Home > First Southern National Bank > Securities
First Southern National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $287,316,000 | 708 |
| U.S. Government securities | $274,678,000 | 511 |
| U.S. Treasury securities | $268,370,000 | 114 |
| U.S. Government agency obligations | $6,308,000 | 3,560 |
| Securities issued by states & political subdivisions | $704,000 | 3,598 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,991,000 | 691 |
| Mortgage-backed securities | $2,895,000 | 3,240 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,718,000 | 2,901 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $177,000 | 2,506 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $275,382,000 | 621 |
| Total debt securities | $275,382,000 | 728 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $289,570,000 | 708 |
| U.S. Government securities | $277,789,000 | 511 |
| U.S. Treasury securities | $269,346,000 | 118 |
| U.S. Government agency obligations | $8,443,000 | 3,368 |
| Securities issued by states & political subdivisions | $693,000 | 3,637 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,758,000 | 895 |
| Mortgage-backed securities | $3,040,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,835,000 | 2,887 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 2,482 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $278,482,000 | 609 |
| Total debt securities | $278,482,000 | 717 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $303,180,000 | 694 |
| U.S. Government securities | $291,069,000 | 495 |
| U.S. Treasury securities | $282,288,000 | 114 |
| U.S. Government agency obligations | $8,781,000 | 3,383 |
| Securities issued by states & political subdivisions | $700,000 | 3,675 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,848,000 | 899 |
| Mortgage-backed securities | $3,310,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,072,000 | 2,876 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $238,000 | 2,460 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $291,769,000 | 597 |
| Total debt securities | $291,769,000 | 705 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $319,282,000 | 690 |
| U.S. Government securities | $306,175,000 | 491 |
| U.S. Treasury securities | $296,969,000 | 109 |
| U.S. Government agency obligations | $9,206,000 | 3,369 |
| Securities issued by states & political subdivisions | $1,041,000 | 3,652 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,540,000 | 839 |
| Mortgage-backed securities | $3,601,000 | 3,240 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,324,000 | 2,882 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 2,481 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $307,216,000 | 605 |
| Total debt securities | $307,216,000 | 701 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $325,473,000 | 688 |
| U.S. Government securities | $312,510,000 | 485 |
| U.S. Treasury securities | $302,843,000 | 121 |
| U.S. Government agency obligations | $9,667,000 | 3,338 |
| Securities issued by states & political subdivisions | $1,038,000 | 3,682 |
| Other domestic debt securities | $3,000 | 2,456 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $3,000 | 698 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,178,000 | 698 |
| Mortgage-backed securities | $4,011,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,516,000 | 2,872 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $317,000 | 2,476 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $178,000 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $313,551,000 | 602 |
| Total debt securities | $313,551,000 | 699 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $330,776,000 | 684 |
| U.S. Government securities | $319,028,000 | 478 |
| U.S. Treasury securities | $308,698,000 | 118 |
| U.S. Government agency obligations | $10,330,000 | 3,286 |
| Securities issued by states & political subdivisions | $2,029,000 | 3,529 |
| Other domestic debt securities | $112,000 | 2,362 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $112,000 | 505 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,942,000 | 797 |
| Mortgage-backed securities | $4,555,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,727,000 | 2,860 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $365,000 | 2,476 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $463,000 | 1,403 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $321,169,000 | 595 |
| Total debt securities | $321,168,000 | 697 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $337,133,000 | 682 |
| U.S. Government securities | $325,346,000 | 494 |
| U.S. Treasury securities | $312,999,000 | 117 |
| U.S. Government agency obligations | $12,347,000 | 3,179 |
| Securities issued by states & political subdivisions | $2,053,000 | 3,572 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,696,000 | 760 |
| Mortgage-backed securities | $6,257,000 | 3,057 |
| Certificates of participation in pools of residential mortgages | $4,191,000 | 2,901 |
| Issued or guaranteed by U.S. | $4,191,000 | 2,818 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $425,000 | 2,546 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 2,474 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,641,000 | 1,590 |
| Commercial mortgage pass-through securities | $1,377,000 | 1,135 |
| Other commercial mortgage-backed securities | $264,000 | 1,408 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $327,399,000 | 606 |
| Total debt securities | $327,399,000 | 694 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $347,879,000 | 664 |
| U.S. Government securities | $333,541,000 | 484 |
| U.S. Treasury securities | $317,653,000 | 110 |
| U.S. Government agency obligations | $15,888,000 | 2,925 |
| Securities issued by states & political subdivisions | $2,516,000 | 3,496 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,614,000 | 699 |
| Mortgage-backed securities | $7,512,000 | 2,961 |
| Certificates of participation in pools of residential mortgages | $4,569,000 | 2,865 |
| Issued or guaranteed by U.S. | $4,569,000 | 2,786 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $495,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 2,437 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,448,000 | 1,443 |
| Commercial mortgage pass-through securities | $1,827,000 | 1,058 |
| Other commercial mortgage-backed securities | $621,000 | 1,298 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $336,057,000 | 599 |
| Total debt securities | $336,057,000 | 673 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $283,762,000 | 763 |
| U.S. Government securities | $269,127,000 | 541 |
| U.S. Treasury securities | $248,430,000 | 90 |
| U.S. Government agency obligations | $20,697,000 | 2,633 |
| Securities issued by states & political subdivisions | $3,569,000 | 3,366 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,261,000 | 604 |
| Mortgage-backed securities | $8,859,000 | 2,851 |
| Certificates of participation in pools of residential mortgages | $5,194,000 | 2,771 |
| Issued or guaranteed by U.S. | $5,194,000 | 2,684 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $588,000 | 2,450 |
| CMOs issued by government agencies or sponsored agencies | $588,000 | 2,394 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,077,000 | 1,343 |
| Commercial mortgage pass-through securities | $2,067,000 | 997 |
| Other commercial mortgage-backed securities | $1,010,000 | 1,175 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $272,696,000 | 701 |
| Total debt securities | $272,696,000 | 772 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $226,951,000 | 872 |
| U.S. Government securities | $213,988,000 | 603 |
| U.S. Treasury securities | $184,822,000 | 91 |
| U.S. Government agency obligations | $29,166,000 | 2,244 |
| Securities issued by states & political subdivisions | $3,606,000 | 3,386 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,172,000 | 785 |
| Mortgage-backed securities | $12,982,000 | 2,580 |
| Certificates of participation in pools of residential mortgages | $9,009,000 | 2,366 |
| Issued or guaranteed by U.S. | $9,009,000 | 2,308 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $681,000 | 2,450 |
| CMOs issued by government agencies or sponsored agencies | $681,000 | 2,390 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,292,000 | 1,308 |
| Commercial mortgage pass-through securities | $2,145,000 | 987 |
| Other commercial mortgage-backed securities | $1,147,000 | 1,152 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $217,594,000 | 832 |
| Total debt securities | $217,594,000 | 900 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $228,804,000 | 835 |
| U.S. Government securities | $214,351,000 | 569 |
| U.S. Treasury securities | $180,017,000 | 87 |
| U.S. Government agency obligations | $34,334,000 | 2,006 |
| Securities issued by states & political subdivisions | $4,641,000 | 3,262 |
| 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 | $77,450,000 | 781 |
| Mortgage-backed securities | $15,696,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $10,018,000 | 2,258 |
| Issued or guaranteed by U.S. | $10,018,000 | 2,201 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $815,000 | 2,379 |
| CMOs issued by government agencies or sponsored agencies | $815,000 | 2,330 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $4,863,000 | 1,143 |
| Commercial mortgage pass-through securities | $3,449,000 | 817 |
| Other commercial mortgage-backed securities | $1,414,000 | 1,096 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $218,992,000 | 788 |
| Total debt securities | $218,992,000 | 849 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $182,581,000 | 936 |
| U.S. Government securities | $170,151,000 | 627 |
| U.S. Treasury securities | $133,109,000 | 90 |
| U.S. Government agency obligations | $37,042,000 | 1,850 |
| Securities issued by states & political subdivisions | $5,126,000 | 3,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $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 | $84,167,000 | 709 |
| Mortgage-backed securities | $17,217,000 | 2,227 |
| Certificates of participation in pools of residential mortgages | $11,167,000 | 2,109 |
| Issued or guaranteed by U.S. | $11,167,000 | 2,048 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $984,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $984,000 | 2,232 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $5,066,000 | 1,094 |
| Commercial mortgage pass-through securities | $3,471,000 | 798 |
| Other commercial mortgage-backed securities | $1,595,000 | 1,031 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $175,277,000 | 896 |
| Total debt securities | $175,277,000 | 965 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $142,092,000 | 1,083 |
| U.S. Government securities | $129,461,000 | 709 |
| U.S. Treasury securities | $89,120,000 | 96 |
| U.S. Government agency obligations | $40,341,000 | 1,643 |
| Securities issued by states & political subdivisions | $5,401,000 | 3,136 |
| 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 | $84,759,000 | 699 |
| Mortgage-backed securities | $20,025,000 | 2,012 |
| Certificates of participation in pools of residential mortgages | $12,472,000 | 1,899 |
| Issued or guaranteed by U.S. | $12,472,000 | 1,849 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,181,000 | 2,238 |
| CMOs issued by government agencies or sponsored agencies | $1,181,000 | 2,189 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $6,372,000 | 965 |
| Commercial mortgage pass-through securities | $4,593,000 | 673 |
| Other commercial mortgage-backed securities | $1,779,000 | 967 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $134,862,000 | 1,053 |
| Total debt securities | $134,862,000 | 1,118 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $121,432,000 | 1,168 |
| U.S. Government securities | $115,690,000 | 745 |
| U.S. Treasury securities | $68,018,000 | 121 |
| U.S. Government agency obligations | $47,672,000 | 1,428 |
| Securities issued by states & political subdivisions | $5,742,000 | 2,998 |
| 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 | $69,390,000 | 794 |
| Mortgage-backed securities | $25,081,000 | 1,781 |
| Certificates of participation in pools of residential mortgages | $13,750,000 | 1,775 |
| Issued or guaranteed by U.S. | $13,750,000 | 1,729 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,416,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $1,416,000 | 2,147 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $9,915,000 | 772 |
| Commercial mortgage pass-through securities | $8,019,000 | 497 |
| Other commercial mortgage-backed securities | $1,896,000 | 933 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $121,432,000 | 1,073 |
| Total debt securities | $121,432,000 | 1,150 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $122,469,000 | 1,120 |
| U.S. Government securities | $114,379,000 | 736 |
| U.S. Treasury securities | $62,915,000 | 127 |
| U.S. Government agency obligations | $51,464,000 | 1,314 |
| Securities issued by states & political subdivisions | $8,090,000 | 2,635 |
| 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 | $74,915,000 | 765 |
| Mortgage-backed securities | $27,463,000 | 1,704 |
| Certificates of participation in pools of residential mortgages | $15,110,000 | 1,655 |
| Issued or guaranteed by U.S. | $15,110,000 | 1,610 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,724,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $1,724,000 | 2,096 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $10,629,000 | 720 |
| Commercial mortgage pass-through securities | $8,166,000 | 484 |
| Other commercial mortgage-backed securities | $2,463,000 | 842 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $122,469,000 | 1,011 |
| Total debt securities | $122,469,000 | 1,101 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $134,148,000 | 1,007 |
| U.S. Government securities | $127,314,000 | 678 |
| U.S. Treasury securities | $66,920,000 | 115 |
| U.S. Government agency obligations | $60,394,000 | 1,171 |
| Securities issued by states & political subdivisions | $6,834,000 | 2,709 |
| 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 | $78,512,000 | 689 |
| Mortgage-backed securities | $30,253,000 | 1,590 |
| Certificates of participation in pools of residential mortgages | $16,152,000 | 1,573 |
| Issued or guaranteed by U.S. | $16,152,000 | 1,531 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,928,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $1,928,000 | 2,059 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $12,173,000 | 658 |
| Commercial mortgage pass-through securities | $9,111,000 | 446 |
| Other commercial mortgage-backed securities | $3,062,000 | 760 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $134,148,000 | 909 |
| Total debt securities | $134,148,000 | 993 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $135,998,000 | 980 |
| U.S. Government securities | $129,139,000 | 675 |
| U.S. Treasury securities | $62,029,000 | 126 |
| U.S. Government agency obligations | $67,110,000 | 1,089 |
| Securities issued by states & political subdivisions | $6,859,000 | 2,703 |
| 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 | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,799,000 | 673 |
| Mortgage-backed securities | $31,193,000 | 1,520 |
| Certificates of participation in pools of residential mortgages | $16,897,000 | 1,479 |
| Issued or guaranteed by U.S. | $16,897,000 | 1,440 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,046,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $2,046,000 | 2,036 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $12,250,000 | 638 |
| Commercial mortgage pass-through securities | $8,986,000 | 439 |
| Other commercial mortgage-backed securities | $3,264,000 | 710 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $135,998,000 | 879 |
| Total debt securities | $135,998,000 | 965 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $140,065,000 | 942 |
| U.S. Government securities | $133,196,000 | 662 |
| U.S. Treasury securities | $58,012,000 | 135 |
| U.S. Government agency obligations | $75,184,000 | 994 |
| Securities issued by states & political subdivisions | $6,869,000 | 2,715 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,324,000 | 804 |
| Mortgage-backed securities | $33,005,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $18,066,000 | 1,386 |
| Issued or guaranteed by U.S. | $18,066,000 | 1,348 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,254,000 | 2,062 |
| CMOs issued by government agencies or sponsored agencies | $2,254,000 | 2,020 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $12,685,000 | 613 |
| Commercial mortgage pass-through securities | $9,113,000 | 436 |
| Other commercial mortgage-backed securities | $3,572,000 | 672 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $140,065,000 | 840 |
| Total debt securities | $140,065,000 | 924 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $116,970,000 | 1,115 |
| U.S. Government securities | $110,075,000 | 796 |
| U.S. Treasury securities | $34,192,000 | 197 |
| U.S. Government agency obligations | $75,883,000 | 1,015 |
| Securities issued by states & political subdivisions | $6,895,000 | 2,770 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,637,000 | 776 |
| Mortgage-backed securities | $34,569,000 | 1,385 |
| Certificates of participation in pools of residential mortgages | $19,250,000 | 1,317 |
| Issued or guaranteed by U.S. | $19,250,000 | 1,301 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,395,000 | 2,011 |
| CMOs issued by government agencies or sponsored agencies | $2,395,000 | 1,961 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $12,924,000 | 591 |
| Commercial mortgage pass-through securities | $9,110,000 | 445 |
| Other commercial mortgage-backed securities | $3,814,000 | 620 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $116,970,000 | 1,001 |
| Total debt securities | $116,970,000 | 1,094 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $119,716,000 | 1,100 |
| U.S. Government securities | $112,515,000 | 781 |
| U.S. Treasury securities | $28,725,000 | 227 |
| U.S. Government agency obligations | $83,790,000 | 952 |
| Securities issued by states & political subdivisions | $6,949,000 | 2,818 |
| Other domestic debt securities | $252,000 | 1,857 |
| 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 | $252,000 | 1,441 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,266,000 | 798 |
| Mortgage-backed securities | $35,747,000 | 1,332 |
| Certificates of participation in pools of residential mortgages | $20,208,000 | 1,287 |
| Issued or guaranteed by U.S. | $20,208,000 | 1,272 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,542,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $2,542,000 | 1,939 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $12,997,000 | 557 |
| Commercial mortgage pass-through securities | $9,009,000 | 433 |
| Other commercial mortgage-backed securities | $3,988,000 | 553 |
| Held to maturity securities (book value) | $252,000 | 1,704 |
| Available-for-sale securities (fair market value) | $119,464,000 | 983 |
| Total debt securities | $119,716,000 | 1,085 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $126,456,000 | 1,056 |
| U.S. Government securities | $119,314,000 | 739 |
| U.S. Treasury securities | $28,412,000 | 224 |
| U.S. Government agency obligations | $90,902,000 | 891 |
| Securities issued by states & political subdivisions | $6,890,000 | 2,878 |
| Other domestic debt securities | $252,000 | 1,846 |
| 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 | $252,000 | 1,444 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,484,000 | 665 |
| Mortgage-backed securities | $36,822,000 | 1,312 |
| Certificates of participation in pools of residential mortgages | $21,106,000 | 1,255 |
| Issued or guaranteed by U.S. | $21,106,000 | 1,244 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,665,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $2,665,000 | 1,906 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $13,051,000 | 549 |
| Commercial mortgage pass-through securities | $8,914,000 | 421 |
| Other commercial mortgage-backed securities | $4,137,000 | 528 |
| Held to maturity securities (book value) | $252,000 | 1,748 |
| Available-for-sale securities (fair market value) | $126,204,000 | 934 |
| Total debt securities | $126,456,000 | 1,040 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $135,702,000 | 984 |
| U.S. Government securities | $127,540,000 | 705 |
| U.S. Treasury securities | $28,082,000 | 217 |
| U.S. Government agency obligations | $99,458,000 | 814 |
| Securities issued by states & political subdivisions | $6,866,000 | 2,916 |
| Other domestic debt securities | $1,296,000 | 1,380 |
| 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 | $1,296,000 | 1,083 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,091,000 | 731 |
| Mortgage-backed securities | $38,443,000 | 1,277 |
| Certificates of participation in pools of residential mortgages | $22,256,000 | 1,227 |
| Issued or guaranteed by U.S. | $22,256,000 | 1,221 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,840,000 | 1,911 |
| CMOs issued by government agencies or sponsored agencies | $2,840,000 | 1,858 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $13,347,000 | 540 |
| Commercial mortgage pass-through securities | $9,064,000 | 409 |
| Other commercial mortgage-backed securities | $4,283,000 | 525 |
| Held to maturity securities (book value) | $1,296,000 | 1,473 |
| Available-for-sale securities (fair market value) | $134,406,000 | 880 |
| Total debt securities | $135,702,000 | 969 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $139,900,000 | 972 |
| U.S. Government securities | $130,392,000 | 691 |
| U.S. Treasury securities | $22,309,000 | 259 |
| U.S. Government agency obligations | $108,083,000 | 758 |
| Securities issued by states & political subdivisions | $8,212,000 | 2,795 |
| Other domestic debt securities | $1,296,000 | 1,540 |
| 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 | $1,296,000 | 1,083 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,063,000 | 715 |
| Mortgage-backed securities | $40,375,000 | 1,256 |
| Certificates of participation in pools of residential mortgages | $23,722,000 | 1,216 |
| Issued or guaranteed by U.S. | $23,722,000 | 1,179 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,058,000 | 1,874 |
| CMOs issued by government agencies or sponsored agencies | $3,058,000 | 1,822 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $13,595,000 | 519 |
| Commercial mortgage pass-through securities | $9,151,000 | 397 |
| Other commercial mortgage-backed securities | $4,444,000 | 502 |
| Held to maturity securities (book value) | $1,296,000 | 1,502 |
| Available-for-sale securities (fair market value) | $138,604,000 | 864 |
| Total debt securities | $139,900,000 | 959 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $145,706,000 | 956 |
| U.S. Government securities | $134,354,000 | 689 |
| U.S. Treasury securities | $17,442,000 | 292 |
| U.S. Government agency obligations | $116,912,000 | 723 |
| Securities issued by states & political subdivisions | $9,508,000 | 2,668 |
| Other domestic debt securities | $1,844,000 | 1,258 |
| 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 | $1,844,000 | 995 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,023,000 | 738 |
| Mortgage-backed securities | $42,838,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $25,391,000 | 1,184 |
| Issued or guaranteed by U.S. | $25,391,000 | 1,181 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,286,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $3,286,000 | 1,769 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $14,161,000 | 443 |
| Commercial mortgage pass-through securities | $9,310,000 | 310 |
| Other commercial mortgage-backed securities | $4,851,000 | 482 |
| Held to maturity securities (book value) | $1,844,000 | 1,440 |
| Available-for-sale securities (fair market value) | $143,862,000 | 846 |
| Total debt securities | $145,706,000 | 944 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $162,344,000 | 865 |
| U.S. Government securities | $144,152,000 | 645 |
| U.S. Treasury securities | $17,743,000 | 286 |
| U.S. Government agency obligations | $126,409,000 | 686 |
| Securities issued by states & political subdivisions | $16,348,000 | 2,075 |
| Other domestic debt securities | $1,844,000 | 1,256 |
| 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 | $1,844,000 | 1,009 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,898,000 | 704 |
| Mortgage-backed securities | $45,533,000 | 1,155 |
| Certificates of participation in pools of residential mortgages | $27,323,000 | 1,141 |
| Issued or guaranteed by U.S. | $27,323,000 | 1,139 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,551,000 | 1,773 |
| CMOs issued by government agencies or sponsored agencies | $3,551,000 | 1,716 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $14,659,000 | 421 |
| Commercial mortgage pass-through securities | $9,592,000 | 310 |
| Other commercial mortgage-backed securities | $5,067,000 | 451 |
| Held to maturity securities (book value) | $1,844,000 | 1,475 |
| Available-for-sale securities (fair market value) | $160,500,000 | 768 |
| Total debt securities | $162,344,000 | 856 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $177,364,000 | 807 |
| U.S. Government securities | $155,952,000 | 597 |
| U.S. Treasury securities | $17,984,000 | 273 |
| U.S. Government agency obligations | $137,968,000 | 632 |
| Securities issued by states & political subdivisions | $19,568,000 | 1,885 |
| Other domestic debt securities | $1,844,000 | 1,274 |
| 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 | $1,844,000 | 1,039 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,312,000 | 824 |
| Mortgage-backed securities | $50,685,000 | 1,081 |
| Certificates of participation in pools of residential mortgages | $31,708,000 | 1,045 |
| Issued or guaranteed by U.S. | $31,708,000 | 1,045 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,835,000 | 1,733 |
| CMOs issued by government agencies or sponsored agencies | $3,835,000 | 1,676 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $15,142,000 | 404 |
| Commercial mortgage pass-through securities | $9,879,000 | 301 |
| Other commercial mortgage-backed securities | $5,263,000 | 423 |
| Held to maturity securities (book value) | $1,844,000 | 1,525 |
| Available-for-sale securities (fair market value) | $175,520,000 | 713 |
| Total debt securities | $177,364,000 | 797 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $192,424,000 | 756 |
| U.S. Government securities | $164,783,000 | 576 |
| U.S. Treasury securities | $20,072,000 | 252 |
| U.S. Government agency obligations | $144,711,000 | 612 |
| Securities issued by states & political subdivisions | $25,797,000 | 1,529 |
| Other domestic debt securities | $1,844,000 | 1,297 |
| 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 | $1,844,000 | 1,063 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,369,000 | 726 |
| Mortgage-backed securities | $52,985,000 | 1,067 |
| Certificates of participation in pools of residential mortgages | $33,536,000 | 1,017 |
| Issued or guaranteed by U.S. | $33,536,000 | 1,017 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,087,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $4,087,000 | 1,664 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $15,362,000 | 407 |
| Commercial mortgage pass-through securities | $9,935,000 | 297 |
| Other commercial mortgage-backed securities | $5,427,000 | 409 |
| Held to maturity securities (book value) | $1,844,000 | 1,544 |
| Available-for-sale securities (fair market value) | $190,580,000 | 663 |
| Total debt securities | $192,424,000 | 747 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $201,913,000 | 728 |
| U.S. Government securities | $168,217,000 | 575 |
| U.S. Treasury securities | $18,810,000 | 279 |
| U.S. Government agency obligations | $149,407,000 | 599 |
| Securities issued by states & political subdivisions | $30,774,000 | 1,301 |
| Other domestic debt securities | $2,922,000 | 1,121 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $2,922,000 | 882 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,092,000 | 730 |
| Mortgage-backed securities | $54,669,000 | 1,065 |
| Certificates of participation in pools of residential mortgages | $35,003,000 | 1,010 |
| Issued or guaranteed by U.S. | $35,003,000 | 1,009 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,353,000 | 1,697 |
| CMOs issued by government agencies or sponsored agencies | $4,353,000 | 1,634 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $15,313,000 | 388 |
| Commercial mortgage pass-through securities | $9,787,000 | 288 |
| Other commercial mortgage-backed securities | $5,526,000 | 401 |
| Held to maturity securities (book value) | $2,922,000 | 1,439 |
| Available-for-sale securities (fair market value) | $198,991,000 | 656 |
| Total debt securities | $201,913,000 | 719 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $193,486,000 | 761 |
| U.S. Government securities | $160,104,000 | 586 |
| U.S. Treasury securities | $13,190,000 | 336 |
| U.S. Government agency obligations | $146,914,000 | 602 |
| Securities issued by states & political subdivisions | $30,460,000 | 1,314 |
| Other domestic debt securities | $2,922,000 | 1,110 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $2,922,000 | 867 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,567,000 | 626 |
| Mortgage-backed securities | $49,949,000 | 1,138 |
| Certificates of participation in pools of residential mortgages | $34,527,000 | 1,015 |
| Issued or guaranteed by U.S. | $34,527,000 | 1,014 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,670,000 | 1,614 |
| CMOs issued by government agencies or sponsored agencies | $4,670,000 | 1,552 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $10,752,000 | 452 |
| Commercial mortgage pass-through securities | $6,123,000 | 359 |
| Other commercial mortgage-backed securities | $4,629,000 | 421 |
| Held to maturity securities (book value) | $2,922,000 | 1,447 |
| Available-for-sale securities (fair market value) | $190,564,000 | 677 |
| Total debt securities | $193,486,000 | 751 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $199,600,000 | 727 |
| U.S. Government securities | $164,967,000 | 582 |
| U.S. Treasury securities | $11,963,000 | 313 |
| U.S. Government agency obligations | $153,004,000 | 586 |
| Securities issued by states & political subdivisions | $31,711,000 | 1,277 |
| Other domestic debt securities | $2,922,000 | 1,120 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $2,922,000 | 875 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,197,000 | 798 |
| Mortgage-backed securities | $53,264,000 | 1,074 |
| Certificates of participation in pools of residential mortgages | $36,805,000 | 986 |
| Issued or guaranteed by U.S. | $36,805,000 | 985 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,147,000 | 1,582 |
| CMOs issued by government agencies or sponsored agencies | $5,147,000 | 1,518 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $11,312,000 | 426 |
| Commercial mortgage pass-through securities | $6,427,000 | 315 |
| Other commercial mortgage-backed securities | $4,885,000 | 406 |
| Held to maturity securities (book value) | $2,922,000 | 1,453 |
| Available-for-sale securities (fair market value) | $196,678,000 | 650 |
| Total debt securities | $199,600,000 | 718 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $208,086,000 | 699 |
| U.S. Government securities | $173,283,000 | 571 |
| U.S. Treasury securities | $11,939,000 | 319 |
| U.S. Government agency obligations | $161,344,000 | 573 |
| Securities issued by states & political subdivisions | $31,881,000 | 1,258 |
| Other domestic debt securities | $2,922,000 | 1,135 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,922,000 | 883 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,499,000 | 813 |
| Mortgage-backed securities | $56,145,000 | 1,043 |
| Certificates of participation in pools of residential mortgages | $39,034,000 | 956 |
| Issued or guaranteed by U.S. | $39,034,000 | 952 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,545,000 | 1,556 |
| CMOs issued by government agencies or sponsored agencies | $5,545,000 | 1,487 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $11,566,000 | 391 |
| Commercial mortgage pass-through securities | $6,541,000 | 288 |
| Other commercial mortgage-backed securities | $5,025,000 | 390 |
| Held to maturity securities (book value) | $2,922,000 | 1,495 |
| Available-for-sale securities (fair market value) | $205,164,000 | 622 |
| Total debt securities | $208,086,000 | 693 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $206,329,000 | 712 |
| U.S. Government securities | $170,495,000 | 590 |
| U.S. Treasury securities | $11,729,000 | 326 |
| U.S. Government agency obligations | $158,766,000 | 594 |
| Securities issued by states & political subdivisions | $31,834,000 | 1,239 |
| Other domestic debt securities | $4,000,000 | 985 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,000,000 | 740 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,850,000 | 721 |
| Mortgage-backed securities | $52,779,000 | 1,097 |
| Certificates of participation in pools of residential mortgages | $38,733,000 | 960 |
| Issued or guaranteed by U.S. | $38,733,000 | 960 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,903,000 | 1,530 |
| CMOs issued by government agencies or sponsored agencies | $5,903,000 | 1,462 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $8,143,000 | 465 |
| Commercial mortgage pass-through securities | $4,335,000 | 358 |
| Other commercial mortgage-backed securities | $3,808,000 | 426 |
| Held to maturity securities (book value) | $4,000,000 | 1,407 |
| Available-for-sale securities (fair market value) | $202,329,000 | 644 |
| Total debt securities | $206,329,000 | 705 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $193,620,000 | 767 |
| U.S. Government securities | $154,238,000 | 655 |
| U.S. Treasury securities | $1,988,000 | 880 |
| U.S. Government agency obligations | $152,250,000 | 621 |
| Securities issued by states & political subdivisions | $35,382,000 | 1,124 |
| Other domestic debt securities | $4,000,000 | 973 |
| 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 | $4,000,000 | 738 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,198,000 | 679 |
| Mortgage-backed securities | $55,604,000 | 1,045 |
| Certificates of participation in pools of residential mortgages | $40,425,000 | 932 |
| Issued or guaranteed by U.S. | $40,425,000 | 931 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,222,000 | 1,506 |
| CMOs issued by government agencies or sponsored agencies | $6,222,000 | 1,441 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $8,957,000 | 418 |
| Commercial mortgage pass-through securities | $4,950,000 | 314 |
| Other commercial mortgage-backed securities | $4,007,000 | 381 |
| Held to maturity securities (book value) | $4,000,000 | 1,437 |
| Available-for-sale securities (fair market value) | $189,620,000 | 683 |
| Total debt securities | $193,620,000 | 753 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $196,698,000 | 754 |
| U.S. Government securities | $148,588,000 | 675 |
| U.S. Treasury securities | $1,998,000 | 833 |
| U.S. Government agency obligations | $146,590,000 | 646 |
| Securities issued by states & political subdivisions | $44,110,000 | 906 |
| Other domestic debt securities | $4,000,000 | 984 |
| 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 | $4,000,000 | 745 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,301,000 | 796 |
| Mortgage-backed securities | $58,347,000 | 997 |
| Certificates of participation in pools of residential mortgages | $42,610,000 | 897 |
| Issued or guaranteed by U.S. | $42,610,000 | 897 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,619,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $6,619,000 | 1,406 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $9,118,000 | 391 |
| Commercial mortgage pass-through securities | $5,001,000 | 308 |
| Other commercial mortgage-backed securities | $4,117,000 | 352 |
| Held to maturity securities (book value) | $4,000,000 | 1,442 |
| Available-for-sale securities (fair market value) | $192,698,000 | 669 |
| Total debt securities | $196,698,000 | 744 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $180,433,000 | 836 |
| U.S. Government securities | $130,284,000 | 776 |
| U.S. Treasury securities | $1,994,000 | 853 |
| U.S. Government agency obligations | $128,290,000 | 754 |
| Securities issued by states & political subdivisions | $46,149,000 | 835 |
| Other domestic debt securities | $4,000,000 | 988 |
| 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 | $4,000,000 | 749 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,248,000 | 1,118 |
| Mortgage-backed securities | $43,077,000 | 1,316 |
| Certificates of participation in pools of residential mortgages | $25,462,000 | 1,362 |
| Issued or guaranteed by U.S. | $25,462,000 | 1,362 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,113,000 | 1,480 |
| CMOs issued by government agencies or sponsored agencies | $7,113,000 | 1,412 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $10,502,000 | 329 |
| Commercial mortgage pass-through securities | $4,351,000 | 309 |
| Other commercial mortgage-backed securities | $6,151,000 | 275 |
| Held to maturity securities (book value) | $4,000,000 | 1,467 |
| Available-for-sale securities (fair market value) | $176,433,000 | 742 |
| Total debt securities | $180,433,000 | 826 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $168,164,000 | 898 |
| U.S. Government securities | $126,739,000 | 799 |
| U.S. Treasury securities | $1,992,000 | 845 |
| U.S. Government agency obligations | $124,747,000 | 783 |
| Securities issued by states & political subdivisions | $37,425,000 | 1,029 |
| Other domestic debt securities | $4,000,000 | 987 |
| 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 | $4,000,000 | 742 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,101,000 | 853 |
| Mortgage-backed securities | $45,063,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $26,845,000 | 1,315 |
| Issued or guaranteed by U.S. | $26,845,000 | 1,315 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $7,638,000 | 1,478 |
| CMOs issued by government agencies or sponsored agencies | $7,638,000 | 1,408 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $10,580,000 | 318 |
| Commercial mortgage pass-through securities | $4,377,000 | 295 |
| Other commercial mortgage-backed securities | $6,203,000 | 259 |
| Held to maturity securities (book value) | $4,000,000 | 1,472 |
| Available-for-sale securities (fair market value) | $164,164,000 | 809 |
| Total debt securities | $168,164,000 | 888 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $164,684,000 | 917 |
| U.S. Government securities | $126,597,000 | 801 |
| U.S. Treasury securities | $1,980,000 | 853 |
| U.S. Government agency obligations | $124,617,000 | 779 |
| Securities issued by states & political subdivisions | $34,087,000 | 1,133 |
| Other domestic debt securities | $4,000,000 | 989 |
| 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 | $4,000,000 | 743 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,253,000 | 818 |
| Mortgage-backed securities | $43,467,000 | 1,360 |
| Certificates of participation in pools of residential mortgages | $26,851,000 | 1,351 |
| Issued or guaranteed by U.S. | $26,851,000 | 1,349 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,958,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $5,958,000 | 1,607 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $10,658,000 | 314 |
| Commercial mortgage pass-through securities | $4,415,000 | 293 |
| Other commercial mortgage-backed securities | $6,243,000 | 247 |
| Held to maturity securities (book value) | $4,000,000 | 1,496 |
| Available-for-sale securities (fair market value) | $160,684,000 | 823 |
| Total debt securities | $164,684,000 | 906 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $165,049,000 | 928 |
| U.S. Government securities | $138,126,000 | 761 |
| U.S. Treasury securities | $1,973,000 | 846 |
| U.S. Government agency obligations | $136,153,000 | 733 |
| Securities issued by states & political subdivisions | $22,923,000 | 1,635 |
| Other domestic debt securities | $4,000,000 | 1,017 |
| 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 | $4,000,000 | 748 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,994,000 | 1,085 |
| Mortgage-backed securities | $38,037,000 | 1,529 |
| Certificates of participation in pools of residential mortgages | $25,302,000 | 1,438 |
| Issued or guaranteed by U.S. | $25,302,000 | 1,438 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,290,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $5,290,000 | 1,694 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $7,445,000 | 369 |
| Commercial mortgage pass-through securities | $4,327,000 | 298 |
| Other commercial mortgage-backed securities | $3,118,000 | 326 |
| Held to maturity securities (book value) | $4,000,000 | 1,519 |
| Available-for-sale securities (fair market value) | $161,049,000 | 830 |
| Total debt securities | $165,049,000 | 916 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $159,172,000 | 973 |
| U.S. Government securities | $135,719,000 | 766 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $135,719,000 | 733 |
| Securities issued by states & political subdivisions | $19,453,000 | 1,896 |
| Other domestic debt securities | $4,000,000 | 1,042 |
| 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 | $4,000,000 | 768 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,871,000 | 1,090 |
| Mortgage-backed securities | $39,387,000 | 1,507 |
| Certificates of participation in pools of residential mortgages | $26,260,000 | 1,438 |
| Issued or guaranteed by U.S. | $26,260,000 | 1,438 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,660,000 | 1,751 |
| CMOs issued by government agencies or sponsored agencies | $5,660,000 | 1,677 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $7,467,000 | 370 |
| Commercial mortgage pass-through securities | $4,338,000 | 304 |
| Other commercial mortgage-backed securities | $3,129,000 | 318 |
| Held to maturity securities (book value) | $4,000,000 | 1,533 |
| Available-for-sale securities (fair market value) | $155,172,000 | 858 |
| Total debt securities | $159,172,000 | 959 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $164,154,000 | 953 |
| U.S. Government securities | $144,187,000 | 726 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $144,187,000 | 694 |
| Securities issued by states & political subdivisions | $15,967,000 | 2,208 |
| Other domestic debt securities | $4,000,000 | 1,079 |
| 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 | $4,000,000 | 804 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,839,000 | 918 |
| Mortgage-backed securities | $33,059,000 | 1,738 |
| Certificates of participation in pools of residential mortgages | $23,259,000 | 1,585 |
| Issued or guaranteed by U.S. | $23,259,000 | 1,585 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,384,000 | 2,380 |
| CMOs issued by government agencies or sponsored agencies | $2,384,000 | 2,303 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $7,416,000 | 349 |
| Commercial mortgage pass-through securities | $4,287,000 | 284 |
| Other commercial mortgage-backed securities | $3,129,000 | 299 |
| Held to maturity securities (book value) | $4,000,000 | 1,536 |
| Available-for-sale securities (fair market value) | $160,154,000 | 837 |
| Total debt securities | $164,154,000 | 941 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $190,625,000 | 801 |
| U.S. Government securities | $170,096,000 | 626 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $170,096,000 | 606 |
| Securities issued by states & political subdivisions | $16,529,000 | 2,136 |
| Other domestic debt securities | $4,000,000 | 1,120 |
| 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 | $4,000,000 | 828 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,334,000 | 803 |
| Mortgage-backed securities | $42,119,000 | 1,442 |
| Certificates of participation in pools of residential mortgages | $29,221,000 | 1,346 |
| Issued or guaranteed by U.S. | $29,221,000 | 1,345 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,479,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $5,479,000 | 1,712 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $7,419,000 | 325 |
| Commercial mortgage pass-through securities | $4,297,000 | 265 |
| Other commercial mortgage-backed securities | $3,122,000 | 287 |
| Held to maturity securities (book value) | $4,000,000 | 1,528 |
| Available-for-sale securities (fair market value) | $186,625,000 | 704 |
| Total debt securities | $190,625,000 | 788 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $202,580,000 | 756 |
| U.S. Government securities | $181,648,000 | 588 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $181,648,000 | 568 |
| Securities issued by states & political subdivisions | $16,932,000 | 2,110 |
| Other domestic debt securities | $4,000,000 | 1,151 |
| 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 | $4,000,000 | 848 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,942,000 | 993 |
| Mortgage-backed securities | $46,476,000 | 1,357 |
| Certificates of participation in pools of residential mortgages | $30,285,000 | 1,313 |
| Issued or guaranteed by U.S. | $30,285,000 | 1,310 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $8,771,000 | 1,475 |
| CMOs issued by government agencies or sponsored agencies | $8,771,000 | 1,402 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $7,420,000 | 324 |
| Commercial mortgage pass-through securities | $4,316,000 | 247 |
| Other commercial mortgage-backed securities | $3,104,000 | 289 |
| Held to maturity securities (book value) | $4,000,000 | 1,500 |
| Available-for-sale securities (fair market value) | $198,580,000 | 680 |
| Total debt securities | $202,580,000 | 747 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $205,354,000 | 757 |
| U.S. Government securities | $188,411,000 | 570 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $188,411,000 | 549 |
| Securities issued by states & political subdivisions | $12,943,000 | 2,481 |
| Other domestic debt securities | $4,000,000 | 1,170 |
| 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 | $4,000,000 | 857 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,732,000 | 941 |
| Mortgage-backed securities | $41,883,000 | 1,447 |
| Certificates of participation in pools of residential mortgages | $26,960,000 | 1,431 |
| Issued or guaranteed by U.S. | $26,960,000 | 1,429 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,472,000 | 1,248 |
| CMOs issued by government agencies or sponsored agencies | $12,472,000 | 1,177 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $2,451,000 | 504 |
| Commercial mortgage pass-through securities | $2,451,000 | 310 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $4,000,000 | 1,443 |
| Available-for-sale securities (fair market value) | $201,354,000 | 685 |
| Total debt securities | $205,354,000 | 747 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $208,679,000 | 749 |
| U.S. Government securities | $191,252,000 | 569 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $191,252,000 | 551 |
| Securities issued by states & political subdivisions | $13,427,000 | 2,420 |
| Other domestic debt securities | $4,000,000 | 1,181 |
| 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 | $4,000,000 | 844 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,183,000 | 962 |
| Mortgage-backed securities | $32,307,000 | 1,801 |
| Certificates of participation in pools of residential mortgages | $18,627,000 | 1,903 |
| Issued or guaranteed by U.S. | $18,627,000 | 1,902 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,680,000 | 1,232 |
| CMOs issued by government agencies or sponsored agencies | $13,680,000 | 1,157 |
| 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) | $4,000,000 | 1,415 |
| Available-for-sale securities (fair market value) | $204,679,000 | 688 |
| Total debt securities | $208,679,000 | 739 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $175,749,000 | 865 |
| U.S. Government securities | $157,553,000 | 658 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $157,553,000 | 635 |
| Securities issued by states & political subdivisions | $14,196,000 | 2,303 |
| Other domestic debt securities | $4,000,000 | 1,141 |
| 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 | $4,000,000 | 806 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,427,000 | 1,012 |
| Mortgage-backed securities | $27,406,000 | 1,987 |
| Certificates of participation in pools of residential mortgages | $12,653,000 | 2,356 |
| Issued or guaranteed by U.S. | $12,653,000 | 2,355 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $14,753,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $14,753,000 | 1,130 |
| 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) | $4,000,000 | 1,413 |
| Available-for-sale securities (fair market value) | $171,749,000 | 781 |
| Total debt securities | $175,749,000 | 855 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $181,007,000 | 854 |
| U.S. Government securities | $162,286,000 | 659 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $162,286,000 | 639 |
| Securities issued by states & political subdivisions | $14,721,000 | 2,211 |
| Other domestic debt securities | $4,000,000 | 1,177 |
| 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 | $4,000,000 | 844 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,468,000 | 1,257 |
| Mortgage-backed securities | $29,540,000 | 1,989 |
| Certificates of participation in pools of residential mortgages | $13,901,000 | 2,346 |
| Issued or guaranteed by U.S. | $13,901,000 | 2,345 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $15,639,000 | 1,230 |
| CMOs issued by government agencies or sponsored agencies | $15,639,000 | 1,151 |
| 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) | $4,000,000 | 1,428 |
| Available-for-sale securities (fair market value) | $177,007,000 | 779 |
| Total debt securities | $181,007,000 | 847 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $185,916,000 | 835 |
| U.S. Government securities | $166,510,000 | 651 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $166,510,000 | 631 |
| Securities issued by states & political subdivisions | $15,406,000 | 2,102 |
| Other domestic debt securities | $4,000,000 | 1,190 |
| 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 | $4,000,000 | 848 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,400,000 | 1,343 |
| Mortgage-backed securities | $30,362,000 | 1,985 |
| Certificates of participation in pools of residential mortgages | $14,962,000 | 2,295 |
| Issued or guaranteed by U.S. | $14,962,000 | 2,294 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $15,400,000 | 1,264 |
| CMOs issued by government agencies or sponsored agencies | $15,400,000 | 1,177 |
| 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) | $4,000,000 | 1,423 |
| Available-for-sale securities (fair market value) | $181,916,000 | 756 |
| Total debt securities | $185,916,000 | 823 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $182,919,000 | 850 |
| U.S. Government securities | $162,761,000 | 682 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $162,761,000 | 665 |
| Securities issued by states & political subdivisions | $16,158,000 | 1,958 |
| Other domestic debt securities | $4,000,000 | 1,181 |
| 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 | $4,000,000 | 844 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,413,000 | 926 |
| Mortgage-backed securities | $31,782,000 | 1,928 |
| Certificates of participation in pools of residential mortgages | $15,796,000 | 2,209 |
| Issued or guaranteed by U.S. | $15,796,000 | 2,205 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $15,986,000 | 1,267 |
| CMOs issued by government agencies or sponsored agencies | $15,986,000 | 1,185 |
| 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) | $4,000,000 | 1,436 |
| Available-for-sale securities (fair market value) | $178,919,000 | 775 |
| Total debt securities | $182,919,000 | 840 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $170,861,000 | 885 |
| U.S. Government securities | $152,010,000 | 709 |
| U.S. Treasury securities | $5,003,000 | 407 |
| U.S. Government agency obligations | $147,007,000 | 709 |
| Securities issued by states & political subdivisions | $14,851,000 | 2,056 |
| Other domestic debt securities | $4,000,000 | 1,174 |
| 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 | $4,000,000 | 793 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,459,000 | 569 |
| Mortgage-backed securities | $29,353,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $16,779,000 | 2,037 |
| Issued or guaranteed by U.S. | $16,779,000 | 2,035 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $12,574,000 | 1,420 |
| CMOs issued by government agencies or sponsored agencies | $12,574,000 | 1,266 |
| 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) | $4,000,000 | 1,474 |
| Available-for-sale securities (fair market value) | $166,861,000 | 803 |
| Total debt securities | $170,861,000 | 873 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $169,527,000 | 858 |
| U.S. Government securities | $156,205,000 | 670 |
| U.S. Treasury securities | $21,369,000 | 166 |
| U.S. Government agency obligations | $134,836,000 | 744 |
| Securities issued by states & political subdivisions | $9,322,000 | 2,678 |
| Other domestic debt securities | $4,000,000 | 1,174 |
| 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 | $4,000,000 | 767 |
| 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 | $87,904,000 | 635 |
| Mortgage-backed securities | $22,420,000 | 2,239 |
| Certificates of participation in pools of residential mortgages | $12,430,000 | 2,360 |
| Issued or guaranteed by U.S. | $12,430,000 | 2,355 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $9,990,000 | 1,588 |
| CMOs issued by government agencies or sponsored agencies | $9,990,000 | 1,422 |
| 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) | $4,000,000 | 1,486 |
| Available-for-sale securities (fair market value) | $165,527,000 | 777 |
| Total debt securities | $169,527,000 | 848 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $178,039,000 | 819 |
| U.S. Government securities | $163,696,000 | 654 |
| U.S. Treasury securities | $28,430,000 | 148 |
| U.S. Government agency obligations | $135,266,000 | 759 |
| Securities issued by states & political subdivisions | $10,343,000 | 2,463 |
| Other domestic debt securities | $4,000,000 | 1,129 |
| 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 | $4,000,000 | 701 |
| 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 | $80,184,000 | 694 |
| Mortgage-backed securities | $13,440,000 | 2,923 |
| Certificates of participation in pools of residential mortgages | $6,141,000 | 3,275 |
| Issued or guaranteed by U.S. | $6,141,000 | 3,267 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,299,000 | 1,796 |
| CMOs issued by government agencies or sponsored agencies | $7,299,000 | 1,619 |
| 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) | $4,000,000 | 1,513 |
| Available-for-sale securities (fair market value) | $174,039,000 | 734 |
| Total debt securities | $178,039,000 | 807 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $183,104,000 | 795 |
| U.S. Government securities | $164,994,000 | 652 |
| U.S. Treasury securities | $38,459,000 | 132 |
| U.S. Government agency obligations | $126,535,000 | 783 |
| Securities issued by states & political subdivisions | $14,110,000 | 1,973 |
| Other domestic debt securities | $4,000,000 | 1,166 |
| 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 | $4,000,000 | 715 |
| 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 | $85,123,000 | 665 |
| Mortgage-backed securities | $7,453,000 | 3,643 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,453,000 | 1,733 |
| CMOs issued by government agencies or sponsored agencies | $7,453,000 | 1,551 |
| 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) | $4,000,000 | 1,522 |
| Available-for-sale securities (fair market value) | $179,104,000 | 717 |
| Total debt securities | $183,104,000 | 784 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $175,911,000 | 806 |
| U.S. Government securities | $156,326,000 | 651 |
| U.S. Treasury securities | $38,535,000 | 137 |
| U.S. Government agency obligations | $117,791,000 | 797 |
| Securities issued by states & political subdivisions | $15,585,000 | 1,779 |
| Other domestic debt securities | $4,000,000 | 1,231 |
| 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 | $4,000,000 | 701 |
| 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 | $100,573,000 | 563 |
| Mortgage-backed securities | $7,651,000 | 3,526 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,651,000 | 1,683 |
| CMOs issued by government agencies or sponsored agencies | $7,651,000 | 1,494 |
| 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) | $4,000,000 | 1,545 |
| Available-for-sale securities (fair market value) | $171,911,000 | 732 |
| Total debt securities | $175,911,000 | 795 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $179,006,000 | 764 |
| U.S. Government securities | $165,165,000 | 593 |
| U.S. Treasury securities | $48,673,000 | 110 |
| U.S. Government agency obligations | $116,492,000 | 782 |
| Securities issued by states & political subdivisions | $13,841,000 | 1,883 |
| 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 | $87,781,000 | 631 |
| Mortgage-backed securities | $7,279,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,279,000 | 1,690 |
| CMOs issued by government agencies or sponsored agencies | $7,279,000 | 1,490 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $179,006,000 | 668 |
| Total debt securities | $179,006,000 | 751 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $186,163,000 | 731 |
| U.S. Government securities | $170,313,000 | 571 |
| U.S. Treasury securities | $42,349,000 | 121 |
| U.S. Government agency obligations | $127,964,000 | 721 |
| Securities issued by states & political subdivisions | $15,850,000 | 1,616 |
| 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 | $84,356,000 | 660 |
| Mortgage-backed securities | $3,049,000 | 4,497 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,049,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $3,049,000 | 1,982 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $186,163,000 | 633 |
| Total debt securities | $186,163,000 | 718 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $186,780,000 | 716 |
| U.S. Government securities | $170,014,000 | 565 |
| U.S. Treasury securities | $44,192,000 | 112 |
| U.S. Government agency obligations | $125,822,000 | 719 |
| Securities issued by states & political subdivisions | $16,766,000 | 1,522 |
| 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 | $87,224,000 | 659 |
| Mortgage-backed securities | $183,000 | 5,867 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $183,000 | 3,447 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 3,110 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $186,780,000 | 624 |
| Total debt securities | $186,780,000 | 704 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $171,028,000 | 763 |
| U.S. Government securities | $153,326,000 | 608 |
| U.S. Treasury securities | $42,286,000 | 97 |
| U.S. Government agency obligations | $111,040,000 | 792 |
| Securities issued by states & political subdivisions | $17,702,000 | 1,428 |
| 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 | $105,459,000 | 557 |
| Mortgage-backed securities | $1,188,000 | 5,307 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,188,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $1,188,000 | 2,458 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $171,028,000 | 662 |
| Total debt securities | $171,028,000 | 753 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $185,228,000 | 698 |
| U.S. Government securities | $165,415,000 | 552 |
| U.S. Treasury securities | $54,423,000 | 77 |
| U.S. Government agency obligations | $110,992,000 | 780 |
| Securities issued by states & political subdivisions | $19,813,000 | 1,257 |
| 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 | $96,393,000 | 586 |
| Mortgage-backed securities | $2,337,000 | 4,959 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,337,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $2,337,000 | 2,034 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $185,228,000 | 599 |
| Total debt securities | $185,228,000 | 680 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $155,168,000 | 817 |
| U.S. Government securities | $134,447,000 | 666 |
| U.S. Treasury securities | $52,449,000 | 80 |
| U.S. Government agency obligations | $81,998,000 | 1,009 |
| Securities issued by states & political subdivisions | $20,721,000 | 1,150 |
| 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 | $101,628,000 | 552 |
| Mortgage-backed securities | $4,396,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,396,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $4,396,000 | 1,618 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $155,168,000 | 697 |
| Total debt securities | $155,168,000 | 796 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $122,278,000 | 1,029 |
| U.S. Government securities | $99,117,000 | 864 |
| U.S. Treasury securities | $1,995,000 | 515 |
| U.S. Government agency obligations | $97,122,000 | 868 |
| Securities issued by states & political subdivisions | $23,161,000 | 971 |
| 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 | $117,994,000 | 490 |
| Mortgage-backed securities | $8,830,000 | 3,594 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,830,000 | 1,453 |
| CMOs issued by government agencies or sponsored agencies | $8,830,000 | 1,152 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $122,278,000 | 886 |
| Total debt securities | $122,278,000 | 1,009 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $171,174,000 | 709 |
| U.S. Government securities | $142,240,000 | 631 |
| U.S. Treasury securities | $8,000,000 | 214 |
| U.S. Government agency obligations | $134,240,000 | 649 |
| Securities issued by states & political subdivisions | $28,934,000 | 727 |
| 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 | $124,170,000 | 466 |
| Mortgage-backed securities | $30,191,000 | 1,765 |
| Certificates of participation in pools of residential mortgages | $6,172,000 | 3,445 |
| Issued or guaranteed by U.S. | $6,172,000 | 3,433 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $24,019,000 | 778 |
| CMOs issued by government agencies or sponsored agencies | $24,019,000 | 583 |
| 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) | $60,000 | 3,310 |
| Available-for-sale securities (fair market value) | $171,114,000 | 607 |
| Total debt securities | $171,174,000 | 700 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $173,476,000 | 682 |
| U.S. Government securities | $136,438,000 | 630 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $136,438,000 | 618 |
| Securities issued by states & political subdivisions | $37,038,000 | 505 |
| 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 | $129,133,000 | 449 |
| Mortgage-backed securities | $47,252,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $9,326,000 | 2,750 |
| Issued or guaranteed by U.S. | $9,326,000 | 2,735 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $37,926,000 | 547 |
| CMOs issued by government agencies or sponsored agencies | $37,926,000 | 392 |
| 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) | $63,000 | 3,332 |
| Available-for-sale securities (fair market value) | $173,413,000 | 579 |
| Total debt securities | $173,476,000 | 672 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $196,385,000 | 622 |
| U.S. Government securities | $159,182,000 | 534 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $159,182,000 | 520 |
| Securities issued by states & political subdivisions | $37,203,000 | 518 |
| 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 | $131,670,000 | 422 |
| Mortgage-backed securities | $51,846,000 | 1,093 |
| Certificates of participation in pools of residential mortgages | $9,639,000 | 2,691 |
| Issued or guaranteed by U.S. | $9,639,000 | 2,675 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $42,207,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $42,207,000 | 349 |
| 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) | $69,000 | 3,342 |
| Available-for-sale securities (fair market value) | $196,316,000 | 532 |
| Total debt securities | $196,385,000 | 604 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $212,526,000 | 589 |
| U.S. Government securities | $176,992,000 | 476 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $176,992,000 | 465 |
| Securities issued by states & political subdivisions | $35,534,000 | 549 |
| 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 | $115,421,000 | 485 |
| Mortgage-backed securities | $56,338,000 | 984 |
| Certificates of participation in pools of residential mortgages | $10,689,000 | 2,456 |
| Issued or guaranteed by U.S. | $10,689,000 | 2,442 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $45,649,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $45,649,000 | 328 |
| 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) | $75,000 | 3,368 |
| Available-for-sale securities (fair market value) | $212,451,000 | 510 |
| Total debt securities | $212,526,000 | 571 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $214,237,000 | 579 |
| U.S. Government securities | $180,088,000 | 483 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $180,088,000 | 468 |
| Securities issued by states & political subdivisions | $34,149,000 | 570 |
| 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 | $120,052,000 | 459 |
| Mortgage-backed securities | $57,758,000 | 879 |
| Certificates of participation in pools of residential mortgages | $11,053,000 | 2,160 |
| Issued or guaranteed by U.S. | $11,053,000 | 2,148 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $46,705,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $46,705,000 | 318 |
| 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) | $83,000 | 3,416 |
| Available-for-sale securities (fair market value) | $214,154,000 | 499 |
| Total debt securities | $214,237,000 | 565 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $174,006,000 | 692 |
| U.S. Government securities | $139,591,000 | 608 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $139,591,000 | 597 |
| Securities issued by states & political subdivisions | $34,415,000 | 554 |
| 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 | $104,362,000 | 510 |
| Mortgage-backed securities | $58,864,000 | 816 |
| Certificates of participation in pools of residential mortgages | $11,359,000 | 1,961 |
| Issued or guaranteed by U.S. | $11,359,000 | 1,952 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $47,505,000 | 423 |
| CMOs issued by government agencies or sponsored agencies | $47,505,000 | 307 |
| 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) | $92,000 | 3,469 |
| Available-for-sale securities (fair market value) | $173,914,000 | 587 |
| Total debt securities | $174,006,000 | 672 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $174,480,000 | 691 |
| U.S. Government securities | $140,017,000 | 620 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $140,017,000 | 609 |
| Securities issued by states & political subdivisions | $34,463,000 | 546 |
| 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 | $97,157,000 | 546 |
| Mortgage-backed securities | $60,560,000 | 792 |
| Certificates of participation in pools of residential mortgages | $11,864,000 | 1,855 |
| Issued or guaranteed by U.S. | $11,864,000 | 1,850 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $48,696,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $48,696,000 | 309 |
| 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) | $103,000 | 3,477 |
| Available-for-sale securities (fair market value) | $174,377,000 | 586 |
| Total debt securities | $174,480,000 | 676 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $170,157,000 | 715 |
| U.S. Government securities | $133,763,000 | 645 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $133,763,000 | 635 |
| Securities issued by states & political subdivisions | $36,394,000 | 504 |
| 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 | $98,760,000 | 534 |
| Mortgage-backed securities | $54,639,000 | 848 |
| Certificates of participation in pools of residential mortgages | $10,379,000 | 2,019 |
| Issued or guaranteed by U.S. | $10,379,000 | 2,012 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $44,260,000 | 433 |
| CMOs issued by government agencies or sponsored agencies | $44,260,000 | 333 |
| 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) | $142,000 | 3,487 |
| Available-for-sale securities (fair market value) | $170,015,000 | 595 |
| Total debt securities | $170,157,000 | 699 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $146,697,000 | 838 |
| U.S. Government securities | $110,179,000 | 794 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $110,179,000 | 768 |
| Securities issued by states & political subdivisions | $36,518,000 | 503 |
| 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 | $106,144,000 | 513 |
| Mortgage-backed securities | $39,385,000 | 1,110 |
| Certificates of participation in pools of residential mortgages | $2,063,000 | 4,144 |
| Issued or guaranteed by U.S. | $2,063,000 | 4,131 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $37,322,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $37,322,000 | 384 |
| 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) | $155,000 | 3,550 |
| Available-for-sale securities (fair market value) | $146,542,000 | 702 |
| Total debt securities | $146,697,000 | 820 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,948 |
| Fair value | $1,006,000 | 1,946 |
| 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 | $115,798,000 | 1,083 |
| U.S. Government securities | $77,912,000 | 1,173 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $77,912,000 | 1,127 |
| Securities issued by states & political subdivisions | $37,886,000 | 467 |
| 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 | $103,567,000 | 524 |
| Mortgage-backed securities | $40,432,000 | 1,098 |
| Certificates of participation in pools of residential mortgages | $2,279,000 | 4,014 |
| Issued or guaranteed by U.S. | $2,279,000 | 3,993 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $38,153,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $38,153,000 | 380 |
| 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) | $169,000 | 3,603 |
| Available-for-sale securities (fair market value) | $115,629,000 | 919 |
| Total debt securities | $115,798,000 | 1,056 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $116,944,000 | 1,053 |
| U.S. Government securities | $78,186,000 | 1,155 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $78,186,000 | 1,122 |
| Securities issued by states & political subdivisions | $38,758,000 | 446 |
| 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 | $105,756,000 | 507 |
| Mortgage-backed securities | $41,250,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $2,466,000 | 3,931 |
| Issued or guaranteed by U.S. | $2,466,000 | 3,915 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $38,784,000 | 469 |
| CMOs issued by government agencies or sponsored agencies | $38,784,000 | 364 |
| 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) | $186,000 | 3,639 |
| Available-for-sale securities (fair market value) | $116,758,000 | 891 |
| Total debt securities | $116,944,000 | 1,024 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $129,029,000 | 965 |
| U.S. Government securities | $88,693,000 | 1,043 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $88,693,000 | 1,004 |
| Securities issued by states & political subdivisions | $40,336,000 | 431 |
| 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 | $92,086,000 | 583 |
| Mortgage-backed securities | $43,012,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | $2,742,000 | 3,837 |
| Issued or guaranteed by U.S. | $2,742,000 | 3,819 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $40,270,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $40,270,000 | 361 |
| 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) | $205,000 | 3,666 |
| Available-for-sale securities (fair market value) | $128,824,000 | 813 |
| Total debt securities | $129,028,000 | 947 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $114,019,000 | 1,101 |
| U.S. Government securities | $74,501,000 | 1,200 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $74,501,000 | 1,159 |
| Securities issued by states & political subdivisions | $35,518,000 | 493 |
| Other domestic debt securities | $4,000,000 | 1,180 |
| 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 | $4,000,000 | 806 |
| 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 | $94,354,000 | 571 |
| Mortgage-backed securities | $44,540,000 | 1,039 |
| Certificates of participation in pools of residential mortgages | $2,987,000 | 3,753 |
| Issued or guaranteed by U.S. | $2,987,000 | 3,737 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $41,553,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $41,553,000 | 343 |
| 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) | $4,226,000 | 2,093 |
| Available-for-sale securities (fair market value) | $109,793,000 | 966 |
| Total debt securities | $114,020,000 | 1,077 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $103,384,000 | 1,202 |
| U.S. Government securities | $62,685,000 | 1,441 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $62,685,000 | 1,390 |
| Securities issued by states & political subdivisions | $36,699,000 | 475 |
| Other domestic debt securities | $4,000,000 | 1,201 |
| 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 | $4,000,000 | 838 |
| 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 | $85,595,000 | 604 |
| Mortgage-backed securities | $46,549,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $3,317,000 | 3,669 |
| Issued or guaranteed by U.S. | $3,317,000 | 3,655 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $43,232,000 | 427 |
| CMOs issued by government agencies or sponsored agencies | $43,232,000 | 335 |
| 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) | $4,245,000 | 2,101 |
| Available-for-sale securities (fair market value) | $99,139,000 | 1,055 |
| Total debt securities | $103,384,000 | 1,167 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $45,263,000 | 2,573 |
| U.S. Government securities | $40,788,000 | 2,168 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $40,788,000 | 2,097 |
| Securities issued by states & political subdivisions | $475,000 | 5,650 |
| Other domestic debt securities | $4,000,000 | 1,224 |
| 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 | $4,000,000 | 865 |
| 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 | $36,658,000 | 1,220 |
| Mortgage-backed securities | $29,767,000 | 1,434 |
| Certificates of participation in pools of residential mortgages | $324,000 | 5,710 |
| Issued or guaranteed by U.S. | $324,000 | 5,683 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $29,443,000 | 553 |
| CMOs issued by government agencies or sponsored agencies | $29,443,000 | 443 |
| 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) | $4,037,000 | 2,164 |
| Available-for-sale securities (fair market value) | $41,226,000 | 2,370 |
| Total debt securities | $45,263,000 | 2,525 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $49,114,000 | 2,413 |
| U.S. Government securities | $44,636,000 | 2,035 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $44,636,000 | 1,953 |
| Securities issued by states & political subdivisions | $478,000 | 5,669 |
| Other domestic debt securities | $4,000,000 | 1,269 |
| 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 | $4,000,000 | 921 |
| 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 | $35,529,000 | 1,285 |
| Mortgage-backed securities | $30,538,000 | 1,438 |
| Certificates of participation in pools of residential mortgages | $387,000 | 5,697 |
| Issued or guaranteed by U.S. | $387,000 | 5,677 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $30,151,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $30,151,000 | 455 |
| 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) | $4,038,000 | 2,198 |
| Available-for-sale securities (fair market value) | $45,076,000 | 2,202 |
| Total debt securities | $49,114,000 | 2,376 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $51,478,000 | 2,359 |
| U.S. Government securities | $46,993,000 | 1,951 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $46,993,000 | 1,871 |
| Securities issued by states & political subdivisions | $485,000 | 5,693 |
| Other domestic debt securities | $4,000,000 | 1,297 |
| 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 | $4,000,000 | 952 |
| 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 | $37,576,000 | 1,201 |
| Mortgage-backed securities | $31,718,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | $453,000 | 5,653 |
| Issued or guaranteed by U.S. | $453,000 | 5,636 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $31,265,000 | 563 |
| CMOs issued by government agencies or sponsored agencies | $31,265,000 | 444 |
| 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) | $4,038,000 | 2,216 |
| Available-for-sale securities (fair market value) | $47,440,000 | 2,128 |
| Total debt securities | $51,478,000 | 2,316 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $51,357,000 | 2,352 |
| U.S. Government securities | $50,866,000 | 1,792 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $50,866,000 | 1,733 |
| Securities issued by states & political subdivisions | $491,000 | 5,729 |
| 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 | $44,181,000 | 1,031 |
| Mortgage-backed securities | $34,422,000 | 1,348 |
| Certificates of participation in pools of residential mortgages | $491,000 | 5,632 |
| Issued or guaranteed by U.S. | $491,000 | 5,616 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $33,931,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $33,931,000 | 422 |
| 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) | $39,000 | 4,358 |
| Available-for-sale securities (fair market value) | $51,318,000 | 1,991 |
| Total debt securities | $51,357,000 | 2,302 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $56,390,000 | 2,198 |
| U.S. Government securities | $55,913,000 | 1,688 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $55,913,000 | 1,627 |
| Securities issued by states & political subdivisions | $477,000 | 5,784 |
| 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 | $40,232,000 | 1,105 |
| Mortgage-backed securities | $34,544,000 | 1,362 |
| Certificates of participation in pools of residential mortgages | $550,000 | 5,621 |
| Issued or guaranteed by U.S. | $550,000 | 5,605 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $33,994,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $33,994,000 | 437 |
| 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) | $40,000 | 4,412 |
| Available-for-sale securities (fair market value) | $56,350,000 | 1,851 |
| Total debt securities | $56,390,000 | 2,145 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $78,559,000 | 1,639 |
| U.S. Government securities | $78,062,000 | 1,210 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $78,062,000 | 1,163 |
| Securities issued by states & political subdivisions | $497,000 | 5,757 |
| 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 | $44,185,000 | 1,011 |
| Mortgage-backed securities | $36,149,000 | 1,347 |
| Certificates of participation in pools of residential mortgages | $710,000 | 5,499 |
| Issued or guaranteed by U.S. | $710,000 | 5,480 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $35,439,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $35,439,000 | 449 |
| 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) | $52,000 | 4,426 |
| Available-for-sale securities (fair market value) | $78,507,000 | 1,401 |
| Total debt securities | $78,559,000 | 1,593 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $67,710,000 | 1,906 |
| U.S. Government securities | $67,228,000 | 1,459 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $67,228,000 | 1,402 |
| Securities issued by states & political subdivisions | $482,000 | 5,841 |
| 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 | $41,700,000 | 1,046 |
| Mortgage-backed securities | $36,324,000 | 1,366 |
| Certificates of participation in pools of residential mortgages | $862,000 | 5,391 |
| Issued or guaranteed by U.S. | $862,000 | 5,369 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $35,462,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $35,462,000 | 486 |
| 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) | $59,000 | 4,468 |
| Available-for-sale securities (fair market value) | $67,651,000 | 1,617 |
| Total debt securities | $67,710,000 | 1,861 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $63,725,000 | 1,985 |
| U.S. Government securities | $63,370,000 | 1,493 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $63,370,000 | 1,435 |
| Securities issued by states & political subdivisions | $355,000 | 6,059 |
| 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 | $40,495,000 | 1,032 |
| Mortgage-backed securities | $27,081,000 | 1,627 |
| Certificates of participation in pools of residential mortgages | $1,113,000 | 5,191 |
| Issued or guaranteed by U.S. | $1,113,000 | 5,167 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $25,968,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $25,968,000 | 600 |
| 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) | $93,000 | 4,444 |
| Available-for-sale securities (fair market value) | $63,632,000 | 1,679 |
| Total debt securities | $63,725,000 | 1,922 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $53,964,000 | 2,247 |
| U.S. Government securities | $53,606,000 | 1,683 |
| U.S. Treasury securities | $3,009,000 | 927 |
| U.S. Government agency obligations | $50,597,000 | 1,703 |
| Securities issued by states & political subdivisions | $358,000 | 6,051 |
| 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 | $39,804,000 | 1,017 |
| Mortgage-backed securities | $11,758,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | $1,519,000 | 4,960 |
| Issued or guaranteed by U.S. | $1,519,000 | 4,940 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $10,239,000 | 1,207 |
| CMOs issued by government agencies or sponsored agencies | $10,239,000 | 1,122 |
| 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) | $106,000 | 4,432 |
| Available-for-sale securities (fair market value) | $53,858,000 | 1,909 |
| Total debt securities | $53,964,000 | 2,175 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $59,005,000 | 2,046 |
| U.S. Government securities | $58,473,000 | 1,535 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $58,473,000 | 1,475 |
| Securities issued by states & political subdivisions | $532,000 | 5,747 |
| 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 | $45,016,000 | 915 |
| Mortgage-backed securities | $17,971,000 | 2,162 |
| Certificates of participation in pools of residential mortgages | $2,014,000 | 4,651 |
| Issued or guaranteed by U.S. | $2,014,000 | 4,634 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $15,957,000 | 951 |
| CMOs issued by government agencies or sponsored agencies | $15,957,000 | 876 |
| 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) | $124,000 | 4,467 |
| Available-for-sale securities (fair market value) | $58,881,000 | 1,735 |
| Total debt securities | $59,005,000 | 1,976 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $62,435,000 | 1,936 |
| U.S. Government securities | $61,400,000 | 1,445 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $61,400,000 | 1,380 |
| Securities issued by states & political subdivisions | $1,035,000 | 5,120 |
| 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 | $48,753,000 | 836 |
| Mortgage-backed securities | $21,924,000 | 1,868 |
| Certificates of participation in pools of residential mortgages | $2,581,000 | 4,340 |
| Issued or guaranteed by U.S. | $2,581,000 | 4,325 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $19,343,000 | 851 |
| CMOs issued by government agencies or sponsored agencies | $19,343,000 | 785 |
| 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) | $142,000 | 4,518 |
| Available-for-sale securities (fair market value) | $62,293,000 | 1,623 |
| Total debt securities | $62,435,000 | 1,866 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $55,454,000 | 2,006 |
| U.S. Government securities | $54,021,000 | 1,500 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $54,021,000 | 1,420 |
| Securities issued by states & political subdivisions | $1,433,000 | 4,792 |
| 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 | $52,529,000 | 748 |
| Mortgage-backed securities | $19,912,000 | 1,841 |
| Certificates of participation in pools of residential mortgages | $4,209,000 | 3,393 |
| Issued or guaranteed by U.S. | $4,209,000 | 3,379 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $15,703,000 | 977 |
| CMOs issued by government agencies or sponsored agencies | $15,703,000 | 886 |
| 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) | $286,000 | 4,545 |
| Available-for-sale securities (fair market value) | $55,168,000 | 1,674 |
| Total debt securities | $55,454,000 | 1,936 |
| 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 | $45,826,000 | 2,377 |
| U.S. Government securities | $40,544,000 | 1,965 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $40,544,000 | 1,832 |
| Securities issued by states & political subdivisions | $1,511,000 | 4,817 |
| Other domestic debt securities | $1,996,000 | 1,933 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,996,000 | 1,652 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,775,000 | 1,716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,611,000 | 902 |
| Mortgage-backed securities | $4,046,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $418,000 | 5,597 |
| Issued or guaranteed by U.S. | $418,000 | 5,577 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,628,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $3,628,000 | 1,644 |
| 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) | $468,000 | 4,974 |
| Available-for-sale securities (fair market value) | $45,358,000 | 1,916 |
| Total debt securities | $44,051,000 | 2,361 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 195 |
| Fair value | $1,994,000 | 182 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $46,032,000 | 2,468 |
| U.S. Government securities | $40,816,000 | 2,052 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $40,816,000 | 1,852 |
| Securities issued by states & political subdivisions | $1,571,000 | 5,011 |
| Other domestic debt securities | $1,956,000 | 1,875 |
| 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 | $1,956,000 | 1,561 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,689,000 | 1,699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,422,000 | 958 |
| Mortgage-backed securities | $5,683,000 | 3,372 |
| Certificates of participation in pools of residential mortgages | $1,684,000 | 4,427 |
| Issued or guaranteed by U.S. | $1,684,000 | 4,412 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,999,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $3,999,000 | 1,686 |
| 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) | $1,782,000 | 4,377 |
| Available-for-sale securities (fair market value) | $44,250,000 | 1,956 |
| Total debt securities | $44,343,000 | 2,463 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 301 |
| Fair value | $1,939,000 | 288 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $78,621,000 | 1,500 |
| U.S. Government securities | $75,322,000 | 1,177 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $75,322,000 | 1,010 |
| Securities issued by states & political subdivisions | $1,852,000 | 4,845 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,447,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,539,000 | 713 |
| Mortgage-backed securities | $3,709,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $2,221,000 | 4,225 |
| Issued or guaranteed by U.S. | $2,221,000 | 4,206 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,488,000 | 2,920 |
| CMOs issued by government agencies or sponsored agencies | $1,488,000 | 2,788 |
| 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) | $2,529,000 | 4,433 |
| Available-for-sale securities (fair market value) | $76,092,000 | 1,157 |
| Total debt securities | $77,174,000 | 1,466 |
| Structured notes | ||
| Amortized cost | $1,992,000 | 391 |
| Fair value | $1,992,000 | 365 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $15,120,000 | 5,968 |
| U.S. Government securities | $14,769,000 | 5,099 |
| U.S. Treasury securities | $1,002,000 | 6,378 |
| U.S. Government agency obligations | $13,767,000 | 4,271 |
| Securities issued by states & political subdivisions | $94,000 | 7,908 |
| 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 | $257,000 | 4,941 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,981,000 | 5,689 |
| Mortgage-backed securities | $3,028,000 | 4,761 |
| Certificates of participation in pools of residential mortgages | $3,028,000 | 3,725 |
| Issued or guaranteed by U.S. | $3,028,000 | 3,711 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,117,000 | 4,504 |
| Available-for-sale securities (fair market value) | $11,003,000 | 5,450 |
| Total debt securities | $14,863,000 | 5,913 |
| Structured notes | ||
| Amortized cost | $995,000 | 1,474 |
| Fair value | $1,004,000 | 1,175 |
| 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 | $16,189,000 | 6,105 |
| U.S. Government securities | $15,824,000 | 5,276 |
| U.S. Treasury securities | $2,511,000 | 5,453 |
| U.S. Government agency obligations | $13,313,000 | 4,582 |
| Securities issued by states & political subdivisions | $124,000 | 8,174 |
| 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 | $241,000 | 4,962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,758,000 | 4,252 |
| Mortgage-backed securities | $3,641,000 | 4,865 |
| Certificates of participation in pools of residential mortgages | $3,641,000 | 3,747 |
| Issued or guaranteed by U.S. | $3,641,000 | 3,726 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,728,000 | 3,233 |
| Available-for-sale securities (fair market value) | $6,461,000 | 7,187 |
| Total debt securities | $15,948,000 | 6,054 |
| Structured notes | ||
| Amortized cost | $4,964,000 | 406 |
| Fair value | $4,983,000 | 376 |
| 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 | $21,185,000 | 5,335 |
| U.S. Government securities | $20,706,000 | 4,524 |
| U.S. Treasury securities | $5,542,000 | 4,261 |
| U.S. Government agency obligations | $15,164,000 | 4,170 |
| Securities issued by states & political subdivisions | $252,000 | 8,012 |
| 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 | $227,000 | 4,810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,709,000 | 3,921 |
| Mortgage-backed securities | $5,227,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $5,227,000 | 3,216 |
| Issued or guaranteed by U.S. | $5,227,000 | 3,191 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,676,000 | 2,864 |
| Available-for-sale securities (fair market value) | $8,509,000 | 6,622 |
| Total debt securities | $20,958,000 | 5,274 |
| Structured notes | ||
| Amortized cost | $4,949,000 | 739 |
| Fair value | $4,984,000 | 692 |
| 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 | $17,438,000 | 6,475 |
| U.S. Government securities | $16,925,000 | 5,584 |
| U.S. Treasury securities | $6,815,000 | 4,530 |
| U.S. Government agency obligations | $10,110,000 | 5,327 |
| Securities issued by states & political subdivisions | $301,000 | 8,269 |
| 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 | $212,000 | 4,686 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,743,000 | 5,517 |
| Mortgage-backed securities | $5,175,000 | 4,639 |
| Certificates of participation in pools of residential mortgages | $5,175,000 | 3,333 |
| Issued or guaranteed by U.S. | $5,175,000 | 3,314 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,411,000 | 5,529 |
| Available-for-sale securities (fair market value) | $7,027,000 | 5,863 |
| Total debt securities | $17,226,000 | 6,414 |
| 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 | $19,011,000 | 6,365 |
| U.S. Government securities | $18,510,000 | 5,425 |
| U.S. Treasury securities | $9,525,000 | 3,647 |
| U.S. Government agency obligations | $8,985,000 | 5,958 |
| Securities issued by states & political subdivisions | $308,000 | 8,433 |
| 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 | $193,000 | 4,591 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,124,000 | 5,868 |
| Mortgage-backed securities | $5,489,000 | 5,028 |
| Certificates of participation in pools of residential mortgages | $5,489,000 | 3,566 |
| Issued or guaranteed by U.S. | $5,489,000 | 3,530 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $18,818,000 | 6,278 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $12,594,000 | 8,160 |
| U.S. Government securities | $12,258,000 | 7,152 |
| U.S. Treasury securities | $8,275,000 | 4,068 |
| U.S. Government agency obligations | $3,983,000 | 8,749 |
| Securities issued by states & political subdivisions | $319,000 | 8,262 |
| 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 | $17,000 | 7,775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,546,000 | 4,786 |
| Mortgage-backed securities | $3,983,000 | 6,047 |
| Certificates of participation in pools of residential mortgages | $3,983,000 | 4,462 |
| Issued or guaranteed by U.S. | $3,983,000 | 4,407 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,577,000 | 8,042 |
| 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 |