Home > Champlain National Bank > Securities
Champlain National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $119,650,000 | 1,503 |
| U.S. Government securities | $90,360,000 | 1,256 |
| U.S. Treasury securities | $4,368,000 | 1,932 |
| U.S. Government agency obligations | $85,992,000 | 1,091 |
| Securities issued by states & political subdivisions | $29,276,000 | 1,390 |
| Other domestic debt securities | $34,000 | 2,312 |
| Privately issued residential mortgage-backed securities | $34,000 | 637 |
| 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 | $78,925,000 | 1,079 |
| Mortgage-backed securities | $86,026,000 | 880 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $85,971,000 | 569 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 2,669 |
| Privately issued | $34,000 | 478 |
| 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) | $3,396,000 | 1,262 |
| Available-for-sale securities (fair market value) | $116,274,000 | 1,343 |
| Total debt securities | $119,668,000 | 1,488 |
| 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 | $117,282,000 | 1,516 |
| U.S. Government securities | $88,575,000 | 1,269 |
| U.S. Treasury securities | $4,805,000 | 1,911 |
| U.S. Government agency obligations | $83,770,000 | 1,108 |
| Securities issued by states & political subdivisions | $28,694,000 | 1,381 |
| Other domestic debt securities | $34,000 | 2,323 |
| Privately issued residential mortgage-backed securities | $34,000 | 617 |
| 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 | $81,259,000 | 1,025 |
| Mortgage-backed securities | $83,804,000 | 875 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $83,744,000 | 572 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 2,660 |
| Privately issued | $34,000 | 473 |
| 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) | $3,515,000 | 1,278 |
| Available-for-sale securities (fair market value) | $113,788,000 | 1,350 |
| Total debt securities | $117,303,000 | 1,500 |
| 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 | $123,547,000 | 1,498 |
| U.S. Government securities | $94,356,000 | 1,247 |
| U.S. Treasury securities | $4,780,000 | 1,947 |
| U.S. Government agency obligations | $89,576,000 | 1,084 |
| Securities issued by states & political subdivisions | $29,179,000 | 1,424 |
| Other domestic debt securities | $34,000 | 2,348 |
| Privately issued residential mortgage-backed securities | $34,000 | 628 |
| 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 | $66,841,000 | 1,160 |
| Mortgage-backed securities | $89,610,000 | 857 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $89,545,000 | 562 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 2,659 |
| Privately issued | $34,000 | 474 |
| 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) | $2,913,000 | 1,345 |
| Available-for-sale securities (fair market value) | $120,656,000 | 1,333 |
| Total debt securities | $123,567,000 | 1,482 |
| 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 | $127,911,000 | 1,528 |
| U.S. Government securities | $98,318,000 | 1,277 |
| U.S. Treasury securities | $4,808,000 | 2,018 |
| U.S. Government agency obligations | $93,510,000 | 1,059 |
| Securities issued by states & political subdivisions | $29,581,000 | 1,460 |
| Other domestic debt securities | $36,000 | 2,398 |
| Privately issued residential mortgage-backed securities | $36,000 | 649 |
| 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 | $95,404,000 | 852 |
| Mortgage-backed securities | $93,546,000 | 867 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $93,472,000 | 572 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 2,685 |
| Privately issued | $36,000 | 483 |
| 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) | $2,835,000 | 1,392 |
| Available-for-sale securities (fair market value) | $125,100,000 | 1,352 |
| Total debt securities | $127,936,000 | 1,511 |
| 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 | $128,296,000 | 1,546 |
| U.S. Government securities | $98,612,000 | 1,287 |
| U.S. Treasury securities | $4,749,000 | 2,072 |
| U.S. Government agency obligations | $93,863,000 | 1,056 |
| Securities issued by states & political subdivisions | $29,647,000 | 1,501 |
| Other domestic debt securities | $37,000 | 2,434 |
| Privately issued residential mortgage-backed securities | $37,000 | 665 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| 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 | $79,077,000 | 887 |
| Mortgage-backed securities | $93,900,000 | 872 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $93,819,000 | 577 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 2,697 |
| Privately issued | $37,000 | 485 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $3,328,000 | 1,363 |
| Available-for-sale securities (fair market value) | $124,968,000 | 1,371 |
| Total debt securities | $128,296,000 | 1,532 |
| 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 | $123,010,000 | 1,593 |
| U.S. Government securities | $94,802,000 | 1,323 |
| U.S. Treasury securities | $3,759,000 | 2,254 |
| U.S. Government agency obligations | $91,043,000 | 1,085 |
| Securities issued by states & political subdivisions | $28,169,000 | 1,558 |
| Other domestic debt securities | $39,000 | 2,398 |
| Privately issued residential mortgage-backed securities | $39,000 | 658 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| 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 | $97,258,000 | 730 |
| Mortgage-backed securities | $91,082,000 | 901 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $90,994,000 | 586 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 2,707 |
| Privately issued | $39,000 | 494 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $3,288,000 | 1,349 |
| Available-for-sale securities (fair market value) | $119,722,000 | 1,428 |
| Total debt securities | $123,009,000 | 1,578 |
| 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 | $129,659,000 | 1,553 |
| U.S. Government securities | $100,408,000 | 1,284 |
| U.S. Treasury securities | $3,840,000 | 2,211 |
| U.S. Government agency obligations | $96,568,000 | 1,068 |
| Securities issued by states & political subdivisions | $29,211,000 | 1,571 |
| Other domestic debt securities | $40,000 | 2,256 |
| Privately issued residential mortgage-backed securities | $40,000 | 673 |
| 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 | $64,698,000 | 978 |
| Mortgage-backed securities | $96,608,000 | 881 |
| Certificates of participation in pools of residential mortgages | $96,500,000 | 582 |
| Issued or guaranteed by U.S. | $96,500,000 | 579 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $108,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 2,710 |
| Privately issued | $40,000 | 499 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $3,307,000 | 1,279 |
| Available-for-sale securities (fair market value) | $126,352,000 | 1,413 |
| Total debt securities | $129,660,000 | 1,539 |
| 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 | $136,508,000 | 1,470 |
| U.S. Government securities | $109,433,000 | 1,175 |
| U.S. Treasury securities | $1,891,000 | 2,298 |
| U.S. Government agency obligations | $107,542,000 | 990 |
| Securities issued by states & political subdivisions | $27,033,000 | 1,684 |
| Other domestic debt securities | $42,000 | 2,241 |
| Privately issued residential mortgage-backed securities | $42,000 | 661 |
| 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 | $93,618,000 | 689 |
| Mortgage-backed securities | $107,584,000 | 830 |
| Certificates of participation in pools of residential mortgages | $107,441,000 | 548 |
| Issued or guaranteed by U.S. | $107,441,000 | 543 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $143,000 | 2,706 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 2,670 |
| Privately issued | $42,000 | 480 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $3,567,000 | 1,167 |
| Available-for-sale securities (fair market value) | $132,941,000 | 1,362 |
| Total debt securities | $136,508,000 | 1,455 |
| 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 | $146,815,000 | 1,342 |
| U.S. Government securities | $119,288,000 | 1,026 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $119,288,000 | 898 |
| Securities issued by states & political subdivisions | $27,483,000 | 1,703 |
| Other domestic debt securities | $44,000 | 2,217 |
| Privately issued residential mortgage-backed securities | $44,000 | 632 |
| 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 | $47,784,000 | 1,177 |
| Mortgage-backed securities | $119,332,000 | 768 |
| Certificates of participation in pools of residential mortgages | $119,139,000 | 514 |
| Issued or guaranteed by U.S. | $119,139,000 | 509 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $193,000 | 2,661 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 2,638 |
| Privately issued | $44,000 | 438 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $3,646,000 | 1,045 |
| Available-for-sale securities (fair market value) | $143,169,000 | 1,255 |
| Total debt securities | $146,814,000 | 1,324 |
| 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 | $127,766,000 | 1,423 |
| U.S. Government securities | $102,879,000 | 1,089 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $102,879,000 | 973 |
| Securities issued by states & political subdivisions | $24,840,000 | 1,778 |
| Other domestic debt securities | $47,000 | 2,168 |
| Privately issued residential mortgage-backed securities | $47,000 | 609 |
| 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 | $73,818,000 | 828 |
| Mortgage-backed securities | $102,926,000 | 819 |
| Certificates of participation in pools of residential mortgages | $102,656,000 | 545 |
| Issued or guaranteed by U.S. | $102,656,000 | 538 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $270,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 2,627 |
| Privately issued | $47,000 | 429 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $3,596,000 | 1,029 |
| Available-for-sale securities (fair market value) | $124,170,000 | 1,346 |
| Total debt securities | $127,767,000 | 1,403 |
| 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 | $98,676,000 | 1,661 |
| U.S. Government securities | $75,745,000 | 1,323 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $75,745,000 | 1,205 |
| Securities issued by states & political subdivisions | $22,884,000 | 1,850 |
| Other domestic debt securities | $47,000 | 2,167 |
| Privately issued residential mortgage-backed securities | $47,000 | 615 |
| 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 | $55,030,000 | 1,031 |
| Mortgage-backed securities | $75,792,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $75,397,000 | 662 |
| Issued or guaranteed by U.S. | $75,397,000 | 646 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $395,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $348,000 | 2,544 |
| Privately issued | $47,000 | 416 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $3,743,000 | 994 |
| Available-for-sale securities (fair market value) | $94,933,000 | 1,584 |
| Total debt securities | $98,675,000 | 1,645 |
| 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 | $85,346,000 | 1,715 |
| U.S. Government securities | $59,710,000 | 1,442 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $59,710,000 | 1,337 |
| Securities issued by states & political subdivisions | $25,589,000 | 1,668 |
| Other domestic debt securities | $47,000 | 2,156 |
| Privately issued residential mortgage-backed securities | $47,000 | 623 |
| 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 | $67,228,000 | 859 |
| Mortgage-backed securities | $59,757,000 | 1,132 |
| Certificates of participation in pools of residential mortgages | $59,169,000 | 751 |
| Issued or guaranteed by U.S. | $59,169,000 | 733 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $588,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $541,000 | 2,413 |
| Privately issued | $47,000 | 412 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $5,686,000 | 845 |
| Available-for-sale securities (fair market value) | $79,660,000 | 1,697 |
| Total debt securities | $85,348,000 | 1,700 |
| 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 | $82,367,000 | 1,631 |
| U.S. Government securities | $57,143,000 | 1,362 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $57,143,000 | 1,282 |
| Securities issued by states & political subdivisions | $25,179,000 | 1,636 |
| Other domestic debt securities | $45,000 | 2,099 |
| Privately issued residential mortgage-backed securities | $45,000 | 603 |
| 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 | $45,208,000 | 1,128 |
| Mortgage-backed securities | $57,188,000 | 1,089 |
| Certificates of participation in pools of residential mortgages | $56,359,000 | 721 |
| Issued or guaranteed by U.S. | $56,359,000 | 709 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $829,000 | 2,361 |
| CMOs issued by government agencies or sponsored agencies | $784,000 | 2,328 |
| Privately issued | $45,000 | 409 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $5,617,000 | 839 |
| Available-for-sale securities (fair market value) | $76,750,000 | 1,627 |
| Total debt securities | $82,367,000 | 1,615 |
| 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 | $84,715,000 | 1,521 |
| U.S. Government securities | $58,861,000 | 1,286 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $58,861,000 | 1,209 |
| Securities issued by states & political subdivisions | $25,808,000 | 1,495 |
| Other domestic debt securities | $46,000 | 2,076 |
| Privately issued residential mortgage-backed securities | $46,000 | 601 |
| 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 | $55,103,000 | 948 |
| Mortgage-backed securities | $58,907,000 | 1,039 |
| Certificates of participation in pools of residential mortgages | $57,795,000 | 648 |
| Issued or guaranteed by U.S. | $57,795,000 | 634 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,112,000 | 2,286 |
| CMOs issued by government agencies or sponsored agencies | $1,066,000 | 2,250 |
| Privately issued | $46,000 | 400 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $7,256,000 | 770 |
| Available-for-sale securities (fair market value) | $77,459,000 | 1,513 |
| Total debt securities | $84,716,000 | 1,510 |
| 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 | $82,968,000 | 1,502 |
| U.S. Government securities | $56,445,000 | 1,295 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $56,445,000 | 1,220 |
| Securities issued by states & political subdivisions | $26,478,000 | 1,371 |
| Other domestic debt securities | $45,000 | 2,018 |
| Privately issued residential mortgage-backed securities | $45,000 | 587 |
| 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 | $43,851,000 | 1,141 |
| Mortgage-backed securities | $56,490,000 | 1,054 |
| Certificates of participation in pools of residential mortgages | $55,062,000 | 654 |
| Issued or guaranteed by U.S. | $55,062,000 | 640 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,428,000 | 2,218 |
| CMOs issued by government agencies or sponsored agencies | $1,383,000 | 2,191 |
| Privately issued | $45,000 | 388 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $7,576,000 | 758 |
| Available-for-sale securities (fair market value) | $75,392,000 | 1,504 |
| Total debt securities | $82,970,000 | 1,488 |
| 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 | $78,686,000 | 1,511 |
| U.S. Government securities | $57,395,000 | 1,285 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $57,395,000 | 1,213 |
| Securities issued by states & political subdivisions | $21,253,000 | 1,492 |
| Other domestic debt securities | $38,000 | 1,958 |
| Privately issued residential mortgage-backed securities | $38,000 | 608 |
| 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 | $47,527,000 | 1,025 |
| Mortgage-backed securities | $57,433,000 | 1,027 |
| Certificates of participation in pools of residential mortgages | $55,737,000 | 647 |
| Issued or guaranteed by U.S. | $55,737,000 | 631 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,696,000 | 2,157 |
| CMOs issued by government agencies or sponsored agencies | $1,658,000 | 2,120 |
| Privately issued | $38,000 | 397 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $5,807,000 | 848 |
| Available-for-sale securities (fair market value) | $72,879,000 | 1,476 |
| Total debt securities | $78,685,000 | 1,494 |
| 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 | $79,344,000 | 1,512 |
| U.S. Government securities | $57,457,000 | 1,303 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $57,457,000 | 1,231 |
| Securities issued by states & political subdivisions | $21,838,000 | 1,424 |
| Other domestic debt securities | $49,000 | 1,928 |
| Privately issued residential mortgage-backed securities | $49,000 | 572 |
| 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 | $34,546,000 | 1,284 |
| Mortgage-backed securities | $57,506,000 | 998 |
| Certificates of participation in pools of residential mortgages | $53,727,000 | 643 |
| Issued or guaranteed by U.S. | $53,727,000 | 629 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,779,000 | 1,780 |
| CMOs issued by government agencies or sponsored agencies | $3,730,000 | 1,735 |
| Privately issued | $49,000 | 385 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $5,867,000 | 887 |
| Available-for-sale securities (fair market value) | $73,477,000 | 1,480 |
| Total debt securities | $79,343,000 | 1,500 |
| 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 | $84,183,000 | 1,443 |
| U.S. Government securities | $60,813,000 | 1,250 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $60,813,000 | 1,173 |
| Securities issued by states & political subdivisions | $23,308,000 | 1,356 |
| Other domestic debt securities | $62,000 | 1,970 |
| Privately issued residential mortgage-backed securities | $62,000 | 605 |
| 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 | $58,885,000 | 855 |
| Mortgage-backed securities | $60,875,000 | 947 |
| Certificates of participation in pools of residential mortgages | $56,534,000 | 605 |
| Issued or guaranteed by U.S. | $56,534,000 | 590 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,341,000 | 1,680 |
| CMOs issued by government agencies or sponsored agencies | $4,279,000 | 1,650 |
| Privately issued | $62,000 | 379 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $7,113,000 | 864 |
| Available-for-sale securities (fair market value) | $77,070,000 | 1,419 |
| Total debt securities | $84,184,000 | 1,431 |
| 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 | $69,543,000 | 1,669 |
| U.S. Government securities | $44,887,000 | 1,609 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $44,887,000 | 1,519 |
| Securities issued by states & political subdivisions | $23,678,000 | 1,357 |
| Other domestic debt securities | $978,000 | 1,557 |
| Privately issued residential mortgage-backed securities | $63,000 | 579 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $915,000 | 1,211 |
| 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 | $2,911,000 | 3,729 |
| Mortgage-backed securities | $44,950,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $40,431,000 | 768 |
| Issued or guaranteed by U.S. | $40,431,000 | 762 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,519,000 | 1,655 |
| CMOs issued by government agencies or sponsored agencies | $4,456,000 | 1,617 |
| Privately issued | $63,000 | 393 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $7,045,000 | 897 |
| Available-for-sale securities (fair market value) | $62,498,000 | 1,668 |
| Total debt securities | $69,542,000 | 1,651 |
| 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 | $70,505,000 | 1,667 |
| U.S. Government securities | $45,884,000 | 1,572 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $45,884,000 | 1,484 |
| Securities issued by states & political subdivisions | $23,635,000 | 1,420 |
| Other domestic debt securities | $986,000 | 1,550 |
| Privately issued residential mortgage-backed securities | $66,000 | 588 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $920,000 | 1,214 |
| 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 | $48,108,000 | 1,032 |
| Mortgage-backed securities | $45,950,000 | 1,134 |
| Certificates of participation in pools of residential mortgages | $41,367,000 | 763 |
| Issued or guaranteed by U.S. | $41,367,000 | 757 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,583,000 | 1,652 |
| CMOs issued by government agencies or sponsored agencies | $4,517,000 | 1,610 |
| Privately issued | $66,000 | 406 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $6,954,000 | 926 |
| Available-for-sale securities (fair market value) | $63,551,000 | 1,671 |
| Total debt securities | $70,505,000 | 1,654 |
| 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 | $67,983,000 | 1,740 |
| U.S. Government securities | $44,109,000 | 1,639 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $44,109,000 | 1,556 |
| Securities issued by states & political subdivisions | $22,920,000 | 1,494 |
| Other domestic debt securities | $954,000 | 1,559 |
| Privately issued residential mortgage-backed securities | $74,000 | 549 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $880,000 | 1,227 |
| 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 | $37,239,000 | 1,261 |
| Mortgage-backed securities | $44,183,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $39,571,000 | 797 |
| Issued or guaranteed by U.S. | $39,571,000 | 793 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,612,000 | 1,645 |
| CMOs issued by government agencies or sponsored agencies | $4,538,000 | 1,596 |
| Privately issued | $74,000 | 396 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $6,512,000 | 982 |
| Available-for-sale securities (fair market value) | $61,471,000 | 1,728 |
| Total debt securities | $67,984,000 | 1,723 |
| 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 | $68,132,000 | 1,747 |
| U.S. Government securities | $44,692,000 | 1,625 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $44,692,000 | 1,541 |
| Securities issued by states & political subdivisions | $22,434,000 | 1,521 |
| Other domestic debt securities | $1,006,000 | 1,465 |
| Privately issued residential mortgage-backed securities | $81,000 | 493 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $925,000 | 1,220 |
| 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 | $54,028,000 | 950 |
| Mortgage-backed securities | $44,773,000 | 1,148 |
| Certificates of participation in pools of residential mortgages | $40,145,000 | 799 |
| Issued or guaranteed by U.S. | $40,145,000 | 794 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,628,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $4,547,000 | 1,566 |
| Privately issued | $81,000 | 397 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $5,809,000 | 1,049 |
| Available-for-sale securities (fair market value) | $62,323,000 | 1,716 |
| Total debt securities | $68,133,000 | 1,730 |
| 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 | $67,373,000 | 1,789 |
| U.S. Government securities | $44,832,000 | 1,616 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $44,832,000 | 1,529 |
| Securities issued by states & political subdivisions | $21,515,000 | 1,624 |
| Other domestic debt securities | $1,026,000 | 1,603 |
| Privately issued residential mortgage-backed securities | $96,000 | 759 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $930,000 | 1,218 |
| 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 | $47,984,000 | 1,061 |
| Mortgage-backed securities | $44,928,000 | 1,166 |
| Certificates of participation in pools of residential mortgages | $42,225,000 | 795 |
| Issued or guaranteed by U.S. | $42,225,000 | 781 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,703,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $2,607,000 | 1,900 |
| Privately issued | $96,000 | 404 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $4,657,000 | 1,140 |
| Available-for-sale securities (fair market value) | $62,716,000 | 1,739 |
| Total debt securities | $67,371,000 | 1,769 |
| 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 | $67,182,000 | 1,811 |
| U.S. Government securities | $42,097,000 | 1,739 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $42,097,000 | 1,655 |
| Securities issued by states & political subdivisions | $24,056,000 | 1,521 |
| Other domestic debt securities | $1,029,000 | 1,444 |
| Privately issued residential mortgage-backed securities | $99,000 | 452 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $930,000 | 1,244 |
| 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 | $55,967,000 | 959 |
| Mortgage-backed securities | $42,196,000 | 1,214 |
| Certificates of participation in pools of residential mortgages | $42,097,000 | 820 |
| Issued or guaranteed by U.S. | $42,097,000 | 819 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $99,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $99,000 | 418 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $6,215,000 | 1,059 |
| Available-for-sale securities (fair market value) | $60,967,000 | 1,792 |
| Total debt securities | $67,182,000 | 1,791 |
| 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 | $70,344,000 | 1,778 |
| U.S. Government securities | $44,324,000 | 1,694 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $44,324,000 | 1,615 |
| Securities issued by states & political subdivisions | $25,018,000 | 1,525 |
| Other domestic debt securities | $1,002,000 | 1,479 |
| Privately issued residential mortgage-backed securities | $72,000 | 484 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $930,000 | 1,273 |
| 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 | $52,539,000 | 1,015 |
| Mortgage-backed securities | $44,396,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $44,324,000 | 815 |
| Issued or guaranteed by U.S. | $44,324,000 | 815 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $72,000 | 2,904 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $72,000 | 456 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $6,166,000 | 1,085 |
| Available-for-sale securities (fair market value) | $64,178,000 | 1,767 |
| Total debt securities | $70,344,000 | 1,762 |
| 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 | $82,179,000 | 1,597 |
| U.S. Government securities | $51,503,000 | 1,520 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $51,503,000 | 1,460 |
| Securities issued by states & political subdivisions | $29,666,000 | 1,312 |
| Other domestic debt securities | $1,010,000 | 1,489 |
| Privately issued residential mortgage-backed securities | $75,000 | 496 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $935,000 | 1,300 |
| 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 | $62,734,000 | 891 |
| Mortgage-backed securities | $51,578,000 | 1,069 |
| Certificates of participation in pools of residential mortgages | $51,503,000 | 733 |
| Issued or guaranteed by U.S. | $51,503,000 | 733 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $75,000 | 2,931 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $75,000 | 464 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $6,251,000 | 1,111 |
| Available-for-sale securities (fair market value) | $75,928,000 | 1,552 |
| Total debt securities | $82,179,000 | 1,576 |
| 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 | $88,044,000 | 1,538 |
| U.S. Government securities | $57,894,000 | 1,411 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $57,894,000 | 1,353 |
| Securities issued by states & political subdivisions | $29,143,000 | 1,371 |
| Other domestic debt securities | $1,007,000 | 1,518 |
| Privately issued residential mortgage-backed securities | $70,000 | 520 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $937,000 | 1,327 |
| 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 | $70,724,000 | 809 |
| Mortgage-backed securities | $57,964,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $57,015,000 | 688 |
| Issued or guaranteed by U.S. | $57,015,000 | 687 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $949,000 | 2,470 |
| CMOs issued by government agencies or sponsored agencies | $879,000 | 2,433 |
| Privately issued | $70,000 | 486 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $3,707,000 | 1,325 |
| Available-for-sale securities (fair market value) | $84,337,000 | 1,444 |
| Total debt securities | $88,045,000 | 1,521 |
| 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 | $92,641,000 | 1,492 |
| U.S. Government securities | $57,301,000 | 1,444 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $57,301,000 | 1,379 |
| Securities issued by states & political subdivisions | $34,364,000 | 1,159 |
| Other domestic debt securities | $976,000 | 1,617 |
| Privately issued residential mortgage-backed securities | $71,000 | 545 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $905,000 | 1,352 |
| 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 | $67,588,000 | 866 |
| Mortgage-backed securities | $57,372,000 | 1,027 |
| Certificates of participation in pools of residential mortgages | $56,381,000 | 708 |
| Issued or guaranteed by U.S. | $56,381,000 | 708 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $991,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $920,000 | 2,447 |
| Privately issued | $71,000 | 514 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $4,053,000 | 1,311 |
| Available-for-sale securities (fair market value) | $88,588,000 | 1,391 |
| Total debt securities | $92,643,000 | 1,471 |
| 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 | $91,787,000 | 1,486 |
| U.S. Government securities | $54,952,000 | 1,478 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $54,952,000 | 1,409 |
| Securities issued by states & political subdivisions | $35,846,000 | 1,129 |
| Other domestic debt securities | $989,000 | 1,610 |
| Privately issued residential mortgage-backed securities | $84,000 | 556 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $905,000 | 1,352 |
| 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 | $77,542,000 | 762 |
| Mortgage-backed securities | $55,036,000 | 1,053 |
| Certificates of participation in pools of residential mortgages | $53,942,000 | 740 |
| Issued or guaranteed by U.S. | $53,942,000 | 740 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,094,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $1,010,000 | 2,414 |
| Privately issued | $84,000 | 524 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $6,007,000 | 1,181 |
| Available-for-sale securities (fair market value) | $85,780,000 | 1,425 |
| Total debt securities | $91,786,000 | 1,462 |
| 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 | $93,808,000 | 1,449 |
| U.S. Government securities | $57,005,000 | 1,422 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $57,005,000 | 1,360 |
| Securities issued by states & political subdivisions | $35,821,000 | 1,128 |
| Other domestic debt securities | $982,000 | 1,617 |
| Privately issued residential mortgage-backed securities | $103,000 | 546 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $879,000 | 1,357 |
| 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 | $78,811,000 | 755 |
| Mortgage-backed securities | $57,108,000 | 1,018 |
| Certificates of participation in pools of residential mortgages | $55,877,000 | 717 |
| Issued or guaranteed by U.S. | $55,877,000 | 717 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,231,000 | 2,421 |
| CMOs issued by government agencies or sponsored agencies | $1,128,000 | 2,391 |
| Privately issued | $103,000 | 517 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $5,896,000 | 1,198 |
| Available-for-sale securities (fair market value) | $87,912,000 | 1,384 |
| Total debt securities | $93,807,000 | 1,428 |
| 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 | $95,178,000 | 1,439 |
| U.S. Government securities | $61,475,000 | 1,372 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $61,475,000 | 1,316 |
| Securities issued by states & political subdivisions | $32,743,000 | 1,226 |
| Other domestic debt securities | $960,000 | 1,649 |
| Privately issued residential mortgage-backed securities | $113,000 | 566 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $847,000 | 1,372 |
| 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 | $66,798,000 | 881 |
| Mortgage-backed securities | $60,106,000 | 981 |
| Certificates of participation in pools of residential mortgages | $58,660,000 | 694 |
| Issued or guaranteed by U.S. | $58,660,000 | 691 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,446,000 | 2,375 |
| CMOs issued by government agencies or sponsored agencies | $1,333,000 | 2,339 |
| Privately issued | $113,000 | 533 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $5,634,000 | 1,238 |
| Available-for-sale securities (fair market value) | $89,544,000 | 1,362 |
| Total debt securities | $95,178,000 | 1,420 |
| 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 | $92,311,000 | 1,503 |
| U.S. Government securities | $59,633,000 | 1,453 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $59,633,000 | 1,387 |
| Securities issued by states & political subdivisions | $31,788,000 | 1,245 |
| Other domestic debt securities | $890,000 | 1,706 |
| Privately issued residential mortgage-backed securities | $115,000 | 572 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $775,000 | 1,403 |
| 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 | $71,069,000 | 832 |
| Mortgage-backed securities | $58,266,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $56,525,000 | 711 |
| Issued or guaranteed by U.S. | $56,525,000 | 711 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,741,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $1,626,000 | 2,265 |
| Privately issued | $115,000 | 542 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $3,927,000 | 1,421 |
| Available-for-sale securities (fair market value) | $88,384,000 | 1,394 |
| Total debt securities | $92,309,000 | 1,482 |
| 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 | $87,859,000 | 1,576 |
| U.S. Government securities | $57,255,000 | 1,523 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $57,255,000 | 1,449 |
| Securities issued by states & political subdivisions | $29,629,000 | 1,352 |
| Other domestic debt securities | $975,000 | 1,669 |
| Privately issued residential mortgage-backed securities | $120,000 | 576 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $855,000 | 1,383 |
| 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 | $61,357,000 | 961 |
| Mortgage-backed securities | $55,893,000 | 1,039 |
| Certificates of participation in pools of residential mortgages | $53,914,000 | 752 |
| Issued or guaranteed by U.S. | $53,914,000 | 751 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,979,000 | 2,244 |
| CMOs issued by government agencies or sponsored agencies | $1,859,000 | 2,217 |
| Privately issued | $120,000 | 548 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $4,067,000 | 1,429 |
| Available-for-sale securities (fair market value) | $83,792,000 | 1,482 |
| Total debt securities | $87,858,000 | 1,559 |
| 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 | $82,986,000 | 1,657 |
| U.S. Government securities | $51,638,000 | 1,653 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $51,638,000 | 1,587 |
| Securities issued by states & political subdivisions | $30,364,000 | 1,301 |
| Other domestic debt securities | $984,000 | 1,668 |
| Privately issued residential mortgage-backed securities | $118,000 | 591 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $866,000 | 1,374 |
| 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 | $74,003,000 | 805 |
| Mortgage-backed securities | $50,256,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $47,942,000 | 809 |
| Issued or guaranteed by U.S. | $47,942,000 | 809 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,314,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $2,196,000 | 2,130 |
| Privately issued | $118,000 | 562 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $4,721,000 | 1,380 |
| Available-for-sale securities (fair market value) | $78,265,000 | 1,574 |
| Total debt securities | $82,986,000 | 1,633 |
| 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 | $86,446,000 | 1,634 |
| U.S. Government securities | $55,089,000 | 1,622 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $55,089,000 | 1,548 |
| Securities issued by states & political subdivisions | $30,386,000 | 1,278 |
| Other domestic debt securities | $971,000 | 1,687 |
| Privately issued residential mortgage-backed securities | $121,000 | 611 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $850,000 | 1,388 |
| 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 | $73,974,000 | 808 |
| Mortgage-backed securities | $51,758,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | $49,109,000 | 830 |
| Issued or guaranteed by U.S. | $49,109,000 | 830 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,649,000 | 2,142 |
| CMOs issued by government agencies or sponsored agencies | $2,528,000 | 2,100 |
| Privately issued | $121,000 | 581 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $5,022,000 | 1,362 |
| Available-for-sale securities (fair market value) | $81,424,000 | 1,549 |
| Total debt securities | $86,446,000 | 1,613 |
| 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 | $87,846,000 | 1,619 |
| U.S. Government securities | $54,632,000 | 1,675 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $54,632,000 | 1,601 |
| Securities issued by states & political subdivisions | $32,233,000 | 1,183 |
| Other domestic debt securities | $981,000 | 1,724 |
| Privately issued residential mortgage-backed securities | $131,000 | 650 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $850,000 | 1,418 |
| 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 | $75,543,000 | 817 |
| Mortgage-backed securities | $51,278,000 | 1,168 |
| Certificates of participation in pools of residential mortgages | $48,133,000 | 851 |
| Issued or guaranteed by U.S. | $48,133,000 | 851 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,145,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $3,014,000 | 2,023 |
| Privately issued | $131,000 | 616 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $5,509,000 | 1,341 |
| Available-for-sale securities (fair market value) | $82,337,000 | 1,551 |
| Total debt securities | $87,847,000 | 1,594 |
| 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 | $80,654,000 | 1,760 |
| U.S. Government securities | $50,118,000 | 1,811 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $50,118,000 | 1,737 |
| Securities issued by states & political subdivisions | $29,562,000 | 1,308 |
| Other domestic debt securities | $974,000 | 1,739 |
| Privately issued residential mortgage-backed securities | $131,000 | 650 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $843,000 | 1,434 |
| 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 | $67,129,000 | 894 |
| Mortgage-backed securities | $48,786,000 | 1,230 |
| Certificates of participation in pools of residential mortgages | $45,294,000 | 909 |
| Issued or guaranteed by U.S. | $45,294,000 | 907 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,492,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $3,361,000 | 2,009 |
| Privately issued | $131,000 | 615 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,557,000 | 1,669 |
| Available-for-sale securities (fair market value) | $78,097,000 | 1,628 |
| Total debt securities | $80,655,000 | 1,743 |
| 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 | $80,861,000 | 1,789 |
| U.S. Government securities | $49,008,000 | 1,893 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $49,008,000 | 1,821 |
| Securities issued by states & political subdivisions | $30,837,000 | 1,255 |
| Other domestic debt securities | $1,016,000 | 1,718 |
| Privately issued residential mortgage-backed securities | $136,000 | 685 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $880,000 | 1,456 |
| 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 | $67,840,000 | 890 |
| Mortgage-backed securities | $47,692,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $43,748,000 | 953 |
| Issued or guaranteed by U.S. | $43,748,000 | 952 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,944,000 | 1,995 |
| CMOs issued by government agencies or sponsored agencies | $3,808,000 | 1,950 |
| Privately issued | $136,000 | 653 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $3,733,000 | 1,551 |
| Available-for-sale securities (fair market value) | $77,128,000 | 1,677 |
| Total debt securities | $80,861,000 | 1,764 |
| 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 | $81,074,000 | 1,797 |
| U.S. Government securities | $47,770,000 | 1,940 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $47,770,000 | 1,874 |
| Securities issued by states & political subdivisions | $32,308,000 | 1,196 |
| Other domestic debt securities | $996,000 | 1,826 |
| Privately issued residential mortgage-backed securities | $136,000 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $860,000 | 1,500 |
| 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 | $68,302,000 | 884 |
| Mortgage-backed securities | $46,453,000 | 1,336 |
| Certificates of participation in pools of residential mortgages | $42,133,000 | 1,004 |
| Issued or guaranteed by U.S. | $42,133,000 | 1,003 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,320,000 | 1,970 |
| CMOs issued by government agencies or sponsored agencies | $4,184,000 | 1,904 |
| Privately issued | $136,000 | 672 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $4,618,000 | 1,468 |
| Available-for-sale securities (fair market value) | $76,456,000 | 1,707 |
| Total debt securities | $81,071,000 | 1,772 |
| 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 | $81,711,000 | 1,795 |
| U.S. Government securities | $49,015,000 | 1,906 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $49,015,000 | 1,850 |
| Securities issued by states & political subdivisions | $31,724,000 | 1,223 |
| Other domestic debt securities | $972,000 | 1,896 |
| Privately issued residential mortgage-backed securities | $132,000 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $840,000 | 1,541 |
| 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 | $69,503,000 | 874 |
| Mortgage-backed securities | $47,721,000 | 1,301 |
| Certificates of participation in pools of residential mortgages | $43,129,000 | 983 |
| Issued or guaranteed by U.S. | $43,129,000 | 982 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,592,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $4,460,000 | 1,858 |
| Privately issued | $132,000 | 701 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $3,851,000 | 1,553 |
| Available-for-sale securities (fair market value) | $77,860,000 | 1,681 |
| Total debt securities | $81,713,000 | 1,769 |
| 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 | $80,733,000 | 1,821 |
| U.S. Government securities | $50,302,000 | 1,859 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $50,302,000 | 1,806 |
| Securities issued by states & political subdivisions | $29,487,000 | 1,317 |
| Other domestic debt securities | $944,000 | 1,950 |
| Privately issued residential mortgage-backed securities | $129,000 | 765 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $815,000 | 1,583 |
| 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 | $67,863,000 | 882 |
| Mortgage-backed securities | $49,020,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | $44,210,000 | 950 |
| Issued or guaranteed by U.S. | $44,210,000 | 948 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,810,000 | 1,884 |
| CMOs issued by government agencies or sponsored agencies | $4,681,000 | 1,826 |
| Privately issued | $129,000 | 731 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $2,210,000 | 1,740 |
| Available-for-sale securities (fair market value) | $78,523,000 | 1,668 |
| Total debt securities | $80,734,000 | 1,800 |
| 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 | $78,507,000 | 1,889 |
| U.S. Government securities | $48,844,000 | 1,922 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $48,844,000 | 1,861 |
| Securities issued by states & political subdivisions | $28,693,000 | 1,340 |
| Other domestic debt securities | $970,000 | 1,992 |
| Privately issued residential mortgage-backed securities | $150,000 | 779 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $820,000 | 1,617 |
| 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 | $61,126,000 | 960 |
| Mortgage-backed securities | $47,573,000 | 1,335 |
| Certificates of participation in pools of residential mortgages | $42,256,000 | 991 |
| Issued or guaranteed by U.S. | $42,256,000 | 988 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,317,000 | 1,838 |
| CMOs issued by government agencies or sponsored agencies | $5,167,000 | 1,778 |
| Privately issued | $150,000 | 747 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $2,463,000 | 1,672 |
| Available-for-sale securities (fair market value) | $76,044,000 | 1,753 |
| Total debt securities | $78,508,000 | 1,864 |
| 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 | $79,159,000 | 1,852 |
| U.S. Government securities | $49,868,000 | 1,871 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $49,868,000 | 1,818 |
| Securities issued by states & political subdivisions | $28,300,000 | 1,341 |
| Other domestic debt securities | $991,000 | 2,012 |
| Privately issued residential mortgage-backed securities | $151,000 | 800 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $840,000 | 1,653 |
| 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 | $62,907,000 | 913 |
| Mortgage-backed securities | $48,583,000 | 1,311 |
| Certificates of participation in pools of residential mortgages | $42,731,000 | 985 |
| Issued or guaranteed by U.S. | $42,731,000 | 984 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,852,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $5,701,000 | 1,743 |
| Privately issued | $151,000 | 764 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $2,320,000 | 1,636 |
| Available-for-sale securities (fair market value) | $76,839,000 | 1,719 |
| Total debt securities | $79,158,000 | 1,829 |
| 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 | $84,808,000 | 1,768 |
| U.S. Government securities | $53,394,000 | 1,795 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $53,394,000 | 1,745 |
| Securities issued by states & political subdivisions | $30,451,000 | 1,239 |
| Other domestic debt securities | $963,000 | 2,053 |
| Privately issued residential mortgage-backed securities | $128,000 | 866 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $835,000 | 1,630 |
| 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 | $67,751,000 | 878 |
| Mortgage-backed securities | $51,523,000 | 1,270 |
| Certificates of participation in pools of residential mortgages | $44,863,000 | 950 |
| Issued or guaranteed by U.S. | $44,863,000 | 950 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,660,000 | 1,764 |
| CMOs issued by government agencies or sponsored agencies | $6,532,000 | 1,691 |
| Privately issued | $128,000 | 831 |
| 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) | $2,690,000 | 1,552 |
| Available-for-sale securities (fair market value) | $82,118,000 | 1,651 |
| Total debt securities | $84,805,000 | 1,745 |
| 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 | $82,880,000 | 1,765 |
| U.S. Government securities | $49,906,000 | 1,861 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $49,906,000 | 1,812 |
| Securities issued by states & political subdivisions | $32,027,000 | 1,162 |
| Other domestic debt securities | $947,000 | 2,060 |
| Privately issued residential mortgage-backed securities | $125,000 | 906 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $822,000 | 1,609 |
| 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 | $60,220,000 | 960 |
| Mortgage-backed securities | $48,023,000 | 1,335 |
| Certificates of participation in pools of residential mortgages | $40,777,000 | 1,017 |
| Issued or guaranteed by U.S. | $40,777,000 | 1,015 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $7,246,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $7,121,000 | 1,644 |
| Privately issued | $125,000 | 869 |
| 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) | $2,673,000 | 1,563 |
| Available-for-sale securities (fair market value) | $80,207,000 | 1,651 |
| Total debt securities | $82,881,000 | 1,747 |
| 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 | $84,910,000 | 1,742 |
| U.S. Government securities | $55,623,000 | 1,746 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $55,623,000 | 1,706 |
| Securities issued by states & political subdivisions | $28,379,000 | 1,270 |
| Other domestic debt securities | $908,000 | 2,140 |
| Privately issued residential mortgage-backed securities | $143,000 | 938 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $765,000 | 1,688 |
| 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 | $66,345,000 | 883 |
| Mortgage-backed securities | $55,255,000 | 1,264 |
| Certificates of participation in pools of residential mortgages | $49,108,000 | 910 |
| Issued or guaranteed by U.S. | $49,108,000 | 909 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,147,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $6,004,000 | 1,867 |
| Privately issued | $143,000 | 901 |
| 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) | $932,000 | 1,983 |
| Available-for-sale securities (fair market value) | $83,978,000 | 1,601 |
| Total debt securities | $84,910,000 | 1,717 |
| 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 | $89,206,000 | 1,649 |
| U.S. Government securities | $59,980,000 | 1,673 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $59,980,000 | 1,630 |
| Securities issued by states & political subdivisions | $28,302,000 | 1,241 |
| Other domestic debt securities | $924,000 | 2,132 |
| Privately issued residential mortgage-backed securities | $199,000 | 959 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $725,000 | 1,700 |
| 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 | $63,449,000 | 928 |
| Mortgage-backed securities | $59,662,000 | 1,205 |
| Certificates of participation in pools of residential mortgages | $53,007,000 | 873 |
| Issued or guaranteed by U.S. | $53,007,000 | 871 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,655,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $6,456,000 | 1,817 |
| Privately issued | $199,000 | 924 |
| 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) | $1,400,000 | 1,839 |
| Available-for-sale securities (fair market value) | $87,806,000 | 1,527 |
| Total debt securities | $89,206,000 | 1,631 |
| 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 | $92,318,000 | 1,604 |
| U.S. Government securities | $63,967,000 | 1,614 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $63,967,000 | 1,575 |
| Securities issued by states & political subdivisions | $27,416,000 | 1,231 |
| Other domestic debt securities | $935,000 | 2,101 |
| Privately issued residential mortgage-backed securities | $161,000 | 1,010 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $774,000 | 1,674 |
| 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 | $67,568,000 | 895 |
| Mortgage-backed securities | $63,608,000 | 1,156 |
| Certificates of participation in pools of residential mortgages | $56,492,000 | 826 |
| Issued or guaranteed by U.S. | $56,492,000 | 825 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,116,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $6,955,000 | 1,793 |
| Privately issued | $161,000 | 974 |
| 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) | $1,139,000 | 1,960 |
| Available-for-sale securities (fair market value) | $91,179,000 | 1,464 |
| Total debt securities | $92,318,000 | 1,587 |
| 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 | $95,045,000 | 1,512 |
| U.S. Government securities | $67,094,000 | 1,491 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $67,094,000 | 1,448 |
| Securities issued by states & political subdivisions | $27,077,000 | 1,197 |
| Other domestic debt securities | $874,000 | 2,101 |
| Privately issued residential mortgage-backed securities | $155,000 | 1,109 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $719,000 | 1,612 |
| 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 | $66,271,000 | 839 |
| Mortgage-backed securities | $66,722,000 | 1,049 |
| Certificates of participation in pools of residential mortgages | $59,171,000 | 754 |
| Issued or guaranteed by U.S. | $59,171,000 | 750 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,551,000 | 1,798 |
| CMOs issued by government agencies or sponsored agencies | $7,396,000 | 1,654 |
| Privately issued | $155,000 | 1,053 |
| 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) | $1,203,000 | 2,020 |
| Available-for-sale securities (fair market value) | $93,842,000 | 1,383 |
| Total debt securities | $95,046,000 | 1,496 |
| 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 | $90,576,000 | 1,547 |
| U.S. Government securities | $63,800,000 | 1,505 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $63,800,000 | 1,456 |
| Securities issued by states & political subdivisions | $25,750,000 | 1,203 |
| Other domestic debt securities | $1,026,000 | 1,967 |
| Privately issued residential mortgage-backed securities | $234,000 | 1,087 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $792,000 | 1,538 |
| 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 | $65,007,000 | 829 |
| Mortgage-backed securities | $63,505,000 | 1,061 |
| Certificates of participation in pools of residential mortgages | $55,665,000 | 774 |
| Issued or guaranteed by U.S. | $55,665,000 | 770 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,840,000 | 1,770 |
| CMOs issued by government agencies or sponsored agencies | $7,606,000 | 1,624 |
| Privately issued | $234,000 | 1,027 |
| 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) | $832,000 | 2,194 |
| Available-for-sale securities (fair market value) | $89,744,000 | 1,412 |
| Total debt securities | $90,576,000 | 1,527 |
| 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 | $91,248,000 | 1,541 |
| U.S. Government securities | $65,604,000 | 1,495 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $65,604,000 | 1,451 |
| Securities issued by states & political subdivisions | $24,452,000 | 1,203 |
| Other domestic debt securities | $1,192,000 | 1,824 |
| Privately issued residential mortgage-backed securities | $365,000 | 1,041 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $827,000 | 1,447 |
| 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 | $65,594,000 | 837 |
| Mortgage-backed securities | $65,427,000 | 1,011 |
| Certificates of participation in pools of residential mortgages | $57,381,000 | 732 |
| Issued or guaranteed by U.S. | $57,381,000 | 728 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $8,046,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $7,681,000 | 1,577 |
| Privately issued | $365,000 | 988 |
| 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) | $865,000 | 2,199 |
| Available-for-sale securities (fair market value) | $90,383,000 | 1,392 |
| Total debt securities | $91,248,000 | 1,518 |
| 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 | $91,626,000 | 1,513 |
| U.S. Government securities | $66,485,000 | 1,475 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $66,485,000 | 1,418 |
| Securities issued by states & political subdivisions | $23,822,000 | 1,209 |
| Other domestic debt securities | $1,319,000 | 1,824 |
| Privately issued residential mortgage-backed securities | $483,000 | 1,022 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $836,000 | 1,477 |
| 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 | $63,326,000 | 851 |
| Mortgage-backed securities | $66,425,000 | 963 |
| Certificates of participation in pools of residential mortgages | $58,322,000 | 689 |
| Issued or guaranteed by U.S. | $58,322,000 | 686 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $8,103,000 | 1,676 |
| CMOs issued by government agencies or sponsored agencies | $7,620,000 | 1,537 |
| Privately issued | $483,000 | 970 |
| 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) | $853,000 | 2,219 |
| Available-for-sale securities (fair market value) | $90,773,000 | 1,371 |
| Total debt securities | $91,627,000 | 1,494 |
| 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 | $90,000,000 | 1,481 |
| U.S. Government securities | $65,653,000 | 1,402 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $65,653,000 | 1,345 |
| Securities issued by states & political subdivisions | $22,993,000 | 1,244 |
| Other domestic debt securities | $1,354,000 | 1,926 |
| Privately issued residential mortgage-backed securities | $573,000 | 1,042 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $781,000 | 1,516 |
| 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 | $54,069,000 | 957 |
| Mortgage-backed securities | $65,673,000 | 928 |
| Certificates of participation in pools of residential mortgages | $57,304,000 | 664 |
| Issued or guaranteed by U.S. | $57,304,000 | 658 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,369,000 | 1,614 |
| CMOs issued by government agencies or sponsored agencies | $7,796,000 | 1,483 |
| Privately issued | $573,000 | 986 |
| 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) | $971,000 | 2,194 |
| Available-for-sale securities (fair market value) | $89,029,000 | 1,334 |
| Total debt securities | $90,001,000 | 1,458 |
| 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 | $91,714,000 | 1,433 |
| U.S. Government securities | $66,617,000 | 1,354 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $66,617,000 | 1,299 |
| Securities issued by states & political subdivisions | $23,615,000 | 1,156 |
| Other domestic debt securities | $1,482,000 | 1,916 |
| Privately issued residential mortgage-backed securities | $722,000 | 1,062 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $760,000 | 1,534 |
| 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 | $50,217,000 | 1,011 |
| Mortgage-backed securities | $66,780,000 | 905 |
| Certificates of participation in pools of residential mortgages | $58,024,000 | 640 |
| Issued or guaranteed by U.S. | $58,024,000 | 636 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,756,000 | 1,568 |
| CMOs issued by government agencies or sponsored agencies | $8,034,000 | 1,435 |
| Privately issued | $722,000 | 1,014 |
| 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) | $953,000 | 2,241 |
| Available-for-sale securities (fair market value) | $90,761,000 | 1,284 |
| Total debt securities | $91,714,000 | 1,413 |
| 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 | $90,666,000 | 1,456 |
| U.S. Government securities | $66,904,000 | 1,365 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $66,904,000 | 1,307 |
| Securities issued by states & political subdivisions | $22,257,000 | 1,144 |
| Other domestic debt securities | $1,505,000 | 1,890 |
| Privately issued residential mortgage-backed securities | $750,000 | 1,098 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $755,000 | 1,491 |
| 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 | $47,596,000 | 1,099 |
| Mortgage-backed securities | $62,105,000 | 947 |
| Certificates of participation in pools of residential mortgages | $53,364,000 | 684 |
| Issued or guaranteed by U.S. | $53,364,000 | 678 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $8,741,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $7,991,000 | 1,359 |
| Privately issued | $750,000 | 1,055 |
| 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) | $1,048,000 | 2,267 |
| Available-for-sale securities (fair market value) | $89,618,000 | 1,299 |
| Total debt securities | $90,666,000 | 1,434 |
| 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 | $81,755,000 | 1,591 |
| U.S. Government securities | $57,661,000 | 1,566 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $57,661,000 | 1,516 |
| Securities issued by states & political subdivisions | $21,495,000 | 1,166 |
| Other domestic debt securities | $2,599,000 | 1,599 |
| Privately issued residential mortgage-backed securities | $1,850,000 | 887 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $749,000 | 1,517 |
| 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 | $44,303,000 | 1,224 |
| Mortgage-backed securities | $49,483,000 | 1,161 |
| Certificates of participation in pools of residential mortgages | $39,830,000 | 944 |
| Issued or guaranteed by U.S. | $39,830,000 | 937 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,653,000 | 1,396 |
| CMOs issued by government agencies or sponsored agencies | $7,803,000 | 1,308 |
| Privately issued | $1,850,000 | 849 |
| 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) | $587,000 | 2,526 |
| Available-for-sale securities (fair market value) | $81,168,000 | 1,414 |
| Total debt securities | $81,756,000 | 1,569 |
| 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 | $80,440,000 | 1,578 |
| U.S. Government securities | $56,091,000 | 1,578 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $56,091,000 | 1,531 |
| Securities issued by states & political subdivisions | $21,328,000 | 1,173 |
| Other domestic debt securities | $3,021,000 | 1,539 |
| Privately issued residential mortgage-backed securities | $2,310,000 | 843 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $711,000 | 1,578 |
| 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 | $47,268,000 | 1,150 |
| Mortgage-backed securities | $48,443,000 | 1,220 |
| Certificates of participation in pools of residential mortgages | $45,570,000 | 862 |
| Issued or guaranteed by U.S. | $45,570,000 | 854 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,873,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $563,000 | 2,797 |
| Privately issued | $2,310,000 | 806 |
| 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) | $453,000 | 2,678 |
| Available-for-sale securities (fair market value) | $79,987,000 | 1,399 |
| Total debt securities | $80,440,000 | 1,553 |
| 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 | $81,829,000 | 1,547 |
| U.S. Government securities | $56,606,000 | 1,545 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $56,606,000 | 1,499 |
| Securities issued by states & political subdivisions | $22,105,000 | 1,119 |
| Other domestic debt securities | $3,118,000 | 1,607 |
| Privately issued residential mortgage-backed securities | $2,441,000 | 898 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $677,000 | 1,684 |
| 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 | $43,239,000 | 1,214 |
| Mortgage-backed securities | $51,101,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $48,058,000 | 843 |
| Issued or guaranteed by U.S. | $48,058,000 | 832 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,043,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $602,000 | 2,773 |
| Privately issued | $2,441,000 | 858 |
| 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) | $465,000 | 2,751 |
| Available-for-sale securities (fair market value) | $81,364,000 | 1,357 |
| Total debt securities | $81,830,000 | 1,524 |
| 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 | $71,554,000 | 1,730 |
| U.S. Government securities | $46,024,000 | 1,796 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $46,024,000 | 1,758 |
| Securities issued by states & political subdivisions | $19,690,000 | 1,218 |
| Other domestic debt securities | $5,840,000 | 1,229 |
| Privately issued residential mortgage-backed securities | $2,606,000 | 892 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $3,234,000 | 868 |
| 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 | $66,335,000 | 836 |
| Mortgage-backed securities | $48,630,000 | 1,241 |
| Certificates of participation in pools of residential mortgages | $45,387,000 | 908 |
| Issued or guaranteed by U.S. | $45,387,000 | 898 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,243,000 | 2,130 |
| CMOs issued by government agencies or sponsored agencies | $637,000 | 2,747 |
| Privately issued | $2,606,000 | 855 |
| 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) | $562,000 | 2,694 |
| Available-for-sale securities (fair market value) | $70,992,000 | 1,520 |
| Total debt securities | $71,554,000 | 1,709 |
| 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 | $73,542,000 | 1,672 |
| U.S. Government securities | $49,268,000 | 1,703 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $49,268,000 | 1,666 |
| Securities issued by states & political subdivisions | $18,820,000 | 1,209 |
| Other domestic debt securities | $5,454,000 | 1,185 |
| Privately issued residential mortgage-backed securities | $2,576,000 | 926 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,878,000 | 935 |
| 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 | $68,830,000 | 827 |
| Mortgage-backed securities | $51,844,000 | 1,187 |
| Certificates of participation in pools of residential mortgages | $48,609,000 | 880 |
| Issued or guaranteed by U.S. | $48,609,000 | 870 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,235,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $659,000 | 2,756 |
| Privately issued | $2,576,000 | 886 |
| 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) | $571,000 | 2,747 |
| Available-for-sale securities (fair market value) | $72,971,000 | 1,482 |
| Total debt securities | $73,541,000 | 1,648 |
| 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 | $74,770,000 | 1,629 |
| U.S. Government securities | $49,061,000 | 1,731 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $49,061,000 | 1,706 |
| Securities issued by states & political subdivisions | $18,780,000 | 1,176 |
| Other domestic debt securities | $6,929,000 | 1,034 |
| Privately issued residential mortgage-backed securities | $2,738,000 | 877 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,191,000 | 729 |
| 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 | $71,015,000 | 809 |
| Mortgage-backed securities | $50,796,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $47,385,000 | 879 |
| Issued or guaranteed by U.S. | $47,385,000 | 871 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,411,000 | 2,074 |
| CMOs issued by government agencies or sponsored agencies | $673,000 | 2,732 |
| Privately issued | $2,738,000 | 840 |
| 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) | $587,000 | 2,768 |
| Available-for-sale securities (fair market value) | $74,183,000 | 1,434 |
| Total debt securities | $74,770,000 | 1,599 |
| 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 | $72,481,000 | 1,642 |
| U.S. Government securities | $48,650,000 | 1,683 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $48,650,000 | 1,659 |
| Securities issued by states & political subdivisions | $16,398,000 | 1,349 |
| Other domestic debt securities | $7,433,000 | 967 |
| Privately issued residential mortgage-backed securities | $2,969,000 | 836 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,464,000 | 679 |
| 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 | $62,949,000 | 876 |
| Mortgage-backed securities | $50,626,000 | 1,119 |
| Certificates of participation in pools of residential mortgages | $47,007,000 | 845 |
| Issued or guaranteed by U.S. | $47,007,000 | 835 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,619,000 | 1,961 |
| CMOs issued by government agencies or sponsored agencies | $650,000 | 2,652 |
| Privately issued | $2,969,000 | 800 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $834,000 | 2,642 |
| Available-for-sale securities (fair market value) | $71,647,000 | 1,429 |
| Total debt securities | $72,480,000 | 1,617 |
| 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 | $75,754,000 | 1,589 |
| U.S. Government securities | $53,160,000 | 1,571 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $53,160,000 | 1,544 |
| Securities issued by states & political subdivisions | $14,561,000 | 1,528 |
| Other domestic debt securities | $8,033,000 | 972 |
| Privately issued residential mortgage-backed securities | $3,388,000 | 812 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,645,000 | 736 |
| 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 | $63,540,000 | 850 |
| Mortgage-backed securities | $55,560,000 | 1,040 |
| Certificates of participation in pools of residential mortgages | $48,066,000 | 823 |
| Issued or guaranteed by U.S. | $48,066,000 | 811 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,494,000 | 1,437 |
| CMOs issued by government agencies or sponsored agencies | $4,106,000 | 1,551 |
| Privately issued | $3,388,000 | 774 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $962,000 | 2,594 |
| Available-for-sale securities (fair market value) | $74,792,000 | 1,390 |
| Total debt securities | $75,754,000 | 1,552 |
| 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 | $73,246,000 | 1,622 |
| U.S. Government securities | $51,593,000 | 1,613 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $51,593,000 | 1,579 |
| Securities issued by states & political subdivisions | $13,763,000 | 1,615 |
| Other domestic debt securities | $7,890,000 | 961 |
| Privately issued residential mortgage-backed securities | $3,282,000 | 775 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,608,000 | 744 |
| 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 | $59,102,000 | 896 |
| Mortgage-backed securities | $53,868,000 | 1,026 |
| Certificates of participation in pools of residential mortgages | $46,272,000 | 821 |
| Issued or guaranteed by U.S. | $46,272,000 | 810 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,596,000 | 1,408 |
| CMOs issued by government agencies or sponsored agencies | $4,314,000 | 1,505 |
| Privately issued | $3,282,000 | 740 |
| 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) | $1,301,000 | 2,479 |
| Available-for-sale securities (fair market value) | $71,945,000 | 1,438 |
| Total debt securities | $73,246,000 | 1,581 |
| 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 | $72,154,000 | 1,633 |
| U.S. Government securities | $52,034,000 | 1,601 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $52,034,000 | 1,566 |
| Securities issued by states & political subdivisions | $11,028,000 | 1,907 |
| Other domestic debt securities | $9,092,000 | 845 |
| Privately issued residential mortgage-backed securities | $3,267,000 | 715 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,825,000 | 610 |
| 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 | $59,475,000 | 875 |
| Mortgage-backed securities | $51,308,000 | 952 |
| Certificates of participation in pools of residential mortgages | $35,600,000 | 909 |
| Issued or guaranteed by U.S. | $35,600,000 | 898 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,708,000 | 860 |
| CMOs issued by government agencies or sponsored agencies | $12,441,000 | 788 |
| Privately issued | $3,267,000 | 678 |
| 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) | $1,348,000 | 2,524 |
| Available-for-sale securities (fair market value) | $70,806,000 | 1,449 |
| Total debt securities | $72,155,000 | 1,589 |
| 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 | $67,657,000 | 1,749 |
| U.S. Government securities | $47,245,000 | 1,776 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $47,245,000 | 1,733 |
| Securities issued by states & political subdivisions | $10,993,000 | 1,865 |
| Other domestic debt securities | $9,419,000 | 776 |
| Privately issued residential mortgage-backed securities | $3,607,000 | 663 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,812,000 | 594 |
| 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 | $53,943,000 | 929 |
| Mortgage-backed securities | $46,888,000 | 974 |
| Certificates of participation in pools of residential mortgages | $30,868,000 | 956 |
| Issued or guaranteed by U.S. | $30,868,000 | 950 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $16,020,000 | 818 |
| CMOs issued by government agencies or sponsored agencies | $12,413,000 | 752 |
| Privately issued | $3,607,000 | 629 |
| 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) | $1,865,000 | 2,402 |
| Available-for-sale securities (fair market value) | $65,792,000 | 1,543 |
| Total debt securities | $67,659,000 | 1,709 |
| 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 | $62,957,000 | 1,838 |
| U.S. Government securities | $44,487,000 | 1,893 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $44,487,000 | 1,842 |
| Securities issued by states & political subdivisions | $10,279,000 | 1,949 |
| Other domestic debt securities | $8,191,000 | 804 |
| Privately issued residential mortgage-backed securities | $3,274,000 | 639 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,917,000 | 633 |
| 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 | $53,727,000 | 931 |
| Mortgage-backed securities | $43,870,000 | 999 |
| Certificates of participation in pools of residential mortgages | $24,646,000 | 1,106 |
| Issued or guaranteed by U.S. | $24,646,000 | 1,099 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $19,224,000 | 714 |
| CMOs issued by government agencies or sponsored agencies | $15,950,000 | 616 |
| Privately issued | $3,274,000 | 602 |
| 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) | $1,736,000 | 2,456 |
| Available-for-sale securities (fair market value) | $61,221,000 | 1,620 |
| Total debt securities | $62,957,000 | 1,799 |
| 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 | $64,900,000 | 1,808 |
| U.S. Government securities | $46,054,000 | 1,865 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $46,054,000 | 1,803 |
| Securities issued by states & political subdivisions | $10,510,000 | 1,909 |
| Other domestic debt securities | $8,336,000 | 811 |
| Privately issued residential mortgage-backed securities | $3,319,000 | 623 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,017,000 | 643 |
| 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 | $55,584,000 | 912 |
| Mortgage-backed securities | $45,429,000 | 973 |
| Certificates of participation in pools of residential mortgages | $25,281,000 | 1,075 |
| Issued or guaranteed by U.S. | $25,281,000 | 1,066 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $20,148,000 | 684 |
| CMOs issued by government agencies or sponsored agencies | $16,829,000 | 600 |
| Privately issued | $3,319,000 | 581 |
| 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) | $1,788,000 | 2,491 |
| Available-for-sale securities (fair market value) | $63,112,000 | 1,589 |
| Total debt securities | $64,900,000 | 1,774 |
| 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 | $66,125,000 | 1,796 |
| U.S. Government securities | $47,544,000 | 1,837 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $47,544,000 | 1,785 |
| Securities issued by states & political subdivisions | $10,215,000 | 1,970 |
| Other domestic debt securities | $8,366,000 | 789 |
| Privately issued residential mortgage-backed securities | $3,349,000 | 606 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,017,000 | 652 |
| 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 | $55,083,000 | 928 |
| Mortgage-backed securities | $46,958,000 | 968 |
| Certificates of participation in pools of residential mortgages | $26,185,000 | 1,065 |
| Issued or guaranteed by U.S. | $26,185,000 | 1,055 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $20,773,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $17,424,000 | 602 |
| Privately issued | $3,349,000 | 573 |
| 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) | $1,880,000 | 2,515 |
| Available-for-sale securities (fair market value) | $64,245,000 | 1,581 |
| Total debt securities | $66,126,000 | 1,764 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $61,712,000 | 1,937 |
| U.S. Government securities | $45,737,000 | 1,911 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $45,737,000 | 1,855 |
| Securities issued by states & political subdivisions | $7,522,000 | 2,466 |
| Other domestic debt securities | $8,453,000 | 776 |
| Privately issued residential mortgage-backed securities | $3,464,000 | 596 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,989,000 | 659 |
| 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 | $55,221,000 | 919 |
| Mortgage-backed securities | $45,262,000 | 1,008 |
| Certificates of participation in pools of residential mortgages | $23,296,000 | 1,181 |
| Issued or guaranteed by U.S. | $23,296,000 | 1,169 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $21,966,000 | 651 |
| CMOs issued by government agencies or sponsored agencies | $18,502,000 | 574 |
| Privately issued | $3,464,000 | 557 |
| 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) | $1,140,000 | 2,847 |
| Available-for-sale securities (fair market value) | $60,572,000 | 1,689 |
| Total debt securities | $61,712,000 | 1,895 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $61,688,000 | 1,954 |
| U.S. Government securities | $46,055,000 | 1,918 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $46,055,000 | 1,857 |
| Securities issued by states & political subdivisions | $7,378,000 | 2,480 |
| Other domestic debt securities | $8,255,000 | 795 |
| Privately issued residential mortgage-backed securities | $3,464,000 | 580 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,791,000 | 681 |
| 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 | $53,087,000 | 951 |
| Mortgage-backed securities | $45,680,000 | 995 |
| Certificates of participation in pools of residential mortgages | $23,552,000 | 1,190 |
| Issued or guaranteed by U.S. | $23,552,000 | 1,181 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $22,128,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $18,664,000 | 560 |
| Privately issued | $3,464,000 | 543 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,275,000 | 2,824 |
| Available-for-sale securities (fair market value) | $60,413,000 | 1,694 |
| Total debt securities | $61,688,000 | 1,905 |
| 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 | $64,755,000 | 1,872 |
| U.S. Government securities | $48,623,000 | 1,857 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $48,623,000 | 1,791 |
| Securities issued by states & political subdivisions | $7,598,000 | 2,419 |
| Other domestic debt securities | $8,534,000 | 807 |
| Privately issued residential mortgage-backed securities | $3,617,000 | 579 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,917,000 | 706 |
| 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 | $51,168,000 | 966 |
| Mortgage-backed securities | $48,319,000 | 971 |
| Certificates of participation in pools of residential mortgages | $25,226,000 | 1,139 |
| Issued or guaranteed by U.S. | $25,226,000 | 1,128 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $23,093,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $19,476,000 | 549 |
| Privately issued | $3,617,000 | 540 |
| 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) | $1,326,000 | 2,861 |
| Available-for-sale securities (fair market value) | $63,429,000 | 1,629 |
| Total debt securities | $64,754,000 | 1,828 |
| 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 | $69,185,000 | 1,750 |
| U.S. Government securities | $49,783,000 | 1,828 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $49,783,000 | 1,759 |
| Securities issued by states & political subdivisions | $10,657,000 | 1,837 |
| Other domestic debt securities | $8,745,000 | 798 |
| Privately issued residential mortgage-backed securities | $3,795,000 | 552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,950,000 | 733 |
| 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 | $53,053,000 | 929 |
| Mortgage-backed securities | $49,628,000 | 957 |
| Certificates of participation in pools of residential mortgages | $25,771,000 | 1,147 |
| Issued or guaranteed by U.S. | $25,771,000 | 1,137 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $23,857,000 | 615 |
| CMOs issued by government agencies or sponsored agencies | $20,062,000 | 548 |
| Privately issued | $3,795,000 | 515 |
| 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) | $1,644,000 | 2,781 |
| Available-for-sale securities (fair market value) | $67,541,000 | 1,533 |
| Total debt securities | $69,184,000 | 1,712 |
| 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 | $69,923,000 | 1,721 |
| U.S. Government securities | $50,098,000 | 1,783 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $50,098,000 | 1,715 |
| Securities issued by states & political subdivisions | $10,802,000 | 1,796 |
| Other domestic debt securities | $9,023,000 | 793 |
| Privately issued residential mortgage-backed securities | $3,962,000 | 533 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,061,000 | 729 |
| 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 | $54,476,000 | 884 |
| Mortgage-backed securities | $50,080,000 | 951 |
| Certificates of participation in pools of residential mortgages | $26,336,000 | 1,153 |
| Issued or guaranteed by U.S. | $26,336,000 | 1,144 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $23,744,000 | 618 |
| CMOs issued by government agencies or sponsored agencies | $19,782,000 | 557 |
| Privately issued | $3,962,000 | 498 |
| 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) | $1,671,000 | 2,792 |
| Available-for-sale securities (fair market value) | $68,252,000 | 1,492 |
| Total debt securities | $69,922,000 | 1,688 |
| 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 | $71,224,000 | 1,718 |
| U.S. Government securities | $51,074,000 | 1,775 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $51,074,000 | 1,707 |
| Securities issued by states & political subdivisions | $10,778,000 | 1,801 |
| Other domestic debt securities | $9,372,000 | 783 |
| Privately issued residential mortgage-backed securities | $4,236,000 | 513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,136,000 | 739 |
| 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 | $55,507,000 | 870 |
| Mortgage-backed securities | $52,298,000 | 943 |
| Certificates of participation in pools of residential mortgages | $27,267,000 | 1,143 |
| Issued or guaranteed by U.S. | $27,267,000 | 1,133 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $25,031,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $20,795,000 | 555 |
| Privately issued | $4,236,000 | 479 |
| 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) | $1,559,000 | 2,898 |
| Available-for-sale securities (fair market value) | $69,665,000 | 1,484 |
| Total debt securities | $71,224,000 | 1,676 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $67,244,000 | 1,833 |
| U.S. Government securities | $46,227,000 | 1,961 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $46,227,000 | 1,885 |
| Securities issued by states & political subdivisions | $12,190,000 | 1,602 |
| Other domestic debt securities | $8,827,000 | 828 |
| Privately issued residential mortgage-backed securities | $717,000 | 834 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,110,000 | 592 |
| 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 | $53,771,000 | 903 |
| Mortgage-backed securities | $44,974,000 | 1,094 |
| Certificates of participation in pools of residential mortgages | $27,254,000 | 1,182 |
| Issued or guaranteed by U.S. | $27,254,000 | 1,173 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $17,720,000 | 780 |
| CMOs issued by government agencies or sponsored agencies | $17,003,000 | 654 |
| Privately issued | $717,000 | 778 |
| 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) | $1,617,000 | 2,902 |
| Available-for-sale securities (fair market value) | $65,627,000 | 1,588 |
| Total debt securities | $67,244,000 | 1,790 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $68,805,000 | 1,812 |
| U.S. Government securities | $47,044,000 | 1,948 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $47,044,000 | 1,868 |
| Securities issued by states & political subdivisions | $10,826,000 | 1,804 |
| Other domestic debt securities | $10,935,000 | 761 |
| Privately issued residential mortgage-backed securities | $961,000 | 767 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,974,000 | 539 |
| 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 | $56,204,000 | 855 |
| Mortgage-backed securities | $45,519,000 | 1,108 |
| Certificates of participation in pools of residential mortgages | $27,041,000 | 1,201 |
| Issued or guaranteed by U.S. | $27,041,000 | 1,192 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $18,478,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $17,517,000 | 664 |
| Privately issued | $961,000 | 715 |
| 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) | $1,412,000 | 3,025 |
| Available-for-sale securities (fair market value) | $67,393,000 | 1,563 |
| Total debt securities | $68,806,000 | 1,768 |
| 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 | $67,817,000 | 1,834 |
| U.S. Government securities | $44,924,000 | 1,996 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $44,924,000 | 1,924 |
| Securities issued by states & political subdivisions | $11,864,000 | 1,653 |
| Other domestic debt securities | $11,029,000 | 760 |
| Privately issued residential mortgage-backed securities | $997,000 | 701 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,032,000 | 539 |
| 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 | $56,138,000 | 853 |
| Mortgage-backed securities | $43,407,000 | 1,153 |
| Certificates of participation in pools of residential mortgages | $25,567,000 | 1,257 |
| Issued or guaranteed by U.S. | $25,567,000 | 1,247 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $17,840,000 | 788 |
| CMOs issued by government agencies or sponsored agencies | $16,843,000 | 689 |
| Privately issued | $997,000 | 651 |
| 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) | $2,410,000 | 2,674 |
| Available-for-sale securities (fair market value) | $65,407,000 | 1,590 |
| Total debt securities | $67,818,000 | 1,782 |
| 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 | $67,402,000 | 1,855 |
| U.S. Government securities | $45,856,000 | 2,005 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $45,856,000 | 1,936 |
| Securities issued by states & political subdivisions | $10,663,000 | 1,792 |
| Other domestic debt securities | $10,883,000 | 769 |
| Privately issued residential mortgage-backed securities | $1,228,000 | 661 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,655,000 | 580 |
| 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 | $54,773,000 | 854 |
| Mortgage-backed securities | $44,598,000 | 1,136 |
| Certificates of participation in pools of residential mortgages | $26,371,000 | 1,248 |
| Issued or guaranteed by U.S. | $26,371,000 | 1,240 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $18,227,000 | 788 |
| CMOs issued by government agencies or sponsored agencies | $16,999,000 | 692 |
| Privately issued | $1,228,000 | 619 |
| 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) | $2,351,000 | 2,713 |
| Available-for-sale securities (fair market value) | $65,051,000 | 1,615 |
| Total debt securities | $67,403,000 | 1,802 |
| 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 | $69,974,000 | 1,815 |
| U.S. Government securities | $47,005,000 | 1,954 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $47,005,000 | 1,892 |
| Securities issued by states & political subdivisions | $12,473,000 | 1,585 |
| Other domestic debt securities | $10,496,000 | 839 |
| Privately issued residential mortgage-backed securities | $1,302,000 | 693 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,194,000 | 637 |
| 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 | $58,583,000 | 789 |
| Mortgage-backed securities | $45,722,000 | 1,149 |
| Certificates of participation in pools of residential mortgages | $28,606,000 | 1,184 |
| Issued or guaranteed by U.S. | $28,606,000 | 1,175 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $17,116,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $15,814,000 | 745 |
| Privately issued | $1,302,000 | 649 |
| 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) | $3,149,000 | 2,442 |
| Available-for-sale securities (fair market value) | $66,825,000 | 1,605 |
| Total debt securities | $69,973,000 | 1,748 |
| 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 | $66,890,000 | 1,928 |
| U.S. Government securities | $42,999,000 | 2,173 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $42,999,000 | 2,097 |
| Securities issued by states & political subdivisions | $13,411,000 | 1,476 |
| Other domestic debt securities | $10,480,000 | 821 |
| Privately issued residential mortgage-backed securities | $2,442,000 | 483 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,038,000 | 753 |
| 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 | $55,783,000 | 815 |
| Mortgage-backed securities | $42,892,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $26,871,000 | 1,246 |
| Issued or guaranteed by U.S. | $26,871,000 | 1,236 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $16,021,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $13,579,000 | 888 |
| Privately issued | $2,442,000 | 421 |
| 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) | $3,243,000 | 2,455 |
| Available-for-sale securities (fair market value) | $63,647,000 | 1,705 |
| Total debt securities | $66,890,000 | 1,878 |
| 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 | $68,457,000 | 1,860 |
| U.S. Government securities | $45,006,000 | 2,036 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $45,006,000 | 1,963 |
| Securities issued by states & political subdivisions | $13,809,000 | 1,422 |
| Other domestic debt securities | $9,642,000 | 891 |
| Privately issued residential mortgage-backed securities | $1,448,000 | 578 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,194,000 | 792 |
| 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 | $51,896,000 | 843 |
| Mortgage-backed securities | $43,902,000 | 1,173 |
| Certificates of participation in pools of residential mortgages | $28,747,000 | 1,173 |
| Issued or guaranteed by U.S. | $28,747,000 | 1,170 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $15,155,000 | 911 |
| CMOs issued by government agencies or sponsored agencies | $13,707,000 | 890 |
| Privately issued | $1,448,000 | 512 |
| 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) | $3,340,000 | 2,431 |
| Available-for-sale securities (fair market value) | $65,117,000 | 1,639 |
| Total debt securities | $68,457,000 | 1,811 |
| 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 | $67,579,000 | 1,836 |
| U.S. Government securities | $42,751,000 | 2,051 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $42,751,000 | 1,982 |
| Securities issued by states & political subdivisions | $13,781,000 | 1,411 |
| Other domestic debt securities | $11,047,000 | 857 |
| Privately issued residential mortgage-backed securities | $1,489,000 | 594 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,558,000 | 713 |
| 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 | $56,045,000 | 763 |
| Mortgage-backed securities | $42,119,000 | 1,215 |
| Certificates of participation in pools of residential mortgages | $26,584,000 | 1,243 |
| Issued or guaranteed by U.S. | $26,584,000 | 1,238 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $15,535,000 | 943 |
| CMOs issued by government agencies or sponsored agencies | $14,046,000 | 941 |
| Privately issued | $1,489,000 | 532 |
| 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) | $3,202,000 | 2,498 |
| Available-for-sale securities (fair market value) | $64,377,000 | 1,635 |
| Total debt securities | $67,579,000 | 1,777 |
| 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 | $61,342,000 | 1,980 |
| U.S. Government securities | $45,039,000 | 1,931 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $45,039,000 | 1,862 |
| Securities issued by states & political subdivisions | $10,836,000 | 1,692 |
| Other domestic debt securities | $5,467,000 | 1,328 |
| Privately issued residential mortgage-backed securities | $1,524,000 | 590 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,943,000 | 1,341 |
| 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 | $47,494,000 | 872 |
| Mortgage-backed securities | $44,436,000 | 1,151 |
| Certificates of participation in pools of residential mortgages | $28,583,000 | 1,154 |
| Issued or guaranteed by U.S. | $28,583,000 | 1,149 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $15,853,000 | 953 |
| CMOs issued by government agencies or sponsored agencies | $14,329,000 | 945 |
| Privately issued | $1,524,000 | 527 |
| 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) | $3,074,000 | 2,568 |
| Available-for-sale securities (fair market value) | $58,268,000 | 1,750 |
| Total debt securities | $61,342,000 | 1,910 |
| 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 | $57,748,000 | 2,065 |
| U.S. Government securities | $39,345,000 | 2,163 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $39,345,000 | 2,077 |
| Securities issued by states & political subdivisions | $12,859,000 | 1,422 |
| Other domestic debt securities | $5,544,000 | 1,307 |
| Privately issued residential mortgage-backed securities | $1,658,000 | 580 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,886,000 | 1,362 |
| 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 | $46,811,000 | 864 |
| Mortgage-backed securities | $36,654,000 | 1,297 |
| Certificates of participation in pools of residential mortgages | $12,504,000 | 2,028 |
| Issued or guaranteed by U.S. | $12,504,000 | 2,019 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $24,150,000 | 734 |
| CMOs issued by government agencies or sponsored agencies | $22,492,000 | 705 |
| Privately issued | $1,658,000 | 517 |
| 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) | $3,088,000 | 2,621 |
| Available-for-sale securities (fair market value) | $54,660,000 | 1,821 |
| Total debt securities | $57,749,000 | 1,986 |
| 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 | $55,051,000 | 2,024 |
| U.S. Government securities | $36,185,000 | 2,160 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $36,185,000 | 2,031 |
| Securities issued by states & political subdivisions | $12,125,000 | 1,410 |
| Other domestic debt securities | $6,741,000 | 1,182 |
| Privately issued residential mortgage-backed securities | $473,000 | 992 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,019,000 | 292 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,249,000 | 1,092 |
| 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 | $45,279,000 | 851 |
| Mortgage-backed securities | $34,027,000 | 1,261 |
| Certificates of participation in pools of residential mortgages | $18,652,000 | 1,373 |
| Issued or guaranteed by U.S. | $18,652,000 | 1,365 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $15,375,000 | 991 |
| CMOs issued by government agencies or sponsored agencies | $14,902,000 | 922 |
| Privately issued | $473,000 | 896 |
| 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) | $3,548,000 | 2,616 |
| Available-for-sale securities (fair market value) | $51,503,000 | 1,774 |
| Total debt securities | $55,051,000 | 1,954 |
| 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 | $47,144,000 | 2,311 |
| U.S. Government securities | $21,999,000 | 3,400 |
| U.S. Treasury securities | $502,000 | 3,344 |
| U.S. Government agency obligations | $21,497,000 | 3,201 |
| Securities issued by states & political subdivisions | $12,181,000 | 1,364 |
| Other domestic debt securities | $12,194,000 | 717 |
| Privately issued residential mortgage-backed securities | $1,676,000 | 613 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,518,000 | 638 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $770,000 | 2,982 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,091,000 | 1,055 |
| Mortgage-backed securities | $15,839,000 | 1,741 |
| Certificates of participation in pools of residential mortgages | $11,442,000 | 1,594 |
| Issued or guaranteed by U.S. | $11,442,000 | 1,582 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,397,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $2,721,000 | 1,877 |
| Privately issued | $1,676,000 | 542 |
| 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) | $8,799,000 | 2,033 |
| Available-for-sale securities (fair market value) | $38,345,000 | 2,223 |
| Total debt securities | $46,374,000 | 2,259 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $39,917,000 | 2,804 |
| U.S. Government securities | $19,292,000 | 3,965 |
| U.S. Treasury securities | $503,000 | 4,307 |
| U.S. Government agency obligations | $18,789,000 | 3,655 |
| Securities issued by states & political subdivisions | $12,480,000 | 1,345 |
| Other domestic debt securities | $7,693,000 | 952 |
| Privately issued residential mortgage-backed securities | $1,753,000 | 632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,940,000 | 888 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $452,000 | 3,934 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,983,000 | 1,166 |
| Mortgage-backed securities | $12,330,000 | 2,216 |
| Certificates of participation in pools of residential mortgages | $10,091,000 | 1,859 |
| Issued or guaranteed by U.S. | $10,091,000 | 1,849 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,239,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 3,407 |
| Privately issued | $1,753,000 | 559 |
| 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) | $7,647,000 | 2,462 |
| Available-for-sale securities (fair market value) | $32,270,000 | 2,645 |
| Total debt securities | $39,465,000 | 2,749 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $29,797,000 | 3,663 |
| U.S. Government securities | $17,294,000 | 4,350 |
| U.S. Treasury securities | $523,000 | 5,756 |
| U.S. Government agency obligations | $16,771,000 | 3,801 |
| Securities issued by states & political subdivisions | $11,097,000 | 1,527 |
| Other domestic debt securities | $987,000 | 2,260 |
| Privately issued residential mortgage-backed securities | $458,000 | 926 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $529,000 | 2,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $419,000 | 3,951 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,552,000 | 1,438 |
| Mortgage-backed securities | $10,457,000 | 2,638 |
| Certificates of participation in pools of residential mortgages | $9,482,000 | 2,068 |
| Issued or guaranteed by U.S. | $9,482,000 | 2,057 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $975,000 | 3,317 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 3,572 |
| Privately issued | $458,000 | 791 |
| 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) | $7,964,000 | 2,679 |
| Available-for-sale securities (fair market value) | $21,833,000 | 3,553 |
| Total debt securities | $29,378,000 | 3,600 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $20,664,000 | 4,789 |
| U.S. Government securities | $14,479,000 | 5,174 |
| U.S. Treasury securities | $5,539,000 | 2,940 |
| U.S. Government agency obligations | $8,940,000 | 5,614 |
| Securities issued by states & political subdivisions | $5,222,000 | 2,664 |
| Other domestic debt securities | $544,000 | 2,245 |
| Privately issued residential mortgage-backed securities | $544,000 | 763 |
| 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 | $419,000 | 3,987 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,233,000 | 1,652 |
| Mortgage-backed securities | $2,241,000 | 5,236 |
| Certificates of participation in pools of residential mortgages | $1,697,000 | 4,633 |
| Issued or guaranteed by U.S. | $1,697,000 | 4,616 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $544,000 | 3,907 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $544,000 | 592 |
| 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) | $5,441,000 | 3,971 |
| Available-for-sale securities (fair market value) | $15,223,000 | 4,449 |
| Total debt securities | $20,245,000 | 4,758 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $20,563,000 | 5,203 |
| U.S. Government securities | $16,340,000 | 5,141 |
| U.S. Treasury securities | $7,523,000 | 2,816 |
| U.S. Government agency obligations | $8,817,000 | 5,906 |
| Securities issued by states & political subdivisions | $3,804,000 | 3,383 |
| 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 | $419,000 | 3,873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,602,000 | 1,899 |
| Mortgage-backed securities | $1,008,000 | 6,821 |
| Certificates of participation in pools of residential mortgages | $1,008,000 | 5,804 |
| Issued or guaranteed by U.S. | $1,008,000 | 5,788 |
| 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) | $6,784,000 | 4,028 |
| Available-for-sale securities (fair market value) | $13,779,000 | 5,004 |
| Total debt securities | $20,144,000 | 5,166 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $17,617,000 | 6,077 |
| U.S. Government securities | $12,853,000 | 6,322 |
| U.S. Treasury securities | $6,568,000 | 3,773 |
| U.S. Government agency obligations | $6,285,000 | 7,038 |
| Securities issued by states & political subdivisions | $3,857,000 | 3,426 |
| Other domestic debt securities | $498,000 | 3,233 |
| 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 | $498,000 | 2,541 |
| Foreign debt securities | NA | NA |
| Equity securities | $409,000 | 3,681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,613,000 | 2,438 |
| Mortgage-backed securities | $3,282,000 | 5,341 |
| Certificates of participation in pools of residential mortgages | $1,718,000 | 5,212 |
| Issued or guaranteed by U.S. | $1,718,000 | 5,176 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,564,000 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $1,564,000 | 3,591 |
| 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) | $1,045,000 | 7,340 |
| Available-for-sale securities (fair market value) | $16,572,000 | 4,559 |
| Total debt securities | $17,208,000 | 6,035 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $18,063,000 | 6,321 |
| U.S. Government securities | $12,943,000 | 6,653 |
| U.S. Treasury securities | $5,813,000 | 5,081 |
| U.S. Government agency obligations | $7,130,000 | 6,586 |
| Securities issued by states & political subdivisions | $4,260,000 | 3,316 |
| Other domestic debt securities | $481,000 | 3,681 |
| 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 | $481,000 | 2,970 |
| Foreign debt securities | NA | NA |
| Equity securities | $379,000 | 3,589 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,457,000 | 2,633 |
| Mortgage-backed securities | $3,356,000 | 5,600 |
| Certificates of participation in pools of residential mortgages | $1,802,000 | 5,396 |
| Issued or guaranteed by U.S. | $1,802,000 | 5,371 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,554,000 | 3,997 |
| CMOs issued by government agencies or sponsored agencies | $1,554,000 | 3,820 |
| 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) | $1,200,000 | 10,607 |
| Available-for-sale securities (fair market value) | $16,863,000 | 3,241 |
| Total debt securities | $17,684,000 | 6,307 |
| 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 | $19,869,000 | 6,169 |
| U.S. Government securities | $12,227,000 | 7,140 |
| U.S. Treasury securities | $5,057,000 | 5,651 |
| U.S. Government agency obligations | $7,170,000 | 6,730 |
| Securities issued by states & political subdivisions | $5,306,000 | 2,875 |
| Other domestic debt securities | $2,022,000 | 2,366 |
| Privately issued residential mortgage-backed securities | $19,000 | 3,254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,003,000 | 1,802 |
| Foreign debt securities | NA | NA |
| Equity securities | $314,000 | 3,814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,366,000 | 2,292 |
| Mortgage-backed securities | $2,690,000 | 6,669 |
| Certificates of participation in pools of residential mortgages | $2,370,000 | 5,394 |
| Issued or guaranteed by U.S. | $2,370,000 | 5,356 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $320,000 | 6,057 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 5,840 |
| Privately issued | $19,000 | 2,779 |
| 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 | $19,555,000 | 6,106 |
| 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 | $21,114,000 | 5,895 |
| U.S. Government securities | $14,321,000 | 6,477 |
| U.S. Treasury securities | $8,660,000 | 3,933 |
| U.S. Government agency obligations | $5,661,000 | 7,585 |
| Securities issued by states & political subdivisions | $4,460,000 | 3,040 |
| Other domestic debt securities | $2,036,000 | 2,885 |
| Privately issued residential mortgage-backed securities | $32,000 | 3,896 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,004,000 | 2,065 |
| Foreign debt securities | NA | NA |
| Equity securities | $297,000 | 3,324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,350,000 | 2,405 |
| Mortgage-backed securities | $1,694,000 | 8,005 |
| Certificates of participation in pools of residential mortgages | $1,251,000 | 7,136 |
| Issued or guaranteed by U.S. | $1,251,000 | 7,077 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $443,000 | 6,034 |
| CMOs issued by government agencies or sponsored agencies | $411,000 | 5,675 |
| Privately issued | $32,000 | 3,344 |
| 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 | $20,817,000 | 5,835 |
| 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 |