Home > Farmers Bank of Northern Missouri > Securities
Farmers Bank of Northern Missouri, Securities
| 2023-12-31 | Rank | |
| Total securities | $200,645,000 | 966 |
| U.S. Government securities | $67,986,000 | 1,542 |
| U.S. Treasury securities | $4,571,000 | 1,902 |
| U.S. Government agency obligations | $63,415,000 | 1,375 |
| Securities issued by states & political subdivisions | $88,735,000 | 523 |
| Other domestic debt securities | $43,845,000 | 440 |
| Privately issued residential mortgage-backed securities | $43,357,000 | 108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $488,000 | 1,720 |
| 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 | $102,755,000 | 885 |
| Mortgage-backed securities | $54,395,000 | 1,198 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,952,000 | 3,022 |
| Privately issued | $43,357,000 | 14 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,731,000 | 1,576 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,787,000 | 883 |
| Other commercial mortgage-backed securities | $2,568,000 | 882 |
| Held to maturity securities (book value) | $2,080,000 | 1,386 |
| Available-for-sale securities (fair market value) | $198,486,000 | 823 |
| Total debt securities | $200,566,000 | 953 |
| Structured notes | ||
| Amortized cost | $10,500,000 | 144 |
| Fair value | $9,525,000 | 153 |
| 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 | $190,883,000 | 991 |
| U.S. Government securities | $65,688,000 | 1,572 |
| U.S. Treasury securities | $4,445,000 | 1,952 |
| U.S. Government agency obligations | $61,243,000 | 1,403 |
| Securities issued by states & political subdivisions | $82,255,000 | 547 |
| Other domestic debt securities | $42,876,000 | 434 |
| Privately issued residential mortgage-backed securities | $42,398,000 | 110 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $478,000 | 1,733 |
| 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 | $95,684,000 | 911 |
| Mortgage-backed securities | $53,206,000 | 1,190 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,963,000 | 3,028 |
| Privately issued | $42,398,000 | 11 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,660,000 | 1,561 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,699,000 | 878 |
| Other commercial mortgage-backed securities | $2,486,000 | 875 |
| Held to maturity securities (book value) | $2,080,000 | 1,411 |
| Available-for-sale securities (fair market value) | $188,739,000 | 854 |
| Total debt securities | $190,817,000 | 979 |
| Structured notes | ||
| Amortized cost | $11,500,000 | 138 |
| Fair value | $10,092,000 | 139 |
| 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 | $201,313,000 | 989 |
| U.S. Government securities | $67,132,000 | 1,586 |
| U.S. Treasury securities | $4,473,000 | 1,989 |
| U.S. Government agency obligations | $62,659,000 | 1,407 |
| Securities issued by states & political subdivisions | $88,075,000 | 539 |
| Other domestic debt securities | $46,034,000 | 419 |
| Privately issued residential mortgage-backed securities | $45,554,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $480,000 | 1,743 |
| 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 | $108,923,000 | 823 |
| Mortgage-backed securities | $56,966,000 | 1,177 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,138,000 | 3,024 |
| Privately issued | $45,554,000 | 14 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,895,000 | 1,551 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,806,000 | 858 |
| Other commercial mortgage-backed securities | $2,573,000 | 868 |
| Held to maturity securities (book value) | $2,080,000 | 1,426 |
| Available-for-sale securities (fair market value) | $199,161,000 | 846 |
| Total debt securities | $201,240,000 | 977 |
| Structured notes | ||
| Amortized cost | $13,499,000 | 130 |
| Fair value | $11,993,000 | 127 |
| 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 | $213,022,000 | 989 |
| U.S. Government securities | $68,838,000 | 1,617 |
| U.S. Treasury securities | $4,505,000 | 2,063 |
| U.S. Government agency obligations | $64,333,000 | 1,400 |
| Securities issued by states & political subdivisions | $96,578,000 | 502 |
| Other domestic debt securities | $47,539,000 | 433 |
| Privately issued residential mortgage-backed securities | $47,060,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $479,000 | 1,795 |
| 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 | $65,213,000 | 1,124 |
| Mortgage-backed securities | $58,903,000 | 1,197 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,271,000 | 3,041 |
| Privately issued | $47,060,000 | 19 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,100,000 | 1,561 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,829,000 | 888 |
| Other commercial mortgage-backed securities | $2,643,000 | 884 |
| Held to maturity securities (book value) | $2,080,000 | 1,463 |
| Available-for-sale securities (fair market value) | $210,875,000 | 847 |
| Total debt securities | $212,955,000 | 974 |
| Structured notes | ||
| Amortized cost | $14,499,000 | 136 |
| Fair value | $13,038,000 | 137 |
| 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 | $210,087,000 | 1,012 |
| U.S. Government securities | $67,687,000 | 1,649 |
| U.S. Treasury securities | $4,438,000 | 2,118 |
| U.S. Government agency obligations | $63,249,000 | 1,402 |
| Securities issued by states & political subdivisions | $94,020,000 | 544 |
| Other domestic debt securities | $48,324,000 | 435 |
| Privately issued residential mortgage-backed securities | $47,842,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $482,000 | 1,808 |
| 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 | $63,122,000 | 1,060 |
| Mortgage-backed securities | $59,821,000 | 1,194 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,346,000 | 3,051 |
| Privately issued | $47,842,000 | 17 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,154,000 | 1,567 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,841,000 | 881 |
| Other commercial mortgage-backed securities | $2,638,000 | 888 |
| Held to maturity securities (book value) | $875,000 | 1,641 |
| Available-for-sale securities (fair market value) | $209,156,000 | 869 |
| Total debt securities | $210,029,000 | 997 |
| Structured notes | ||
| Amortized cost | $14,499,000 | 149 |
| Fair value | $12,678,000 | 152 |
| 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 | $205,105,000 | 1,031 |
| U.S. Government securities | $67,508,000 | 1,675 |
| U.S. Treasury securities | $4,370,000 | 2,168 |
| U.S. Government agency obligations | $63,138,000 | 1,416 |
| Securities issued by states & political subdivisions | $90,155,000 | 578 |
| Other domestic debt securities | $47,392,000 | 412 |
| Privately issued residential mortgage-backed securities | $46,916,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $476,000 | 1,823 |
| 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 | $54,171,000 | 1,128 |
| Mortgage-backed securities | $58,940,000 | 1,226 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,396,000 | 3,057 |
| Privately issued | $46,916,000 | 15 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,209,000 | 1,566 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,800,000 | 915 |
| Other commercial mortgage-backed securities | $2,619,000 | 922 |
| Held to maturity securities (book value) | $875,000 | 1,626 |
| Available-for-sale securities (fair market value) | $204,180,000 | 894 |
| Total debt securities | $205,055,000 | 1,020 |
| Structured notes | ||
| Amortized cost | $14,499,000 | 145 |
| Fair value | $12,695,000 | 147 |
| 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 | $230,514,000 | 956 |
| U.S. Government securities | $70,859,000 | 1,642 |
| U.S. Treasury securities | $4,515,000 | 2,117 |
| U.S. Government agency obligations | $66,344,000 | 1,400 |
| Securities issued by states & political subdivisions | $107,810,000 | 481 |
| Other domestic debt securities | $51,797,000 | 381 |
| Privately issued residential mortgage-backed securities | $51,306,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $491,000 | 1,806 |
| 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 | $53,809,000 | 1,118 |
| Mortgage-backed securities | $64,331,000 | 1,189 |
| Certificates of participation in pools of residential mortgages | $54,007,000 | 890 |
| Issued or guaranteed by U.S. | $2,701,000 | 3,042 |
| Privately issued | $51,306,000 | 17 |
| Collaterized mortgage obligations | $4,579,000 | 1,618 |
| CMOs issued by government agencies or sponsored agencies | $4,579,000 | 1,545 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $5,745,000 | 1,108 |
| Commercial mortgage pass-through securities | $2,960,000 | 878 |
| Other commercial mortgage-backed securities | $2,785,000 | 972 |
| Held to maturity securities (book value) | $1,125,000 | 1,509 |
| Available-for-sale securities (fair market value) | $229,341,000 | 831 |
| Total debt securities | $230,468,000 | 947 |
| Structured notes | ||
| Amortized cost | $14,499,000 | 133 |
| Fair value | $13,193,000 | 135 |
| 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 | $247,692,000 | 885 |
| U.S. Government securities | $74,908,000 | 1,539 |
| U.S. Treasury securities | $4,619,000 | 1,875 |
| U.S. Government agency obligations | $70,289,000 | 1,364 |
| Securities issued by states & political subdivisions | $119,113,000 | 451 |
| Other domestic debt securities | $53,617,000 | 360 |
| Privately issued residential mortgage-backed securities | $53,113,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $504,000 | 1,737 |
| 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 | $70,061,000 | 883 |
| Mortgage-backed securities | $70,543,000 | 1,126 |
| Certificates of participation in pools of residential mortgages | $56,873,000 | 882 |
| Issued or guaranteed by U.S. | $3,760,000 | 2,906 |
| Privately issued | $53,113,000 | 14 |
| Collaterized mortgage obligations | $3,982,000 | 1,732 |
| CMOs issued by government agencies or sponsored agencies | $3,982,000 | 1,662 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $9,688,000 | 894 |
| Commercial mortgage pass-through securities | $6,350,000 | 635 |
| Other commercial mortgage-backed securities | $3,338,000 | 909 |
| Held to maturity securities (book value) | $1,775,000 | 1,326 |
| Available-for-sale securities (fair market value) | $245,863,000 | 799 |
| Total debt securities | $247,637,000 | 878 |
| Structured notes | ||
| Amortized cost | $12,499,000 | 130 |
| Fair value | $11,601,000 | 132 |
| 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 | $236,525,000 | 896 |
| U.S. Government securities | $74,307,000 | 1,470 |
| U.S. Treasury securities | $3,848,000 | 1,542 |
| U.S. Government agency obligations | $70,459,000 | 1,343 |
| Securities issued by states & political subdivisions | $116,921,000 | 477 |
| Other domestic debt securities | $45,235,000 | 400 |
| Privately issued residential mortgage-backed securities | $45,235,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,621,000 | 887 |
| Mortgage-backed securities | $61,280,000 | 1,241 |
| Certificates of participation in pools of residential mortgages | $49,510,000 | 965 |
| Issued or guaranteed by U.S. | $4,275,000 | 2,815 |
| Privately issued | $45,235,000 | 20 |
| Collaterized mortgage obligations | $2,403,000 | 1,944 |
| CMOs issued by government agencies or sponsored agencies | $2,403,000 | 1,887 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $9,367,000 | 893 |
| Commercial mortgage pass-through securities | $5,828,000 | 650 |
| Other commercial mortgage-backed securities | $3,539,000 | 887 |
| Held to maturity securities (book value) | $1,775,000 | 1,234 |
| Available-for-sale securities (fair market value) | $234,688,000 | 826 |
| Total debt securities | $236,463,000 | 887 |
| Structured notes | ||
| Amortized cost | $11,499,000 | 113 |
| Fair value | $11,337,000 | 112 |
| 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 | $218,535,000 | 907 |
| U.S. Government securities | $74,010,000 | 1,402 |
| U.S. Treasury securities | $3,885,000 | 1,302 |
| U.S. Government agency obligations | $70,125,000 | 1,311 |
| Securities issued by states & political subdivisions | $107,434,000 | 505 |
| Other domestic debt securities | $37,042,000 | 435 |
| Privately issued residential mortgage-backed securities | $37,042,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,424,000 | 1,050 |
| Mortgage-backed securities | $56,928,000 | 1,277 |
| Certificates of participation in pools of residential mortgages | $42,981,000 | 1,041 |
| Issued or guaranteed by U.S. | $5,939,000 | 2,630 |
| Privately issued | $37,042,000 | 26 |
| Collaterized mortgage obligations | $4,435,000 | 1,658 |
| CMOs issued by government agencies or sponsored agencies | $4,435,000 | 1,614 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $9,512,000 | 888 |
| Commercial mortgage pass-through securities | $5,939,000 | 657 |
| Other commercial mortgage-backed securities | $3,573,000 | 875 |
| Held to maturity securities (book value) | $1,775,000 | 1,213 |
| Available-for-sale securities (fair market value) | $216,711,000 | 834 |
| Total debt securities | $218,485,000 | 897 |
| Structured notes | ||
| Amortized cost | $7,499,000 | 151 |
| Fair value | $7,462,000 | 150 |
| 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 | $221,859,000 | 856 |
| U.S. Government securities | $118,263,000 | 915 |
| U.S. Treasury securities | $2,907,000 | 1,326 |
| U.S. Government agency obligations | $115,356,000 | 859 |
| Securities issued by states & political subdivisions | $103,547,000 | 504 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,999,000 | 978 |
| Mortgage-backed securities | $64,380,000 | 1,128 |
| Certificates of participation in pools of residential mortgages | $49,933,000 | 894 |
| Issued or guaranteed by U.S. | $49,933,000 | 875 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,843,000 | 1,561 |
| CMOs issued by government agencies or sponsored agencies | $4,843,000 | 1,525 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $9,604,000 | 873 |
| Commercial mortgage pass-through securities | $6,020,000 | 644 |
| Other commercial mortgage-backed securities | $3,584,000 | 860 |
| Held to maturity securities (book value) | $1,776,000 | 1,203 |
| Available-for-sale securities (fair market value) | $220,034,000 | 786 |
| Total debt securities | $221,811,000 | 840 |
| Structured notes | ||
| Amortized cost | $7,498,000 | 127 |
| Fair value | $7,480,000 | 124 |
| 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 | $208,129,000 | 839 |
| U.S. Government securities | $74,272,000 | 1,216 |
| U.S. Treasury securities | $2,898,000 | 1,026 |
| U.S. Government agency obligations | $71,374,000 | 1,175 |
| Securities issued by states & political subdivisions | $96,733,000 | 512 |
| Other domestic debt securities | $37,074,000 | 396 |
| Privately issued residential mortgage-backed securities | $37,074,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,452,000 | 965 |
| Mortgage-backed securities | $61,824,000 | 1,105 |
| Certificates of participation in pools of residential mortgages | $50,117,000 | 851 |
| Issued or guaranteed by U.S. | $13,043,000 | 1,901 |
| Privately issued | $37,074,000 | 29 |
| Collaterized mortgage obligations | $3,216,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $3,216,000 | 1,714 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $8,491,000 | 882 |
| Commercial mortgage pass-through securities | $4,932,000 | 685 |
| Other commercial mortgage-backed securities | $3,559,000 | 827 |
| Held to maturity securities (book value) | $1,776,000 | 1,174 |
| Available-for-sale securities (fair market value) | $206,303,000 | 760 |
| Total debt securities | $208,077,000 | 825 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 133 |
| Fair value | $4,487,000 | 135 |
| 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 | $197,621,000 | 802 |
| U.S. Government securities | $95,764,000 | 906 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $95,764,000 | 856 |
| Securities issued by states & political subdivisions | $101,820,000 | 452 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,060,000 | 873 |
| Mortgage-backed securities | $69,662,000 | 941 |
| Certificates of participation in pools of residential mortgages | $61,733,000 | 670 |
| Issued or guaranteed by U.S. | $61,733,000 | 659 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,468,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $2,468,000 | 1,876 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $5,461,000 | 1,034 |
| Commercial mortgage pass-through securities | $3,967,000 | 727 |
| Other commercial mortgage-backed securities | $1,494,000 | 1,007 |
| Held to maturity securities (book value) | $3,290,000 | 995 |
| Available-for-sale securities (fair market value) | $194,294,000 | 745 |
| Total debt securities | $197,585,000 | 790 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 168 |
| Fair value | $1,515,000 | 169 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $152,275,000 | 961 |
| U.S. Government securities | $80,298,000 | 979 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $80,298,000 | 921 |
| Securities issued by states & political subdivisions | $71,945,000 | 599 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,096,000 | 920 |
| Mortgage-backed securities | $56,653,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | $48,426,000 | 750 |
| Issued or guaranteed by U.S. | $48,426,000 | 734 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,729,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $2,729,000 | 1,838 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $5,498,000 | 1,007 |
| Commercial mortgage pass-through securities | $4,003,000 | 708 |
| Other commercial mortgage-backed securities | $1,495,000 | 996 |
| Held to maturity securities (book value) | $3,772,000 | 950 |
| Available-for-sale securities (fair market value) | $148,471,000 | 896 |
| Total debt securities | $152,244,000 | 951 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 161 |
| Fair value | $1,521,000 | 161 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $122,759,000 | 1,116 |
| U.S. Government securities | $67,841,000 | 1,123 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $67,841,000 | 1,052 |
| Securities issued by states & political subdivisions | $54,886,000 | 728 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,639,000 | 959 |
| Mortgage-backed securities | $43,342,000 | 1,272 |
| Certificates of participation in pools of residential mortgages | $38,411,000 | 861 |
| Issued or guaranteed by U.S. | $38,411,000 | 844 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,002,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $3,002,000 | 1,829 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,929,000 | 1,396 |
| Commercial mortgage pass-through securities | $433,000 | 1,350 |
| Other commercial mortgage-backed securities | $1,496,000 | 967 |
| Held to maturity securities (book value) | $3,969,000 | 952 |
| Available-for-sale securities (fair market value) | $118,758,000 | 1,045 |
| Total debt securities | $122,729,000 | 1,097 |
| Structured notes | ||
| Amortized cost | $1,526,000 | 180 |
| Fair value | $1,500,000 | 182 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $122,488,000 | 1,085 |
| U.S. Government securities | $71,829,000 | 1,069 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $71,829,000 | 1,004 |
| Securities issued by states & political subdivisions | $50,631,000 | 712 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| 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 | $40,681,000 | 1,149 |
| Mortgage-backed securities | $47,691,000 | 1,172 |
| Certificates of participation in pools of residential mortgages | $42,581,000 | 791 |
| Issued or guaranteed by U.S. | $42,581,000 | 772 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,179,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $3,179,000 | 1,818 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,931,000 | 1,386 |
| Commercial mortgage pass-through securities | $434,000 | 1,311 |
| Other commercial mortgage-backed securities | $1,497,000 | 939 |
| Held to maturity securities (book value) | $3,977,000 | 960 |
| Available-for-sale securities (fair market value) | $118,483,000 | 1,003 |
| Total debt securities | $122,460,000 | 1,071 |
| Structured notes | ||
| Amortized cost | $1,526,000 | 243 |
| Fair value | $1,526,000 | 243 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $106,960,000 | 1,199 |
| U.S. Government securities | $64,661,000 | 1,203 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $64,661,000 | 1,126 |
| Securities issued by states & political subdivisions | $42,297,000 | 793 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $2,000 | 360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,687,000 | 1,011 |
| Mortgage-backed securities | $38,987,000 | 1,337 |
| Certificates of participation in pools of residential mortgages | $33,764,000 | 914 |
| Issued or guaranteed by U.S. | $33,764,000 | 892 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,282,000 | 1,852 |
| CMOs issued by government agencies or sponsored agencies | $3,282,000 | 1,806 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,941,000 | 1,353 |
| Commercial mortgage pass-through securities | $443,000 | 1,303 |
| Other commercial mortgage-backed securities | $1,498,000 | 899 |
| Held to maturity securities (book value) | $5,736,000 | 895 |
| Available-for-sale securities (fair market value) | $101,224,000 | 1,150 |
| Total debt securities | $106,961,000 | 1,176 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 204 |
| Fair value | $3,010,000 | 204 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $104,172,000 | 1,223 |
| U.S. Government securities | $68,204,000 | 1,133 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $68,204,000 | 1,069 |
| Securities issued by states & political subdivisions | $35,966,000 | 913 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,000 | 456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,761,000 | 1,181 |
| Mortgage-backed securities | $40,554,000 | 1,266 |
| Certificates of participation in pools of residential mortgages | $36,096,000 | 848 |
| Issued or guaranteed by U.S. | $36,096,000 | 825 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,507,000 | 1,819 |
| CMOs issued by government agencies or sponsored agencies | $3,507,000 | 1,777 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $951,000 | 1,575 |
| Commercial mortgage pass-through securities | $451,000 | 1,293 |
| Other commercial mortgage-backed securities | $500,000 | 1,103 |
| Held to maturity securities (book value) | $6,396,000 | 903 |
| Available-for-sale securities (fair market value) | $97,776,000 | 1,172 |
| Total debt securities | $104,169,000 | 1,202 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 234 |
| Fair value | $4,005,000 | 225 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $110,211,000 | 1,171 |
| U.S. Government securities | $69,567,000 | 1,150 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $69,567,000 | 1,084 |
| Securities issued by states & political subdivisions | $40,642,000 | 815 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,000 | 487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,758,000 | 1,163 |
| Mortgage-backed securities | $41,718,000 | 1,227 |
| Certificates of participation in pools of residential mortgages | $35,555,000 | 853 |
| Issued or guaranteed by U.S. | $35,555,000 | 846 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $5,209,000 | 1,560 |
| CMOs issued by government agencies or sponsored agencies | $5,209,000 | 1,515 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $954,000 | 1,571 |
| Commercial mortgage pass-through securities | $454,000 | 1,280 |
| Other commercial mortgage-backed securities | $500,000 | 1,080 |
| Held to maturity securities (book value) | $6,407,000 | 939 |
| Available-for-sale securities (fair market value) | $103,804,000 | 1,107 |
| Total debt securities | $110,211,000 | 1,150 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 257 |
| Fair value | $3,998,000 | 260 |
| 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 | $114,193,000 | 1,143 |
| U.S. Government securities | $72,117,000 | 1,118 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $72,117,000 | 1,058 |
| Securities issued by states & political subdivisions | $42,074,000 | 827 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $2,000 | 502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,999,000 | 1,144 |
| Mortgage-backed securities | $42,094,000 | 1,203 |
| Certificates of participation in pools of residential mortgages | $36,206,000 | 846 |
| Issued or guaranteed by U.S. | $36,206,000 | 838 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,436,000 | 1,532 |
| CMOs issued by government agencies or sponsored agencies | $5,436,000 | 1,487 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $452,000 | 1,642 |
| Commercial mortgage pass-through securities | $452,000 | 1,260 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $6,743,000 | 934 |
| Available-for-sale securities (fair market value) | $107,450,000 | 1,083 |
| Total debt securities | $114,193,000 | 1,126 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 262 |
| Fair value | $3,973,000 | 264 |
| 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 | $112,447,000 | 1,168 |
| U.S. Government securities | $69,227,000 | 1,162 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $69,227,000 | 1,100 |
| Securities issued by states & political subdivisions | $43,218,000 | 825 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,447,000 | 1,086 |
| Mortgage-backed securities | $38,973,000 | 1,263 |
| Certificates of participation in pools of residential mortgages | $32,934,000 | 917 |
| Issued or guaranteed by U.S. | $32,934,000 | 910 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,590,000 | 1,512 |
| CMOs issued by government agencies or sponsored agencies | $5,590,000 | 1,462 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $449,000 | 1,611 |
| Commercial mortgage pass-through securities | $449,000 | 1,250 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $8,846,000 | 881 |
| Available-for-sale securities (fair market value) | $103,601,000 | 1,134 |
| Total debt securities | $112,445,000 | 1,150 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 254 |
| Fair value | $4,443,000 | 256 |
| 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 | $111,270,000 | 1,175 |
| U.S. Government securities | $68,066,000 | 1,181 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $68,066,000 | 1,107 |
| Securities issued by states & political subdivisions | $43,202,000 | 831 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,077,000 | 1,192 |
| Mortgage-backed securities | $37,520,000 | 1,303 |
| Certificates of participation in pools of residential mortgages | $31,296,000 | 959 |
| Issued or guaranteed by U.S. | $31,296,000 | 954 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,776,000 | 1,472 |
| CMOs issued by government agencies or sponsored agencies | $5,776,000 | 1,424 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $448,000 | 1,602 |
| Commercial mortgage pass-through securities | $448,000 | 1,229 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $9,418,000 | 885 |
| Available-for-sale securities (fair market value) | $101,852,000 | 1,142 |
| Total debt securities | $111,268,000 | 1,150 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 258 |
| Fair value | $4,420,000 | 254 |
| 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 | $116,517,000 | 1,145 |
| U.S. Government securities | $69,492,000 | 1,164 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $69,492,000 | 1,097 |
| Securities issued by states & political subdivisions | $46,580,000 | 791 |
| Other domestic debt securities | $443,000 | 1,918 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $443,000 | 1,396 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,230,000 | 1,199 |
| Mortgage-backed securities | $38,108,000 | 1,301 |
| Certificates of participation in pools of residential mortgages | $31,525,000 | 990 |
| Issued or guaranteed by U.S. | $31,525,000 | 965 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $6,127,000 | 1,445 |
| CMOs issued by government agencies or sponsored agencies | $6,127,000 | 1,397 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $456,000 | 1,576 |
| Commercial mortgage pass-through securities | $456,000 | 1,203 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $9,440,000 | 892 |
| Available-for-sale securities (fair market value) | $107,077,000 | 1,112 |
| Total debt securities | $116,517,000 | 1,126 |
| Structured notes | ||
| Amortized cost | $4,939,000 | 237 |
| Fair value | $4,862,000 | 228 |
| 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 | $118,565,000 | 1,148 |
| U.S. Government securities | $71,554,000 | 1,154 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $71,554,000 | 1,104 |
| Securities issued by states & political subdivisions | $46,564,000 | 816 |
| Other domestic debt securities | $445,000 | 1,750 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $445,000 | 1,441 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,000 | 764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,581,000 | 1,178 |
| Mortgage-backed securities | $37,478,000 | 1,310 |
| Certificates of participation in pools of residential mortgages | $30,498,000 | 1,031 |
| Issued or guaranteed by U.S. | $30,498,000 | 1,030 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,519,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $6,519,000 | 1,354 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $461,000 | 1,398 |
| Commercial mortgage pass-through securities | $461,000 | 983 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $9,715,000 | 891 |
| Available-for-sale securities (fair market value) | $108,850,000 | 1,106 |
| Total debt securities | $118,566,000 | 1,129 |
| Structured notes | ||
| Amortized cost | $4,939,000 | 233 |
| Fair value | $4,873,000 | 224 |
| 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 | $117,482,000 | 1,160 |
| U.S. Government securities | $69,352,000 | 1,192 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $69,352,000 | 1,136 |
| Securities issued by states & political subdivisions | $47,686,000 | 835 |
| Other domestic debt securities | $442,000 | 1,752 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $442,000 | 1,455 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,636,000 | 1,196 |
| Mortgage-backed securities | $35,433,000 | 1,360 |
| Certificates of participation in pools of residential mortgages | $29,068,000 | 1,104 |
| Issued or guaranteed by U.S. | $29,068,000 | 1,104 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,893,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $5,893,000 | 1,405 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $472,000 | 1,387 |
| Commercial mortgage pass-through securities | $472,000 | 978 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $11,065,000 | 867 |
| Available-for-sale securities (fair market value) | $106,417,000 | 1,131 |
| Total debt securities | $117,481,000 | 1,143 |
| Structured notes | ||
| Amortized cost | $4,439,000 | 250 |
| Fair value | $4,405,000 | 247 |
| 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 | $115,561,000 | 1,184 |
| U.S. Government securities | $67,025,000 | 1,247 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $67,025,000 | 1,188 |
| Securities issued by states & political subdivisions | $48,094,000 | 842 |
| Other domestic debt securities | $440,000 | 1,783 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $440,000 | 1,490 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,000 | 1,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,299,000 | 1,391 |
| Mortgage-backed securities | $37,377,000 | 1,323 |
| Certificates of participation in pools of residential mortgages | $30,582,000 | 1,072 |
| Issued or guaranteed by U.S. | $30,582,000 | 1,071 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $6,306,000 | 1,403 |
| CMOs issued by government agencies or sponsored agencies | $6,306,000 | 1,355 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $489,000 | 1,365 |
| Commercial mortgage pass-through securities | $489,000 | 956 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $11,302,000 | 886 |
| Available-for-sale securities (fair market value) | $104,259,000 | 1,155 |
| Total debt securities | $115,559,000 | 1,165 |
| Structured notes | ||
| Amortized cost | $4,439,000 | 257 |
| Fair value | $4,424,000 | 256 |
| 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 | $121,628,000 | 1,145 |
| U.S. Government securities | $72,660,000 | 1,189 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $72,660,000 | 1,139 |
| Securities issued by states & political subdivisions | $48,047,000 | 862 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $919,000 | 231 |
| Equity securities | $2,000 | 1,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,860,000 | 1,279 |
| Mortgage-backed securities | $38,756,000 | 1,310 |
| Certificates of participation in pools of residential mortgages | $31,488,000 | 1,075 |
| Issued or guaranteed by U.S. | $31,488,000 | 1,074 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,775,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $6,775,000 | 1,315 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $493,000 | 1,319 |
| Commercial mortgage pass-through securities | $493,000 | 925 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $11,648,000 | 893 |
| Available-for-sale securities (fair market value) | $109,980,000 | 1,115 |
| Total debt securities | $121,626,000 | 1,129 |
| Structured notes | ||
| Amortized cost | $9,134,000 | 148 |
| Fair value | $9,116,000 | 147 |
| 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 | $120,590,000 | 1,156 |
| U.S. Government securities | $71,031,000 | 1,220 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $71,031,000 | 1,166 |
| Securities issued by states & political subdivisions | $46,252,000 | 896 |
| Other domestic debt securities | $3,305,000 | 1,051 |
| Privately issued residential mortgage-backed securities | $1,357,000 | 291 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,948,000 | 1,049 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,524,000 | 1,272 |
| Mortgage-backed securities | $38,061,000 | 1,348 |
| Certificates of participation in pools of residential mortgages | $29,052,000 | 1,169 |
| Issued or guaranteed by U.S. | $29,052,000 | 1,168 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,518,000 | 1,246 |
| CMOs issued by government agencies or sponsored agencies | $7,161,000 | 1,286 |
| Privately issued | $1,357,000 | 274 |
| Commercial mortgage-backed securities | $491,000 | 1,298 |
| Commercial mortgage pass-through securities | $491,000 | 882 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $11,733,000 | 916 |
| Available-for-sale securities (fair market value) | $108,857,000 | 1,130 |
| Total debt securities | $120,588,000 | 1,139 |
| Structured notes | ||
| Amortized cost | $10,128,000 | 141 |
| Fair value | $10,086,000 | 141 |
| 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 | $108,173,000 | 1,271 |
| U.S. Government securities | $58,377,000 | 1,406 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $58,377,000 | 1,340 |
| Securities issued by states & political subdivisions | $46,322,000 | 883 |
| Other domestic debt securities | $3,472,000 | 1,033 |
| Privately issued residential mortgage-backed securities | $1,548,000 | 284 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,924,000 | 1,046 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $2,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,584,000 | 1,178 |
| Mortgage-backed securities | $29,870,000 | 1,573 |
| Certificates of participation in pools of residential mortgages | $20,248,000 | 1,514 |
| Issued or guaranteed by U.S. | $20,248,000 | 1,513 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,131,000 | 1,190 |
| CMOs issued by government agencies or sponsored agencies | $7,583,000 | 1,229 |
| Privately issued | $1,548,000 | 269 |
| Commercial mortgage-backed securities | $491,000 | 1,248 |
| Commercial mortgage pass-through securities | $491,000 | 856 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $12,071,000 | 907 |
| Available-for-sale securities (fair market value) | $96,102,000 | 1,265 |
| Total debt securities | $108,171,000 | 1,246 |
| Structured notes | ||
| Amortized cost | $4,908,000 | 261 |
| Fair value | $4,850,000 | 253 |
| 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 | $107,236,000 | 1,262 |
| U.S. Government securities | $57,345,000 | 1,415 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $57,345,000 | 1,354 |
| Securities issued by states & political subdivisions | $46,305,000 | 885 |
| Other domestic debt securities | $3,584,000 | 1,027 |
| Privately issued residential mortgage-backed securities | $1,597,000 | 287 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,987,000 | 1,037 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,000 | 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 | $37,891,000 | 1,358 |
| Mortgage-backed securities | $31,975,000 | 1,517 |
| Certificates of participation in pools of residential mortgages | $21,512,000 | 1,484 |
| Issued or guaranteed by U.S. | $21,512,000 | 1,483 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,948,000 | 1,155 |
| CMOs issued by government agencies or sponsored agencies | $8,351,000 | 1,193 |
| Privately issued | $1,597,000 | 275 |
| Commercial mortgage-backed securities | $515,000 | 1,178 |
| Commercial mortgage pass-through securities | $515,000 | 775 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $13,078,000 | 876 |
| Available-for-sale securities (fair market value) | $94,158,000 | 1,284 |
| Total debt securities | $107,234,000 | 1,243 |
| Structured notes | ||
| Amortized cost | $4,902,000 | 247 |
| Fair value | $4,910,000 | 246 |
| 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 | $114,454,000 | 1,213 |
| U.S. Government securities | $63,350,000 | 1,331 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $63,350,000 | 1,279 |
| Securities issued by states & political subdivisions | $47,049,000 | 874 |
| Other domestic debt securities | $4,053,000 | 961 |
| Privately issued residential mortgage-backed securities | $1,658,000 | 289 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,395,000 | 960 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,885,000 | 1,356 |
| Mortgage-backed securities | $34,508,000 | 1,450 |
| Certificates of participation in pools of residential mortgages | $23,472,000 | 1,401 |
| Issued or guaranteed by U.S. | $23,472,000 | 1,397 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,519,000 | 1,134 |
| CMOs issued by government agencies or sponsored agencies | $8,861,000 | 1,184 |
| Privately issued | $1,658,000 | 271 |
| Commercial mortgage-backed securities | $517,000 | 1,112 |
| Commercial mortgage pass-through securities | $517,000 | 735 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $13,504,000 | 890 |
| Available-for-sale securities (fair market value) | $100,950,000 | 1,213 |
| Total debt securities | $114,452,000 | 1,191 |
| Structured notes | ||
| Amortized cost | $3,397,000 | 378 |
| Fair value | $3,421,000 | 374 |
| 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 | $117,944,000 | 1,205 |
| U.S. Government securities | $64,216,000 | 1,353 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $64,216,000 | 1,292 |
| Securities issued by states & political subdivisions | $48,727,000 | 827 |
| Other domestic debt securities | $4,999,000 | 882 |
| Privately issued residential mortgage-backed securities | $2,339,000 | 252 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,660,000 | 914 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,728,000 | 1,312 |
| Mortgage-backed securities | $37,090,000 | 1,391 |
| Certificates of participation in pools of residential mortgages | $24,826,000 | 1,336 |
| Issued or guaranteed by U.S. | $24,826,000 | 1,335 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,750,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $9,411,000 | 1,151 |
| Privately issued | $2,339,000 | 240 |
| Commercial mortgage-backed securities | $514,000 | 1,080 |
| Commercial mortgage pass-through securities | $514,000 | 712 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $14,338,000 | 891 |
| Available-for-sale securities (fair market value) | $103,606,000 | 1,185 |
| Total debt securities | $117,942,000 | 1,183 |
| Structured notes | ||
| Amortized cost | $1,892,000 | 718 |
| Fair value | $1,913,000 | 715 |
| 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 | $105,077,000 | 1,330 |
| U.S. Government securities | $56,943,000 | 1,526 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $56,943,000 | 1,455 |
| Securities issued by states & political subdivisions | $48,132,000 | 831 |
| 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 | $2,000 | 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 | $39,641,000 | 1,335 |
| Mortgage-backed securities | $26,872,000 | 1,731 |
| Certificates of participation in pools of residential mortgages | $22,829,000 | 1,437 |
| Issued or guaranteed by U.S. | $22,829,000 | 1,436 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,043,000 | 1,781 |
| CMOs issued by government agencies or sponsored agencies | $4,043,000 | 1,716 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $15,885,000 | 864 |
| Available-for-sale securities (fair market value) | $89,192,000 | 1,389 |
| Total debt securities | $105,075,000 | 1,306 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 708 |
| Fair value | $1,983,000 | 776 |
| 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 | $109,951,000 | 1,289 |
| U.S. Government securities | $60,822,000 | 1,458 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $60,822,000 | 1,393 |
| Securities issued by states & political subdivisions | $49,127,000 | 805 |
| 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 | $2,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,407,000 | 1,492 |
| Mortgage-backed securities | $24,575,000 | 1,849 |
| Certificates of participation in pools of residential mortgages | $20,315,000 | 1,559 |
| Issued or guaranteed by U.S. | $20,315,000 | 1,559 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,260,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $4,260,000 | 1,712 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $16,729,000 | 847 |
| Available-for-sale securities (fair market value) | $93,222,000 | 1,328 |
| Total debt securities | $109,949,000 | 1,267 |
| Structured notes | ||
| Amortized cost | $9,498,000 | 266 |
| Fair value | $9,497,000 | 268 |
| 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 | $115,965,000 | 1,244 |
| U.S. Government securities | $67,327,000 | 1,369 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $67,327,000 | 1,312 |
| Securities issued by states & political subdivisions | $48,636,000 | 801 |
| 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 | $2,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,293,000 | 1,542 |
| Mortgage-backed securities | $25,722,000 | 1,853 |
| Certificates of participation in pools of residential mortgages | $21,325,000 | 1,552 |
| Issued or guaranteed by U.S. | $21,325,000 | 1,552 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,397,000 | 1,809 |
| CMOs issued by government agencies or sponsored agencies | $4,397,000 | 1,743 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $16,959,000 | 852 |
| Available-for-sale securities (fair market value) | $99,006,000 | 1,276 |
| Total debt securities | $115,963,000 | 1,230 |
| Structured notes | ||
| Amortized cost | $9,999,000 | 300 |
| Fair value | $9,987,000 | 295 |
| 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 | $106,617,000 | 1,351 |
| U.S. Government securities | $58,615,000 | 1,567 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $58,615,000 | 1,496 |
| Securities issued by states & political subdivisions | $48,000,000 | 798 |
| 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 | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,518,000 | 1,526 |
| Mortgage-backed securities | $15,814,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $12,230,000 | 2,215 |
| Issued or guaranteed by U.S. | $12,230,000 | 2,215 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,584,000 | 1,993 |
| CMOs issued by government agencies or sponsored agencies | $3,584,000 | 1,927 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $17,489,000 | 833 |
| Available-for-sale securities (fair market value) | $89,128,000 | 1,423 |
| Total debt securities | $106,615,000 | 1,327 |
| Structured notes | ||
| Amortized cost | $10,501,000 | 325 |
| Fair value | $10,521,000 | 325 |
| 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 | $111,727,000 | 1,289 |
| U.S. Government securities | $61,067,000 | 1,524 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $61,067,000 | 1,460 |
| Securities issued by states & political subdivisions | $50,658,000 | 740 |
| 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 | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,908,000 | 1,373 |
| Mortgage-backed securities | $15,780,000 | 2,507 |
| Certificates of participation in pools of residential mortgages | $13,156,000 | 2,187 |
| Issued or guaranteed by U.S. | $13,156,000 | 2,185 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,624,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $2,624,000 | 2,150 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $19,502,000 | 795 |
| Available-for-sale securities (fair market value) | $92,225,000 | 1,381 |
| Total debt securities | $111,725,000 | 1,272 |
| Structured notes | ||
| Amortized cost | $17,803,000 | 190 |
| Fair value | $17,795,000 | 188 |
| 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 | $113,370,000 | 1,286 |
| U.S. Government securities | $60,548,000 | 1,568 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $60,548,000 | 1,505 |
| Securities issued by states & political subdivisions | $52,820,000 | 701 |
| 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 | $2,000 | 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 | $32,414,000 | 1,596 |
| Mortgage-backed securities | $12,975,000 | 2,815 |
| Certificates of participation in pools of residential mortgages | $11,201,000 | 2,446 |
| Issued or guaranteed by U.S. | $11,201,000 | 2,443 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,774,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $1,774,000 | 2,447 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $21,002,000 | 767 |
| Available-for-sale securities (fair market value) | $92,368,000 | 1,409 |
| Total debt securities | $113,368,000 | 1,270 |
| Structured notes | ||
| Amortized cost | $19,565,000 | 195 |
| Fair value | $19,509,000 | 193 |
| 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 | $122,202,000 | 1,223 |
| U.S. Government securities | $68,570,000 | 1,424 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $68,570,000 | 1,367 |
| Securities issued by states & political subdivisions | $53,630,000 | 684 |
| 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 | $2,000 | 1,219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,640,000 | 1,497 |
| Mortgage-backed securities | $15,449,000 | 2,639 |
| Certificates of participation in pools of residential mortgages | $13,604,000 | 2,251 |
| Issued or guaranteed by U.S. | $13,604,000 | 2,250 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,845,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $1,845,000 | 2,463 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $21,033,000 | 764 |
| Available-for-sale securities (fair market value) | $101,169,000 | 1,294 |
| Total debt securities | $122,200,000 | 1,209 |
| Structured notes | ||
| Amortized cost | $26,067,000 | 159 |
| Fair value | $25,971,000 | 151 |
| 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 | $123,384,000 | 1,213 |
| U.S. Government securities | $69,504,000 | 1,427 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $69,504,000 | 1,371 |
| Securities issued by states & political subdivisions | $53,878,000 | 692 |
| 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 | $2,000 | 1,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,689,000 | 1,475 |
| Mortgage-backed securities | $15,269,000 | 2,660 |
| Certificates of participation in pools of residential mortgages | $14,316,000 | 2,212 |
| Issued or guaranteed by U.S. | $14,316,000 | 2,212 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $953,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $953,000 | 2,814 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $21,518,000 | 745 |
| Available-for-sale securities (fair market value) | $101,866,000 | 1,299 |
| Total debt securities | $123,382,000 | 1,200 |
| Structured notes | ||
| Amortized cost | $27,069,000 | 159 |
| Fair value | $26,726,000 | 151 |
| 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 | $116,818,000 | 1,281 |
| U.S. Government securities | $61,370,000 | 1,550 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $61,370,000 | 1,496 |
| Securities issued by states & political subdivisions | $55,446,000 | 663 |
| 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 | $2,000 | 1,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,789,000 | 1,390 |
| Mortgage-backed securities | $11,864,000 | 2,983 |
| Certificates of participation in pools of residential mortgages | $11,864,000 | 2,430 |
| Issued or guaranteed by U.S. | $11,864,000 | 2,430 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $23,050,000 | 701 |
| Available-for-sale securities (fair market value) | $93,768,000 | 1,403 |
| Total debt securities | $116,816,000 | 1,263 |
| Structured notes | ||
| Amortized cost | $27,571,000 | 140 |
| Fair value | $26,864,000 | 136 |
| 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 | $127,528,000 | 1,193 |
| U.S. Government securities | $71,669,000 | 1,375 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $71,669,000 | 1,331 |
| Securities issued by states & political subdivisions | $55,857,000 | 657 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,000 | 1,267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,014,000 | 1,539 |
| Mortgage-backed securities | $12,525,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | $12,525,000 | 2,370 |
| Issued or guaranteed by U.S. | $12,525,000 | 2,368 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $23,347,000 | 677 |
| Available-for-sale securities (fair market value) | $104,181,000 | 1,279 |
| Total debt securities | $127,526,000 | 1,177 |
| Structured notes | ||
| Amortized cost | $32,573,000 | 122 |
| Fair value | $31,778,000 | 120 |
| 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 | $136,445,000 | 1,124 |
| U.S. Government securities | $79,691,000 | 1,255 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $79,691,000 | 1,220 |
| Securities issued by states & political subdivisions | $56,752,000 | 633 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,392,000 | 1,471 |
| Mortgage-backed securities | $13,480,000 | 2,860 |
| Certificates of participation in pools of residential mortgages | $13,480,000 | 2,274 |
| Issued or guaranteed by U.S. | $13,480,000 | 2,273 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $23,761,000 | 623 |
| Available-for-sale securities (fair market value) | $112,684,000 | 1,195 |
| Total debt securities | $136,443,000 | 1,110 |
| Structured notes | ||
| Amortized cost | $36,234,000 | 106 |
| Fair value | $35,970,000 | 104 |
| 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 | $132,584,000 | 1,171 |
| U.S. Government securities | $77,883,000 | 1,293 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $77,883,000 | 1,255 |
| Securities issued by states & political subdivisions | $54,699,000 | 644 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,000 | 1,285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,856,000 | 1,424 |
| Mortgage-backed securities | $12,644,000 | 2,979 |
| Certificates of participation in pools of residential mortgages | $12,644,000 | 2,353 |
| Issued or guaranteed by U.S. | $12,644,000 | 2,353 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $24,467,000 | 588 |
| Available-for-sale securities (fair market value) | $108,117,000 | 1,276 |
| Total debt securities | $132,582,000 | 1,157 |
| Structured notes | ||
| Amortized cost | $36,307,000 | 103 |
| Fair value | $36,440,000 | 103 |
| 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 | $132,711,000 | 1,148 |
| U.S. Government securities | $77,469,000 | 1,288 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $77,469,000 | 1,254 |
| Securities issued by states & political subdivisions | $55,240,000 | 615 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,000 | 1,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,315,000 | 1,396 |
| Mortgage-backed securities | $13,827,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $13,827,000 | 2,230 |
| Issued or guaranteed by U.S. | $13,827,000 | 2,229 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $24,912,000 | 576 |
| Available-for-sale securities (fair market value) | $107,799,000 | 1,245 |
| Total debt securities | $132,709,000 | 1,132 |
| Structured notes | ||
| Amortized cost | $33,059,000 | 123 |
| Fair value | $33,216,000 | 121 |
| 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 | $123,388,000 | 1,233 |
| U.S. Government securities | $71,128,000 | 1,416 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $71,128,000 | 1,374 |
| Securities issued by states & political subdivisions | $52,258,000 | 643 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,949,000 | 1,521 |
| Mortgage-backed securities | $15,014,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $15,014,000 | 2,240 |
| Issued or guaranteed by U.S. | $15,014,000 | 2,239 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $25,103,000 | 574 |
| Available-for-sale securities (fair market value) | $98,285,000 | 1,373 |
| Total debt securities | $123,386,000 | 1,213 |
| Structured notes | ||
| Amortized cost | $24,572,000 | 182 |
| Fair value | $24,264,000 | 186 |
| 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 | $119,344,000 | 1,280 |
| U.S. Government securities | $67,398,000 | 1,522 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $67,398,000 | 1,482 |
| Securities issued by states & political subdivisions | $51,944,000 | 614 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,000 | 1,289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,586,000 | 1,541 |
| Mortgage-backed securities | $16,043,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $16,043,000 | 2,185 |
| Issued or guaranteed by U.S. | $16,043,000 | 2,184 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $25,264,000 | 565 |
| Available-for-sale securities (fair market value) | $94,080,000 | 1,417 |
| Total debt securities | $119,342,000 | 1,265 |
| Structured notes | ||
| Amortized cost | $31,823,000 | 142 |
| Fair value | $32,099,000 | 142 |
| 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 | $110,435,000 | 1,382 |
| U.S. Government securities | $61,972,000 | 1,663 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $61,972,000 | 1,619 |
| Securities issued by states & political subdivisions | $48,461,000 | 647 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,000 | 1,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,937,000 | 1,575 |
| Mortgage-backed securities | $15,389,000 | 2,919 |
| Certificates of participation in pools of residential mortgages | $15,389,000 | 2,242 |
| Issued or guaranteed by U.S. | $15,389,000 | 2,239 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $23,875,000 | 593 |
| Available-for-sale securities (fair market value) | $86,560,000 | 1,540 |
| Total debt securities | $110,435,000 | 1,369 |
| Structured notes | ||
| Amortized cost | $23,697,000 | 241 |
| Fair value | $23,879,000 | 241 |
| 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 | $106,992,000 | 1,374 |
| U.S. Government securities | $58,733,000 | 1,657 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $58,733,000 | 1,617 |
| Securities issued by states & political subdivisions | $48,257,000 | 629 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,413,000 | 1,291 |
| Mortgage-backed securities | $10,377,000 | 3,373 |
| Certificates of participation in pools of residential mortgages | $10,377,000 | 2,692 |
| Issued or guaranteed by U.S. | $10,377,000 | 2,691 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $21,044,000 | 654 |
| Available-for-sale securities (fair market value) | $85,948,000 | 1,497 |
| Total debt securities | $106,990,000 | 1,359 |
| Structured notes | ||
| Amortized cost | $24,207,000 | 218 |
| Fair value | $24,445,000 | 217 |
| 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 | $98,829,000 | 1,434 |
| U.S. Government securities | $51,022,000 | 1,812 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $51,022,000 | 1,766 |
| Securities issued by states & political subdivisions | $47,807,000 | 593 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,929,000 | 1,394 |
| Mortgage-backed securities | $2,456,000 | 4,763 |
| Certificates of participation in pools of residential mortgages | $2,456,000 | 4,248 |
| Issued or guaranteed by U.S. | $2,456,000 | 4,233 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $20,792,000 | 656 |
| Available-for-sale securities (fair market value) | $78,037,000 | 1,593 |
| Total debt securities | $98,829,000 | 1,417 |
| Structured notes | ||
| Amortized cost | $20,994,000 | 247 |
| Fair value | $21,255,000 | 246 |
| 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 | $107,805,000 | 1,331 |
| U.S. Government securities | $61,115,000 | 1,591 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $61,115,000 | 1,549 |
| Securities issued by states & political subdivisions | $46,690,000 | 574 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,012,000 | 1,452 |
| Mortgage-backed securities | $1,264,000 | 5,109 |
| Certificates of participation in pools of residential mortgages | $1,264,000 | 4,682 |
| Issued or guaranteed by U.S. | $1,264,000 | 4,674 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $19,464,000 | 687 |
| Available-for-sale securities (fair market value) | $88,341,000 | 1,415 |
| Total debt securities | $107,805,000 | 1,306 |
| Structured notes | ||
| Amortized cost | $28,994,000 | 207 |
| Fair value | $28,957,000 | 207 |
| 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 | $116,880,000 | 1,225 |
| U.S. Government securities | $71,317,000 | 1,375 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $71,317,000 | 1,321 |
| Securities issued by states & political subdivisions | $45,563,000 | 569 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,628,000 | 1,193 |
| Mortgage-backed securities | $1,456,000 | 5,013 |
| Certificates of participation in pools of residential mortgages | $1,456,000 | 4,573 |
| Issued or guaranteed by U.S. | $1,456,000 | 4,565 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $18,605,000 | 715 |
| Available-for-sale securities (fair market value) | $98,275,000 | 1,277 |
| Total debt securities | $116,880,000 | 1,213 |
| Structured notes | ||
| Amortized cost | $36,494,000 | 167 |
| Fair value | $36,118,000 | 167 |
| 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 | $115,989,000 | 1,179 |
| U.S. Government securities | $73,781,000 | 1,263 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $73,781,000 | 1,207 |
| Securities issued by states & political subdivisions | $42,208,000 | 592 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,861,000 | 1,066 |
| Mortgage-backed securities | $1,677,000 | 4,889 |
| Certificates of participation in pools of residential mortgages | $1,677,000 | 4,380 |
| Issued or guaranteed by U.S. | $1,677,000 | 4,375 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $16,836,000 | 767 |
| Available-for-sale securities (fair market value) | $99,153,000 | 1,203 |
| Total debt securities | $115,989,000 | 1,165 |
| Structured notes | ||
| Amortized cost | $37,494,000 | 147 |
| Fair value | $37,118,000 | 148 |
| 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 | $104,099,000 | 1,272 |
| U.S. Government securities | $62,446,000 | 1,432 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $62,446,000 | 1,374 |
| Securities issued by states & political subdivisions | $41,653,000 | 585 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,337,000 | 1,316 |
| Mortgage-backed securities | $1,918,000 | 4,831 |
| Certificates of participation in pools of residential mortgages | $1,918,000 | 4,267 |
| Issued or guaranteed by U.S. | $1,918,000 | 4,260 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $14,911,000 | 847 |
| Available-for-sale securities (fair market value) | $89,188,000 | 1,305 |
| Total debt securities | $104,099,000 | 1,247 |
| Structured notes | ||
| Amortized cost | $24,000,000 | 218 |
| Fair value | $24,264,000 | 217 |
| 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 | $96,321,000 | 1,370 |
| U.S. Government securities | $58,996,000 | 1,519 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $58,996,000 | 1,465 |
| Securities issued by states & political subdivisions | $37,325,000 | 636 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,636,000 | 1,342 |
| Mortgage-backed securities | $2,213,000 | 4,753 |
| Certificates of participation in pools of residential mortgages | $2,213,000 | 4,213 |
| Issued or guaranteed by U.S. | $2,213,000 | 4,204 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $11,089,000 | 1,014 |
| Available-for-sale securities (fair market value) | $85,232,000 | 1,347 |
| Total debt securities | $96,321,000 | 1,349 |
| Structured notes | ||
| Amortized cost | $20,498,000 | 318 |
| Fair value | $20,624,000 | 318 |
| 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 | $98,123,000 | 1,331 |
| U.S. Government securities | $62,321,000 | 1,466 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $62,321,000 | 1,415 |
| Securities issued by states & political subdivisions | $35,802,000 | 654 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,880,000 | 1,430 |
| Mortgage-backed securities | $2,453,000 | 4,761 |
| Certificates of participation in pools of residential mortgages | $2,453,000 | 4,240 |
| Issued or guaranteed by U.S. | $2,453,000 | 4,234 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $10,299,000 | 1,076 |
| Available-for-sale securities (fair market value) | $87,824,000 | 1,314 |
| Total debt securities | $98,123,000 | 1,313 |
| Structured notes | ||
| Amortized cost | $22,499,000 | 227 |
| Fair value | $22,575,000 | 227 |
| 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 | $96,378,000 | 1,347 |
| U.S. Government securities | $60,607,000 | 1,469 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $60,607,000 | 1,424 |
| Securities issued by states & political subdivisions | $35,771,000 | 650 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,304,000 | 1,331 |
| Mortgage-backed securities | $2,921,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $2,921,000 | 4,162 |
| Issued or guaranteed by U.S. | $2,921,000 | 4,155 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $10,981,000 | 1,040 |
| Available-for-sale securities (fair market value) | $85,397,000 | 1,323 |
| Total debt securities | $96,378,000 | 1,319 |
| Structured notes | ||
| Amortized cost | $20,999,000 | 164 |
| Fair value | $20,841,000 | 164 |
| 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 | $80,593,000 | 1,585 |
| U.S. Government securities | $46,643,000 | 1,830 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $46,643,000 | 1,770 |
| Securities issued by states & political subdivisions | $33,950,000 | 697 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,169,000 | 1,509 |
| Mortgage-backed securities | $3,386,000 | 4,651 |
| Certificates of participation in pools of residential mortgages | $3,386,000 | 4,086 |
| Issued or guaranteed by U.S. | $3,386,000 | 4,078 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $10,509,000 | 1,100 |
| Available-for-sale securities (fair market value) | $70,084,000 | 1,569 |
| Total debt securities | $80,593,000 | 1,561 |
| Structured notes | ||
| Amortized cost | $10,500,000 | 236 |
| Fair value | $10,503,000 | 237 |
| 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 | $83,405,000 | 1,500 |
| U.S. Government securities | $52,414,000 | 1,610 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $52,414,000 | 1,571 |
| Securities issued by states & political subdivisions | $30,991,000 | 735 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,068,000 | 1,567 |
| Mortgage-backed securities | $3,760,000 | 4,581 |
| Certificates of participation in pools of residential mortgages | $3,760,000 | 4,028 |
| Issued or guaranteed by U.S. | $3,760,000 | 4,015 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $10,604,000 | 1,118 |
| Available-for-sale securities (fair market value) | $72,801,000 | 1,480 |
| Total debt securities | $83,405,000 | 1,476 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 330 |
| Fair value | $4,959,000 | 351 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $70,434,000 | 1,737 |
| U.S. Government securities | $44,039,000 | 1,911 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $44,039,000 | 1,868 |
| Securities issued by states & political subdivisions | $26,395,000 | 835 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,334,000 | 1,554 |
| Mortgage-backed securities | $4,261,000 | 4,547 |
| Certificates of participation in pools of residential mortgages | $4,261,000 | 3,975 |
| Issued or guaranteed by U.S. | $4,261,000 | 3,963 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,625,000 | 1,180 |
| Available-for-sale securities (fair market value) | $60,809,000 | 1,732 |
| Total debt securities | $70,434,000 | 1,714 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 435 |
| Fair value | $3,000,000 | 422 |
| 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 | $65,625,000 | 1,813 |
| U.S. Government securities | $39,968,000 | 2,089 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $39,968,000 | 2,041 |
| Securities issued by states & political subdivisions | $25,657,000 | 833 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,545,000 | 1,400 |
| Mortgage-backed securities | $4,822,000 | 4,344 |
| Certificates of participation in pools of residential mortgages | $4,822,000 | 3,785 |
| Issued or guaranteed by U.S. | $4,822,000 | 3,771 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,946,000 | 1,165 |
| Available-for-sale securities (fair market value) | $55,679,000 | 1,851 |
| Total debt securities | $65,625,000 | 1,797 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 472 |
| Fair value | $3,011,000 | 456 |
| 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 | $65,026,000 | 1,784 |
| U.S. Government securities | $40,171,000 | 2,009 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $40,171,000 | 1,966 |
| Securities issued by states & political subdivisions | $24,855,000 | 852 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,881,000 | 1,390 |
| Mortgage-backed securities | $5,650,000 | 4,042 |
| Certificates of participation in pools of residential mortgages | $5,650,000 | 3,465 |
| Issued or guaranteed by U.S. | $5,650,000 | 3,450 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,416,000 | 1,127 |
| Available-for-sale securities (fair market value) | $54,610,000 | 1,838 |
| Total debt securities | $65,026,000 | 1,769 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 465 |
| Fair value | $2,941,000 | 465 |
| 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 | $65,578,000 | 1,816 |
| U.S. Government securities | $41,457,000 | 1,993 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $41,457,000 | 1,950 |
| Securities issued by states & political subdivisions | $24,121,000 | 907 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,323,000 | 1,402 |
| Mortgage-backed securities | $5,174,000 | 4,164 |
| Certificates of participation in pools of residential mortgages | $5,174,000 | 3,595 |
| Issued or guaranteed by U.S. | $5,174,000 | 3,580 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,522,000 | 1,100 |
| Available-for-sale securities (fair market value) | $55,056,000 | 1,876 |
| Total debt securities | $65,578,000 | 1,791 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 498 |
| Fair value | $2,928,000 | 507 |
| 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 | $69,488,000 | 1,702 |
| U.S. Government securities | $45,368,000 | 1,819 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $45,368,000 | 1,783 |
| Securities issued by states & political subdivisions | $24,120,000 | 896 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,864,000 | 1,315 |
| Mortgage-backed securities | $6,054,000 | 3,865 |
| Certificates of participation in pools of residential mortgages | $6,054,000 | 3,259 |
| Issued or guaranteed by U.S. | $6,054,000 | 3,243 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,848,000 | 1,092 |
| Available-for-sale securities (fair market value) | $58,640,000 | 1,756 |
| Total debt securities | $69,488,000 | 1,660 |
| Structured notes | ||
| Amortized cost | $3,497,000 | 448 |
| Fair value | $3,528,000 | 439 |
| 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 | $61,397,000 | 1,906 |
| U.S. Government securities | $37,366,000 | 2,179 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $37,366,000 | 2,141 |
| Securities issued by states & political subdivisions | $24,031,000 | 871 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,091,000 | 1,364 |
| Mortgage-backed securities | $4,593,000 | 3,950 |
| Certificates of participation in pools of residential mortgages | $4,542,000 | 3,364 |
| Issued or guaranteed by U.S. | $4,542,000 | 3,349 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $51,000 | 3,472 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 3,152 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,280,000 | 1,125 |
| Available-for-sale securities (fair market value) | $50,117,000 | 1,996 |
| Total debt securities | $61,397,000 | 1,859 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,058 |
| Fair value | $510,000 | 1,951 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $62,275,000 | 1,862 |
| U.S. Government securities | $37,049,000 | 2,218 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $37,049,000 | 2,169 |
| Securities issued by states & political subdivisions | $25,226,000 | 793 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,979,000 | 1,370 |
| Mortgage-backed securities | $2,042,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $1,968,000 | 4,216 |
| Issued or guaranteed by U.S. | $1,968,000 | 4,204 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $74,000 | 3,391 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,063 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,499,000 | 1,104 |
| Available-for-sale securities (fair market value) | $49,776,000 | 1,993 |
| Total debt securities | $62,275,000 | 1,823 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $1,004,000 | 1,708 |
| 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 | $60,532,000 | 1,895 |
| U.S. Government securities | $35,327,000 | 2,321 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $35,327,000 | 2,257 |
| Securities issued by states & political subdivisions | $25,205,000 | 789 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,124,000 | 1,340 |
| Mortgage-backed securities | $2,172,000 | 4,639 |
| Certificates of participation in pools of residential mortgages | $2,027,000 | 4,150 |
| Issued or guaranteed by U.S. | $2,027,000 | 4,137 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $145,000 | 3,257 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 2,940 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,778,000 | 1,100 |
| Available-for-sale securities (fair market value) | $47,754,000 | 2,062 |
| Total debt securities | $60,532,000 | 1,854 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,773 |
| Fair value | $994,000 | 1,845 |
| 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 | $62,533,000 | 1,873 |
| U.S. Government securities | $37,985,000 | 2,206 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $37,985,000 | 2,142 |
| Securities issued by states & political subdivisions | $24,548,000 | 814 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,057,000 | 1,566 |
| Mortgage-backed securities | $1,872,000 | 4,781 |
| Certificates of participation in pools of residential mortgages | $1,581,000 | 4,423 |
| Issued or guaranteed by U.S. | $1,581,000 | 4,406 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $291,000 | 3,090 |
| CMOs issued by government agencies or sponsored agencies | $291,000 | 2,792 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,053,000 | 1,100 |
| Available-for-sale securities (fair market value) | $49,480,000 | 2,013 |
| Total debt securities | $62,533,000 | 1,837 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 1,845 |
| Fair value | $996,000 | 1,911 |
| 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 | $58,966,000 | 1,999 |
| U.S. Government securities | $37,075,000 | 2,306 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $37,075,000 | 2,243 |
| Securities issued by states & political subdivisions | $21,891,000 | 921 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,508,000 | 1,420 |
| Mortgage-backed securities | $1,055,000 | 5,251 |
| Certificates of participation in pools of residential mortgages | $627,000 | 5,147 |
| Issued or guaranteed by U.S. | $627,000 | 5,128 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $428,000 | 2,941 |
| CMOs issued by government agencies or sponsored agencies | $428,000 | 2,664 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,786,000 | 1,193 |
| Available-for-sale securities (fair market value) | $47,180,000 | 2,119 |
| Total debt securities | $58,966,000 | 1,963 |
| Structured notes | ||
| Amortized cost | $1,505,000 | 1,697 |
| Fair value | $1,487,000 | 1,726 |
| 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 | $61,094,000 | 1,957 |
| U.S. Government securities | $39,111,000 | 2,206 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $39,111,000 | 2,145 |
| Securities issued by states & political subdivisions | $21,983,000 | 915 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,495,000 | 1,666 |
| Mortgage-backed securities | $1,238,000 | 5,125 |
| Certificates of participation in pools of residential mortgages | $646,000 | 5,141 |
| Issued or guaranteed by U.S. | $646,000 | 5,117 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $592,000 | 2,759 |
| CMOs issued by government agencies or sponsored agencies | $592,000 | 2,483 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,791,000 | 1,237 |
| Available-for-sale securities (fair market value) | $49,303,000 | 2,048 |
| Total debt securities | $61,094,000 | 1,918 |
| Structured notes | ||
| Amortized cost | $4,436,000 | 889 |
| Fair value | $4,401,000 | 885 |
| 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 | $64,457,000 | 1,867 |
| U.S. Government securities | $42,427,000 | 2,060 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $42,427,000 | 1,991 |
| Securities issued by states & political subdivisions | $22,030,000 | 890 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,795,000 | 1,676 |
| Mortgage-backed securities | $1,448,000 | 5,027 |
| Certificates of participation in pools of residential mortgages | $678,000 | 5,146 |
| Issued or guaranteed by U.S. | $678,000 | 5,124 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $770,000 | 2,637 |
| CMOs issued by government agencies or sponsored agencies | $770,000 | 2,359 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,896,000 | 1,233 |
| Available-for-sale securities (fair market value) | $52,561,000 | 1,906 |
| Total debt securities | $64,457,000 | 1,830 |
| Structured notes | ||
| Amortized cost | $4,437,000 | 957 |
| Fair value | $4,342,000 | 950 |
| 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 | $67,960,000 | 1,789 |
| U.S. Government securities | $45,549,000 | 1,959 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $45,549,000 | 1,895 |
| Securities issued by states & political subdivisions | $22,411,000 | 856 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,928,000 | 1,674 |
| Mortgage-backed securities | $1,806,000 | 4,866 |
| Certificates of participation in pools of residential mortgages | $762,000 | 5,097 |
| Issued or guaranteed by U.S. | $762,000 | 5,077 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,044,000 | 2,448 |
| CMOs issued by government agencies or sponsored agencies | $1,044,000 | 2,169 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,151,000 | 1,250 |
| Available-for-sale securities (fair market value) | $55,809,000 | 1,817 |
| Total debt securities | $67,959,000 | 1,753 |
| Structured notes | ||
| Amortized cost | $4,937,000 | 908 |
| Fair value | $4,853,000 | 890 |
| 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 | $69,869,000 | 1,737 |
| U.S. Government securities | $45,923,000 | 1,951 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $45,923,000 | 1,880 |
| Securities issued by states & political subdivisions | $23,946,000 | 792 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,709,000 | 1,685 |
| Mortgage-backed securities | $2,184,000 | 4,700 |
| Certificates of participation in pools of residential mortgages | $859,000 | 5,045 |
| Issued or guaranteed by U.S. | $859,000 | 5,026 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,325,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $1,325,000 | 2,056 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,107,000 | 1,228 |
| Available-for-sale securities (fair market value) | $56,762,000 | 1,797 |
| Total debt securities | $69,869,000 | 1,699 |
| Structured notes | ||
| Amortized cost | $5,438,000 | 814 |
| Fair value | $5,345,000 | 812 |
| 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 | $71,450,000 | 1,692 |
| U.S. Government securities | $45,841,000 | 1,941 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $45,841,000 | 1,876 |
| Securities issued by states & political subdivisions | $25,609,000 | 729 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,797,000 | 1,683 |
| Mortgage-backed securities | $2,764,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $904,000 | 5,044 |
| Issued or guaranteed by U.S. | $904,000 | 5,025 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,860,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $1,860,000 | 1,875 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,116,000 | 1,234 |
| Available-for-sale securities (fair market value) | $58,334,000 | 1,718 |
| Total debt securities | $71,450,000 | 1,653 |
| Structured notes | ||
| Amortized cost | $5,439,000 | 802 |
| Fair value | $5,362,000 | 805 |
| 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 | $80,710,000 | 1,521 |
| U.S. Government securities | $53,996,000 | 1,674 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $53,996,000 | 1,604 |
| Securities issued by states & political subdivisions | $26,714,000 | 683 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,187,000 | 1,597 |
| Mortgage-backed securities | $5,477,000 | 3,673 |
| Certificates of participation in pools of residential mortgages | $2,595,000 | 4,052 |
| Issued or guaranteed by U.S. | $2,595,000 | 4,038 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,882,000 | 1,887 |
| CMOs issued by government agencies or sponsored agencies | $2,882,000 | 1,663 |
| 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) | $14,026,000 | 1,199 |
| Available-for-sale securities (fair market value) | $66,684,000 | 1,538 |
| Total debt securities | $80,710,000 | 1,484 |
| Structured notes | ||
| Amortized cost | $6,942,000 | 628 |
| Fair value | $6,885,000 | 628 |
| 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 | $82,861,000 | 1,515 |
| U.S. Government securities | $58,356,000 | 1,588 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $58,356,000 | 1,522 |
| Securities issued by states & political subdivisions | $24,505,000 | 759 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,806,000 | 1,756 |
| Mortgage-backed securities | $6,315,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $2,909,000 | 4,007 |
| Issued or guaranteed by U.S. | $2,909,000 | 3,997 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,406,000 | 1,814 |
| CMOs issued by government agencies or sponsored agencies | $3,406,000 | 1,593 |
| 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) | $14,354,000 | 1,194 |
| Available-for-sale securities (fair market value) | $68,507,000 | 1,526 |
| Total debt securities | $82,861,000 | 1,476 |
| Structured notes | ||
| Amortized cost | $6,945,000 | 632 |
| Fair value | $6,829,000 | 626 |
| 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 | $83,146,000 | 1,528 |
| U.S. Government securities | $58,874,000 | 1,573 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $58,874,000 | 1,512 |
| Securities issued by states & political subdivisions | $24,272,000 | 789 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,508,000 | 1,591 |
| Mortgage-backed securities | $7,835,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $4,063,000 | 3,609 |
| Issued or guaranteed by U.S. | $4,063,000 | 3,601 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,772,000 | 1,756 |
| CMOs issued by government agencies or sponsored agencies | $3,772,000 | 1,555 |
| 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) | $15,072,000 | 1,146 |
| Available-for-sale securities (fair market value) | $68,074,000 | 1,550 |
| Total debt securities | $83,146,000 | 1,483 |
| Structured notes | ||
| Amortized cost | $7,451,000 | 558 |
| Fair value | $7,402,000 | 555 |
| 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 | $83,914,000 | 1,516 |
| U.S. Government securities | $59,356,000 | 1,567 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $59,356,000 | 1,513 |
| Securities issued by states & political subdivisions | $24,558,000 | 776 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,273,000 | 1,660 |
| Mortgage-backed securities | $8,988,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | $4,576,000 | 3,461 |
| Issued or guaranteed by U.S. | $4,576,000 | 3,455 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,412,000 | 1,614 |
| CMOs issued by government agencies or sponsored agencies | $4,412,000 | 1,436 |
| 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) | $15,188,000 | 1,137 |
| Available-for-sale securities (fair market value) | $68,726,000 | 1,516 |
| Total debt securities | $83,914,000 | 1,473 |
| Structured notes | ||
| Amortized cost | $7,360,000 | 576 |
| Fair value | $7,343,000 | 576 |
| 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 | $85,551,000 | 1,511 |
| U.S. Government securities | $62,345,000 | 1,514 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $62,345,000 | 1,454 |
| Securities issued by states & political subdivisions | $23,206,000 | 803 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,608,000 | 1,586 |
| Mortgage-backed securities | $10,592,000 | 2,897 |
| Certificates of participation in pools of residential mortgages | $5,377,000 | 3,296 |
| Issued or guaranteed by U.S. | $5,377,000 | 3,288 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,215,000 | 1,540 |
| CMOs issued by government agencies or sponsored agencies | $5,215,000 | 1,366 |
| 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) | $13,948,000 | 1,223 |
| Available-for-sale securities (fair market value) | $71,603,000 | 1,488 |
| Total debt securities | $85,551,000 | 1,468 |
| Structured notes | ||
| Amortized cost | $7,366,000 | 584 |
| Fair value | $7,223,000 | 578 |
| 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 | $87,410,000 | 1,494 |
| U.S. Government securities | $66,672,000 | 1,404 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $66,672,000 | 1,353 |
| Securities issued by states & political subdivisions | $20,738,000 | 928 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,568,000 | 1,634 |
| Mortgage-backed securities | $13,220,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $6,404,000 | 3,060 |
| Issued or guaranteed by U.S. | $6,404,000 | 3,050 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,816,000 | 1,392 |
| CMOs issued by government agencies or sponsored agencies | $6,816,000 | 1,232 |
| 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) | $12,962,000 | 1,256 |
| Available-for-sale securities (fair market value) | $74,448,000 | 1,462 |
| Total debt securities | $87,410,000 | 1,452 |
| Structured notes | ||
| Amortized cost | $6,373,000 | 580 |
| Fair value | $6,419,000 | 578 |
| 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 | $86,744,000 | 1,536 |
| U.S. Government securities | $67,250,000 | 1,458 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $67,250,000 | 1,400 |
| Securities issued by states & political subdivisions | $19,494,000 | 995 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,637,000 | 1,546 |
| Mortgage-backed securities | $15,508,000 | 2,363 |
| Certificates of participation in pools of residential mortgages | $7,471,000 | 2,871 |
| Issued or guaranteed by U.S. | $7,471,000 | 2,857 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,037,000 | 1,266 |
| CMOs issued by government agencies or sponsored agencies | $8,037,000 | 1,175 |
| 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) | $13,026,000 | 1,250 |
| Available-for-sale securities (fair market value) | $73,718,000 | 1,516 |
| Total debt securities | $86,744,000 | 1,489 |
| Structured notes | ||
| Amortized cost | $4,432,000 | 708 |
| Fair value | $4,436,000 | 700 |
| 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 | $78,471,000 | 1,666 |
| U.S. Government securities | $60,745,000 | 1,555 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $60,745,000 | 1,494 |
| Securities issued by states & political subdivisions | $17,726,000 | 1,095 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,375,000 | 1,602 |
| Mortgage-backed securities | $15,463,000 | 2,361 |
| Certificates of participation in pools of residential mortgages | $7,113,000 | 2,907 |
| Issued or guaranteed by U.S. | $7,113,000 | 2,894 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,350,000 | 1,246 |
| CMOs issued by government agencies or sponsored agencies | $8,350,000 | 1,157 |
| 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) | $11,827,000 | 1,321 |
| Available-for-sale securities (fair market value) | $66,644,000 | 1,613 |
| Total debt securities | $78,471,000 | 1,612 |
| Structured notes | ||
| Amortized cost | $2,421,000 | 940 |
| Fair value | $2,430,000 | 936 |
| 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 | $83,850,000 | 1,505 |
| U.S. Government securities | $65,995,000 | 1,389 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $65,995,000 | 1,335 |
| Securities issued by states & political subdivisions | $17,855,000 | 1,073 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,667,000 | 1,553 |
| Mortgage-backed securities | $20,231,000 | 2,040 |
| Certificates of participation in pools of residential mortgages | $9,907,000 | 2,422 |
| Issued or guaranteed by U.S. | $9,907,000 | 2,409 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $10,324,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $10,324,000 | 1,116 |
| 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) | $11,645,000 | 1,315 |
| Available-for-sale securities (fair market value) | $72,205,000 | 1,475 |
| Total debt securities | $83,850,000 | 1,459 |
| Structured notes | ||
| Amortized cost | $1,924,000 | 952 |
| Fair value | $1,963,000 | 948 |
| 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 | $84,519,000 | 1,483 |
| U.S. Government securities | $68,520,000 | 1,333 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $68,520,000 | 1,274 |
| Securities issued by states & political subdivisions | $15,999,000 | 1,132 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,562,000 | 1,605 |
| Mortgage-backed securities | $23,185,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $11,880,000 | 2,139 |
| Issued or guaranteed by U.S. | $11,880,000 | 2,131 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $11,305,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $11,305,000 | 1,086 |
| 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) | $9,776,000 | 1,487 |
| Available-for-sale securities (fair market value) | $74,743,000 | 1,403 |
| Total debt securities | $84,519,000 | 1,444 |
| Structured notes | ||
| Amortized cost | $1,403,000 | 817 |
| Fair value | $1,429,000 | 815 |
| 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 | $86,659,000 | 1,424 |
| U.S. Government securities | $70,973,000 | 1,265 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $70,973,000 | 1,196 |
| Securities issued by states & political subdivisions | $15,686,000 | 1,144 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,533,000 | 1,662 |
| Mortgage-backed securities | $24,248,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $14,816,000 | 1,805 |
| Issued or guaranteed by U.S. | $14,816,000 | 1,795 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,432,000 | 1,316 |
| CMOs issued by government agencies or sponsored agencies | $9,432,000 | 1,216 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,574,000 | 1,537 |
| Available-for-sale securities (fair market value) | $77,085,000 | 1,343 |
| Total debt securities | $86,659,000 | 1,373 |
| Structured notes | ||
| Amortized cost | $903,000 | 999 |
| Fair value | $933,000 | 998 |
| 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 | $86,665,000 | 1,314 |
| U.S. Government securities | $70,695,000 | 1,140 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $70,695,000 | 1,079 |
| Securities issued by states & political subdivisions | $15,970,000 | 1,064 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,401,000 | 1,575 |
| Mortgage-backed securities | $16,844,000 | 2,089 |
| Certificates of participation in pools of residential mortgages | $14,363,000 | 1,656 |
| Issued or guaranteed by U.S. | $14,363,000 | 1,646 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,481,000 | 2,535 |
| CMOs issued by government agencies or sponsored agencies | $2,481,000 | 2,376 |
| 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) | $9,598,000 | 1,596 |
| Available-for-sale securities (fair market value) | $77,067,000 | 1,219 |
| Total debt securities | $86,665,000 | 1,280 |
| 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 | $68,922,000 | 1,586 |
| U.S. Government securities | $50,930,000 | 1,566 |
| U.S. Treasury securities | $1,499,000 | 2,298 |
| U.S. Government agency obligations | $49,431,000 | 1,494 |
| Securities issued by states & political subdivisions | $17,382,000 | 921 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $610,000 | 3,405 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,263,000 | 1,904 |
| Mortgage-backed securities | $834,000 | 5,706 |
| Certificates of participation in pools of residential mortgages | $805,000 | 5,009 |
| Issued or guaranteed by U.S. | $805,000 | 4,994 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $29,000 | 4,107 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,901 |
| 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) | $10,794,000 | 1,822 |
| Available-for-sale securities (fair market value) | $58,128,000 | 1,465 |
| Total debt securities | $68,312,000 | 1,518 |
| 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 | $24,399,000 | 4,210 |
| U.S. Government securities | $17,702,000 | 4,240 |
| U.S. Treasury securities | $1,003,000 | 3,549 |
| U.S. Government agency obligations | $16,699,000 | 3,999 |
| Securities issued by states & political subdivisions | $6,661,000 | 2,390 |
| 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 | $36,000 | 7,494 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,845,000 | 3,971 |
| Mortgage-backed securities | $2,095,000 | 5,020 |
| Certificates of participation in pools of residential mortgages | $580,000 | 5,617 |
| Issued or guaranteed by U.S. | $580,000 | 5,604 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,515,000 | 2,677 |
| CMOs issued by government agencies or sponsored agencies | $1,515,000 | 2,537 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $24,399,000 | 3,339 |
| Total debt securities | $24,363,000 | 4,101 |
| 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 | $29,918,000 | 3,647 |
| U.S. Government securities | $22,374,000 | 3,603 |
| U.S. Treasury securities | $2,057,000 | 3,759 |
| U.S. Government agency obligations | $20,317,000 | 3,280 |
| Securities issued by states & political subdivisions | $7,508,000 | 2,200 |
| 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 | $36,000 | 7,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,786,000 | 3,624 |
| Mortgage-backed securities | $3,243,000 | 4,607 |
| Certificates of participation in pools of residential mortgages | $1,033,000 | 5,228 |
| Issued or guaranteed by U.S. | $1,033,000 | 5,210 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,210,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $2,210,000 | 2,411 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $29,918,000 | 2,811 |
| Total debt securities | $29,882,000 | 3,539 |
| 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 | $33,452,000 | 3,307 |
| U.S. Government securities | $26,094,000 | 3,315 |
| U.S. Treasury securities | $5,561,000 | 2,924 |
| U.S. Government agency obligations | $20,533,000 | 3,153 |
| Securities issued by states & political subdivisions | $7,322,000 | 2,013 |
| 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 | $36,000 | 7,278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,444,000 | 3,908 |
| Mortgage-backed securities | $3,090,000 | 4,726 |
| Certificates of participation in pools of residential mortgages | $1,206,000 | 5,125 |
| Issued or guaranteed by U.S. | $1,206,000 | 5,107 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,884,000 | 2,783 |
| CMOs issued by government agencies or sponsored agencies | $1,884,000 | 2,672 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $33,452,000 | 2,379 |
| Total debt securities | $33,416,000 | 3,237 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $38,286,000 | 3,160 |
| U.S. Government securities | $30,322,000 | 3,172 |
| U.S. Treasury securities | $7,537,000 | 2,809 |
| U.S. Government agency obligations | $22,785,000 | 3,018 |
| Securities issued by states & political subdivisions | $7,928,000 | 1,861 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $36,000 | 7,349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,647,000 | 4,298 |
| Mortgage-backed securities | $3,202,000 | 5,100 |
| Certificates of participation in pools of residential mortgages | $1,453,000 | 5,253 |
| Issued or guaranteed by U.S. | $1,453,000 | 5,237 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,749,000 | 3,245 |
| CMOs issued by government agencies or sponsored agencies | $1,749,000 | 3,112 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $38,286,000 | 2,158 |
| Total debt securities | $38,250,000 | 3,063 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $500,000 | 2,501 |
| 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 | $42,217,000 | 2,985 |
| U.S. Government securities | $34,308,000 | 2,933 |
| U.S. Treasury securities | $10,603,000 | 2,539 |
| U.S. Government agency obligations | $23,705,000 | 2,878 |
| Securities issued by states & political subdivisions | $7,873,000 | 1,870 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $36,000 | 7,341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,696,000 | 4,344 |
| Mortgage-backed securities | $1,417,000 | 6,816 |
| Certificates of participation in pools of residential mortgages | $698,000 | 6,607 |
| Issued or guaranteed by U.S. | $698,000 | 6,575 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $719,000 | 4,587 |
| CMOs issued by government agencies or sponsored agencies | $719,000 | 4,420 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $42,217,000 | 2,005 |
| Total debt securities | $42,181,000 | 2,916 |
| Structured notes | ||
| Amortized cost | $501,000 | 3,394 |
| Fair value | $500,000 | 3,443 |
| 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 | $40,511,000 | 3,249 |
| U.S. Government securities | $33,095,000 | 3,157 |
| U.S. Treasury securities | $14,274,000 | 2,460 |
| U.S. Government agency obligations | $18,821,000 | 3,348 |
| Securities issued by states & political subdivisions | $7,380,000 | 2,062 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $36,000 | 7,308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,337,000 | 5,128 |
| Mortgage-backed securities | $2,444,000 | 6,271 |
| Certificates of participation in pools of residential mortgages | $780,000 | 6,802 |
| Issued or guaranteed by U.S. | $780,000 | 6,777 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,664,000 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $1,664,000 | 3,738 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,267,000 | 3,862 |
| Available-for-sale securities (fair market value) | $23,244,000 | 2,448 |
| Total debt securities | $40,475,000 | 3,187 |
| 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 | $39,043,000 | 3,550 |
| U.S. Government securities | $31,236,000 | 3,462 |
| U.S. Treasury securities | $10,503,000 | 3,367 |
| U.S. Government agency obligations | $20,733,000 | 3,206 |
| Securities issued by states & political subdivisions | $7,771,000 | 1,992 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $36,000 | 7,156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,325,000 | 5,016 |
| Mortgage-backed securities | $2,812,000 | 6,569 |
| Certificates of participation in pools of residential mortgages | $1,029,000 | 7,028 |
| Issued or guaranteed by U.S. | $1,029,000 | 6,978 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,783,000 | 4,234 |
| CMOs issued by government agencies or sponsored agencies | $1,783,000 | 4,046 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $39,007,000 | 3,483 |
| 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 | $43,546,000 | 3,124 |
| U.S. Government securities | $36,361,000 | 2,961 |
| U.S. Treasury securities | $12,030,000 | 3,028 |
| U.S. Government agency obligations | $24,331,000 | 2,741 |
| Securities issued by states & political subdivisions | $7,149,000 | 1,954 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $36,000 | 6,874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,698,000 | 3,659 |
| Mortgage-backed securities | $839,000 | 9,193 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $839,000 | 5,330 |
| CMOs issued by government agencies or sponsored agencies | $839,000 | 4,939 |
| 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 | $43,510,000 | 3,053 |
| 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 |