910,000 | 311 |
| Other domestic debt securities - All other | $46,736,000 | 191 |
| 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 | $418,024,000 | 267 |
| Mortgage-backed securities | $442,596,000 | 250 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $164,124,000 | 351 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $65,967,000 | 332 |
| Privately issued | $24,689,000 | 140 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $39,913,000 | 194 |
| Other commercial mortgage-backed securities | $147,903,000 | 101 |
| Held to maturity securities (book value) | $453,912,000 | 144 |
| Available-for-sale securities (fair market value) | $419,770,000 | 413 |
| Total debt securities | $873,681,000 | 268 |
| 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 | $902,870,000 | 281 |
| U.S. Government securities | $463,942,000 | 340 |
| U.S. Treasury securities | $92,032,000 | 307 |
| U.S. Government agency obligations | $371,910,000 | 343 |
| Securities issued by states & political subdivisions | $244,303,000 | 181 |
| Other domestic debt securities | $189,082,000 | 173 |
| Privately issued residential mortgage-backed securities | $26,085,000 | 171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,938,000 | 141 |
| Structured financial products - Total | $5,921,000 | 304 |
| Other domestic debt securities - All other | $48,618,000 | 194 |
| 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 | $389,321,000 | 277 |
| Mortgage-backed securities | $462,611,000 | 258 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $168,399,000 | 357 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $68,736,000 | 343 |
| Privately issued | $26,085,000 | 136 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $46,690,000 | 188 |
| Other commercial mortgage-backed securities | $152,701,000 | 103 |
| Held to maturity securities (book value) | $463,946,000 | 153 |
| Available-for-sale securities (fair market value) | $433,381,000 | 427 |
| Total debt securities | $897,327,000 | 277 |
| 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 | $902,950,000 | 286 |
| U.S. Government securities | $467,707,000 | 343 |
| U.S. Treasury securities | $91,615,000 | 334 |
| U.S. Government agency obligations | $376,092,000 | 338 |
| Securities issued by states & political subdivisions | $240,894,000 | 191 |
| Other domestic debt securities | $188,191,000 | 182 |
| Privately issued residential mortgage-backed securities | $26,324,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,201,000 | 132 |
| Structured financial products - Total | $5,787,000 | 332 |
| Other domestic debt securities - All other | $49,586,000 | 197 |
| 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 | $541,828,000 | 192 |
| Mortgage-backed securities | $463,715,000 | 260 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $170,794,000 | 364 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $69,512,000 | 343 |
| Privately issued | $26,324,000 | 133 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $46,784,000 | 183 |
| Other commercial mortgage-backed securities | $150,301,000 | 109 |
| Held to maturity securities (book value) | $465,858,000 | 159 |
| Available-for-sale securities (fair market value) | $430,934,000 | 438 |
| Total debt securities | $896,790,000 | 282 |
| 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 | $913,442,000 | 286 |
| U.S. Government securities | $481,468,000 | 338 |
| U.S. Treasury securities | $91,189,000 | 347 |
| U.S. Government agency obligations | $390,279,000 | 334 |
| Securities issued by states & political subdivisions | $239,284,000 | 183 |
| Other domestic debt securities | $185,725,000 | 181 |
| Privately issued residential mortgage-backed securities | $24,371,000 | 168 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,172,000 | 133 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $50,665,000 | 196 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,092,000 | 262 |
| Mortgage-backed securities | $477,809,000 | 255 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $180,617,000 | 351 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $71,513,000 | 336 |
| Privately issued | $24,371,000 | 140 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $46,884,000 | 186 |
| Other commercial mortgage-backed securities | $154,424,000 | 115 |
| Held to maturity securities (book value) | $468,306,000 | 158 |
| Available-for-sale securities (fair market value) | $438,171,000 | 436 |
| Total debt securities | $906,477,000 | 284 |
| 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 | $969,408,000 | 275 |
| U.S. Government securities | $515,628,000 | 330 |
| U.S. Treasury securities | $110,967,000 | 279 |
| U.S. Government agency obligations | $404,661,000 | 340 |
| Securities issued by states & political subdivisions | $261,407,000 | 181 |
| Other domestic debt securities | $184,165,000 | 168 |
| Privately issued residential mortgage-backed securities | $21,719,000 | 181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,138,000 | 133 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $47,646,000 | 207 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $312,309,000 | 283 |
| Mortgage-backed securities | $492,276,000 | 261 |
| Certificates of participation in pools of residential mortgages | $180,643,000 | 353 |
| Issued or guaranteed by U.S. | $180,643,000 | 351 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $95,696,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $73,977,000 | 336 |
| Privately issued | $21,719,000 | 146 |
| Commercial mortgage-backed securities | $215,937,000 | 157 |
| Commercial mortgage pass-through securities | $47,246,000 | 191 |
| Other commercial mortgage-backed securities | $168,691,000 | 127 |
| Held to maturity securities (book value) | $304,014,000 | 201 |
| Available-for-sale securities (fair market value) | $657,186,000 | 316 |
| Total debt securities | $961,200,000 | 275 |
| 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 | $960,054,000 | 284 |
| U.S. Government securities | $539,322,000 | 319 |
| U.S. Treasury securities | $112,512,000 | 251 |
| U.S. Government agency obligations | $426,810,000 | 329 |
| Securities issued by states & political subdivisions | $247,661,000 | 197 |
| Other domestic debt securities | $173,071,000 | 173 |
| Privately issued residential mortgage-backed securities | $12,734,000 | 227 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,359,000 | 138 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $46,594,000 | 209 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $278,428,000 | 304 |
| Mortgage-backed securities | $502,528,000 | 265 |
| Certificates of participation in pools of residential mortgages | $190,832,000 | 350 |
| Issued or guaranteed by U.S. | $190,832,000 | 348 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $91,018,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $78,284,000 | 328 |
| Privately issued | $12,734,000 | 179 |
| Commercial mortgage-backed securities | $220,678,000 | 156 |
| Commercial mortgage pass-through securities | $47,477,000 | 190 |
| Other commercial mortgage-backed securities | $173,201,000 | 123 |
| Held to maturity securities (book value) | $307,008,000 | 183 |
| Available-for-sale securities (fair market value) | $653,046,000 | 330 |
| Total debt securities | $960,054,000 | 282 |
| 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 | $947,744,000 | 279 |
| U.S. Government securities | $527,516,000 | 312 |
| U.S. Treasury securities | $87,303,000 | 211 |
| U.S. Government agency obligations | $440,213,000 | 321 |
| Securities issued by states & political subdivisions | $250,152,000 | 202 |
| Other domestic debt securities | $170,076,000 | 166 |
| Privately issued residential mortgage-backed securities | $4,102,000 | 339 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,657,000 | 137 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $58,235,000 | 172 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,300,000 | 327 |
| Mortgage-backed securities | $505,616,000 | 269 |
| Certificates of participation in pools of residential mortgages | $198,949,000 | 338 |
| Issued or guaranteed by U.S. | $198,949,000 | 337 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $100,001,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $95,899,000 | 286 |
| Privately issued | $4,102,000 | 231 |
| Commercial mortgage-backed securities | $206,666,000 | 164 |
| Commercial mortgage pass-through securities | $48,326,000 | 192 |
| Other commercial mortgage-backed securities | $158,340,000 | 129 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $947,744,000 | 244 |
| Total debt securities | $947,743,000 | 277 |
| 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 | $830,417,000 | 303 |
| U.S. Government securities | $522,582,000 | 311 |
| U.S. Treasury securities | $42,382,000 | 311 |
| U.S. Government agency obligations | $480,200,000 | 306 |
| Securities issued by states & political subdivisions | $196,040,000 | 248 |
| Other domestic debt securities | $111,795,000 | 212 |
| Privately issued residential mortgage-backed securities | $4,093,000 | 303 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $31,969,000 | 129 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $49,196,000 | 187 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,946,000 | 366 |
| Mortgage-backed securities | $492,741,000 | 270 |
| Certificates of participation in pools of residential mortgages | $198,305,000 | 328 |
| Issued or guaranteed by U.S. | $198,305,000 | 327 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $135,968,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $131,875,000 | 235 |
| Privately issued | $4,093,000 | 199 |
| Commercial mortgage-backed securities | $158,468,000 | 184 |
| Commercial mortgage pass-through securities | $46,613,000 | 190 |
| Other commercial mortgage-backed securities | $111,855,000 | 142 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $830,417,000 | 264 |
| Total debt securities | $830,417,000 | 301 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 418 |
| Fair value | $1,934,000 | 482 |
| 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 | $469,715,000 | 434 |
| U.S. Government securities | $363,451,000 | 378 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $363,451,000 | 353 |
| Securities issued by states & political subdivisions | $82,404,000 | 652 |
| Other domestic debt securities | $23,860,000 | 549 |
| Privately issued residential mortgage-backed securities | $4,020,000 | 306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,032,000 | 306 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $12,808,000 | 490 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,518,000 | 578 |
| Mortgage-backed securities | $349,300,000 | 329 |
| Certificates of participation in pools of residential mortgages | $149,378,000 | 382 |
| Issued or guaranteed by U.S. | $149,378,000 | 377 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $84,886,000 | 328 |
| CMOs issued by government agencies or sponsored agencies | $80,866,000 | 314 |
| Privately issued | $4,020,000 | 188 |
| Commercial mortgage-backed securities | $115,036,000 | 201 |
| Commercial mortgage pass-through securities | $41,469,000 | 190 |
| Other commercial mortgage-backed securities | $73,567,000 | 190 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $469,715,000 | 390 |
| Total debt securities | $469,715,000 | 428 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 366 |
| Fair value | $1,983,000 | 421 |
| 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 | $433,484,000 | 438 |
| U.S. Government securities | $340,727,000 | 362 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $340,727,000 | 343 |
| Securities issued by states & political subdivisions | $72,324,000 | 696 |
| Other domestic debt securities | $20,433,000 | 572 |
| Privately issued residential mortgage-backed securities | $4,005,000 | 300 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,201,000 | 301 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $9,227,000 | 561 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,701,000 | 538 |
| Mortgage-backed securities | $334,928,000 | 313 |
| Certificates of participation in pools of residential mortgages | $108,924,000 | 461 |
| Issued or guaranteed by U.S. | $108,924,000 | 452 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $101,842,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $97,837,000 | 260 |
| Privately issued | $4,005,000 | 183 |
| Commercial mortgage-backed securities | $124,162,000 | 186 |
| Commercial mortgage pass-through securities | $42,157,000 | 184 |
| Other commercial mortgage-backed securities | $82,005,000 | 163 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $433,484,000 | 393 |
| Total debt securities | $433,485,000 | 432 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 247 |
| Fair value | $1,981,000 | 262 |
| 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 | $380,569,000 | 449 |
| U.S. Government securities | $302,755,000 | 363 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $302,755,000 | 346 |
| Securities issued by states & political subdivisions | $62,388,000 | 769 |
| Other domestic debt securities | $15,426,000 | 622 |
| Privately issued residential mortgage-backed securities | $3,949,000 | 277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,227,000 | 291 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $4,250,000 | 816 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,483,000 | 499 |
| Mortgage-backed securities | $305,700,000 | 313 |
| Certificates of participation in pools of residential mortgages | $67,193,000 | 612 |
| Issued or guaranteed by U.S. | $67,193,000 | 602 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $116,077,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $112,128,000 | 237 |
| Privately issued | $3,949,000 | 175 |
| Commercial mortgage-backed securities | $122,430,000 | 183 |
| Commercial mortgage pass-through securities | $37,634,000 | 186 |
| Other commercial mortgage-backed securities | $84,796,000 | 156 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $380,569,000 | 406 |
| Total debt securities | $380,568,000 | 442 |
| 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 | $363,356,000 | 448 |
| U.S. Government securities | $312,819,000 | 340 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $312,819,000 | 323 |
| Securities issued by states & political subdivisions | $38,906,000 | 1,072 |
| Other domestic debt securities | $11,631,000 | 690 |
| Privately issued residential mortgage-backed securities | $3,912,000 | 277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,966,000 | 339 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,753,000 | 829 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,378,000 | 570 |
| Mortgage-backed securities | $316,731,000 | 289 |
| Certificates of participation in pools of residential mortgages | $58,552,000 | 642 |
| Issued or guaranteed by U.S. | $58,552,000 | 628 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $131,892,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $127,980,000 | 216 |
| Privately issued | $3,912,000 | 169 |
| Commercial mortgage-backed securities | $126,287,000 | 176 |
| Commercial mortgage pass-through securities | $37,129,000 | 177 |
| Other commercial mortgage-backed securities | $89,158,000 | 151 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $363,356,000 | 396 |
| Total debt securities | $363,356,000 | 440 |
| 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 | $373,366,000 | 428 |
| U.S. Government securities | $332,123,000 | 320 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $332,123,000 | 307 |
| Securities issued by states & political subdivisions | $29,700,000 | 1,263 |
| Other domestic debt securities | $11,543,000 | 656 |
| Privately issued residential mortgage-backed securities | $7,804,000 | 191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $733,000 | 415 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,006,000 | 868 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,277,000 | 561 |
| Mortgage-backed securities | $339,927,000 | 268 |
| Certificates of participation in pools of residential mortgages | $46,864,000 | 742 |
| Issued or guaranteed by U.S. | $46,864,000 | 726 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $165,855,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $158,051,000 | 185 |
| Privately issued | $7,804,000 | 126 |
| Commercial mortgage-backed securities | $127,208,000 | 183 |
| Commercial mortgage pass-through securities | $38,037,000 | 168 |
| Other commercial mortgage-backed securities | $89,171,000 | 148 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $373,366,000 | 375 |
| Total debt securities | $373,366,000 | 417 |
| 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 | $333,085,000 | 443 |
| U.S. Government securities | $316,746,000 | 333 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $316,746,000 | 320 |
| Securities issued by states & political subdivisions | $6,409,000 | 2,787 |
| Other domestic debt securities | $9,930,000 | 689 |
| Privately issued residential mortgage-backed securities | $7,248,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $665,000 | 403 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $2,017,000 | 940 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,137,000 | 495 |
| Mortgage-backed securities | $323,994,000 | 282 |
| Certificates of participation in pools of residential mortgages | $33,417,000 | 961 |
| Issued or guaranteed by U.S. | $33,417,000 | 935 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $183,557,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $176,309,000 | 179 |
| Privately issued | $7,248,000 | 125 |
| Commercial mortgage-backed securities | $107,020,000 | 191 |
| Commercial mortgage pass-through securities | $20,774,000 | 239 |
| Other commercial mortgage-backed securities | $86,246,000 | 152 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $333,085,000 | 398 |
| Total debt securities | $333,085,000 | 436 |
| 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 | $347,182,000 | 428 |
| U.S. Government securities | $330,993,000 | 312 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $330,993,000 | 302 |
| Securities issued by states & political subdivisions | $4,965,000 | 2,999 |
| Other domestic debt securities | $11,224,000 | 623 |
| Privately issued residential mortgage-backed securities | $8,418,000 | 181 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $784,000 | 371 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $2,022,000 | 905 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,347,000 | 473 |
| Mortgage-backed securities | $339,411,000 | 267 |
| Certificates of participation in pools of residential mortgages | $39,412,000 | 820 |
| Issued or guaranteed by U.S. | $39,412,000 | 803 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $201,695,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $193,277,000 | 173 |
| Privately issued | $8,418,000 | 120 |
| Commercial mortgage-backed securities | $98,304,000 | 194 |
| Commercial mortgage pass-through securities | $15,276,000 | 301 |
| Other commercial mortgage-backed securities | $83,028,000 | 150 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $347,182,000 | 380 |
| Total debt securities | $347,182,000 | 418 |
| 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 | $368,720,000 | 396 |
| U.S. Government securities | $338,339,000 | 307 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $338,339,000 | 296 |
| Securities issued by states & political subdivisions | $3,579,000 | 3,263 |
| Other domestic debt securities | $26,802,000 | 372 |
| Privately issued residential mortgage-backed securities | $23,972,000 | 101 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $817,000 | 362 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,013,000 | 900 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,217,000 | 843 |
| Mortgage-backed securities | $362,311,000 | 251 |
| Certificates of participation in pools of residential mortgages | $27,307,000 | 1,035 |
| Issued or guaranteed by U.S. | $12,111,000 | 1,751 |
| Privately issued | $15,196,000 | 43 |
| Collaterized mortgage obligations | $229,787,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $221,011,000 | 160 |
| Privately issued | $8,776,000 | 113 |
| Commercial mortgage-backed securities | $105,217,000 | 186 |
| Commercial mortgage pass-through securities | $16,964,000 | 288 |
| Other commercial mortgage-backed securities | $88,253,000 | 144 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $368,720,000 | 353 |
| Total debt securities | $368,720,000 | 387 |
| 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 | $409,839,000 | 369 |
| U.S. Government securities | $387,096,000 | 291 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $387,096,000 | 274 |
| Securities issued by states & political subdivisions | $3,574,000 | 3,314 |
| Other domestic debt securities | $19,169,000 | 432 |
| Privately issued residential mortgage-backed securities | $16,312,000 | 106 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $842,000 | 346 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,015,000 | 912 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,821,000 | 360 |
| Mortgage-backed securities | $398,893,000 | 238 |
| Certificates of participation in pools of residential mortgages | $36,764,000 | 831 |
| Issued or guaranteed by U.S. | $36,764,000 | 824 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $232,987,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $216,675,000 | 162 |
| Privately issued | $16,312,000 | 88 |
| Commercial mortgage-backed securities | $129,142,000 | 159 |
| Commercial mortgage pass-through securities | $28,142,000 | 198 |
| Other commercial mortgage-backed securities | $101,000,000 | 131 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $409,839,000 | 321 |
| Total debt securities | $409,839,000 | 361 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $357,889,000 | 413 |
| U.S. Government securities | $330,006,000 | 319 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $330,006,000 | 304 |
| Securities issued by states & political subdivisions | $3,895,000 | 3,322 |
| Other domestic debt securities | $23,988,000 | 367 |
| Privately issued residential mortgage-backed securities | $21,132,000 | 92 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $851,000 | 334 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,005,000 | 917 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,428,000 | 407 |
| Mortgage-backed securities | $346,756,000 | 250 |
| Certificates of participation in pools of residential mortgages | $25,399,000 | 1,098 |
| Issued or guaranteed by U.S. | $25,399,000 | 1,086 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $206,533,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $185,401,000 | 174 |
| Privately issued | $21,132,000 | 77 |
| Commercial mortgage-backed securities | $114,824,000 | 157 |
| Commercial mortgage pass-through securities | $32,306,000 | 164 |
| Other commercial mortgage-backed securities | $82,518,000 | 132 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $357,889,000 | 357 |
| Total debt securities | $357,889,000 | 404 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $353,066,000 | 420 |
| U.S. Government securities | $324,328,000 | 328 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $324,328,000 | 313 |
| Securities issued by states & political subdivisions | $3,989,000 | 3,368 |
| Other domestic debt securities | $24,749,000 | 346 |
| Privately issued residential mortgage-backed securities | $21,877,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $863,000 | 331 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,009,000 | 915 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,978,000 | 345 |
| Mortgage-backed securities | $341,418,000 | 255 |
| Certificates of participation in pools of residential mortgages | $18,851,000 | 1,351 |
| Issued or guaranteed by U.S. | $18,851,000 | 1,337 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $209,653,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $187,776,000 | 170 |
| Privately issued | $21,877,000 | 79 |
| Commercial mortgage-backed securities | $112,914,000 | 154 |
| Commercial mortgage pass-through securities | $28,106,000 | 182 |
| Other commercial mortgage-backed securities | $84,808,000 | 127 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $353,066,000 | 371 |
| Total debt securities | $353,066,000 | 414 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $318,032,000 | 452 |
| U.S. Government securities | $288,445,000 | 357 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $288,445,000 | 339 |
| Securities issued by states & political subdivisions | $3,971,000 | 3,417 |
| Other domestic debt securities | $25,616,000 | 331 |
| Privately issued residential mortgage-backed securities | $22,734,000 | 82 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $882,000 | 320 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $2,000,000 | 913 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,869,000 | 467 |
| Mortgage-backed securities | $306,513,000 | 269 |
| Certificates of participation in pools of residential mortgages | $12,849,000 | 1,759 |
| Issued or guaranteed by U.S. | $12,849,000 | 1,749 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $192,127,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $169,393,000 | 182 |
| Privately issued | $22,734,000 | 75 |
| Commercial mortgage-backed securities | $101,537,000 | 167 |
| Commercial mortgage pass-through securities | $27,703,000 | 182 |
| Other commercial mortgage-backed securities | $73,834,000 | 137 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $318,032,000 | 398 |
| Total debt securities | $318,032,000 | 445 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $331,938,000 | 447 |
| U.S. Government securities | $301,407,000 | 349 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $301,407,000 | 334 |
| Securities issued by states & political subdivisions | $3,989,000 | 3,454 |
| Other domestic debt securities | $26,542,000 | 354 |
| Privately issued residential mortgage-backed securities | $23,590,000 | 109 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $909,000 | 312 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $2,043,000 | 902 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,812,000 | 451 |
| Mortgage-backed securities | $320,013,000 | 266 |
| Certificates of participation in pools of residential mortgages | $13,434,000 | 1,757 |
| Issued or guaranteed by U.S. | $13,434,000 | 1,683 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $202,722,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $179,132,000 | 175 |
| Privately issued | $23,590,000 | 74 |
| Commercial mortgage-backed securities | $103,857,000 | 155 |
| Commercial mortgage pass-through securities | $26,615,000 | 186 |
| Other commercial mortgage-backed securities | $77,242,000 | 129 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $331,938,000 | 394 |
| Total debt securities | $331,938,000 | 439 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $341,620,000 | 439 |
| U.S. Government securities | $305,658,000 | 343 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $305,658,000 | 331 |
| Securities issued by states & political subdivisions | $4,018,000 | 3,493 |
| Other domestic debt securities | $31,944,000 | 288 |
| Privately issued residential mortgage-backed securities | $28,969,000 | 70 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $936,000 | 301 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $2,039,000 | 922 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,740,000 | 459 |
| Mortgage-backed securities | $312,843,000 | 272 |
| Certificates of participation in pools of residential mortgages | $14,241,000 | 1,729 |
| Issued or guaranteed by U.S. | $14,241,000 | 1,727 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $213,868,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $184,899,000 | 173 |
| Privately issued | $28,969,000 | 67 |
| Commercial mortgage-backed securities | $84,734,000 | 169 |
| Commercial mortgage pass-through securities | $8,470,000 | 327 |
| Other commercial mortgage-backed securities | $76,264,000 | 131 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $341,620,000 | 386 |
| Total debt securities | $341,620,000 | 432 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $354,247,000 | 427 |
| U.S. Government securities | $317,177,000 | 333 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $317,177,000 | 320 |
| Securities issued by states & political subdivisions | $4,493,000 | 3,479 |
| Other domestic debt securities | $32,577,000 | 278 |
| Privately issued residential mortgage-backed securities | $29,546,000 | 70 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $971,000 | 268 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $2,060,000 | 929 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,484,000 | 365 |
| Mortgage-backed securities | $324,032,000 | 261 |
| Certificates of participation in pools of residential mortgages | $14,899,000 | 1,725 |
| Issued or guaranteed by U.S. | $14,899,000 | 1,725 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $224,857,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $195,311,000 | 159 |
| Privately issued | $29,546,000 | 68 |
| Commercial mortgage-backed securities | $84,276,000 | 165 |
| Commercial mortgage pass-through securities | $8,663,000 | 328 |
| Other commercial mortgage-backed securities | $75,613,000 | 126 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $354,247,000 | 379 |
| Total debt securities | $354,247,000 | 415 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $338,249,000 | 452 |
| U.S. Government securities | $312,794,000 | 341 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $312,794,000 | 328 |
| Securities issued by states & political subdivisions | $4,539,000 | 3,505 |
| Other domestic debt securities | $20,916,000 | 373 |
| Privately issued residential mortgage-backed securities | $17,864,000 | 93 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $992,000 | 257 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $2,060,000 | 956 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,050,000 | 419 |
| Mortgage-backed securities | $306,950,000 | 271 |
| Certificates of participation in pools of residential mortgages | $15,548,000 | 1,719 |
| Issued or guaranteed by U.S. | $15,548,000 | 1,718 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $218,620,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $200,756,000 | 154 |
| Privately issued | $17,864,000 | 86 |
| Commercial mortgage-backed securities | $72,782,000 | 179 |
| Commercial mortgage pass-through securities | $9,941,000 | 298 |
| Other commercial mortgage-backed securities | $62,841,000 | 131 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $338,249,000 | 394 |
| Total debt securities | $338,249,000 | 444 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $337,710,000 | 451 |
| U.S. Government securities | $312,899,000 | 343 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $312,899,000 | 330 |
| Securities issued by states & political subdivisions | $4,904,000 | 3,472 |
| Other domestic debt securities | $19,907,000 | 407 |
| Privately issued residential mortgage-backed securities | $17,843,000 | 97 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $2,064,000 | 977 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,765,000 | 437 |
| Mortgage-backed securities | $306,677,000 | 273 |
| Certificates of participation in pools of residential mortgages | $16,155,000 | 1,724 |
| Issued or guaranteed by U.S. | $16,155,000 | 1,723 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $216,303,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $198,460,000 | 159 |
| Privately issued | $17,843,000 | 91 |
| Commercial mortgage-backed securities | $74,219,000 | 176 |
| Commercial mortgage pass-through securities | $9,968,000 | 296 |
| Other commercial mortgage-backed securities | $64,251,000 | 124 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $337,710,000 | 393 |
| Total debt securities | $337,710,000 | 445 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $341,932,000 | 453 |
| U.S. Government securities | $320,407,000 | 339 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $320,407,000 | 324 |
| Securities issued by states & political subdivisions | $4,456,000 | 3,591 |
| Other domestic debt securities | $17,069,000 | 446 |
| Privately issued residential mortgage-backed securities | $15,044,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $2,025,000 | 1,002 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,456,000 | 415 |
| Mortgage-backed securities | $307,908,000 | 274 |
| Certificates of participation in pools of residential mortgages | $16,964,000 | 1,718 |
| Issued or guaranteed by U.S. | $16,964,000 | 1,718 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $217,188,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $202,144,000 | 155 |
| Privately issued | $15,044,000 | 94 |
| Commercial mortgage-backed securities | $73,756,000 | 168 |
| Commercial mortgage pass-through securities | $8,877,000 | 304 |
| Other commercial mortgage-backed securities | $64,879,000 | 119 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $341,932,000 | 390 |
| Total debt securities | $341,932,000 | 446 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $323,658,000 | 470 |
| U.S. Government securities | $305,717,000 | 342 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $305,717,000 | 327 |
| Securities issued by states & political subdivisions | $4,560,000 | 3,597 |
| Other domestic debt securities | $13,381,000 | 490 |
| Privately issued residential mortgage-backed securities | $13,381,000 | 112 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,854,000 | 438 |
| Mortgage-backed securities | $290,993,000 | 278 |
| Certificates of participation in pools of residential mortgages | $14,609,000 | 1,862 |
| Issued or guaranteed by U.S. | $14,609,000 | 1,860 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $208,075,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $194,694,000 | 155 |
| Privately issued | $13,381,000 | 107 |
| Commercial mortgage-backed securities | $68,309,000 | 174 |
| Commercial mortgage pass-through securities | $8,881,000 | 293 |
| Other commercial mortgage-backed securities | $59,428,000 | 121 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $323,658,000 | 400 |
| Total debt securities | $323,658,000 | 463 |
| 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 | $286,089,000 | 535 |
| U.S. Government securities | $279,536,000 | 371 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $279,536,000 | 357 |
| Securities issued by states & political subdivisions | $4,708,000 | 3,587 |
| Other domestic debt securities | $1,845,000 | 1,325 |
| Privately issued residential mortgage-backed securities | $1,845,000 | 268 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,694,000 | 518 |
| Mortgage-backed securities | $255,070,000 | 300 |
| Certificates of participation in pools of residential mortgages | $12,676,000 | 2,017 |
| Issued or guaranteed by U.S. | $12,676,000 | 2,017 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $186,401,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $184,556,000 | 165 |
| Privately issued | $1,845,000 | 257 |
| Commercial mortgage-backed securities | $55,993,000 | 179 |
| Commercial mortgage pass-through securities | $6,245,000 | 322 |
| Other commercial mortgage-backed securities | $49,748,000 | 123 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $286,089,000 | 458 |
| Total debt securities | $286,089,000 | 527 |
| 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 | $307,926,000 | 498 |
| U.S. Government securities | $302,850,000 | 355 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $302,850,000 | 337 |
| Securities issued by states & political subdivisions | $5,076,000 | 3,538 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,010,000 | 525 |
| Mortgage-backed securities | $276,215,000 | 287 |
| Certificates of participation in pools of residential mortgages | $12,033,000 | 2,111 |
| Issued or guaranteed by U.S. | $12,033,000 | 2,107 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $196,996,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $196,996,000 | 158 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $67,186,000 | 145 |
| Commercial mortgage pass-through securities | $12,457,000 | 212 |
| Other commercial mortgage-backed securities | $54,729,000 | 111 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $307,926,000 | 423 |
| Total debt securities | $307,926,000 | 490 |
| 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 | $308,840,000 | 503 |
| U.S. Government securities | $303,810,000 | 360 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $303,810,000 | 343 |
| Securities issued by states & political subdivisions | $5,030,000 | 3,541 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,675,000 | 505 |
| Mortgage-backed securities | $278,899,000 | 287 |
| Certificates of participation in pools of residential mortgages | $15,240,000 | 1,856 |
| Issued or guaranteed by U.S. | $15,240,000 | 1,855 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $205,941,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $205,941,000 | 162 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $57,718,000 | 147 |
| Commercial mortgage pass-through securities | $6,935,000 | 273 |
| Other commercial mortgage-backed securities | $50,783,000 | 107 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $308,840,000 | 431 |
| Total debt securities | $308,840,000 | 496 |
| 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 | $296,149,000 | 522 |
| U.S. Government securities | $291,050,000 | 376 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $291,050,000 | 356 |
| Securities issued by states & political subdivisions | $5,099,000 | 3,542 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,754,000 | 494 |
| Mortgage-backed securities | $275,478,000 | 293 |
| Certificates of participation in pools of residential mortgages | $15,734,000 | 1,818 |
| Issued or guaranteed by U.S. | $15,734,000 | 1,816 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $206,375,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $206,375,000 | 167 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $53,369,000 | 143 |
| Commercial mortgage pass-through securities | $6,774,000 | 262 |
| Other commercial mortgage-backed securities | $46,595,000 | 106 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $296,149,000 | 443 |
| Total debt securities | $296,149,000 | 515 |
| 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 | $271,639,000 | 567 |
| U.S. Government securities | $267,380,000 | 401 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $267,380,000 | 386 |
| Securities issued by states & political subdivisions | $4,259,000 | 3,759 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,704,000 | 519 |
| Mortgage-backed securities | $267,159,000 | 304 |
| Certificates of participation in pools of residential mortgages | $14,242,000 | 1,945 |
| Issued or guaranteed by U.S. | $14,242,000 | 1,944 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $211,832,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $211,832,000 | 158 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $41,085,000 | 161 |
| Commercial mortgage pass-through securities | $1,439,000 | 507 |
| Other commercial mortgage-backed securities | $39,646,000 | 111 |
| Held to maturity securities (book value) | $28,000 | 2,337 |
| Available-for-sale securities (fair market value) | $271,611,000 | 482 |
| Total debt securities | $271,639,000 | 555 |
| 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 | $273,905,000 | 570 |
| U.S. Government securities | $269,983,000 | 402 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $269,983,000 | 387 |
| Securities issued by states & political subdivisions | $3,922,000 | 3,846 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,419,000 | 537 |
| Mortgage-backed securities | $269,705,000 | 299 |
| Certificates of participation in pools of residential mortgages | $15,208,000 | 1,936 |
| Issued or guaranteed by U.S. | $15,208,000 | 1,936 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $216,595,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $216,595,000 | 164 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $37,902,000 | 156 |
| Commercial mortgage pass-through securities | $1,447,000 | 481 |
| Other commercial mortgage-backed securities | $36,455,000 | 103 |
| Held to maturity securities (book value) | $27,000 | 2,379 |
| Available-for-sale securities (fair market value) | $273,878,000 | 481 |
| Total debt securities | $273,905,000 | 561 |
| 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 | $279,170,000 | 559 |
| U.S. Government securities | $275,971,000 | 404 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $275,971,000 | 388 |
| Securities issued by states & political subdivisions | $3,199,000 | 4,023 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,792,000 | 529 |
| Mortgage-backed securities | $275,693,000 | 297 |
| Certificates of participation in pools of residential mortgages | $16,594,000 | 1,864 |
| Issued or guaranteed by U.S. | $16,594,000 | 1,864 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $221,626,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $221,626,000 | 160 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $37,473,000 | 154 |
| Commercial mortgage pass-through securities | $1,479,000 | 460 |
| Other commercial mortgage-backed securities | $35,994,000 | 102 |
| Held to maturity securities (book value) | $31,000 | 2,384 |
| Available-for-sale securities (fair market value) | $279,139,000 | 475 |
| Total debt securities | $279,170,000 | 551 |
| 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 | $274,624,000 | 562 |
| U.S. Government securities | $271,063,000 | 414 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $271,063,000 | 396 |
| Securities issued by states & political subdivisions | $3,561,000 | 3,973 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,532,000 | 497 |
| Mortgage-backed securities | $270,705,000 | 310 |
| Certificates of participation in pools of residential mortgages | $17,901,000 | 1,808 |
| Issued or guaranteed by U.S. | $17,901,000 | 1,806 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $232,485,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $232,485,000 | 159 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $20,319,000 | 219 |
| Commercial mortgage pass-through securities | $1,507,000 | 454 |
| Other commercial mortgage-backed securities | $18,812,000 | 140 |
| Held to maturity securities (book value) | $30,000 | 2,417 |
| Available-for-sale securities (fair market value) | $274,594,000 | 479 |
| Total debt securities | $274,624,000 | 553 |
| 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 | $273,580,000 | 558 |
| U.S. Government securities | $270,010,000 | 411 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $270,010,000 | 395 |
| Securities issued by states & political subdivisions | $3,570,000 | 4,015 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,540,000 | 571 |
| Mortgage-backed securities | $269,652,000 | 313 |
| Certificates of participation in pools of residential mortgages | $21,519,000 | 1,639 |
| Issued or guaranteed by U.S. | $21,519,000 | 1,638 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $238,272,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $238,272,000 | 156 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $9,861,000 | 331 |
| Commercial mortgage pass-through securities | $1,493,000 | 452 |
| Other commercial mortgage-backed securities | $8,368,000 | 199 |
| Held to maturity securities (book value) | $33,000 | 2,454 |
| Available-for-sale securities (fair market value) | $273,547,000 | 478 |
| Total debt securities | $273,580,000 | 548 |
| 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 | $276,094,000 | 557 |
| U.S. Government securities | $272,723,000 | 404 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $272,723,000 | 391 |
| Securities issued by states & political subdivisions | $3,371,000 | 4,110 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,058,000 | 599 |
| Mortgage-backed securities | $272,295,000 | 309 |
| Certificates of participation in pools of residential mortgages | $22,958,000 | 1,590 |
| Issued or guaranteed by U.S. | $22,958,000 | 1,589 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $239,312,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $239,312,000 | 154 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $10,025,000 | 319 |
| Commercial mortgage pass-through securities | $1,578,000 | 447 |
| Other commercial mortgage-backed securities | $8,447,000 | 198 |
| Held to maturity securities (book value) | $32,000 | 2,481 |
| Available-for-sale securities (fair market value) | $276,062,000 | 475 |
| Total debt securities | $276,094,000 | 548 |
| 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 | $278,995,000 | 551 |
| U.S. Government securities | $275,122,000 | 412 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $275,122,000 | 398 |
| Securities issued by states & political subdivisions | $3,873,000 | 4,007 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,418,000 | 572 |
| Mortgage-backed securities | $274,694,000 | 309 |
| Certificates of participation in pools of residential mortgages | $23,886,000 | 1,554 |
| Issued or guaranteed by U.S. | $23,886,000 | 1,553 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $240,792,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $240,792,000 | 153 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $10,016,000 | 303 |
| Commercial mortgage pass-through securities | $1,562,000 | 434 |
| Other commercial mortgage-backed securities | $8,454,000 | 184 |
| Held to maturity securities (book value) | $38,000 | 2,489 |
| Available-for-sale securities (fair market value) | $278,957,000 | 472 |
| Total debt securities | $278,995,000 | 542 |
| 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 | $263,295,000 | 590 |
| U.S. Government securities | $259,348,000 | 429 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $259,348,000 | 415 |
| Securities issued by states & political subdivisions | $3,947,000 | 4,012 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,913,000 | 578 |
| Mortgage-backed securities | $258,818,000 | 316 |
| Certificates of participation in pools of residential mortgages | $24,903,000 | 1,527 |
| Issued or guaranteed by U.S. | $24,903,000 | 1,526 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $223,824,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $223,824,000 | 159 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $10,091,000 | 285 |
| Commercial mortgage pass-through securities | $1,592,000 | 396 |
| Other commercial mortgage-backed securities | $8,499,000 | 173 |
| Held to maturity securities (book value) | $37,000 | 2,522 |
| Available-for-sale securities (fair market value) | $263,258,000 | 504 |
| Total debt securities | $263,295,000 | 579 |
| 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 | $257,393,000 | 600 |
| U.S. Government securities | $252,067,000 | 442 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $252,067,000 | 429 |
| Securities issued by states & political subdivisions | $4,113,000 | 3,985 |
| Other domestic debt securities | $1,213,000 | 1,822 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $132,000 | 427 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,081,000 | 1,441 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,350,000 | 664 |
| Mortgage-backed securities | $251,055,000 | 324 |
| Certificates of participation in pools of residential mortgages | $33,106,000 | 1,211 |
| Issued or guaranteed by U.S. | $33,106,000 | 1,210 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $212,720,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $212,720,000 | 167 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $5,229,000 | 383 |
| Commercial mortgage pass-through securities | $1,632,000 | 374 |
| Other commercial mortgage-backed securities | $3,597,000 | 274 |
| Held to maturity securities (book value) | $39,000 | 2,520 |
| Available-for-sale securities (fair market value) | $257,354,000 | 525 |
| Total debt securities | $257,261,000 | 590 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $267,169,000 | 578 |
| U.S. Government securities | $261,793,000 | 423 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $261,793,000 | 405 |
| Securities issued by states & political subdivisions | $4,158,000 | 3,964 |
| Other domestic debt securities | $1,218,000 | 1,856 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $132,000 | 437 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,086,000 | 1,469 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,326,000 | 618 |
| Mortgage-backed securities | $260,659,000 | 309 |
| Certificates of participation in pools of residential mortgages | $35,532,000 | 1,137 |
| Issued or guaranteed by U.S. | $35,532,000 | 1,137 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $219,838,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $219,838,000 | 166 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $5,289,000 | 363 |
| Commercial mortgage pass-through securities | $1,680,000 | 373 |
| Other commercial mortgage-backed securities | $3,609,000 | 245 |
| Held to maturity securities (book value) | $38,000 | 2,479 |
| Available-for-sale securities (fair market value) | $267,131,000 | 511 |
| Total debt securities | $267,037,000 | 568 |
| 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 | $288,292,000 | 544 |
| U.S. Government securities | $282,811,000 | 397 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $282,811,000 | 380 |
| Securities issued by states & political subdivisions | $4,251,000 | 3,943 |
| Other domestic debt securities | $1,230,000 | 1,871 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $132,000 | 429 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,098,000 | 1,456 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,473,000 | 557 |
| Mortgage-backed securities | $279,595,000 | 305 |
| Certificates of participation in pools of residential mortgages | $39,025,000 | 1,070 |
| Issued or guaranteed by U.S. | $39,025,000 | 1,070 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $234,865,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $234,865,000 | 162 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $5,705,000 | 303 |
| Commercial mortgage pass-through securities | $1,955,000 | 333 |
| Other commercial mortgage-backed securities | $3,750,000 | 201 |
| Held to maturity securities (book value) | $43,000 | 2,471 |
| Available-for-sale securities (fair market value) | $288,249,000 | 481 |
| Total debt securities | $288,160,000 | 537 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $268,342,000 | 561 |
| U.S. Government securities | $263,060,000 | 424 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $263,060,000 | 410 |
| Securities issued by states & political subdivisions | $4,045,000 | 3,986 |
| Other domestic debt securities | $1,237,000 | 1,834 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $132,000 | 407 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,105,000 | 1,417 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,451,000 | 546 |
| Mortgage-backed securities | $256,142,000 | 333 |
| Certificates of participation in pools of residential mortgages | $46,149,000 | 912 |
| Issued or guaranteed by U.S. | $46,149,000 | 911 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $205,561,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $205,561,000 | 183 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $4,432,000 | 295 |
| Commercial mortgage pass-through securities | $704,000 | 396 |
| Other commercial mortgage-backed securities | $3,728,000 | 168 |
| Held to maturity securities (book value) | $41,000 | 2,510 |
| Available-for-sale securities (fair market value) | $268,301,000 | 506 |
| Total debt securities | $268,210,000 | 554 |
| Structured notes | ||
| Amortized cost | $3,248,000 | 985 |
| Fair value | $3,275,000 | 981 |
| 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 | $242,142,000 | 638 |
| U.S. Government securities | $236,810,000 | 480 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $236,810,000 | 463 |
| Securities issued by states & political subdivisions | $4,082,000 | 3,954 |
| Other domestic debt securities | $1,250,000 | 1,884 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $132,000 | 399 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,118,000 | 1,454 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,187,000 | 760 |
| Mortgage-backed securities | $229,327,000 | 378 |
| Certificates of participation in pools of residential mortgages | $34,378,000 | 1,256 |
| Issued or guaranteed by U.S. | $34,378,000 | 1,256 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $190,258,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $190,258,000 | 196 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $4,691,000 | 272 |
| Commercial mortgage pass-through securities | $716,000 | 363 |
| Other commercial mortgage-backed securities | $3,975,000 | 168 |
| Held to maturity securities (book value) | $45,000 | 2,568 |
| Available-for-sale securities (fair market value) | $242,097,000 | 577 |
| Total debt securities | $242,010,000 | 624 |
| Structured notes | ||
| Amortized cost | $3,758,000 | 960 |
| Fair value | $3,768,000 | 961 |
| 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 | $294,989,000 | 526 |
| U.S. Government securities | $285,731,000 | 394 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $285,731,000 | 378 |
| Securities issued by states & political subdivisions | $8,011,000 | 3,066 |
| Other domestic debt securities | $1,247,000 | 1,900 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $132,000 | 351 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,115,000 | 1,459 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,336,000 | 611 |
| Mortgage-backed securities | $277,313,000 | 326 |
| Certificates of participation in pools of residential mortgages | $44,852,000 | 1,009 |
| Issued or guaranteed by U.S. | $44,852,000 | 1,008 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $231,055,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $231,055,000 | 174 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $1,406,000 | 394 |
| Commercial mortgage pass-through securities | $729,000 | 323 |
| Other commercial mortgage-backed securities | $677,000 | 237 |
| Held to maturity securities (book value) | $44,000 | 2,593 |
| Available-for-sale securities (fair market value) | $294,945,000 | 473 |
| Total debt securities | $294,857,000 | 517 |
| Structured notes | ||
| Amortized cost | $4,308,000 | 1,000 |
| Fair value | $4,316,000 | 998 |
| 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 | $333,655,000 | 468 |
| U.S. Government securities | $322,724,000 | 351 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $322,724,000 | 341 |
| Securities issued by states & political subdivisions | $8,689,000 | 2,869 |
| Other domestic debt securities | $2,242,000 | 1,523 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $132,000 | 302 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $2,110,000 | 1,140 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,023,000 | 517 |
| Mortgage-backed securities | $313,755,000 | 295 |
| Certificates of participation in pools of residential mortgages | $53,469,000 | 865 |
| Issued or guaranteed by U.S. | $53,469,000 | 863 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $258,652,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $258,652,000 | 165 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $1,634,000 | 348 |
| Commercial mortgage pass-through securities | $735,000 | 293 |
| Other commercial mortgage-backed securities | $899,000 | 205 |
| Held to maturity securities (book value) | $47,000 | 2,650 |
| Available-for-sale securities (fair market value) | $333,608,000 | 420 |
| Total debt securities | $333,523,000 | 461 |
| Structured notes | ||
| Amortized cost | $4,820,000 | 1,080 |
| Fair value | $4,802,000 | 1,075 |
| 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 | $303,937,000 | 502 |
| U.S. Government securities | $294,061,000 | 366 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $294,061,000 | 357 |
| Securities issued by states & political subdivisions | $7,630,000 | 3,017 |
| Other domestic debt securities | $2,246,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $132,000 | 229 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $2,114,000 | 1,078 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,839,000 | 446 |
| Mortgage-backed securities | $289,669,000 | 307 |
| Certificates of participation in pools of residential mortgages | $61,297,000 | 728 |
| Issued or guaranteed by U.S. | $61,297,000 | 725 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $226,276,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $226,276,000 | 172 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $2,096,000 | 269 |
| Commercial mortgage pass-through securities | $756,000 | 251 |
| Other commercial mortgage-backed securities | $1,340,000 | 146 |
| Held to maturity securities (book value) | $46,000 | 2,760 |
| Available-for-sale securities (fair market value) | $303,891,000 | 450 |
| Total debt securities | $303,805,000 | 497 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $313,168,000 | 465 |
| U.S. Government securities | $304,183,000 | 345 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $304,183,000 | 336 |
| Securities issued by states & political subdivisions | $6,737,000 | 3,121 |
| Other domestic debt securities | $2,248,000 | 1,516 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $132,000 | 215 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,116,000 | 1,051 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,497,000 | 592 |
| Mortgage-backed securities | $304,183,000 | 288 |
| Certificates of participation in pools of residential mortgages | $94,032,000 | 480 |
| Issued or guaranteed by U.S. | $94,032,000 | 477 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $207,987,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $207,987,000 | 180 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $2,164,000 | 233 |
| Commercial mortgage pass-through securities | $804,000 | 224 |
| Other commercial mortgage-backed securities | $1,360,000 | 123 |
| Held to maturity securities (book value) | $49,000 | 2,798 |
| Available-for-sale securities (fair market value) | $313,119,000 | 410 |
| Total debt securities | $313,036,000 | 461 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $314,760,000 | 464 |
| U.S. Government securities | $309,278,000 | 353 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $309,278,000 | 341 |
| Securities issued by states & political subdivisions | $3,247,000 | 3,973 |
| Other domestic debt securities | $2,235,000 | 1,470 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $132,000 | 211 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,103,000 | 988 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,650,000 | 428 |
| Mortgage-backed securities | $306,446,000 | 281 |
| Certificates of participation in pools of residential mortgages | $110,561,000 | 400 |
| Issued or guaranteed by U.S. | $110,561,000 | 396 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $193,213,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $193,213,000 | 180 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $2,672,000 | 184 |
| Commercial mortgage pass-through securities | $897,000 | 219 |
| Other commercial mortgage-backed securities | $1,775,000 | 94 |
| Held to maturity securities (book value) | $47,000 | 2,849 |
| Available-for-sale securities (fair market value) | $314,713,000 | 408 |
| Total debt securities | $314,628,000 | 459 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $292,253,000 | 498 |
| U.S. Government securities | $286,749,000 | 371 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $286,749,000 | 359 |
| Securities issued by states & political subdivisions | $3,344,000 | 3,906 |
| Other domestic debt securities | $2,160,000 | 1,525 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $132,000 | 212 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,028,000 | 1,029 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,340,000 | 343 |
| Mortgage-backed securities | $283,950,000 | 293 |
| Certificates of participation in pools of residential mortgages | $87,394,000 | 484 |
| Issued or guaranteed by U.S. | $87,394,000 | 481 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $193,331,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $193,331,000 | 177 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $3,225,000 | 155 |
| Commercial mortgage pass-through securities | $928,000 | 207 |
| Other commercial mortgage-backed securities | $2,297,000 | 83 |
| Held to maturity securities (book value) | $50,000 | 2,857 |
| Available-for-sale securities (fair market value) | $292,203,000 | 443 |
| Total debt securities | $292,121,000 | 493 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $303,886,000 | 463 |
| U.S. Government securities | $294,865,000 | 351 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $294,865,000 | 341 |
| Securities issued by states & political subdivisions | $3,304,000 | 3,918 |
| Other domestic debt securities | $5,717,000 | 1,042 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $3,599,000 | 127 |
| Asset backed securities | $132,000 | 197 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,986,000 | 1,060 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,789,000 | 483 |
| Mortgage-backed securities | $295,433,000 | 279 |
| Certificates of participation in pools of residential mortgages | $82,619,000 | 488 |
| Issued or guaranteed by U.S. | $82,619,000 | 483 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $209,215,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $209,215,000 | 159 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $3,599,000 | 127 |
| Commercial mortgage pass-through securities | $978,000 | 190 |
| Other commercial mortgage-backed securities | $2,621,000 | 64 |
| Held to maturity securities (book value) | $48,000 | 2,902 |
| Available-for-sale securities (fair market value) | $303,838,000 | 416 |
| Total debt securities | $303,754,000 | 459 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $270,843,000 | 488 |
| U.S. Government securities | $260,341,000 | 375 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $260,341,000 | 360 |
| Securities issued by states & political subdivisions | $3,391,000 | 3,827 |
| Other domestic debt securities | $7,111,000 | 950 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $4,851,000 | 99 |
| Asset backed securities | $132,000 | 188 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,128,000 | 995 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,348,000 | 422 |
| Mortgage-backed securities | $262,098,000 | 289 |
| Certificates of participation in pools of residential mortgages | $135,279,000 | 300 |
| Issued or guaranteed by U.S. | $135,279,000 | 296 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $121,968,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $121,968,000 | 241 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $4,851,000 | 99 |
| Commercial mortgage pass-through securities | $1,014,000 | 163 |
| Other commercial mortgage-backed securities | $3,837,000 | 51 |
| Held to maturity securities (book value) | $50,000 | 2,964 |
| Available-for-sale securities (fair market value) | $270,793,000 | 433 |
| Total debt securities | $270,711,000 | 480 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $289,459,000 | 451 |
| U.S. Government securities | $283,792,000 | 334 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $283,792,000 | 324 |
| Securities issued by states & political subdivisions | $2,273,000 | 4,186 |
| Other domestic debt securities | $3,394,000 | 1,387 |
| Privately issued residential mortgage-backed securities | $243,000 | 1,305 |
| Commercial mortgage-backed securities - Total | $996,000 | 226 |
| Asset backed securities | $132,000 | 185 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,023,000 | 991 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,135,000 | 413 |
| Mortgage-backed securities | $285,031,000 | 258 |
| Certificates of participation in pools of residential mortgages | $131,882,000 | 301 |
| Issued or guaranteed by U.S. | $131,882,000 | 298 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $152,153,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $151,910,000 | 193 |
| Privately issued | $243,000 | 1,249 |
| Commercial mortgage-backed securities | $996,000 | 226 |
| Commercial mortgage pass-through securities | $996,000 | 159 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $49,000 | 3,048 |
| Available-for-sale securities (fair market value) | $289,410,000 | 397 |
| Total debt securities | $289,327,000 | 442 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $277,974,000 | 475 |
| U.S. Government securities | $269,912,000 | 364 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $269,912,000 | 352 |
| Securities issued by states & political subdivisions | $2,255,000 | 4,180 |
| Other domestic debt securities | $5,807,000 | 1,103 |
| Privately issued residential mortgage-backed securities | $296,000 | 1,317 |
| Commercial mortgage-backed securities - Total | $1,015,000 | 230 |
| Asset backed securities | $132,000 | 188 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $4,364,000 | 648 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,150,000 | 435 |
| Mortgage-backed securities | $271,223,000 | 273 |
| Certificates of participation in pools of residential mortgages | $125,906,000 | 336 |
| Issued or guaranteed by U.S. | $125,906,000 | 332 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $144,302,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $144,006,000 | 195 |
| Privately issued | $296,000 | 1,264 |
| Commercial mortgage-backed securities | $1,015,000 | 230 |
| Commercial mortgage pass-through securities | $1,015,000 | 158 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $55,000 | 3,088 |
| Available-for-sale securities (fair market value) | $277,919,000 | 417 |
| Total debt securities | $277,842,000 | 469 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $267,301,000 | 489 |
| U.S. Government securities | $257,471,000 | 355 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $257,471,000 | 340 |
| Securities issued by states & political subdivisions | $4,121,000 | 3,534 |
| Other domestic debt securities | $5,709,000 | 1,152 |
| Privately issued residential mortgage-backed securities | $419,000 | 1,309 |
| Commercial mortgage-backed securities - Total | $1,020,000 | 223 |
| Asset backed securities | $132,000 | 213 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $4,138,000 | 700 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,868,000 | 397 |
| Mortgage-backed securities | $251,828,000 | 298 |
| Certificates of participation in pools of residential mortgages | $123,748,000 | 356 |
| Issued or guaranteed by U.S. | $123,748,000 | 355 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $127,060,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $126,641,000 | 201 |
| Privately issued | $419,000 | 1,254 |
| Commercial mortgage-backed securities | $1,020,000 | 223 |
| Commercial mortgage pass-through securities | $1,020,000 | 152 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $54,000 | 3,147 |
| Available-for-sale securities (fair market value) | $267,247,000 | 427 |
| Total debt securities | $267,169,000 | 479 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $247,074,000 | 528 |
| U.S. Government securities | $235,066,000 | 387 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $235,066,000 | 374 |
| Securities issued by states & political subdivisions | $5,885,000 | 3,024 |
| Other domestic debt securities | $6,123,000 | 1,168 |
| Privately issued residential mortgage-backed securities | $513,000 | 1,322 |
| Commercial mortgage-backed securities - Total | $1,023,000 | 239 |
| Asset backed securities | $405,000 | 187 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $4,182,000 | 727 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,601,000 | 387 |
| Mortgage-backed securities | $229,404,000 | 325 |
| Certificates of participation in pools of residential mortgages | $129,855,000 | 355 |
| Issued or guaranteed by U.S. | $129,855,000 | 350 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $98,526,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $98,013,000 | 239 |
| Privately issued | $513,000 | 1,266 |
| Commercial mortgage-backed securities | $1,023,000 | 239 |
| Commercial mortgage pass-through securities | $1,023,000 | 151 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $60,000 | 3,212 |
| Available-for-sale securities (fair market value) | $247,014,000 | 454 |
| Total debt securities | $247,074,000 | 516 |
| 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 | $249,908,000 | 515 |
| U.S. Government securities | $237,879,000 | 381 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $237,879,000 | 369 |
| Securities issued by states & political subdivisions | $5,947,000 | 2,961 |
| Other domestic debt securities | $6,082,000 | 1,196 |
| Privately issued residential mortgage-backed securities | $707,000 | 1,287 |
| Commercial mortgage-backed securities - Total | $1,014,000 | 201 |
| Asset backed securities | $405,000 | 207 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $3,956,000 | 781 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,367,000 | 477 |
| Mortgage-backed securities | $232,300,000 | 329 |
| Certificates of participation in pools of residential mortgages | $137,291,000 | 342 |
| Issued or guaranteed by U.S. | $137,291,000 | 338 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $93,995,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $93,288,000 | 231 |
| Privately issued | $707,000 | 1,224 |
| Commercial mortgage-backed securities | $1,014,000 | 201 |
| Commercial mortgage pass-through securities | $1,014,000 | 114 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $58,000 | 3,265 |
| Available-for-sale securities (fair market value) | $249,850,000 | 447 |
| Total debt securities | $249,908,000 | 502 |
| 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 | $244,611,000 | 520 |
| U.S. Government securities | $223,691,000 | 406 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $223,691,000 | 396 |
| Securities issued by states & political subdivisions | $6,022,000 | 2,902 |
| Other domestic debt securities | $14,898,000 | 682 |
| Privately issued residential mortgage-backed securities | $8,379,000 | 570 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $405,000 | 263 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,114,000 | 572 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,817,000 | 435 |
| Mortgage-backed securities | $232,070,000 | 336 |
| Certificates of participation in pools of residential mortgages | $138,112,000 | 356 |
| Issued or guaranteed by U.S. | $138,112,000 | 350 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $93,958,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $85,579,000 | 243 |
| Privately issued | $8,379,000 | 543 |
| 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) | $62,000 | 3,296 |
| Available-for-sale securities (fair market value) | $244,549,000 | 451 |
| Total debt securities | $244,611,000 | 506 |
| 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 | $207,705,000 | 591 |
| U.S. Government securities | $190,773,000 | 460 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $190,773,000 | 450 |
| Securities issued by states & political subdivisions | $9,111,000 | 2,229 |
| Other domestic debt securities | $7,821,000 | 970 |
| Privately issued residential mortgage-backed securities | $977,000 | 1,177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $668,000 | 228 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,176,000 | 561 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,647,000 | 411 |
| Mortgage-backed securities | $191,750,000 | 379 |
| Certificates of participation in pools of residential mortgages | $94,722,000 | 473 |
| Issued or guaranteed by U.S. | $94,722,000 | 468 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $97,028,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $96,051,000 | 220 |
| Privately issued | $977,000 | 1,124 |
| 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) | $60,000 | 3,310 |
| Available-for-sale securities (fair market value) | $207,645,000 | 508 |
| Total debt securities | $207,705,000 | 579 |
| 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 | $171,928,000 | 690 |
| U.S. Government securities | $154,676,000 | 549 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $154,676,000 | 539 |
| Securities issued by states & political subdivisions | $9,533,000 | 2,126 |
| Other domestic debt securities | $7,719,000 | 947 |
| Privately issued residential mortgage-backed securities | $1,054,000 | 1,130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $656,000 | 219 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,009,000 | 556 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,104,000 | 603 |
| Mortgage-backed securities | $155,080,000 | 436 |
| Certificates of participation in pools of residential mortgages | $87,191,000 | 481 |
| Issued or guaranteed by U.S. | $87,191,000 | 477 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $67,889,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $66,835,000 | 255 |
| Privately issued | $1,054,000 | 1,080 |
| 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) | $65,000 | 3,326 |
| Available-for-sale securities (fair market value) | $171,863,000 | 588 |
| Total debt securities | $171,928,000 | 680 |
| 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 | $28,147,000 | 3,609 |
| U.S. Government securities | $26,631,000 | 2,872 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $26,631,000 | 2,827 |
| Securities issued by states & political subdivisions | $963,000 | 4,879 |
| Other domestic debt securities | $553,000 | 2,546 |
| Privately issued residential mortgage-backed securities | $553,000 | 1,259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,533,000 | 3,288 |
| Mortgage-backed securities | $26,184,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $17,033,000 | 1,886 |
| Issued or guaranteed by U.S. | $17,033,000 | 1,876 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $9,151,000 | 1,314 |
| CMOs issued by government agencies or sponsored agencies | $8,598,000 | 1,079 |
| Privately issued | $553,000 | 1,199 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,000 | 3,466 |
| Available-for-sale securities (fair market value) | $28,125,000 | 3,204 |
| Total debt securities | $28,147,000 | 3,568 |
| 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 | $26,683,000 | 3,722 |
| U.S. Government securities | $23,583,000 | 3,139 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $23,583,000 | 3,085 |
| Securities issued by states & political subdivisions | $2,515,000 | 4,004 |
| Other domestic debt securities | $585,000 | 2,478 |
| Privately issued residential mortgage-backed securities | $585,000 | 1,234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,952,000 | 3,385 |
| Mortgage-backed securities | $23,164,000 | 1,948 |
| Certificates of participation in pools of residential mortgages | $9,621,000 | 2,607 |
| Issued or guaranteed by U.S. | $9,621,000 | 2,596 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $13,543,000 | 1,032 |
| CMOs issued by government agencies or sponsored agencies | $12,958,000 | 836 |
| Privately issued | $585,000 | 1,172 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,000 | 3,494 |
| Available-for-sale securities (fair market value) | $26,657,000 | 3,331 |
| Total debt securities | $26,683,000 | 3,672 |
| 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 | $27,147,000 | 3,679 |
| U.S. Government securities | $24,129,000 | 3,142 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $24,129,000 | 3,075 |
| Securities issued by states & political subdivisions | $2,401,000 | 4,070 |
| Other domestic debt securities | $617,000 | 2,290 |
| Privately issued residential mortgage-backed securities | $617,000 | 1,124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,487,000 | 3,313 |
| Mortgage-backed securities | $17,645,000 | 2,090 |
| Certificates of participation in pools of residential mortgages | $7,663,000 | 2,647 |
| Issued or guaranteed by U.S. | $7,663,000 | 2,634 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,982,000 | 1,158 |
| CMOs issued by government agencies or sponsored agencies | $9,365,000 | 964 |
| Privately issued | $617,000 | 1,069 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,000 | 3,557 |
| Available-for-sale securities (fair market value) | $27,121,000 | 3,265 |
| Total debt securities | $27,147,000 | 3,628 |
| 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 | $25,942,000 | 3,791 |
| U.S. Government securities | $23,227,000 | 3,256 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $23,227,000 | 3,191 |
| Securities issued by states & political subdivisions | $1,575,000 | 4,501 |
| Other domestic debt securities | $1,140,000 | 1,880 |
| Privately issued residential mortgage-backed securities | $626,000 | 1,084 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $514,000 | 1,652 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,312,000 | 3,378 |
| Mortgage-backed securities | $15,827,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | $5,879,000 | 2,875 |
| Issued or guaranteed by U.S. | $5,879,000 | 2,861 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $9,948,000 | 1,108 |
| CMOs issued by government agencies or sponsored agencies | $9,322,000 | 925 |
| Privately issued | $626,000 | 1,030 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,000 | 3,606 |
| Available-for-sale securities (fair market value) | $25,916,000 | 3,348 |
| Total debt securities | $25,942,000 | 3,736 |
| 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 | $23,691,000 | 4,010 |
| U.S. Government securities | $21,448,000 | 3,472 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $21,448,000 | 3,386 |
| Securities issued by states & political subdivisions | $1,078,000 | 4,844 |
| Other domestic debt securities | $1,165,000 | 1,811 |
| Privately issued residential mortgage-backed securities | $651,000 | 1,034 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $514,000 | 1,606 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,399,000 | 3,350 |
| Mortgage-backed securities | $12,211,000 | 2,384 |
| Certificates of participation in pools of residential mortgages | $5,149,000 | 2,967 |
| Issued or guaranteed by U.S. | $5,149,000 | 2,953 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,062,000 | 1,312 |
| CMOs issued by government agencies or sponsored agencies | $6,411,000 | 1,141 |
| Privately issued | $651,000 | 977 |
| 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) | $25,000 | 3,651 |
| Available-for-sale securities (fair market value) | $23,666,000 | 3,532 |
| Total debt securities | $23,691,000 | 3,965 |
| 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 | $21,393,000 | 4,323 |
| U.S. Government securities | $19,099,000 | 3,776 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $19,099,000 | 3,681 |
| Securities issued by states & political subdivisions | $1,099,000 | 4,872 |
| Other domestic debt securities | $1,195,000 | 1,816 |
| Privately issued residential mortgage-backed securities | $681,000 | 992 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $514,000 | 1,641 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,960,000 | 3,437 |
| Mortgage-backed securities | $10,832,000 | 2,533 |
| Certificates of participation in pools of residential mortgages | $5,506,000 | 2,868 |
| Issued or guaranteed by U.S. | $5,506,000 | 2,854 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,326,000 | 1,475 |
| CMOs issued by government agencies or sponsored agencies | $4,645,000 | 1,330 |
| Privately issued | $681,000 | 931 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,000 | 3,710 |
| Available-for-sale securities (fair market value) | $21,364,000 | 3,801 |
| Total debt securities | $21,393,000 | 4,274 |
| 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 | $22,114,000 | 4,270 |
| U.S. Government securities | $19,459,000 | 3,789 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,459,000 | 3,687 |
| Securities issued by states & political subdivisions | $1,099,000 | 4,899 |
| Other domestic debt securities | $1,207,000 | 1,816 |
| Privately issued residential mortgage-backed securities | $707,000 | 962 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,729 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $349,000 | 1,390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,683,000 | 3,480 |
| Mortgage-backed securities | $11,255,000 | 2,488 |
| Certificates of participation in pools of residential mortgages | $5,827,000 | 2,806 |
| Issued or guaranteed by U.S. | $5,827,000 | 2,791 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $5,428,000 | 1,463 |
| CMOs issued by government agencies or sponsored agencies | $4,721,000 | 1,324 |
| Privately issued | $707,000 | 909 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,000 | 3,795 |
| Available-for-sale securities (fair market value) | $22,086,000 | 3,739 |
| Total debt securities | $21,765,000 | 4,255 |
| 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 | $18,533,000 | 4,785 |
| U.S. Government securities | $16,958,000 | 4,208 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,958,000 | 4,088 |
| Securities issued by states & political subdivisions | $28,000 | 6,242 |
| Other domestic debt securities | $1,238,000 | 1,817 |
| Privately issued residential mortgage-backed securities | $737,000 | 937 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 1,753 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $309,000 | 1,463 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,801,000 | 3,465 |
| Mortgage-backed securities | $10,797,000 | 2,537 |
| Certificates of participation in pools of residential mortgages | $6,159,000 | 2,729 |
| Issued or guaranteed by U.S. | $6,159,000 | 2,714 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,638,000 | 1,539 |
| CMOs issued by government agencies or sponsored agencies | $3,901,000 | 1,429 |
| Privately issued | $737,000 | 873 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,000 | 3,886 |
| Available-for-sale securities (fair market value) | $18,505,000 | 4,191 |
| Total debt securities | $18,224,000 | 4,785 |
| 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 | $17,014,000 | 5,004 |
| U.S. Government securities | $15,433,000 | 4,442 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,433,000 | 4,311 |
| Securities issued by states & political subdivisions | $27,000 | 6,293 |
| Other domestic debt securities | $1,240,000 | 1,837 |
| Privately issued residential mortgage-backed securities | $738,000 | 911 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 1,781 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $314,000 | 1,459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,919,000 | 3,434 |
| Mortgage-backed securities | $11,359,000 | 2,462 |
| Certificates of participation in pools of residential mortgages | $6,560,000 | 2,675 |
| Issued or guaranteed by U.S. | $6,560,000 | 2,661 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,799,000 | 1,505 |
| CMOs issued by government agencies or sponsored agencies | $4,061,000 | 1,387 |
| Privately issued | $738,000 | 854 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,000 | 3,943 |
| Available-for-sale securities (fair market value) | $16,987,000 | 4,368 |
| Total debt securities | $16,700,000 | 5,005 |
| 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 | $17,965,000 | 4,903 |
| U.S. Government securities | $16,235,000 | 4,362 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $16,235,000 | 4,225 |
| Securities issued by states & political subdivisions | $126,000 | 6,138 |
| Other domestic debt securities | $1,286,000 | 1,857 |
| Privately issued residential mortgage-backed securities | $781,000 | 900 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $505,000 | 1,855 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $318,000 | 1,480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,762,000 | 3,442 |
| Mortgage-backed securities | $12,166,000 | 2,416 |
| Certificates of participation in pools of residential mortgages | $7,067,000 | 2,626 |
| Issued or guaranteed by U.S. | $7,067,000 | 2,613 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,099,000 | 1,463 |
| CMOs issued by government agencies or sponsored agencies | $4,318,000 | 1,356 |
| Privately issued | $781,000 | 844 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,000 | 4,011 |
| Available-for-sale securities (fair market value) | $17,939,000 | 4,277 |
| Total debt securities | $17,647,000 | 4,905 |
| 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 | $18,789,000 | 4,806 |
| U.S. Government securities | $17,023,000 | 4,221 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $17,023,000 | 4,086 |
| Securities issued by states & political subdivisions | $125,000 | 6,184 |
| Other domestic debt securities | $1,341,000 | 1,897 |
| Privately issued residential mortgage-backed securities | $833,000 | 855 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $508,000 | 1,958 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $300,000 | 1,521 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,876,000 | 3,597 |
| Mortgage-backed securities | $12,992,000 | 2,346 |
| Certificates of participation in pools of residential mortgages | $7,591,000 | 2,534 |
| Issued or guaranteed by U.S. | $7,591,000 | 2,525 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,401,000 | 1,420 |
| CMOs issued by government agencies or sponsored agencies | $4,568,000 | 1,323 |
| Privately issued | $833,000 | 800 |
| 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) | $25,000 | 4,095 |
| Available-for-sale securities (fair market value) | $18,764,000 | 4,154 |
| Total debt securities | $18,489,000 | 4,788 |
| 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 | $19,241,000 | 4,716 |
| U.S. Government securities | $17,339,000 | 4,139 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $17,339,000 | 4,014 |
| Securities issued by states & political subdivisions | $225,000 | 6,036 |
| Other domestic debt securities | $1,404,000 | 1,904 |
| Privately issued residential mortgage-backed securities | $892,000 | 828 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $512,000 | 2,028 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $273,000 | 1,555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,881,000 | 3,590 |
| Mortgage-backed securities | $13,335,000 | 2,328 |
| Certificates of participation in pools of residential mortgages | $8,393,000 | 2,428 |
| Issued or guaranteed by U.S. | $8,393,000 | 2,417 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,942,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $4,050,000 | 1,403 |
| Privately issued | $892,000 | 774 |
| 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) | $25,000 | 4,156 |
| Available-for-sale securities (fair market value) | $19,216,000 | 4,079 |
| Total debt securities | $18,968,000 | 4,702 |
| 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 | $18,552,000 | 4,852 |
| U.S. Government securities | $16,576,000 | 4,307 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $16,576,000 | 4,176 |
| Securities issued by states & political subdivisions | $227,000 | 6,032 |
| Other domestic debt securities | $1,483,000 | 1,920 |
| Privately issued residential mortgage-backed securities | $964,000 | 790 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $519,000 | 2,103 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $266,000 | 1,582 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,590,000 | 3,443 |
| Mortgage-backed securities | $12,618,000 | 2,478 |
| Certificates of participation in pools of residential mortgages | $8,034,000 | 2,541 |
| Issued or guaranteed by U.S. | $8,034,000 | 2,532 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,584,000 | 1,575 |
| CMOs issued by government agencies or sponsored agencies | $3,620,000 | 1,516 |
| Privately issued | $964,000 | 739 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,000 | 4,206 |
| Available-for-sale securities (fair market value) | $18,526,000 | 4,213 |
| Total debt securities | $18,286,000 | 4,833 |
| 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 | $19,345,000 | 4,794 |
| U.S. Government securities | $18,357,000 | 4,105 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,357,000 | 3,959 |
| Securities issued by states & political subdivisions | $227,000 | 6,063 |
| Other domestic debt securities | $520,000 | 2,646 |
| 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 | $520,000 | 2,193 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $241,000 | 1,654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,217,000 | 3,323 |
| Mortgage-backed securities | $13,498,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $8,658,000 | 2,515 |
| Issued or guaranteed by U.S. | $8,658,000 | 2,507 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,840,000 | 1,566 |
| CMOs issued by government agencies or sponsored agencies | $4,840,000 | 1,371 |
| 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) | $25,000 | 4,274 |
| Available-for-sale securities (fair market value) | $19,320,000 | 4,173 |
| Total debt securities | $19,104,000 | 4,786 |
| 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 | $18,063,000 | 5,010 |
| U.S. Government securities | $17,301,000 | 4,237 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $17,301,000 | 4,103 |
| Securities issued by states & political subdivisions | $228,000 | 6,108 |
| Other domestic debt securities | $534,000 | 2,674 |
| 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 | $534,000 | 2,243 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,516,000 | 3,260 |
| Mortgage-backed securities | $12,359,000 | 2,619 |
| Certificates of participation in pools of residential mortgages | $7,135,000 | 2,827 |
| Issued or guaranteed by U.S. | $7,135,000 | 2,819 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,224,000 | 1,526 |
| CMOs issued by government agencies or sponsored agencies | $5,224,000 | 1,339 |
| 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) | $25,000 | 4,340 |
| Available-for-sale securities (fair market value) | $18,038,000 | 4,378 |
| Total debt securities | $18,063,000 | 4,953 |
| 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 | $18,060,000 | 4,997 |
| U.S. Government securities | $17,285,000 | 4,199 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $17,285,000 | 4,064 |
| Securities issued by states & political subdivisions | $232,000 | 6,146 |
| Other domestic debt securities | $543,000 | 2,705 |
| 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 | $543,000 | 2,299 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,626,000 | 3,178 |
| Mortgage-backed securities | $12,302,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $7,846,000 | 2,713 |
| Issued or guaranteed by U.S. | $7,846,000 | 2,705 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,456,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $4,456,000 | 1,430 |
| 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) | $27,000 | 4,388 |
| Available-for-sale securities (fair market value) | $18,033,000 | 4,355 |
| Total debt securities | $18,060,000 | 4,926 |
| 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 | $18,561,000 | 4,994 |
| U.S. Government securities | $16,403,000 | 4,425 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $16,403,000 | 4,280 |
| Securities issued by states & political subdivisions | $434,000 | 5,851 |
| Other domestic debt securities | $1,079,000 | 2,330 |
| 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 | $1,079,000 | 1,954 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $645,000 | 1,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,111,000 | 3,262 |
| Mortgage-backed securities | $13,468,000 | 2,524 |
| Certificates of participation in pools of residential mortgages | $8,059,000 | 2,706 |
| Issued or guaranteed by U.S. | $8,059,000 | 2,698 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,409,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $5,409,000 | 1,341 |
| 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) | $27,000 | 4,442 |
| Available-for-sale securities (fair market value) | $18,534,000 | 4,376 |
| Total debt securities | $17,916,000 | 5,029 |
| 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 | $19,268,000 | 4,884 |
| U.S. Government securities | $16,725,000 | 4,338 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $16,725,000 | 4,195 |
| Securities issued by states & political subdivisions | $734,000 | 5,452 |
| Other domestic debt securities | $1,136,000 | 2,389 |
| 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 | $1,136,000 | 2,012 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $673,000 | 1,475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,579,000 | 3,158 |
| Mortgage-backed securities | $13,711,000 | 2,559 |
| Certificates of participation in pools of residential mortgages | $8,078,000 | 2,726 |
| Issued or guaranteed by U.S. | $8,078,000 | 2,716 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,633,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $5,633,000 | 1,363 |
| 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) | $27,000 | 4,487 |
| Available-for-sale securities (fair market value) | $19,241,000 | 4,272 |
| Total debt securities | $18,596,000 | 4,899 |
| 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 | $19,672,000 | 4,855 |
| U.S. Government securities | $17,148,000 | 4,315 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $17,148,000 | 4,172 |
| Securities issued by states & political subdivisions | $734,000 | 5,501 |
| Other domestic debt securities | $1,118,000 | 2,446 |
| 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 | $1,118,000 | 2,142 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $672,000 | 1,482 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,772,000 | 3,426 |
| Mortgage-backed securities | $14,167,000 | 2,498 |
| Certificates of participation in pools of residential mortgages | $8,477,000 | 2,670 |
| Issued or guaranteed by U.S. | $8,477,000 | 2,658 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,690,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $5,690,000 | 1,397 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,000 | 4,555 |
| Available-for-sale securities (fair market value) | $19,645,000 | 4,244 |
| Total debt securities | $19,000,000 | 4,879 |
| 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 | $16,964,000 | 5,203 |
| U.S. Government securities | $14,130,000 | 4,702 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $14,130,000 | 4,542 |
| Securities issued by states & political subdivisions | $1,044,000 | 5,182 |
| Other domestic debt securities | $1,119,000 | 2,558 |
| 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 | $1,119,000 | 2,248 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $671,000 | 1,537 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,694,000 | 2,967 |
| Mortgage-backed securities | $13,142,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $8,205,000 | 2,695 |
| Issued or guaranteed by U.S. | $8,205,000 | 2,682 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,937,000 | 1,628 |
| CMOs issued by government agencies or sponsored agencies | $4,937,000 | 1,516 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,000 | 4,583 |
| Available-for-sale securities (fair market value) | $16,936,000 | 4,559 |
| Total debt securities | $16,293,000 | 5,222 |
| 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 | $16,992,000 | 5,137 |
| U.S. Government securities | $14,377,000 | 4,617 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,377,000 | 4,469 |
| Securities issued by states & political subdivisions | $1,051,000 | 5,150 |
| Other domestic debt securities | $871,000 | 2,883 |
| 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 | $871,000 | 2,555 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $693,000 | 1,545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,316,000 | 2,977 |
| Mortgage-backed securities | $10,737,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $6,062,000 | 3,156 |
| Issued or guaranteed by U.S. | $6,062,000 | 3,144 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,675,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $4,675,000 | 1,683 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,000 | 4,615 |
| Available-for-sale securities (fair market value) | $16,965,000 | 4,478 |
| Total debt securities | $16,299,000 | 5,164 |
| 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 | $17,819,000 | 5,009 |
| U.S. Government securities | $15,119,000 | 4,503 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $15,119,000 | 4,334 |
| Securities issued by states & political subdivisions | $1,148,000 | 4,987 |
| Other domestic debt securities | $866,000 | 2,936 |
| 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 | $866,000 | 2,596 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $686,000 | 1,539 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,374,000 | 2,811 |
| Mortgage-backed securities | $11,496,000 | 2,843 |
| Certificates of participation in pools of residential mortgages | $5,575,000 | 3,254 |
| Issued or guaranteed by U.S. | $5,575,000 | 3,243 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,921,000 | 1,662 |
| CMOs issued by government agencies or sponsored agencies | $5,921,000 | 1,555 |
| 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) | $30,000 | 4,657 |
| Available-for-sale securities (fair market value) | $17,789,000 | 4,343 |
| Total debt securities | $17,133,000 | 5,032 |
| 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 | $16,960,000 | 5,125 |
| U.S. Government securities | $13,837,000 | 4,695 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $13,837,000 | 4,514 |
| Securities issued by states & political subdivisions | $1,152,000 | 4,996 |
| Other domestic debt securities | $1,279,000 | 2,620 |
| Privately issued residential mortgage-backed securities | $418,000 | 922 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $861,000 | 2,608 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $692,000 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,965,000 | 2,895 |
| Mortgage-backed securities | $9,861,000 | 3,037 |
| Certificates of participation in pools of residential mortgages | $5,282,000 | 3,278 |
| Issued or guaranteed by U.S. | $5,282,000 | 3,265 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,579,000 | 1,899 |
| CMOs issued by government agencies or sponsored agencies | $4,161,000 | 1,874 |
| Privately issued | $418,000 | 824 |
| 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) | $34,000 | 4,734 |
| Available-for-sale securities (fair market value) | $16,926,000 | 4,431 |
| Total debt securities | $16,268,000 | 5,160 |
| 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 | $17,214,000 | 4,972 |
| U.S. Government securities | $10,435,000 | 5,411 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,435,000 | 5,170 |
| Securities issued by states & political subdivisions | $2,126,000 | 4,236 |
| Other domestic debt securities | $3,982,000 | 1,630 |
| 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 | $3,982,000 | 1,325 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $671,000 | 1,488 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,772,000 | 2,674 |
| Mortgage-backed securities | $9,919,000 | 2,882 |
| Certificates of participation in pools of residential mortgages | $4,800,000 | 3,207 |
| Issued or guaranteed by U.S. | $4,800,000 | 3,191 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,119,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $5,119,000 | 1,715 |
| 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) | $58,000 | 4,917 |
| Available-for-sale securities (fair market value) | $17,156,000 | 4,242 |
| Total debt securities | $16,543,000 | 5,009 |
| 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 | $21,270,000 | 4,441 |
| U.S. Government securities | $16,468,000 | 4,223 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $16,468,000 | 3,934 |
| Securities issued by states & political subdivisions | $2,421,000 | 4,079 |
| Other domestic debt securities | $1,286,000 | 2,276 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,286,000 | 1,972 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,095,000 | 2,378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,485,000 | 3,085 |
| Mortgage-backed securities | $5,334,000 | 3,293 |
| Certificates of participation in pools of residential mortgages | $5,334,000 | 2,534 |
| Issued or guaranteed by U.S. | $5,334,000 | 2,516 |
| 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) | $79,000 | 5,511 |
| Available-for-sale securities (fair market value) | $21,191,000 | 3,627 |
| Total debt securities | $20,175,000 | 4,466 |
| 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 | $21,192,000 | 4,648 |
| U.S. Government securities | $18,058,000 | 4,180 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $18,058,000 | 3,775 |
| Securities issued by states & political subdivisions | $2,075,000 | 4,564 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,059,000 | 2,316 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,968,000 | 3,404 |
| Mortgage-backed securities | $1,299,000 | 5,584 |
| Certificates of participation in pools of residential mortgages | $1,299,000 | 4,743 |
| Issued or guaranteed by U.S. | $1,299,000 | 4,727 |
| 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) | $373,000 | 5,482 |
| Available-for-sale securities (fair market value) | $20,819,000 | 3,783 |
| Total debt securities | $20,133,000 | 4,708 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $26,581,000 | 3,984 |
| U.S. Government securities | $23,399,000 | 3,488 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $23,399,000 | 2,956 |
| Securities issued by states & political subdivisions | $2,166,000 | 4,579 |
| 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 | NA | NA |
| Equity securities | $1,016,000 | 2,287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,891,000 | 3,313 |
| Mortgage-backed securities | $3,223,000 | 4,621 |
| Certificates of participation in pools of residential mortgages | $2,864,000 | 3,887 |
| Issued or guaranteed by U.S. | $2,864,000 | 3,868 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $359,000 | 3,990 |
| CMOs issued by government agencies or sponsored agencies | $359,000 | 3,834 |
| 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) | $628,000 | 5,740 |
| Available-for-sale securities (fair market value) | $25,953,000 | 3,132 |
| Total debt securities | $25,565,000 | 3,985 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $19,721,000 | 4,962 |
| U.S. Government securities | $16,975,000 | 4,610 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $16,975,000 | 3,668 |
| Securities issued by states & political subdivisions | $1,792,000 | 4,808 |
| 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 | NA | NA |
| Equity securities | $954,000 | 2,401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,305,000 | 2,810 |
| Mortgage-backed securities | $3,443,000 | 4,535 |
| Certificates of participation in pools of residential mortgages | $2,212,000 | 4,230 |
| Issued or guaranteed by U.S. | $2,212,000 | 4,217 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,231,000 | 3,194 |
| CMOs issued by government agencies or sponsored agencies | $1,231,000 | 3,073 |
| 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) | $1,447,000 | 5,983 |
| Available-for-sale securities (fair market value) | $18,274,000 | 3,856 |
| Total debt securities | $18,767,000 | 5,034 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,814 |
| Fair value | $100,000 | 2,816 |
| 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 | $18,875,000 | 5,519 |
| U.S. Government securities | $16,239,000 | 5,169 |
| U.S. Treasury securities | $1,001,000 | 7,239 |
| U.S. Government agency obligations | $15,238,000 | 4,146 |
| Securities issued by states & political subdivisions | $1,961,000 | 4,848 |
| Other domestic debt securities | $3,000 | 4,418 |
| Privately issued residential mortgage-backed securities | $3,000 | 2,075 |
| 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 | NA | NA |
| Equity securities | $672,000 | 2,986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,795,000 | 2,106 |
| Mortgage-backed securities | $4,967,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $2,793,000 | 4,220 |
| Issued or guaranteed by U.S. | $2,793,000 | 4,200 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,174,000 | 2,965 |
| CMOs issued by government agencies or sponsored agencies | $2,171,000 | 2,847 |
| Privately issued | $3,000 | 1,768 |
| 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) | $1,831,000 | 6,423 |
| Available-for-sale securities (fair market value) | $17,044,000 | 4,318 |
| Total debt securities | $18,203,000 | 5,544 |
| Structured notes | ||
| Amortized cost | $350,000 | 3,007 |
| Fair value | $347,000 | 3,015 |
| 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 | $15,480,000 | 6,580 |
| U.S. Government securities | $12,510,000 | 6,415 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $12,510,000 | 4,755 |
| Securities issued by states & political subdivisions | $2,232,000 | 4,656 |
| Other domestic debt securities | $32,000 | 4,893 |
| Privately issued residential mortgage-backed securities | $32,000 | 2,268 |
| 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 | NA | NA |
| Equity securities | $706,000 | 2,679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,202,000 | 2,894 |
| Mortgage-backed securities | $6,513,000 | 3,968 |
| Certificates of participation in pools of residential mortgages | $3,513,000 | 3,908 |
| Issued or guaranteed by U.S. | $3,513,000 | 3,880 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,000,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $2,968,000 | 2,737 |
| Privately issued | $32,000 | 1,941 |
| 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) | $1,891,000 | 6,743 |
| Available-for-sale securities (fair market value) | $13,589,000 | 5,156 |
| Total debt securities | $14,675,000 | 6,669 |
| Structured notes | ||
| Amortized cost | $350,000 | 3,937 |
| Fair value | $347,000 | 3,943 |
| 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 | $14,495,000 | 7,262 |
| U.S. Government securities | $11,581,000 | 7,129 |
| U.S. Treasury securities | $472,000 | 10,606 |
| U.S. Government agency obligations | $11,109,000 | 4,982 |
| Securities issued by states & political subdivisions | $2,211,000 | 4,926 |
| Other domestic debt securities | $50,000 | 5,361 |
| Privately issued residential mortgage-backed securities | $50,000 | 2,448 |
| 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 | NA | NA |
| Equity securities | $653,000 | 2,647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,077,000 | 3,821 |
| Mortgage-backed securities | $7,794,000 | 3,755 |
| Certificates of participation in pools of residential mortgages | $4,367,000 | 3,643 |
| Issued or guaranteed by U.S. | $4,367,000 | 3,616 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,427,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $3,377,000 | 2,716 |
| Privately issued | $50,000 | 2,123 |
| 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) | $2,824,000 | 9,435 |
| Available-for-sale securities (fair market value) | $11,671,000 | 4,313 |
| Total debt securities | $13,743,000 | 7,353 |
| 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 | $14,940,000 | 7,414 |
| U.S. Government securities | $11,744,000 | 7,346 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $11,744,000 | 4,967 |
| Securities issued by states & political subdivisions | $2,315,000 | 4,944 |
| Other domestic debt securities | $149,000 | 5,566 |
| Privately issued residential mortgage-backed securities | $149,000 | 2,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $732,000 | 2,503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,620,000 | 4,844 |
| Mortgage-backed securities | $10,893,000 | 3,435 |
| Certificates of participation in pools of residential mortgages | $5,953,000 | 3,415 |
| Issued or guaranteed by U.S. | $5,953,000 | 3,377 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,940,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $4,791,000 | 2,537 |
| Privately issued | $149,000 | 2,119 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,101,000 | 7,531 |
| 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 | $12,765,000 | 8,100 |
| U.S. Government securities | $9,764,000 | 8,161 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $9,764,000 | 5,624 |
| Securities issued by states & political subdivisions | $2,035,000 | 5,000 |
| Other domestic debt securities | $236,000 | 6,021 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $236,000 | 4,613 |
| Foreign debt securities | NA | NA |
| Equity securities | $730,000 | 2,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,246,000 | 4,969 |
| Mortgage-backed securities | $9,014,000 | 4,000 |
| Certificates of participation in pools of residential mortgages | $4,929,000 | 4,014 |
| Issued or guaranteed by U.S. | $4,929,000 | 3,958 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,085,000 | 2,950 |
| CMOs issued by government agencies or sponsored agencies | $4,085,000 | 2,701 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,035,000 | 8,248 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |