Home > American Bank and Trust Company > Securities
American Bank and Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $111,410,000 | 1,586 |
| U.S. Government securities | $69,838,000 | 1,511 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $69,838,000 | 1,286 |
| Securities issued by states & political subdivisions | $40,821,000 | 1,068 |
| Other domestic debt securities | $751,000 | 2,071 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $751,000 | 1,646 |
| 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 | $76,516,000 | 1,098 |
| Mortgage-backed securities | $63,048,000 | 1,092 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,914,000 | 938 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,134,000 | 709 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $76,804,000 | 432 |
| Available-for-sale securities (fair market value) | $34,606,000 | 2,815 |
| Total debt securities | $111,410,000 | 1,571 |
| Structured notes | ||
| Amortized cost | $3,498,000 | 430 |
| Fair value | $3,049,000 | 431 |
| 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 | $110,634,000 | 1,576 |
| U.S. Government securities | $69,925,000 | 1,504 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $69,925,000 | 1,271 |
| Securities issued by states & political subdivisions | $39,984,000 | 1,065 |
| Other domestic debt securities | $725,000 | 2,074 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $725,000 | 1,656 |
| 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 | $76,813,000 | 1,056 |
| Mortgage-backed securities | $63,410,000 | 1,059 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $42,419,000 | 917 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,991,000 | 695 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $77,097,000 | 442 |
| Available-for-sale securities (fair market value) | $33,537,000 | 2,833 |
| Total debt securities | $110,634,000 | 1,563 |
| Structured notes | ||
| Amortized cost | $3,497,000 | 445 |
| Fair value | $2,905,000 | 452 |
| 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 | $113,150,000 | 1,597 |
| U.S. Government securities | $72,407,000 | 1,508 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $72,407,000 | 1,273 |
| Securities issued by states & political subdivisions | $40,004,000 | 1,121 |
| Other domestic debt securities | $739,000 | 2,087 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $739,000 | 1,667 |
| 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 | $64,735,000 | 1,182 |
| Mortgage-backed securities | $65,610,000 | 1,068 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $43,595,000 | 934 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $22,015,000 | 687 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $77,593,000 | 437 |
| Available-for-sale securities (fair market value) | $35,557,000 | 2,815 |
| Total debt securities | $113,150,000 | 1,582 |
| Structured notes | ||
| Amortized cost | $3,497,000 | 477 |
| Fair value | $2,962,000 | 481 |
| 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 | $115,067,000 | 1,642 |
| U.S. Government securities | $74,603,000 | 1,543 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $74,603,000 | 1,257 |
| Securities issued by states & political subdivisions | $39,720,000 | 1,161 |
| Other domestic debt securities | $744,000 | 2,140 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $744,000 | 1,708 |
| 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 | $50,226,000 | 1,358 |
| Mortgage-backed securities | $67,681,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $44,779,000 | 958 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $22,902,000 | 708 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $78,051,000 | 456 |
| Available-for-sale securities (fair market value) | $37,016,000 | 2,848 |
| Total debt securities | $115,066,000 | 1,623 |
| Structured notes | ||
| Amortized cost | $3,497,000 | 506 |
| Fair value | $2,983,000 | 514 |
| 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 | $125,647,000 | 1,569 |
| U.S. Government securities | $81,835,000 | 1,466 |
| U.S. Treasury securities | $1,880,000 | 2,532 |
| U.S. Government agency obligations | $79,955,000 | 1,199 |
| Securities issued by states & political subdivisions | $43,078,000 | 1,111 |
| Other domestic debt securities | $734,000 | 2,170 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $734,000 | 1,724 |
| 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 | $49,207,000 | 1,283 |
| Mortgage-backed securities | $73,044,000 | 1,044 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $48,735,000 | 908 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $24,309,000 | 676 |
| Privately issued | $0 | 545 |
| 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) | $86,481,000 | 444 |
| Available-for-sale securities (fair market value) | $39,166,000 | 2,816 |
| Total debt securities | $125,647,000 | 1,556 |
| Structured notes | ||
| Amortized cost | $3,497,000 | 522 |
| Fair value | $2,858,000 | 539 |
| 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 | $127,927,000 | 1,555 |
| U.S. Government securities | $81,663,000 | 1,483 |
| U.S. Treasury securities | $1,852,000 | 2,563 |
| U.S. Government agency obligations | $79,811,000 | 1,204 |
| Securities issued by states & political subdivisions | $42,517,000 | 1,128 |
| Other domestic debt securities | $3,747,000 | 1,521 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $3,747,000 | 1,147 |
| 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 | $41,677,000 | 1,367 |
| Mortgage-backed securities | $72,912,000 | 1,050 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $48,156,000 | 914 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $24,756,000 | 692 |
| Privately issued | $0 | 550 |
| 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) | $87,252,000 | 430 |
| Available-for-sale securities (fair market value) | $40,675,000 | 2,778 |
| Total debt securities | $127,926,000 | 1,539 |
| Structured notes | ||
| Amortized cost | $3,497,000 | 519 |
| Fair value | $2,895,000 | 534 |
| 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 | $129,515,000 | 1,555 |
| U.S. Government securities | $84,450,000 | 1,455 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $84,450,000 | 1,181 |
| Securities issued by states & political subdivisions | $41,903,000 | 1,181 |
| Other domestic debt securities | $3,162,000 | 1,514 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $3,162,000 | 1,218 |
| 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 | $60,443,000 | 1,037 |
| Mortgage-backed securities | $77,113,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $49,826,000 | 940 |
| Issued or guaranteed by U.S. | $49,826,000 | 924 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $27,287,000 | 723 |
| CMOs issued by government agencies or sponsored agencies | $27,287,000 | 652 |
| Privately issued | $0 | 553 |
| 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) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $129,515,000 | 1,390 |
| Total debt securities | $129,515,000 | 1,541 |
| Structured notes | ||
| Amortized cost | $3,497,000 | 499 |
| Fair value | $3,043,000 | 502 |
| 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 | $142,291,000 | 1,419 |
| U.S. Government securities | $92,714,000 | 1,333 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $92,714,000 | 1,104 |
| Securities issued by states & political subdivisions | $45,991,000 | 1,114 |
| Other domestic debt securities | $3,586,000 | 1,458 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $3,586,000 | 1,162 |
| 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 | $59,501,000 | 1,017 |
| Mortgage-backed securities | $85,046,000 | 981 |
| Certificates of participation in pools of residential mortgages | $54,286,000 | 909 |
| Issued or guaranteed by U.S. | $54,286,000 | 897 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $30,760,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $30,760,000 | 607 |
| Privately issued | $0 | 536 |
| 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) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $142,291,000 | 1,286 |
| Total debt securities | $142,293,000 | 1,404 |
| Structured notes | ||
| Amortized cost | $3,497,000 | 428 |
| Fair value | $3,199,000 | 430 |
| 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 | $156,363,000 | 1,284 |
| U.S. Government securities | $100,716,000 | 1,174 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $100,716,000 | 1,026 |
| Securities issued by states & political subdivisions | $51,357,000 | 1,044 |
| Other domestic debt securities | $4,290,000 | 1,347 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,290,000 | 1,029 |
| 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 | $66,276,000 | 921 |
| Mortgage-backed securities | $95,434,000 | 899 |
| Certificates of participation in pools of residential mortgages | $60,482,000 | 834 |
| Issued or guaranteed by U.S. | $60,482,000 | 823 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $34,952,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $34,952,000 | 541 |
| Privately issued | $0 | 500 |
| 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) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $156,363,000 | 1,180 |
| Total debt securities | $156,364,000 | 1,267 |
| Structured notes | ||
| Amortized cost | $3,497,000 | 367 |
| Fair value | $3,438,000 | 363 |
| 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 | $158,490,000 | 1,195 |
| U.S. Government securities | $104,354,000 | 1,079 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $104,354,000 | 967 |
| Securities issued by states & political subdivisions | $50,039,000 | 1,040 |
| Other domestic debt securities | $4,097,000 | 1,304 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,097,000 | 981 |
| 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 | $67,973,000 | 880 |
| Mortgage-backed securities | $99,003,000 | 849 |
| Certificates of participation in pools of residential mortgages | $63,057,000 | 791 |
| Issued or guaranteed by U.S. | $63,057,000 | 778 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $35,946,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $35,946,000 | 523 |
| Privately issued | $0 | 491 |
| 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) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $158,490,000 | 1,106 |
| Total debt securities | $158,491,000 | 1,181 |
| Structured notes | ||
| Amortized cost | $3,496,000 | 315 |
| Fair value | $3,479,000 | 308 |
| 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 | $148,241,000 | 1,217 |
| U.S. Government securities | $99,947,000 | 1,058 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $99,947,000 | 963 |
| Securities issued by states & political subdivisions | $48,244,000 | 1,043 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $50,000 | 262 |
| 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 | $60,040,000 | 965 |
| Mortgage-backed securities | $93,230,000 | 850 |
| Certificates of participation in pools of residential mortgages | $71,972,000 | 689 |
| Issued or guaranteed by U.S. | $71,972,000 | 673 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $21,258,000 | 735 |
| CMOs issued by government agencies or sponsored agencies | $21,258,000 | 702 |
| Privately issued | $0 | 478 |
| 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) | $50,000 | 1,607 |
| Available-for-sale securities (fair market value) | $148,191,000 | 1,120 |
| Total debt securities | $148,242,000 | 1,199 |
| Structured notes | ||
| Amortized cost | $4,496,000 | 227 |
| Fair value | $4,476,000 | 222 |
| 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 | $97,846,000 | 1,557 |
| U.S. Government securities | $63,998,000 | 1,367 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $63,998,000 | 1,274 |
| Securities issued by states & political subdivisions | $33,798,000 | 1,353 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $50,000 | 275 |
| 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 | $36,759,000 | 1,336 |
| Mortgage-backed securities | $59,288,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $49,997,000 | 853 |
| Issued or guaranteed by U.S. | $49,997,000 | 832 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $9,291,000 | 1,132 |
| CMOs issued by government agencies or sponsored agencies | $9,291,000 | 1,097 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $50,000 | 1,602 |
| Available-for-sale securities (fair market value) | $97,796,000 | 1,445 |
| Total debt securities | $97,846,000 | 1,539 |
| Structured notes | ||
| Amortized cost | $2,496,000 | 235 |
| Fair value | $2,469,000 | 226 |
| 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 | $77,198,000 | 1,734 |
| U.S. Government securities | $53,188,000 | 1,439 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $53,188,000 | 1,360 |
| Securities issued by states & political subdivisions | $23,960,000 | 1,697 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $50,000 | 273 |
| 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 | $26,681,000 | 1,613 |
| Mortgage-backed securities | $50,703,000 | 1,167 |
| Certificates of participation in pools of residential mortgages | $42,269,000 | 879 |
| Issued or guaranteed by U.S. | $42,269,000 | 861 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $8,434,000 | 1,198 |
| CMOs issued by government agencies or sponsored agencies | $8,434,000 | 1,157 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $50,000 | 1,596 |
| Available-for-sale securities (fair market value) | $77,148,000 | 1,621 |
| Total debt securities | $77,198,000 | 1,719 |
| 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 | $63,228,000 | 1,892 |
| U.S. Government securities | $45,782,000 | 1,544 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $45,782,000 | 1,473 |
| Securities issued by states & political subdivisions | $17,396,000 | 1,940 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $50,000 | 280 |
| 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 | $27,091,000 | 1,565 |
| Mortgage-backed securities | $43,281,000 | 1,287 |
| Certificates of participation in pools of residential mortgages | $34,188,000 | 986 |
| Issued or guaranteed by U.S. | $34,188,000 | 963 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,093,000 | 1,176 |
| CMOs issued by government agencies or sponsored agencies | $9,093,000 | 1,138 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $50,000 | 1,597 |
| Available-for-sale securities (fair market value) | $63,178,000 | 1,769 |
| Total debt securities | $63,229,000 | 1,875 |
| 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 | $42,817,000 | 2,395 |
| U.S. Government securities | $34,185,000 | 1,840 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $34,185,000 | 1,742 |
| Securities issued by states & political subdivisions | $8,582,000 | 2,570 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $50,000 | 289 |
| 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 | $26,552,000 | 1,602 |
| Mortgage-backed securities | $31,516,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $22,917,000 | 1,252 |
| Issued or guaranteed by U.S. | $22,917,000 | 1,217 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,599,000 | 1,249 |
| CMOs issued by government agencies or sponsored agencies | $8,599,000 | 1,208 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $50,000 | 1,611 |
| Available-for-sale securities (fair market value) | $42,767,000 | 2,224 |
| Total debt securities | $42,817,000 | 2,371 |
| 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 | $32,812,000 | 2,711 |
| U.S. Government securities | $27,009,000 | 2,134 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $27,009,000 | 2,028 |
| Securities issued by states & political subdivisions | $5,753,000 | 2,876 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $50,000 | 296 |
| 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 | $26,745,000 | 1,543 |
| Mortgage-backed securities | $23,148,000 | 1,856 |
| Certificates of participation in pools of residential mortgages | $16,162,000 | 1,572 |
| Issued or guaranteed by U.S. | $16,162,000 | 1,530 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $6,986,000 | 1,394 |
| CMOs issued by government agencies or sponsored agencies | $6,986,000 | 1,357 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $50,000 | 1,628 |
| Available-for-sale securities (fair market value) | $32,762,000 | 2,546 |
| Total debt securities | $32,812,000 | 2,691 |
| 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 | $37,141,000 | 2,546 |
| U.S. Government securities | $31,423,000 | 2,003 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $31,423,000 | 1,893 |
| Securities issued by states & political subdivisions | $5,143,000 | 2,971 |
| Other domestic debt securities | $525,000 | 1,656 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $525,000 | 1,253 |
| Foreign debt securities | $50,000 | 274 |
| 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 | $29,300,000 | 1,440 |
| Mortgage-backed securities | $27,427,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $20,251,000 | 1,328 |
| Issued or guaranteed by U.S. | $20,251,000 | 1,293 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,176,000 | 1,374 |
| CMOs issued by government agencies or sponsored agencies | $7,176,000 | 1,339 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $50,000 | 1,674 |
| Available-for-sale securities (fair market value) | $37,091,000 | 2,369 |
| Total debt securities | $37,140,000 | 2,530 |
| 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 | $38,659,000 | 2,502 |
| U.S. Government securities | $32,936,000 | 1,963 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $32,936,000 | 1,863 |
| Securities issued by states & political subdivisions | $5,147,000 | 2,987 |
| Other domestic debt securities | $526,000 | 1,696 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $526,000 | 1,260 |
| Foreign debt securities | $50,000 | 290 |
| 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 | $29,267,000 | 1,449 |
| Mortgage-backed securities | $28,790,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $21,267,000 | 1,238 |
| Issued or guaranteed by U.S. | $21,267,000 | 1,205 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $7,523,000 | 1,361 |
| CMOs issued by government agencies or sponsored agencies | $7,523,000 | 1,322 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $50,000 | 1,741 |
| Available-for-sale securities (fair market value) | $38,609,000 | 2,323 |
| Total debt securities | $38,656,000 | 2,485 |
| 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 | $48,733,000 | 2,171 |
| U.S. Government securities | $35,912,000 | 1,889 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $35,912,000 | 1,780 |
| Securities issued by states & political subdivisions | $10,243,000 | 2,325 |
| Other domestic debt securities | $2,528,000 | 1,167 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,528,000 | 838 |
| Foreign debt securities | $50,000 | 307 |
| 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 | $35,800,000 | 1,296 |
| Mortgage-backed securities | $30,205,000 | 1,493 |
| Certificates of participation in pools of residential mortgages | $22,335,000 | 1,185 |
| Issued or guaranteed by U.S. | $22,335,000 | 1,171 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $7,870,000 | 1,323 |
| CMOs issued by government agencies or sponsored agencies | $7,870,000 | 1,284 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $50,000 | 1,786 |
| Available-for-sale securities (fair market value) | $48,683,000 | 2,013 |
| Total debt securities | $48,733,000 | 2,158 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 545 |
| Fair value | $995,000 | 612 |
| 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 | $50,614,000 | 2,142 |
| U.S. Government securities | $36,957,000 | 1,869 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $36,957,000 | 1,760 |
| Securities issued by states & political subdivisions | $10,095,000 | 2,411 |
| Other domestic debt securities | $3,512,000 | 1,038 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,512,000 | 721 |
| Foreign debt securities | $50,000 | 322 |
| 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 | $37,450,000 | 1,265 |
| Mortgage-backed securities | $31,358,000 | 1,453 |
| Certificates of participation in pools of residential mortgages | $23,273,000 | 1,166 |
| Issued or guaranteed by U.S. | $23,273,000 | 1,152 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,085,000 | 1,305 |
| CMOs issued by government agencies or sponsored agencies | $8,085,000 | 1,264 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $50,000 | 1,811 |
| Available-for-sale securities (fair market value) | $50,564,000 | 1,978 |
| Total debt securities | $50,614,000 | 2,124 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 559 |
| Fair value | $988,000 | 617 |
| 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 | $51,997,000 | 2,116 |
| U.S. Government securities | $38,028,000 | 1,839 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $38,028,000 | 1,730 |
| Securities issued by states & political subdivisions | $10,009,000 | 2,492 |
| Other domestic debt securities | $3,410,000 | 1,024 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,410,000 | 731 |
| Foreign debt securities | $550,000 | 242 |
| 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 | $38,094,000 | 1,242 |
| Mortgage-backed securities | $32,211,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $23,915,000 | 1,155 |
| Issued or guaranteed by U.S. | $23,915,000 | 1,147 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,296,000 | 1,276 |
| CMOs issued by government agencies or sponsored agencies | $8,296,000 | 1,236 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $50,000 | 1,856 |
| Available-for-sale securities (fair market value) | $51,947,000 | 1,955 |
| Total debt securities | $51,996,000 | 2,104 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 569 |
| Fair value | $968,000 | 656 |
| 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 | $53,662,000 | 2,085 |
| U.S. Government securities | $39,241,000 | 1,814 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $39,241,000 | 1,713 |
| Securities issued by states & political subdivisions | $10,414,000 | 2,461 |
| Other domestic debt securities | $3,457,000 | 975 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $3,457,000 | 726 |
| Foreign debt securities | $550,000 | 235 |
| 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 | $38,772,000 | 1,222 |
| Mortgage-backed securities | $33,488,000 | 1,403 |
| Certificates of participation in pools of residential mortgages | $24,875,000 | 1,136 |
| Issued or guaranteed by U.S. | $24,875,000 | 1,130 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,613,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $8,613,000 | 1,199 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $50,000 | 1,897 |
| Available-for-sale securities (fair market value) | $53,612,000 | 1,916 |
| Total debt securities | $53,662,000 | 2,071 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 558 |
| Fair value | $970,000 | 625 |
| 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 | $54,448,000 | 2,111 |
| U.S. Government securities | $40,416,000 | 1,761 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $40,416,000 | 1,666 |
| Securities issued by states & political subdivisions | $10,008,000 | 2,562 |
| Other domestic debt securities | $3,475,000 | 1,107 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $3,475,000 | 727 |
| Foreign debt securities | $549,000 | 234 |
| 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 | $36,314,000 | 1,309 |
| Mortgage-backed securities | $34,227,000 | 1,394 |
| Certificates of participation in pools of residential mortgages | $25,137,000 | 1,166 |
| Issued or guaranteed by U.S. | $25,137,000 | 1,130 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $9,090,000 | 1,212 |
| CMOs issued by government agencies or sponsored agencies | $9,090,000 | 1,169 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $50,000 | 1,926 |
| Available-for-sale securities (fair market value) | $54,398,000 | 1,932 |
| Total debt securities | $54,448,000 | 2,090 |
| Structured notes | ||
| Amortized cost | $999,000 | 651 |
| Fair value | $981,000 | 609 |
| 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 | $55,894,000 | 2,087 |
| U.S. Government securities | $42,368,000 | 1,730 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $42,368,000 | 1,645 |
| Securities issued by states & political subdivisions | $9,493,000 | 2,670 |
| Other domestic debt securities | $3,484,000 | 974 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $3,484,000 | 749 |
| Foreign debt securities | $549,000 | 226 |
| 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 | $40,000,000 | 1,230 |
| Mortgage-backed securities | $36,151,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $26,584,000 | 1,142 |
| Issued or guaranteed by U.S. | $26,584,000 | 1,139 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,567,000 | 1,164 |
| CMOs issued by government agencies or sponsored agencies | $9,567,000 | 1,122 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $50,000 | 1,956 |
| Available-for-sale securities (fair market value) | $55,844,000 | 1,916 |
| Total debt securities | $55,892,000 | 2,071 |
| Structured notes | ||
| Amortized cost | $999,000 | 636 |
| Fair value | $982,000 | 592 |
| 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 | $50,273,000 | 2,283 |
| U.S. Government securities | $36,499,000 | 1,931 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $36,499,000 | 1,852 |
| Securities issued by states & political subdivisions | $9,672,000 | 2,717 |
| Other domestic debt securities | $3,551,000 | 951 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $3,551,000 | 739 |
| Foreign debt securities | $551,000 | 226 |
| 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 | $38,392,000 | 1,298 |
| Mortgage-backed securities | $29,780,000 | 1,528 |
| Certificates of participation in pools of residential mortgages | $22,926,000 | 1,295 |
| Issued or guaranteed by U.S. | $22,926,000 | 1,294 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,854,000 | 1,349 |
| CMOs issued by government agencies or sponsored agencies | $6,854,000 | 1,303 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $50,000 | 1,983 |
| Available-for-sale securities (fair market value) | $50,223,000 | 2,101 |
| Total debt securities | $50,275,000 | 2,264 |
| Structured notes | ||
| Amortized cost | $999,000 | 640 |
| Fair value | $990,000 | 594 |
| 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 | $48,734,000 | 2,370 |
| U.S. Government securities | $34,493,000 | 2,032 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $34,493,000 | 1,938 |
| Securities issued by states & political subdivisions | $10,095,000 | 2,699 |
| Other domestic debt securities | $3,592,000 | 973 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $3,592,000 | 757 |
| Foreign debt securities | $554,000 | 238 |
| 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 | $42,197,000 | 1,224 |
| Mortgage-backed securities | $28,886,000 | 1,556 |
| Certificates of participation in pools of residential mortgages | $23,315,000 | 1,307 |
| Issued or guaranteed by U.S. | $23,315,000 | 1,305 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,571,000 | 1,478 |
| CMOs issued by government agencies or sponsored agencies | $5,571,000 | 1,428 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $50,000 | 2,037 |
| Available-for-sale securities (fair market value) | $48,684,000 | 2,176 |
| Total debt securities | $48,733,000 | 2,345 |
| Structured notes | ||
| Amortized cost | $999,000 | 672 |
| Fair value | $991,000 | 634 |
| 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 | $51,211,000 | 2,313 |
| U.S. Government securities | $36,412,000 | 1,990 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $36,412,000 | 1,894 |
| Securities issued by states & political subdivisions | $10,142,000 | 2,714 |
| Other domestic debt securities | $4,103,000 | 933 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $4,103,000 | 715 |
| Foreign debt securities | $554,000 | 244 |
| 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 | $40,953,000 | 1,250 |
| Mortgage-backed securities | $30,398,000 | 1,534 |
| Certificates of participation in pools of residential mortgages | $24,634,000 | 1,292 |
| Issued or guaranteed by U.S. | $24,634,000 | 1,291 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,764,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $5,764,000 | 1,427 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $50,000 | 2,067 |
| Available-for-sale securities (fair market value) | $51,161,000 | 2,124 |
| Total debt securities | $51,211,000 | 2,295 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 557 |
| Fair value | $1,496,000 | 547 |
| 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 | $54,388,000 | 2,250 |
| U.S. Government securities | $39,818,000 | 1,905 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $39,818,000 | 1,818 |
| Securities issued by states & political subdivisions | $9,962,000 | 2,776 |
| Other domestic debt securities | $4,054,000 | 963 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $4,054,000 | 746 |
| Foreign debt securities | $554,000 | 243 |
| 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 | $41,840,000 | 1,239 |
| Mortgage-backed securities | $33,855,000 | 1,456 |
| Certificates of participation in pools of residential mortgages | $27,959,000 | 1,203 |
| Issued or guaranteed by U.S. | $27,959,000 | 1,202 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,896,000 | 1,480 |
| CMOs issued by government agencies or sponsored agencies | $5,896,000 | 1,422 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $50,000 | 2,105 |
| Available-for-sale securities (fair market value) | $54,338,000 | 2,064 |
| Total debt securities | $54,388,000 | 2,228 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 578 |
| Fair value | $1,482,000 | 572 |
| 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 | $54,763,000 | 2,229 |
| U.S. Government securities | $40,089,000 | 1,874 |
| U.S. Treasury securities | $2,000,000 | 873 |
| U.S. Government agency obligations | $38,089,000 | 1,848 |
| Securities issued by states & political subdivisions | $10,093,000 | 2,780 |
| Other domestic debt securities | $4,027,000 | 956 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $4,027,000 | 727 |
| Foreign debt securities | $554,000 | 242 |
| 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 | $22,799,000 | 1,915 |
| Mortgage-backed securities | $31,872,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | $25,771,000 | 1,285 |
| Issued or guaranteed by U.S. | $25,771,000 | 1,284 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,101,000 | 1,435 |
| CMOs issued by government agencies or sponsored agencies | $6,101,000 | 1,371 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $50,000 | 2,131 |
| Available-for-sale securities (fair market value) | $54,713,000 | 2,047 |
| Total debt securities | $54,761,000 | 2,201 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 575 |
| Fair value | $1,476,000 | 565 |
| 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 | $71,804,000 | 1,811 |
| U.S. Government securities | $47,205,000 | 1,646 |
| U.S. Treasury securities | $2,002,000 | 782 |
| U.S. Government agency obligations | $45,203,000 | 1,636 |
| Securities issued by states & political subdivisions | $15,184,000 | 2,255 |
| Other domestic debt securities | $8,856,000 | 635 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $8,856,000 | 473 |
| Foreign debt securities | $559,000 | 236 |
| 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 | $24,801,000 | 1,834 |
| Mortgage-backed securities | $36,096,000 | 1,385 |
| Certificates of participation in pools of residential mortgages | $29,418,000 | 1,171 |
| Issued or guaranteed by U.S. | $29,418,000 | 1,170 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,678,000 | 1,394 |
| CMOs issued by government agencies or sponsored agencies | $6,678,000 | 1,331 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $50,000 | 2,159 |
| Available-for-sale securities (fair market value) | $71,754,000 | 1,653 |
| Total debt securities | $71,805,000 | 1,789 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 489 |
| Fair value | $1,985,000 | 509 |
| 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 | $68,453,000 | 1,909 |
| U.S. Government securities | $45,512,000 | 1,746 |
| U.S. Treasury securities | $2,002,000 | 820 |
| U.S. Government agency obligations | $43,510,000 | 1,719 |
| Securities issued by states & political subdivisions | $13,490,000 | 2,405 |
| Other domestic debt securities | $8,840,000 | 650 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,840,000 | 477 |
| Foreign debt securities | $611,000 | 235 |
| 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 | $24,205,000 | 1,880 |
| Mortgage-backed securities | $32,679,000 | 1,515 |
| Certificates of participation in pools of residential mortgages | $27,801,000 | 1,229 |
| Issued or guaranteed by U.S. | $27,801,000 | 1,225 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,878,000 | 1,636 |
| CMOs issued by government agencies or sponsored agencies | $4,878,000 | 1,567 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $100,000 | 2,159 |
| Available-for-sale securities (fair market value) | $68,353,000 | 1,730 |
| Total debt securities | $68,452,000 | 1,887 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 423 |
| Fair value | $2,986,000 | 429 |
| 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 | $68,508,000 | 1,942 |
| U.S. Government securities | $46,883,000 | 1,752 |
| U.S. Treasury securities | $5,989,000 | 498 |
| U.S. Government agency obligations | $40,894,000 | 1,865 |
| Securities issued by states & political subdivisions | $12,227,000 | 2,525 |
| Other domestic debt securities | $8,791,000 | 649 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,791,000 | 476 |
| Foreign debt securities | $607,000 | 231 |
| 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 | $53,613,000 | 1,076 |
| Mortgage-backed securities | $16,733,000 | 2,276 |
| Certificates of participation in pools of residential mortgages | $14,872,000 | 1,886 |
| Issued or guaranteed by U.S. | $14,872,000 | 1,885 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,861,000 | 2,260 |
| CMOs issued by government agencies or sponsored agencies | $1,861,000 | 2,197 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $100,000 | 2,199 |
| Available-for-sale securities (fair market value) | $68,408,000 | 1,756 |
| Total debt securities | $68,507,000 | 1,915 |
| Structured notes | ||
| Amortized cost | $3,492,000 | 465 |
| Fair value | $3,469,000 | 464 |
| 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 | $73,248,000 | 1,860 |
| U.S. Government securities | $51,327,000 | 1,653 |
| U.S. Treasury securities | $5,973,000 | 527 |
| U.S. Government agency obligations | $45,354,000 | 1,740 |
| Securities issued by states & political subdivisions | $12,598,000 | 2,511 |
| Other domestic debt securities | $8,719,000 | 633 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,719,000 | 457 |
| Foreign debt securities | $604,000 | 219 |
| 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 | $54,492,000 | 1,064 |
| Mortgage-backed securities | $17,247,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $15,351,000 | 1,847 |
| Issued or guaranteed by U.S. | $15,351,000 | 1,845 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,896,000 | 2,274 |
| CMOs issued by government agencies or sponsored agencies | $1,896,000 | 2,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $100,000 | 2,242 |
| Available-for-sale securities (fair market value) | $73,148,000 | 1,685 |
| Total debt securities | $73,249,000 | 1,838 |
| Structured notes | ||
| Amortized cost | $3,492,000 | 525 |
| Fair value | $3,455,000 | 525 |
| 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 | $74,291,000 | 1,831 |
| U.S. Government securities | $51,683,000 | 1,651 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $51,683,000 | 1,584 |
| Securities issued by states & political subdivisions | $13,274,000 | 2,455 |
| Other domestic debt securities | $8,728,000 | 644 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,728,000 | 461 |
| Foreign debt securities | $606,000 | 222 |
| 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 | $60,477,000 | 979 |
| Mortgage-backed securities | $17,982,000 | 2,234 |
| Certificates of participation in pools of residential mortgages | $16,004,000 | 1,818 |
| Issued or guaranteed by U.S. | $16,004,000 | 1,818 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,978,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $1,978,000 | 2,195 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $100,000 | 2,252 |
| Available-for-sale securities (fair market value) | $74,191,000 | 1,661 |
| Total debt securities | $74,293,000 | 1,807 |
| Structured notes | ||
| Amortized cost | $4,491,000 | 518 |
| Fair value | $4,462,000 | 516 |
| 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 | $106,455,000 | 1,356 |
| U.S. Government securities | $82,556,000 | 1,164 |
| U.S. Treasury securities | $11,017,000 | 336 |
| U.S. Government agency obligations | $71,539,000 | 1,236 |
| Securities issued by states & political subdivisions | $14,079,000 | 2,366 |
| Other domestic debt securities | $9,215,000 | 612 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $9,215,000 | 428 |
| Foreign debt securities | $605,000 | 227 |
| 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 | $63,109,000 | 947 |
| Mortgage-backed securities | $21,093,000 | 2,082 |
| Certificates of participation in pools of residential mortgages | $18,179,000 | 1,722 |
| Issued or guaranteed by U.S. | $18,179,000 | 1,721 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,914,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $2,914,000 | 2,011 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $100,000 | 2,293 |
| Available-for-sale securities (fair market value) | $106,355,000 | 1,190 |
| Total debt securities | $106,456,000 | 1,333 |
| Structured notes | ||
| Amortized cost | $6,491,000 | 425 |
| Fair value | $6,436,000 | 424 |
| 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 | $96,039,000 | 1,501 |
| U.S. Government securities | $67,495,000 | 1,384 |
| U.S. Treasury securities | $14,628,000 | 298 |
| U.S. Government agency obligations | $52,867,000 | 1,652 |
| Securities issued by states & political subdivisions | $18,622,000 | 1,924 |
| Other domestic debt securities | $9,312,000 | 607 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $9,312,000 | 429 |
| Foreign debt securities | $610,000 | 231 |
| 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 | $58,055,000 | 1,039 |
| Mortgage-backed securities | $7,429,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | $6,112,000 | 3,024 |
| Issued or guaranteed by U.S. | $6,112,000 | 3,021 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,317,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $1,317,000 | 2,520 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $100,000 | 2,302 |
| Available-for-sale securities (fair market value) | $95,939,000 | 1,335 |
| Total debt securities | $96,039,000 | 1,484 |
| Structured notes | ||
| Amortized cost | $6,490,000 | 476 |
| Fair value | $6,453,000 | 477 |
| 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 | $92,056,000 | 1,560 |
| U.S. Government securities | $63,438,000 | 1,474 |
| U.S. Treasury securities | $13,630,000 | 314 |
| U.S. Government agency obligations | $49,808,000 | 1,749 |
| Securities issued by states & political subdivisions | $18,290,000 | 1,953 |
| Other domestic debt securities | $9,725,000 | 600 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $9,725,000 | 419 |
| Foreign debt securities | $603,000 | 216 |
| 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 | $60,640,000 | 995 |
| Mortgage-backed securities | $10,567,000 | 2,994 |
| Certificates of participation in pools of residential mortgages | $9,103,000 | 2,634 |
| Issued or guaranteed by U.S. | $9,103,000 | 2,630 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,464,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $1,464,000 | 2,513 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $100,000 | 2,334 |
| Available-for-sale securities (fair market value) | $91,956,000 | 1,383 |
| Total debt securities | $92,056,000 | 1,545 |
| Structured notes | ||
| Amortized cost | $7,489,000 | 474 |
| Fair value | $7,390,000 | 475 |
| 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 | $125,055,000 | 1,197 |
| U.S. Government securities | $85,062,000 | 1,172 |
| U.S. Treasury securities | $28,322,000 | 187 |
| U.S. Government agency obligations | $56,740,000 | 1,594 |
| Securities issued by states & political subdivisions | $29,443,000 | 1,319 |
| Other domestic debt securities | $9,945,000 | 606 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $9,945,000 | 416 |
| Foreign debt securities | $605,000 | 214 |
| 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 | $63,185,000 | 954 |
| Mortgage-backed securities | $17,977,000 | 2,422 |
| Certificates of participation in pools of residential mortgages | $15,894,000 | 2,021 |
| Issued or guaranteed by U.S. | $15,894,000 | 2,019 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,083,000 | 2,432 |
| CMOs issued by government agencies or sponsored agencies | $2,083,000 | 2,346 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $100,000 | 2,377 |
| Available-for-sale securities (fair market value) | $124,955,000 | 1,045 |
| Total debt securities | $125,055,000 | 1,180 |
| Structured notes | ||
| Amortized cost | $7,489,000 | 516 |
| Fair value | $7,343,000 | 519 |
| 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 | $133,044,000 | 1,142 |
| U.S. Government securities | $92,793,000 | 1,096 |
| U.S. Treasury securities | $23,328,000 | 198 |
| U.S. Government agency obligations | $69,465,000 | 1,346 |
| Securities issued by states & political subdivisions | $29,701,000 | 1,309 |
| Other domestic debt securities | $9,944,000 | 627 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $9,944,000 | 429 |
| Foreign debt securities | $606,000 | 213 |
| 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 | $63,824,000 | 944 |
| Mortgage-backed securities | $29,391,000 | 1,864 |
| Certificates of participation in pools of residential mortgages | $27,096,000 | 1,402 |
| Issued or guaranteed by U.S. | $27,096,000 | 1,402 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,295,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $2,295,000 | 2,325 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $100,000 | 2,391 |
| Available-for-sale securities (fair market value) | $132,944,000 | 998 |
| Total debt securities | $133,044,000 | 1,131 |
| Structured notes | ||
| Amortized cost | $7,488,000 | 545 |
| Fair value | $7,304,000 | 545 |
| 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 | $115,307,000 | 1,290 |
| U.S. Government securities | $72,523,000 | 1,366 |
| U.S. Treasury securities | $983,000 | 917 |
| U.S. Government agency obligations | $71,540,000 | 1,335 |
| Securities issued by states & political subdivisions | $32,369,000 | 1,197 |
| Other domestic debt securities | $9,864,000 | 648 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $9,864,000 | 440 |
| Foreign debt securities | $551,000 | 214 |
| 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 | $52,928,000 | 1,120 |
| Mortgage-backed securities | $32,916,000 | 1,742 |
| Certificates of participation in pools of residential mortgages | $31,675,000 | 1,276 |
| Issued or guaranteed by U.S. | $31,675,000 | 1,276 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,241,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $1,241,000 | 2,671 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $50,000 | 2,477 |
| Available-for-sale securities (fair market value) | $115,257,000 | 1,138 |
| Total debt securities | $115,307,000 | 1,275 |
| Structured notes | ||
| Amortized cost | $7,928,000 | 543 |
| Fair value | $7,670,000 | 529 |
| 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 | $120,542,000 | 1,239 |
| U.S. Government securities | $76,803,000 | 1,273 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $76,803,000 | 1,232 |
| Securities issued by states & political subdivisions | $32,641,000 | 1,189 |
| Other domestic debt securities | $11,048,000 | 641 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $11,048,000 | 425 |
| Foreign debt securities | $50,000 | 311 |
| 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 | $49,565,000 | 1,177 |
| Mortgage-backed securities | $34,364,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $32,997,000 | 1,218 |
| Issued or guaranteed by U.S. | $32,997,000 | 1,218 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,367,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $1,367,000 | 2,602 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $50,000 | 2,502 |
| Available-for-sale securities (fair market value) | $120,492,000 | 1,093 |
| Total debt securities | $120,542,000 | 1,223 |
| Structured notes | ||
| Amortized cost | $9,423,000 | 451 |
| Fair value | $9,058,000 | 438 |
| 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 | $123,852,000 | 1,224 |
| U.S. Government securities | $81,063,000 | 1,227 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $81,063,000 | 1,186 |
| Securities issued by states & political subdivisions | $31,722,000 | 1,219 |
| Other domestic debt securities | $11,017,000 | 664 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $11,017,000 | 440 |
| Foreign debt securities | $50,000 | 320 |
| 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 | $57,438,000 | 1,018 |
| Mortgage-backed securities | $37,101,000 | 1,594 |
| Certificates of participation in pools of residential mortgages | $35,590,000 | 1,135 |
| Issued or guaranteed by U.S. | $35,590,000 | 1,134 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,511,000 | 2,673 |
| CMOs issued by government agencies or sponsored agencies | $1,511,000 | 2,566 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $50,000 | 2,498 |
| Available-for-sale securities (fair market value) | $123,802,000 | 1,081 |
| Total debt securities | $123,852,000 | 1,212 |
| Structured notes | ||
| Amortized cost | $9,919,000 | 425 |
| Fair value | $9,587,000 | 411 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $122,853,000 | 1,229 |
| U.S. Government securities | $78,034,000 | 1,280 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $78,034,000 | 1,244 |
| Securities issued by states & political subdivisions | $33,102,000 | 1,163 |
| Other domestic debt securities | $11,667,000 | 640 |
| Privately issued residential mortgage-backed securities | $1,000 | 994 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $11,666,000 | 416 |
| Foreign debt securities | $50,000 | 308 |
| 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 | $53,084,000 | 1,072 |
| Mortgage-backed securities | $40,822,000 | 1,480 |
| Certificates of participation in pools of residential mortgages | $39,134,000 | 1,063 |
| Issued or guaranteed by U.S. | $39,134,000 | 1,062 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,688,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $1,687,000 | 2,555 |
| Privately issued | $1,000 | 948 |
| 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) | $50,000 | 2,448 |
| Available-for-sale securities (fair market value) | $122,803,000 | 1,099 |
| Total debt securities | $122,853,000 | 1,215 |
| Structured notes | ||
| Amortized cost | $7,472,000 | 523 |
| Fair value | $7,320,000 | 517 |
| 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 | $127,944,000 | 1,211 |
| U.S. Government securities | $80,884,000 | 1,248 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $80,884,000 | 1,209 |
| Securities issued by states & political subdivisions | $36,252,000 | 1,034 |
| Other domestic debt securities | $10,758,000 | 683 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,033 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $10,757,000 | 451 |
| Foreign debt securities | $50,000 | 313 |
| 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 | $39,552,000 | 1,380 |
| Mortgage-backed securities | $45,466,000 | 1,397 |
| Certificates of participation in pools of residential mortgages | $43,456,000 | 980 |
| Issued or guaranteed by U.S. | $43,456,000 | 980 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,010,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $2,009,000 | 2,508 |
| Privately issued | $1,000 | 988 |
| 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) | $50,000 | 2,451 |
| Available-for-sale securities (fair market value) | $127,894,000 | 1,093 |
| Total debt securities | $127,944,000 | 1,199 |
| Structured notes | ||
| Amortized cost | $5,499,000 | 665 |
| Fair value | $5,478,000 | 661 |
| 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 | $110,965,000 | 1,346 |
| U.S. Government securities | $69,736,000 | 1,419 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $69,736,000 | 1,376 |
| Securities issued by states & political subdivisions | $32,633,000 | 1,137 |
| Other domestic debt securities | $8,546,000 | 762 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,053 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $8,545,000 | 502 |
| Foreign debt securities | $50,000 | 308 |
| 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 | $41,903,000 | 1,311 |
| Mortgage-backed securities | $45,179,000 | 1,397 |
| Certificates of participation in pools of residential mortgages | $42,888,000 | 982 |
| Issued or guaranteed by U.S. | $42,888,000 | 979 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,291,000 | 2,589 |
| CMOs issued by government agencies or sponsored agencies | $2,290,000 | 2,484 |
| Privately issued | $1,000 | 1,009 |
| 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) | $50,000 | 2,488 |
| Available-for-sale securities (fair market value) | $110,915,000 | 1,210 |
| Total debt securities | $110,965,000 | 1,332 |
| Structured notes | ||
| Amortized cost | $5,998,000 | 655 |
| Fair value | $5,979,000 | 662 |
| 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 | $121,435,000 | 1,254 |
| U.S. Government securities | $78,859,000 | 1,284 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $78,859,000 | 1,246 |
| Securities issued by states & political subdivisions | $34,786,000 | 1,026 |
| Other domestic debt securities | $7,698,000 | 833 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,100 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $7,697,000 | 560 |
| Foreign debt securities | $50,000 | 292 |
| Equity securities | $42,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,834,000 | 1,321 |
| Mortgage-backed securities | $53,758,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $51,255,000 | 883 |
| Issued or guaranteed by U.S. | $51,255,000 | 880 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,503,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $2,502,000 | 2,510 |
| Privately issued | $1,000 | 1,051 |
| 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) | $50,000 | 2,555 |
| Available-for-sale securities (fair market value) | $121,385,000 | 1,124 |
| Total debt securities | $121,393,000 | 1,239 |
| Structured notes | ||
| Amortized cost | $8,497,000 | 508 |
| Fair value | $8,502,000 | 511 |
| 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 | $124,360,000 | 1,237 |
| U.S. Government securities | $88,100,000 | 1,180 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $88,100,000 | 1,142 |
| Securities issued by states & political subdivisions | $32,002,000 | 1,088 |
| Other domestic debt securities | $4,166,000 | 1,167 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,142 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $4,164,000 | 829 |
| Foreign debt securities | $50,000 | 284 |
| Equity securities | $42,000 | 1,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,979,000 | 1,497 |
| Mortgage-backed securities | $51,227,000 | 1,369 |
| Certificates of participation in pools of residential mortgages | $48,577,000 | 953 |
| Issued or guaranteed by U.S. | $48,577,000 | 953 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,650,000 | 2,598 |
| CMOs issued by government agencies or sponsored agencies | $2,648,000 | 2,480 |
| Privately issued | $2,000 | 1,093 |
| 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) | $50,000 | 2,583 |
| Available-for-sale securities (fair market value) | $124,310,000 | 1,121 |
| Total debt securities | $124,318,000 | 1,223 |
| Structured notes | ||
| Amortized cost | $5,503,000 | 835 |
| Fair value | $5,505,000 | 838 |
| 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 | $118,072,000 | 1,302 |
| U.S. Government securities | $82,978,000 | 1,285 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $82,978,000 | 1,244 |
| Securities issued by states & political subdivisions | $30,772,000 | 1,079 |
| Other domestic debt securities | $4,191,000 | 1,158 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,173 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $4,189,000 | 824 |
| Foreign debt securities | $100,000 | 203 |
| Equity securities | $31,000 | 1,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,098,000 | 1,499 |
| Mortgage-backed securities | $44,789,000 | 1,513 |
| Certificates of participation in pools of residential mortgages | $41,956,000 | 1,067 |
| Issued or guaranteed by U.S. | $41,956,000 | 1,066 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,833,000 | 2,571 |
| CMOs issued by government agencies or sponsored agencies | $2,831,000 | 2,453 |
| Privately issued | $2,000 | 1,126 |
| 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) | $100,000 | 2,556 |
| Available-for-sale securities (fair market value) | $117,972,000 | 1,177 |
| Total debt securities | $118,041,000 | 1,287 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,010 |
| Fair value | $5,004,000 | 1,025 |
| 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 | $102,915,000 | 1,423 |
| U.S. Government securities | $74,614,000 | 1,354 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $74,614,000 | 1,314 |
| Securities issued by states & political subdivisions | $24,000,000 | 1,340 |
| Other domestic debt securities | $4,170,000 | 1,140 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,257 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $4,168,000 | 769 |
| Foreign debt securities | $100,000 | 152 |
| Equity securities | $31,000 | 1,072 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,169,000 | 1,412 |
| Mortgage-backed securities | $28,825,000 | 1,970 |
| Certificates of participation in pools of residential mortgages | $25,870,000 | 1,475 |
| Issued or guaranteed by U.S. | $25,870,000 | 1,471 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,955,000 | 2,505 |
| CMOs issued by government agencies or sponsored agencies | $2,953,000 | 2,320 |
| Privately issued | $2,000 | 1,190 |
| 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) | $100,000 | 2,660 |
| Available-for-sale securities (fair market value) | $102,815,000 | 1,288 |
| Total debt securities | $102,884,000 | 1,409 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 1,090 |
| Fair value | $4,527,000 | 1,084 |
| 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 | $97,865,000 | 1,451 |
| U.S. Government securities | $70,429,000 | 1,381 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $70,429,000 | 1,340 |
| Securities issued by states & political subdivisions | $22,861,000 | 1,364 |
| Other domestic debt securities | $4,455,000 | 1,104 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,252 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,444,000 | 718 |
| Foreign debt securities | $100,000 | 149 |
| Equity securities | $20,000 | 1,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,071,000 | 1,251 |
| Mortgage-backed securities | $26,083,000 | 2,029 |
| Certificates of participation in pools of residential mortgages | $22,978,000 | 1,539 |
| Issued or guaranteed by U.S. | $22,978,000 | 1,536 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,105,000 | 2,448 |
| CMOs issued by government agencies or sponsored agencies | $3,094,000 | 2,257 |
| Privately issued | $11,000 | 1,185 |
| 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) | $100,000 | 2,694 |
| Available-for-sale securities (fair market value) | $97,765,000 | 1,305 |
| Total debt securities | $97,845,000 | 1,435 |
| Structured notes | ||
| Amortized cost | $4,969,000 | 1,077 |
| Fair value | $5,025,000 | 1,022 |
| 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 | $102,447,000 | 1,398 |
| U.S. Government securities | $73,591,000 | 1,340 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $73,591,000 | 1,296 |
| Securities issued by states & political subdivisions | $24,246,000 | 1,217 |
| Other domestic debt securities | $4,493,000 | 1,068 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,242 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $4,459,000 | 664 |
| Foreign debt securities | $100,000 | 141 |
| Equity securities | $17,000 | 1,207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,316,000 | 1,410 |
| Mortgage-backed securities | $22,975,000 | 2,173 |
| Certificates of participation in pools of residential mortgages | $19,582,000 | 1,689 |
| Issued or guaranteed by U.S. | $19,582,000 | 1,685 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,393,000 | 2,352 |
| CMOs issued by government agencies or sponsored agencies | $3,359,000 | 2,156 |
| Privately issued | $34,000 | 1,184 |
| 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) | $100,000 | 2,738 |
| Available-for-sale securities (fair market value) | $102,347,000 | 1,256 |
| Total debt securities | $102,430,000 | 1,376 |
| Structured notes | ||
| Amortized cost | $6,968,000 | 924 |
| Fair value | $7,014,000 | 904 |
| 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 | $85,809,000 | 1,597 |
| U.S. Government securities | $53,354,000 | 1,762 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $53,354,000 | 1,711 |
| Securities issued by states & political subdivisions | $27,920,000 | 1,032 |
| Other domestic debt securities | $4,471,000 | 1,104 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,278 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $4,440,000 | 674 |
| Foreign debt securities | $50,000 | 152 |
| Equity securities | $14,000 | 1,240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,208,000 | 1,266 |
| Mortgage-backed securities | $12,396,000 | 2,948 |
| Certificates of participation in pools of residential mortgages | $10,692,000 | 2,463 |
| Issued or guaranteed by U.S. | $10,692,000 | 2,458 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,704,000 | 2,773 |
| CMOs issued by government agencies or sponsored agencies | $1,673,000 | 2,533 |
| Privately issued | $31,000 | 1,217 |
| 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) | $50,000 | 2,857 |
| Available-for-sale securities (fair market value) | $85,759,000 | 1,442 |
| Total debt securities | $85,795,000 | 1,579 |
| Structured notes | ||
| Amortized cost | $5,999,000 | 1,087 |
| Fair value | $6,037,000 | 1,067 |
| 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 | $62,796,000 | 2,002 |
| U.S. Government securities | $28,997,000 | 2,721 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $28,997,000 | 2,639 |
| Securities issued by states & political subdivisions | $29,260,000 | 955 |
| Other domestic debt securities | $4,479,000 | 1,161 |
| Privately issued residential mortgage-backed securities | $44,000 | 1,323 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $4,435,000 | 660 |
| Foreign debt securities | $50,000 | 145 |
| Equity securities | $10,000 | 1,269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,600,000 | 1,284 |
| Mortgage-backed securities | $8,902,000 | 3,311 |
| Certificates of participation in pools of residential mortgages | $8,172,000 | 2,726 |
| Issued or guaranteed by U.S. | $8,172,000 | 2,718 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $730,000 | 3,146 |
| CMOs issued by government agencies or sponsored agencies | $686,000 | 2,895 |
| Privately issued | $44,000 | 1,260 |
| 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) | $50,000 | 2,889 |
| Available-for-sale securities (fair market value) | $62,746,000 | 1,811 |
| Total debt securities | $62,786,000 | 1,985 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 1,333 |
| Fair value | $4,052,000 | 1,285 |
| 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 | $64,453,000 | 1,917 |
| U.S. Government securities | $29,903,000 | 2,636 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $29,903,000 | 2,550 |
| Securities issued by states & political subdivisions | $30,614,000 | 874 |
| Other domestic debt securities | $3,886,000 | 1,296 |
| Privately issued residential mortgage-backed securities | $128,000 | 1,335 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,758,000 | 738 |
| Foreign debt securities | $50,000 | 142 |
| 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 | $43,344,000 | 1,177 |
| Mortgage-backed securities | $10,040,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | $9,142,000 | 2,544 |
| Issued or guaranteed by U.S. | $9,142,000 | 2,538 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $898,000 | 3,037 |
| CMOs issued by government agencies or sponsored agencies | $770,000 | 2,814 |
| Privately issued | $128,000 | 1,274 |
| 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) | $50,000 | 2,964 |
| Available-for-sale securities (fair market value) | $64,403,000 | 1,713 |
| Total debt securities | $64,453,000 | 1,896 |
| Structured notes | ||
| Amortized cost | $4,799,000 | 1,182 |
| Fair value | $4,894,000 | 1,174 |
| 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 | $75,889,000 | 1,679 |
| U.S. Government securities | $43,669,000 | 1,974 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $43,669,000 | 1,904 |
| Securities issued by states & political subdivisions | $28,480,000 | 889 |
| Other domestic debt securities | $3,690,000 | 1,334 |
| Privately issued residential mortgage-backed securities | $175,000 | 1,341 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $3,515,000 | 733 |
| Foreign debt securities | $50,000 | 141 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,201,000 | 1,359 |
| Mortgage-backed securities | $11,170,000 | 2,998 |
| Certificates of participation in pools of residential mortgages | $9,963,000 | 2,444 |
| Issued or guaranteed by U.S. | $9,963,000 | 2,435 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,207,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $1,032,000 | 2,586 |
| Privately issued | $175,000 | 1,282 |
| 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) | $50,000 | 3,040 |
| Available-for-sale securities (fair market value) | $75,839,000 | 1,494 |
| Total debt securities | $75,889,000 | 1,662 |
| Structured notes | ||
| Amortized cost | $7,299,000 | 881 |
| Fair value | $7,344,000 | 879 |
| 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 | $81,757,000 | 1,590 |
| U.S. Government securities | $49,765,000 | 1,794 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $49,765,000 | 1,739 |
| Securities issued by states & political subdivisions | $28,827,000 | 855 |
| Other domestic debt securities | $3,040,000 | 1,495 |
| Privately issued residential mortgage-backed securities | $144,000 | 1,398 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,896,000 | 852 |
| Foreign debt securities | $125,000 | 125 |
| 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 | $38,452,000 | 1,380 |
| Mortgage-backed securities | $12,708,000 | 2,882 |
| Certificates of participation in pools of residential mortgages | $11,478,000 | 2,337 |
| Issued or guaranteed by U.S. | $11,478,000 | 2,331 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,230,000 | 2,772 |
| CMOs issued by government agencies or sponsored agencies | $1,086,000 | 2,516 |
| Privately issued | $144,000 | 1,341 |
| 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) | $125,000 | 2,943 |
| Available-for-sale securities (fair market value) | $81,632,000 | 1,407 |
| Total debt securities | $81,757,000 | 1,568 |
| Structured notes | ||
| Amortized cost | $8,698,000 | 617 |
| Fair value | $8,682,000 | 617 |
| 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 | $67,778,000 | 1,845 |
| U.S. Government securities | $43,192,000 | 1,984 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $43,192,000 | 1,919 |
| Securities issued by states & political subdivisions | $22,469,000 | 1,104 |
| Other domestic debt securities | $1,992,000 | 1,832 |
| Privately issued residential mortgage-backed securities | $154,000 | 1,430 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,838,000 | 1,105 |
| Foreign debt securities | $125,000 | 125 |
| 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 | $39,312,000 | 1,356 |
| Mortgage-backed securities | $13,656,000 | 2,841 |
| Certificates of participation in pools of residential mortgages | $12,324,000 | 2,310 |
| Issued or guaranteed by U.S. | $12,324,000 | 2,302 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,332,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $1,178,000 | 2,463 |
| Privately issued | $154,000 | 1,363 |
| 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) | $125,000 | 2,999 |
| Available-for-sale securities (fair market value) | $67,653,000 | 1,637 |
| Total debt securities | $67,778,000 | 1,821 |
| Structured notes | ||
| Amortized cost | $8,998,000 | 476 |
| Fair value | $8,833,000 | 479 |
| 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 | $75,943,000 | 1,662 |
| U.S. Government securities | $53,482,000 | 1,621 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $53,482,000 | 1,573 |
| Securities issued by states & political subdivisions | $20,337,000 | 1,230 |
| Other domestic debt securities | $1,999,000 | 1,924 |
| Privately issued residential mortgage-backed securities | $167,000 | 1,474 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,832,000 | 1,176 |
| Foreign debt securities | $125,000 | 128 |
| 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 | $51,350,000 | 1,046 |
| Mortgage-backed securities | $27,959,000 | 1,874 |
| Certificates of participation in pools of residential mortgages | $26,514,000 | 1,399 |
| Issued or guaranteed by U.S. | $26,514,000 | 1,391 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,445,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $1,278,000 | 2,402 |
| Privately issued | $167,000 | 1,406 |
| 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) | $125,000 | 3,082 |
| Available-for-sale securities (fair market value) | $75,818,000 | 1,452 |
| Total debt securities | $75,943,000 | 1,641 |
| Structured notes | ||
| Amortized cost | $5,999,000 | 467 |
| Fair value | $5,908,000 | 482 |
| 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 | $80,796,000 | 1,552 |
| U.S. Government securities | $58,220,000 | 1,471 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $58,220,000 | 1,432 |
| Securities issued by states & political subdivisions | $20,482,000 | 1,172 |
| Other domestic debt securities | $1,969,000 | 1,965 |
| Privately issued residential mortgage-backed securities | $176,000 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,793,000 | 1,201 |
| Foreign debt securities | $125,000 | 132 |
| 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 | $58,870,000 | 925 |
| Mortgage-backed securities | $36,977,000 | 1,552 |
| Certificates of participation in pools of residential mortgages | $35,284,000 | 1,128 |
| Issued or guaranteed by U.S. | $35,284,000 | 1,120 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,693,000 | 2,589 |
| CMOs issued by government agencies or sponsored agencies | $1,517,000 | 2,300 |
| Privately issued | $176,000 | 1,419 |
| 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) | $125,000 | 3,131 |
| Available-for-sale securities (fair market value) | $80,671,000 | 1,360 |
| Total debt securities | $80,796,000 | 1,521 |
| Structured notes | ||
| Amortized cost | $5,995,000 | 271 |
| Fair value | $5,881,000 | 274 |
| 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 | $92,014,000 | 1,346 |
| U.S. Government securities | $65,579,000 | 1,325 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $65,579,000 | 1,290 |
| Securities issued by states & political subdivisions | $20,107,000 | 1,126 |
| Other domestic debt securities | $1,178,000 | 2,237 |
| Privately issued residential mortgage-backed securities | $178,000 | 1,513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,532 |
| Foreign debt securities | $150,000 | 127 |
| Equity securities | $5,000,000 | 359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,833,000 | 953 |
| Mortgage-backed securities | $43,050,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $40,093,000 | 1,045 |
| Issued or guaranteed by U.S. | $40,093,000 | 1,032 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,957,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $2,779,000 | 1,916 |
| Privately issued | $178,000 | 1,443 |
| 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) | $150,000 | 3,133 |
| Available-for-sale securities (fair market value) | $91,864,000 | 1,180 |
| Total debt securities | $87,014,000 | 1,396 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 430 |
| Fair value | $3,004,000 | 418 |
| 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 | $86,019,000 | 1,411 |
| U.S. Government securities | $71,183,000 | 1,206 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $71,183,000 | 1,174 |
| Securities issued by states & political subdivisions | $14,500,000 | 1,557 |
| Other domestic debt securities | $186,000 | 3,044 |
| Privately issued residential mortgage-backed securities | $186,000 | 1,461 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $150,000 | 120 |
| 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 | $60,396,000 | 940 |
| Mortgage-backed securities | $45,576,000 | 1,283 |
| Certificates of participation in pools of residential mortgages | $37,717,000 | 1,059 |
| Issued or guaranteed by U.S. | $37,717,000 | 1,049 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,859,000 | 1,476 |
| CMOs issued by government agencies or sponsored agencies | $7,673,000 | 1,201 |
| Privately issued | $186,000 | 1,392 |
| 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) | $150,000 | 3,163 |
| Available-for-sale securities (fair market value) | $85,869,000 | 1,224 |
| Total debt securities | $86,019,000 | 1,387 |
| 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 | $88,181,000 | 1,346 |
| U.S. Government securities | $72,796,000 | 1,141 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $72,796,000 | 1,117 |
| Securities issued by states & political subdivisions | $14,647,000 | 1,505 |
| Other domestic debt securities | $588,000 | 2,554 |
| Privately issued residential mortgage-backed securities | $588,000 | 1,258 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $150,000 | 129 |
| 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 | $54,675,000 | 998 |
| Mortgage-backed securities | $47,006,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $38,659,000 | 1,001 |
| Issued or guaranteed by U.S. | $38,659,000 | 990 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,347,000 | 1,378 |
| CMOs issued by government agencies or sponsored agencies | $7,759,000 | 1,142 |
| Privately issued | $588,000 | 1,204 |
| 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) | $150,000 | 3,186 |
| Available-for-sale securities (fair market value) | $88,031,000 | 1,165 |
| Total debt securities | $88,181,000 | 1,321 |
| Structured notes | ||
| Amortized cost | $980,000 | 1,079 |
| Fair value | $1,000,000 | 971 |
| 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 | $66,300,000 | 1,796 |
| U.S. Government securities | $50,459,000 | 1,652 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $50,459,000 | 1,625 |
| Securities issued by states & political subdivisions | $14,714,000 | 1,509 |
| Other domestic debt securities | $927,000 | 2,334 |
| Privately issued residential mortgage-backed securities | $690,000 | 1,222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $237,000 | 2,179 |
| Foreign debt securities | $200,000 | 126 |
| 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 | $56,630,000 | 938 |
| Mortgage-backed securities | $48,542,000 | 1,143 |
| Certificates of participation in pools of residential mortgages | $39,708,000 | 974 |
| Issued or guaranteed by U.S. | $39,708,000 | 962 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,834,000 | 1,334 |
| CMOs issued by government agencies or sponsored agencies | $8,144,000 | 1,109 |
| Privately issued | $690,000 | 1,164 |
| 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) | $200,000 | 3,124 |
| Available-for-sale securities (fair market value) | $66,100,000 | 1,572 |
| Total debt securities | $66,300,000 | 1,771 |
| Structured notes | ||
| Amortized cost | $978,000 | 1,134 |
| Fair value | $999,000 | 1,056 |
| 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 | $81,891,000 | 1,464 |
| U.S. Government securities | $60,938,000 | 1,370 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $60,938,000 | 1,342 |
| Securities issued by states & political subdivisions | $18,978,000 | 1,163 |
| Other domestic debt securities | $1,725,000 | 1,862 |
| Privately issued residential mortgage-backed securities | $713,000 | 1,194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,012,000 | 1,469 |
| Foreign debt securities | $250,000 | 123 |
| 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 | $68,474,000 | 783 |
| Mortgage-backed securities | $52,761,000 | 1,048 |
| Certificates of participation in pools of residential mortgages | $43,137,000 | 882 |
| Issued or guaranteed by U.S. | $43,137,000 | 871 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,624,000 | 1,265 |
| CMOs issued by government agencies or sponsored agencies | $8,911,000 | 1,044 |
| Privately issued | $713,000 | 1,136 |
| 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) | $1,025,000 | 2,574 |
| Available-for-sale securities (fair market value) | $80,866,000 | 1,291 |
| Total debt securities | $81,891,000 | 1,429 |
| Structured notes | ||
| Amortized cost | $2,163,000 | 665 |
| Fair value | $2,204,000 | 658 |
| 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 | $107,776,000 | 1,113 |
| U.S. Government securities | $69,182,000 | 1,219 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $69,182,000 | 1,195 |
| Securities issued by states & political subdivisions | $18,904,000 | 1,146 |
| Other domestic debt securities | $19,440,000 | 526 |
| Privately issued residential mortgage-backed securities | $793,000 | 1,079 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,686,000 | 73 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,961,000 | 1,088 |
| Foreign debt securities | $250,000 | 127 |
| 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 | $73,193,000 | 731 |
| Mortgage-backed securities | $54,160,000 | 922 |
| Certificates of participation in pools of residential mortgages | $44,390,000 | 762 |
| Issued or guaranteed by U.S. | $44,390,000 | 753 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,770,000 | 1,173 |
| CMOs issued by government agencies or sponsored agencies | $8,977,000 | 986 |
| Privately issued | $793,000 | 1,027 |
| 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) | $1,025,000 | 2,647 |
| Available-for-sale securities (fair market value) | $106,751,000 | 988 |
| Total debt securities | $107,776,000 | 1,093 |
| Structured notes | ||
| Amortized cost | $10,618,000 | 205 |
| Fair value | $10,713,000 | 203 |
| 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 | $112,817,000 | 1,069 |
| U.S. Government securities | $70,679,000 | 1,215 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $70,679,000 | 1,189 |
| Securities issued by states & political subdivisions | $19,394,000 | 1,080 |
| Other domestic debt securities | $22,494,000 | 453 |
| Privately issued residential mortgage-backed securities | $823,000 | 1,036 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,997,000 | 68 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,674,000 | 906 |
| Foreign debt securities | $250,000 | 130 |
| 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 | $71,611,000 | 717 |
| Mortgage-backed securities | $56,250,000 | 844 |
| Certificates of participation in pools of residential mortgages | $45,849,000 | 705 |
| Issued or guaranteed by U.S. | $45,849,000 | 696 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $10,401,000 | 1,079 |
| CMOs issued by government agencies or sponsored agencies | $9,578,000 | 906 |
| Privately issued | $823,000 | 984 |
| 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) | $1,779,000 | 2,426 |
| Available-for-sale securities (fair market value) | $111,038,000 | 939 |
| Total debt securities | $112,817,000 | 1,046 |
| Structured notes | ||
| Amortized cost | $10,611,000 | 263 |
| Fair value | $10,690,000 | 257 |
| 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 | $125,091,000 | 949 |
| U.S. Government securities | $84,452,000 | 1,027 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $84,452,000 | 997 |
| Securities issued by states & political subdivisions | $19,694,000 | 1,047 |
| Other domestic debt securities | $20,670,000 | 467 |
| Privately issued residential mortgage-backed securities | $818,000 | 983 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,880,000 | 77 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,972,000 | 468 |
| Foreign debt securities | $275,000 | 126 |
| 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 | $99,232,000 | 535 |
| Mortgage-backed securities | $58,242,000 | 815 |
| Certificates of participation in pools of residential mortgages | $47,385,000 | 685 |
| Issued or guaranteed by U.S. | $47,385,000 | 676 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,857,000 | 1,012 |
| CMOs issued by government agencies or sponsored agencies | $10,039,000 | 852 |
| Privately issued | $818,000 | 928 |
| 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) | $1,795,000 | 2,440 |
| Available-for-sale securities (fair market value) | $123,296,000 | 825 |
| Total debt securities | $125,091,000 | 926 |
| Structured notes | ||
| Amortized cost | $10,602,000 | 285 |
| Fair value | $10,605,000 | 278 |
| 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 | $127,178,000 | 953 |
| U.S. Government securities | $92,710,000 | 938 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $92,710,000 | 904 |
| Securities issued by states & political subdivisions | $19,955,000 | 1,030 |
| Other domestic debt securities | $14,263,000 | 588 |
| Privately issued residential mortgage-backed securities | $854,000 | 947 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,409,000 | 325 |
| Foreign debt securities | $250,000 | 138 |
| 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 | $104,444,000 | 507 |
| Mortgage-backed securities | $62,399,000 | 760 |
| Certificates of participation in pools of residential mortgages | $50,758,000 | 647 |
| Issued or guaranteed by U.S. | $50,758,000 | 639 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $11,641,000 | 959 |
| CMOs issued by government agencies or sponsored agencies | $10,787,000 | 808 |
| Privately issued | $854,000 | 888 |
| 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) | $1,025,000 | 2,771 |
| Available-for-sale securities (fair market value) | $126,153,000 | 818 |
| Total debt securities | $127,178,000 | 931 |
| Structured notes | ||
| Amortized cost | $12,286,000 | 266 |
| Fair value | $12,303,000 | 258 |
| 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 | $132,989,000 | 922 |
| U.S. Government securities | $97,641,000 | 910 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $97,641,000 | 883 |
| Securities issued by states & political subdivisions | $20,011,000 | 1,002 |
| Other domestic debt securities | $15,087,000 | 555 |
| Privately issued residential mortgage-backed securities | $884,000 | 921 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,203,000 | 313 |
| Foreign debt securities | $250,000 | 137 |
| 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 | $107,705,000 | 504 |
| Mortgage-backed securities | $65,158,000 | 757 |
| Certificates of participation in pools of residential mortgages | $53,063,000 | 631 |
| Issued or guaranteed by U.S. | $53,063,000 | 623 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $12,095,000 | 939 |
| CMOs issued by government agencies or sponsored agencies | $11,211,000 | 802 |
| Privately issued | $884,000 | 869 |
| 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) | $1,872,000 | 2,520 |
| Available-for-sale securities (fair market value) | $131,117,000 | 790 |
| Total debt securities | $132,989,000 | 901 |
| Structured notes | ||
| Amortized cost | $12,270,000 | 283 |
| Fair value | $12,280,000 | 273 |
| 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 | $133,152,000 | 928 |
| U.S. Government securities | $104,689,000 | 866 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $104,689,000 | 835 |
| Securities issued by states & political subdivisions | $20,516,000 | 979 |
| Other domestic debt securities | $7,697,000 | 822 |
| Privately issued residential mortgage-backed securities | $922,000 | 890 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,775,000 | 540 |
| Foreign debt securities | $250,000 | 138 |
| 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 | $98,582,000 | 550 |
| Mortgage-backed securities | $67,813,000 | 750 |
| Certificates of participation in pools of residential mortgages | $55,272,000 | 623 |
| Issued or guaranteed by U.S. | $55,272,000 | 615 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $12,541,000 | 912 |
| CMOs issued by government agencies or sponsored agencies | $11,619,000 | 775 |
| Privately issued | $922,000 | 830 |
| 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) | $1,025,000 | 2,897 |
| Available-for-sale securities (fair market value) | $132,127,000 | 791 |
| Total debt securities | $133,152,000 | 908 |
| Structured notes | ||
| Amortized cost | $12,254,000 | 314 |
| Fair value | $12,216,000 | 309 |
| 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 | $117,338,000 | 1,049 |
| U.S. Government securities | $94,688,000 | 949 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $94,688,000 | 917 |
| Securities issued by states & political subdivisions | $20,370,000 | 964 |
| Other domestic debt securities | $2,030,000 | 1,511 |
| Privately issued residential mortgage-backed securities | $949,000 | 856 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,081,000 | 1,366 |
| Foreign debt securities | $250,000 | 146 |
| 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 | $97,347,000 | 553 |
| Mortgage-backed securities | $68,689,000 | 737 |
| Certificates of participation in pools of residential mortgages | $56,745,000 | 610 |
| Issued or guaranteed by U.S. | $56,745,000 | 604 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,944,000 | 928 |
| CMOs issued by government agencies or sponsored agencies | $10,995,000 | 790 |
| Privately issued | $949,000 | 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) | $1,331,000 | 2,801 |
| Available-for-sale securities (fair market value) | $116,007,000 | 899 |
| Total debt securities | $117,338,000 | 1,020 |
| Structured notes | ||
| Amortized cost | $12,238,000 | 340 |
| Fair value | $12,078,000 | 333 |
| 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 | $127,897,000 | 972 |
| U.S. Government securities | $97,412,000 | 942 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $97,412,000 | 909 |
| Securities issued by states & political subdivisions | $20,258,000 | 966 |
| Other domestic debt securities | $10,052,000 | 728 |
| Privately issued residential mortgage-backed securities | $983,000 | 845 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,069,000 | 463 |
| Foreign debt securities | $175,000 | 172 |
| 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 | $97,284,000 | 557 |
| Mortgage-backed securities | $71,302,000 | 717 |
| Certificates of participation in pools of residential mortgages | $60,976,000 | 584 |
| Issued or guaranteed by U.S. | $60,976,000 | 576 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,326,000 | 1,005 |
| CMOs issued by government agencies or sponsored agencies | $9,343,000 | 876 |
| Privately issued | $983,000 | 788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,244,000 | 1,453 |
| Available-for-sale securities (fair market value) | $118,653,000 | 888 |
| Total debt securities | $127,897,000 | 951 |
| Structured notes | ||
| Amortized cost | $13,185,000 | 326 |
| Fair value | $13,105,000 | 324 |
| 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 | $116,462,000 | 1,084 |
| U.S. Government securities | $90,877,000 | 1,015 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $90,877,000 | 984 |
| Securities issued by states & political subdivisions | $25,388,000 | 736 |
| Other domestic debt securities | $22,000 | 3,230 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $175,000 | 167 |
| 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 | $99,380,000 | 544 |
| Mortgage-backed securities | $66,227,000 | 769 |
| Certificates of participation in pools of residential mortgages | $63,989,000 | 569 |
| Issued or guaranteed by U.S. | $63,989,000 | 563 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,238,000 | 2,006 |
| CMOs issued by government agencies or sponsored agencies | $2,216,000 | 1,768 |
| Privately issued | $22,000 | 1,134 |
| 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) | $175,000 | 3,800 |
| Available-for-sale securities (fair market value) | $116,287,000 | 907 |
| Total debt securities | $116,462,000 | 1,057 |
| Structured notes | ||
| Amortized cost | $10,758,000 | 403 |
| Fair value | $10,721,000 | 397 |
| 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 | $122,934,000 | 1,007 |
| U.S. Government securities | $94,704,000 | 958 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $94,704,000 | 923 |
| Securities issued by states & political subdivisions | $28,031,000 | 660 |
| Other domestic debt securities | $24,000 | 3,287 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $175,000 | 172 |
| 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 | $98,066,000 | 543 |
| Mortgage-backed securities | $70,863,000 | 730 |
| Certificates of participation in pools of residential mortgages | $68,456,000 | 550 |
| Issued or guaranteed by U.S. | $68,456,000 | 543 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,407,000 | 1,967 |
| CMOs issued by government agencies or sponsored agencies | $2,383,000 | 1,739 |
| Privately issued | $24,000 | 1,112 |
| 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) | $585,000 | 3,379 |
| Available-for-sale securities (fair market value) | $122,349,000 | 849 |
| Total debt securities | $122,934,000 | 982 |
| Structured notes | ||
| Amortized cost | $6,809,000 | 631 |
| Fair value | $6,826,000 | 622 |
| 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 | $123,891,000 | 1,002 |
| U.S. Government securities | $97,307,000 | 940 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $97,307,000 | 902 |
| Securities issued by states & political subdivisions | $26,383,000 | 695 |
| Other domestic debt securities | $26,000 | 3,325 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $175,000 | 174 |
| 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 | $103,082,000 | 497 |
| Mortgage-backed securities | $76,189,000 | 697 |
| Certificates of participation in pools of residential mortgages | $73,601,000 | 535 |
| Issued or guaranteed by U.S. | $73,601,000 | 524 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,588,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $2,562,000 | 1,740 |
| Privately issued | $26,000 | 1,070 |
| 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) | $585,000 | 3,437 |
| Available-for-sale securities (fair market value) | $123,306,000 | 838 |
| Total debt securities | $123,891,000 | 981 |
| Structured notes | ||
| Amortized cost | $4,119,000 | 974 |
| Fair value | $4,152,000 | 969 |
| 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 | $131,400,000 | 950 |
| U.S. Government securities | $104,976,000 | 896 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $104,976,000 | 863 |
| Securities issued by states & political subdivisions | $26,247,000 | 699 |
| Other domestic debt securities | $27,000 | 3,375 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $150,000 | 183 |
| 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 | $103,195,000 | 504 |
| Mortgage-backed securities | $79,947,000 | 697 |
| Certificates of participation in pools of residential mortgages | $77,193,000 | 531 |
| Issued or guaranteed by U.S. | $77,193,000 | 525 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,754,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $2,727,000 | 1,740 |
| Privately issued | $27,000 | 1,069 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $560,000 | 3,497 |
| Available-for-sale securities (fair market value) | $130,840,000 | 805 |
| Total debt securities | $131,400,000 | 922 |
| Structured notes | ||
| Amortized cost | $3,127,000 | 1,197 |
| Fair value | $3,130,000 | 1,188 |
| 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 | $132,437,000 | 965 |
| U.S. Government securities | $104,548,000 | 916 |
| U.S. Treasury securities | $1,993,000 | 1,038 |
| U.S. Government agency obligations | $102,555,000 | 895 |
| Securities issued by states & political subdivisions | $27,710,000 | 655 |
| Other domestic debt securities | $29,000 | 3,431 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $150,000 | 183 |
| 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 | $114,624,000 | 454 |
| Mortgage-backed securities | $85,327,000 | 682 |
| Certificates of participation in pools of residential mortgages | $82,391,000 | 525 |
| Issued or guaranteed by U.S. | $82,391,000 | 520 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,936,000 | 1,930 |
| CMOs issued by government agencies or sponsored agencies | $2,907,000 | 1,723 |
| Privately issued | $29,000 | 1,062 |
| 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) | $560,000 | 3,535 |
| Available-for-sale securities (fair market value) | $131,877,000 | 823 |
| Total debt securities | $132,437,000 | 937 |
| Structured notes | ||
| Amortized cost | $3,124,000 | 1,165 |
| Fair value | $3,170,000 | 1,156 |
| 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 | $146,855,000 | 881 |
| U.S. Government securities | $115,813,000 | 829 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $115,813,000 | 798 |
| Securities issued by states & political subdivisions | $28,122,000 | 640 |
| Other domestic debt securities | $2,770,000 | 1,572 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,120 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,740,000 | 1,246 |
| Foreign debt securities | $150,000 | 188 |
| 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 | $124,755,000 | 423 |
| Mortgage-backed securities | $96,876,000 | 632 |
| Certificates of participation in pools of residential mortgages | $93,797,000 | 471 |
| Issued or guaranteed by U.S. | $93,797,000 | 468 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,079,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $3,049,000 | 1,681 |
| Privately issued | $30,000 | 1,020 |
| 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) | $950,000 | 3,339 |
| Available-for-sale securities (fair market value) | $145,905,000 | 758 |
| Total debt securities | $146,855,000 | 852 |
| Structured notes | ||
| Amortized cost | $5,121,000 | 799 |
| Fair value | $5,167,000 | 797 |
| 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 | $151,255,000 | 868 |
| U.S. Government securities | $118,824,000 | 822 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $118,824,000 | 788 |
| Securities issued by states & political subdivisions | $27,318,000 | 648 |
| Other domestic debt securities | $4,963,000 | 1,208 |
| Privately issued residential mortgage-backed securities | $2,323,000 | 554 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,640,000 | 1,325 |
| Foreign debt securities | $150,000 | 187 |
| 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 | $119,126,000 | 434 |
| Mortgage-backed securities | $102,461,000 | 616 |
| Certificates of participation in pools of residential mortgages | $96,995,000 | 473 |
| Issued or guaranteed by U.S. | $96,995,000 | 469 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,466,000 | 1,506 |
| CMOs issued by government agencies or sponsored agencies | $3,143,000 | 1,687 |
| Privately issued | $2,323,000 | 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) | $950,000 | 3,364 |
| Available-for-sale securities (fair market value) | $150,305,000 | 746 |
| Total debt securities | $151,255,000 | 841 |
| Structured notes | ||
| Amortized cost | $5,118,000 | 789 |
| Fair value | $5,031,000 | 789 |
| 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 | $151,846,000 | 866 |
| U.S. Government securities | $122,627,000 | 802 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $122,627,000 | 771 |
| Securities issued by states & political subdivisions | $26,305,000 | 701 |
| Other domestic debt securities | $2,789,000 | 1,720 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,754,000 | 1,380 |
| Foreign debt securities | $125,000 | 201 |
| 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 | $137,434,000 | 378 |
| Mortgage-backed securities | $109,866,000 | 610 |
| Certificates of participation in pools of residential mortgages | $105,723,000 | 446 |
| Issued or guaranteed by U.S. | $105,723,000 | 442 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,143,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $4,108,000 | 1,549 |
| Privately issued | $35,000 | 1,063 |
| 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) | $925,000 | 3,399 |
| Available-for-sale securities (fair market value) | $150,921,000 | 748 |
| Total debt securities | $151,846,000 | 842 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,034 |
| Fair value | $2,983,000 | 1,110 |
| 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 | $155,463,000 | 868 |
| U.S. Government securities | $123,068,000 | 827 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $123,068,000 | 794 |
| Securities issued by states & political subdivisions | $29,493,000 | 602 |
| Other domestic debt securities | $2,777,000 | 1,753 |
| Privately issued residential mortgage-backed securities | $39,000 | 1,019 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,738,000 | 1,483 |
| Foreign debt securities | $125,000 | 213 |
| 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 | $141,515,000 | 379 |
| Mortgage-backed securities | $116,042,000 | 587 |
| Certificates of participation in pools of residential mortgages | $110,780,000 | 443 |
| Issued or guaranteed by U.S. | $110,780,000 | 439 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,262,000 | 1,552 |
| CMOs issued by government agencies or sponsored agencies | $5,223,000 | 1,457 |
| Privately issued | $39,000 | 885 |
| 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) | $925,000 | 3,439 |
| Available-for-sale securities (fair market value) | $154,538,000 | 741 |
| Total debt securities | $155,463,000 | 848 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 912 |
| Fair value | $2,974,000 | 972 |
| 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 | $161,473,000 | 834 |
| U.S. Government securities | $128,169,000 | 800 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $128,169,000 | 769 |
| Securities issued by states & political subdivisions | $29,678,000 | 600 |
| Other domestic debt securities | $3,451,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $44,000 | 1,096 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,407,000 | 1,384 |
| Foreign debt securities | $175,000 | 206 |
| 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 | $135,904,000 | 378 |
| Mortgage-backed securities | $121,128,000 | 567 |
| Certificates of participation in pools of residential mortgages | $114,841,000 | 428 |
| Issued or guaranteed by U.S. | $114,841,000 | 424 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,287,000 | 1,448 |
| CMOs issued by government agencies or sponsored agencies | $6,243,000 | 1,350 |
| Privately issued | $44,000 | 954 |
| 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) | $1,345,000 | 3,203 |
| Available-for-sale securities (fair market value) | $160,128,000 | 720 |
| Total debt securities | $161,473,000 | 803 |
| 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 | $164,211,000 | 806 |
| U.S. Government securities | $133,740,000 | 739 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $133,740,000 | 717 |
| Securities issued by states & political subdivisions | $26,826,000 | 657 |
| Other domestic debt securities | $3,470,000 | 1,733 |
| Privately issued residential mortgage-backed securities | $140,000 | 1,039 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,330,000 | 1,480 |
| Foreign debt securities | $175,000 | 205 |
| 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 | $148,679,000 | 347 |
| Mortgage-backed securities | $128,706,000 | 548 |
| Certificates of participation in pools of residential mortgages | $121,037,000 | 395 |
| Issued or guaranteed by U.S. | $121,037,000 | 390 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,669,000 | 1,421 |
| CMOs issued by government agencies or sponsored agencies | $7,529,000 | 1,328 |
| Privately issued | $140,000 | 919 |
| 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) | $1,345,000 | 3,231 |
| Available-for-sale securities (fair market value) | $162,866,000 | 698 |
| Total debt securities | $164,211,000 | 780 |
| 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 | $66,936,000 | 1,827 |
| U.S. Government securities | $38,055,000 | 2,245 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $38,055,000 | 2,166 |
| Securities issued by states & political subdivisions | $25,014,000 | 691 |
| Other domestic debt securities | $3,717,000 | 1,668 |
| Privately issued residential mortgage-backed securities | $1,143,000 | 655 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,574,000 | 1,686 |
| Foreign debt securities | $150,000 | 208 |
| 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 | $44,812,000 | 919 |
| Mortgage-backed securities | $31,728,000 | 1,461 |
| Certificates of participation in pools of residential mortgages | $15,412,000 | 1,795 |
| Issued or guaranteed by U.S. | $15,412,000 | 1,789 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $16,316,000 | 939 |
| CMOs issued by government agencies or sponsored agencies | $15,173,000 | 911 |
| Privately issued | $1,143,000 | 582 |
| 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) | $1,320,000 | 3,302 |
| Available-for-sale securities (fair market value) | $65,616,000 | 1,589 |
| Total debt securities | $66,936,000 | 1,762 |
| 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 | $59,322,000 | 2,016 |
| U.S. Government securities | $32,582,000 | 2,532 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $32,582,000 | 2,434 |
| Securities issued by states & political subdivisions | $24,098,000 | 706 |
| Other domestic debt securities | $2,492,000 | 2,005 |
| Privately issued residential mortgage-backed securities | $56,000 | 1,192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,436,000 | 1,749 |
| Foreign debt securities | $150,000 | 211 |
| 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 | $43,878,000 | 918 |
| Mortgage-backed securities | $27,523,000 | 1,607 |
| Certificates of participation in pools of residential mortgages | $13,854,000 | 1,887 |
| Issued or guaranteed by U.S. | $13,854,000 | 1,878 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $13,669,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $13,613,000 | 979 |
| Privately issued | $56,000 | 1,056 |
| 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) | $1,320,000 | 3,367 |
| Available-for-sale securities (fair market value) | $58,002,000 | 1,725 |
| Total debt securities | $59,322,000 | 1,943 |
| 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 | $65,368,000 | 1,711 |
| U.S. Government securities | $37,413,000 | 2,099 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $37,413,000 | 1,983 |
| Securities issued by states & political subdivisions | $26,288,000 | 568 |
| Other domestic debt securities | $1,542,000 | 2,515 |
| Privately issued residential mortgage-backed securities | $227,000 | 1,128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,315,000 | 2,270 |
| Foreign debt securities | $125,000 | 221 |
| 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 | $29,027,000 | 1,268 |
| Mortgage-backed securities | $32,004,000 | 1,316 |
| Certificates of participation in pools of residential mortgages | $21,372,000 | 1,234 |
| Issued or guaranteed by U.S. | $21,372,000 | 1,224 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $10,632,000 | 1,237 |
| CMOs issued by government agencies or sponsored agencies | $10,405,000 | 1,170 |
| Privately issued | $227,000 | 1,013 |
| 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) | $1,645,000 | 3,399 |
| Available-for-sale securities (fair market value) | $63,723,000 | 1,448 |
| Total debt securities | $65,368,000 | 1,667 |
| 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 | $90,900,000 | 1,226 |
| U.S. Government securities | $59,291,000 | 1,343 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $59,291,000 | 1,242 |
| Securities issued by states & political subdivisions | $25,455,000 | 574 |
| Other domestic debt securities | $4,881,000 | 1,227 |
| Privately issued residential mortgage-backed securities | $1,070,000 | 704 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,811,000 | 1,169 |
| Foreign debt securities | $100,000 | 220 |
| Equity securities | $1,173,000 | 2,283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,780,000 | 821 |
| Mortgage-backed securities | $14,934,000 | 1,816 |
| Certificates of participation in pools of residential mortgages | $13,281,000 | 1,440 |
| Issued or guaranteed by U.S. | $13,281,000 | 1,424 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,653,000 | 2,452 |
| CMOs issued by government agencies or sponsored agencies | $583,000 | 3,072 |
| Privately issued | $1,070,000 | 620 |
| 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) | $100,000 | 5,451 |
| Available-for-sale securities (fair market value) | $90,800,000 | 965 |
| Total debt securities | $89,727,000 | 1,192 |
| 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 | $87,309,000 | 1,317 |
| U.S. Government securities | $59,827,000 | 1,415 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $59,827,000 | 1,283 |
| Securities issued by states & political subdivisions | $23,064,000 | 669 |
| Other domestic debt securities | $3,665,000 | 1,409 |
| Privately issued residential mortgage-backed securities | $157,000 | 1,151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,508,000 | 1,167 |
| Foreign debt securities | $100,000 | 245 |
| Equity securities | $653,000 | 3,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,018,000 | 970 |
| Mortgage-backed securities | $12,195,000 | 2,234 |
| Certificates of participation in pools of residential mortgages | $11,073,000 | 1,749 |
| Issued or guaranteed by U.S. | $11,073,000 | 1,738 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,122,000 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $965,000 | 2,923 |
| Privately issued | $157,000 | 1,010 |
| 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) | $100,000 | 5,876 |
| Available-for-sale securities (fair market value) | $87,209,000 | 1,000 |
| Total debt securities | $86,656,000 | 1,267 |
| 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 |