Home > Bank First, N.A. > Securities
Bank First, N.A., Securities
| 2023-12-31 | Rank | |
| Total securities | $244,684,000 | 828 |
| U.S. Government securities | $163,598,000 | 771 |
| U.S. Treasury securities | $99,173,000 | 263 |
| U.S. Government agency obligations | $64,425,000 | 1,354 |
| Securities issued by states & political subdivisions | $62,396,000 | 728 |
| Other domestic debt securities | $18,538,000 | 738 |
| 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 | $18,538,000 | 425 |
| 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 | $204,848,000 | 503 |
| Mortgage-backed securities | $36,055,000 | 1,545 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,199,000 | 1,647 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,647,000 | 1,590 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,209,000 | 344 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $103,324,000 | 371 |
| Available-for-sale securities (fair market value) | $141,208,000 | 1,149 |
| Total debt securities | $244,534,000 | 817 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 626 |
| Fair value | $1,952,000 | 546 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $255,092,000 | 782 |
| U.S. Government securities | $178,458,000 | 723 |
| U.S. Treasury securities | $114,837,000 | 243 |
| U.S. Government agency obligations | $63,621,000 | 1,352 |
| Securities issued by states & political subdivisions | $58,273,000 | 754 |
| Other domestic debt securities | $18,238,000 | 735 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $1,120,000 | 541 |
| Other domestic debt securities - All other | $17,118,000 | 445 |
| 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 | $148,422,000 | 632 |
| Mortgage-backed securities | $35,762,000 | 1,529 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,954,000 | 1,635 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,914,000 | 1,530 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,894,000 | 336 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $77,154,000 | 441 |
| Available-for-sale securities (fair market value) | $177,815,000 | 905 |
| Total debt securities | $254,969,000 | 771 |
| Structured notes | ||
| Amortized cost | $3,055,000 | 453 |
| Fair value | $3,045,000 | 440 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $267,650,000 | 760 |
| U.S. Government securities | $187,472,000 | 704 |
| U.S. Treasury securities | $116,623,000 | 239 |
| U.S. Government agency obligations | $70,849,000 | 1,290 |
| Securities issued by states & political subdivisions | $61,657,000 | 759 |
| Other domestic debt securities | $18,405,000 | 734 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $1,361,000 | 510 |
| Other domestic debt securities - All other | $17,044,000 | 442 |
| 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 | $161,764,000 | 588 |
| Mortgage-backed securities | $41,392,000 | 1,442 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,439,000 | 1,611 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,335,000 | 1,491 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $19,618,000 | 294 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $77,708,000 | 436 |
| Available-for-sale securities (fair market value) | $189,826,000 | 884 |
| Total debt securities | $267,534,000 | 752 |
| Structured notes | ||
| Amortized cost | $3,282,000 | 485 |
| Fair value | $3,273,000 | 458 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $274,307,000 | 781 |
| U.S. Government securities | $190,001,000 | 726 |
| U.S. Treasury securities | $116,702,000 | 254 |
| U.S. Government agency obligations | $73,299,000 | 1,275 |
| Securities issued by states & political subdivisions | $65,249,000 | 750 |
| Other domestic debt securities | $18,953,000 | 759 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $1,355,000 | 511 |
| Other domestic debt securities - All other | $17,598,000 | 450 |
| 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 | $195,097,000 | 488 |
| Mortgage-backed securities | $42,883,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,152,000 | 1,614 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,785,000 | 1,464 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $19,946,000 | 310 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $78,032,000 | 457 |
| Available-for-sale securities (fair market value) | $196,171,000 | 897 |
| Total debt securities | $274,203,000 | 772 |
| Structured notes | ||
| Amortized cost | $3,274,000 | 513 |
| Fair value | $3,274,000 | 486 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $348,306,000 | 643 |
| U.S. Government securities | $240,386,000 | 610 |
| U.S. Treasury securities | $181,999,000 | 179 |
| U.S. Government agency obligations | $58,387,000 | 1,485 |
| Securities issued by states & political subdivisions | $88,380,000 | 580 |
| Other domestic debt securities | $19,494,000 | 760 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $1,348,000 | 530 |
| Other domestic debt securities - All other | $18,146,000 | 458 |
| 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 | $226,892,000 | 384 |
| Mortgage-backed securities | $36,552,000 | 1,602 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,025,000 | 1,792 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,124,000 | 1,458 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,403,000 | 353 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $45,097,000 | 618 |
| Available-for-sale securities (fair market value) | $303,163,000 | 621 |
| Total debt securities | $348,259,000 | 632 |
| Structured notes | ||
| Amortized cost | $1,348,000 | 830 |
| Fair value | $1,348,000 | 801 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $342,186,000 | 660 |
| U.S. Government securities | $235,720,000 | 622 |
| U.S. Treasury securities | $176,380,000 | 185 |
| U.S. Government agency obligations | $59,340,000 | 1,482 |
| Securities issued by states & political subdivisions | $86,331,000 | 603 |
| Other domestic debt securities | $20,087,000 | 727 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $486,000 | 489 |
| Structured financial products - Total | $1,342,000 | 397 |
| Other domestic debt securities - All other | $18,259,000 | 459 |
| 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 | $134,429,000 | 561 |
| Mortgage-backed securities | $37,382,000 | 1,600 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,249,000 | 1,803 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,574,000 | 1,426 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,559,000 | 359 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $40,826,000 | 631 |
| Available-for-sale securities (fair market value) | $301,312,000 | 628 |
| Total debt securities | $342,138,000 | 650 |
| Structured notes | ||
| Amortized cost | $1,342,000 | 829 |
| Fair value | $1,342,000 | 793 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $324,857,000 | 704 |
| U.S. Government securities | $224,770,000 | 650 |
| U.S. Treasury securities | $171,579,000 | 184 |
| U.S. Government agency obligations | $53,191,000 | 1,618 |
| Securities issued by states & political subdivisions | $79,942,000 | 669 |
| Other domestic debt securities | $20,098,000 | 685 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $1,335,000 | 130 |
| Other domestic debt securities - All other | $18,763,000 | 459 |
| 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 | $129,481,000 | 575 |
| Mortgage-backed securities | $30,534,000 | 1,820 |
| Certificates of participation in pools of residential mortgages | $9,202,000 | 2,326 |
| Issued or guaranteed by U.S. | $9,202,000 | 2,265 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,492,000 | 1,634 |
| CMOs issued by government agencies or sponsored agencies | $4,492,000 | 1,559 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $16,840,000 | 690 |
| Commercial mortgage pass-through securities | $16,840,000 | 360 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $33,867,000 | 619 |
| Available-for-sale securities (fair market value) | $290,943,000 | 670 |
| Total debt securities | $324,810,000 | 697 |
| Structured notes | ||
| Amortized cost | $1,335,000 | 813 |
| Fair value | $1,335,000 | 794 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $301,448,000 | 743 |
| U.S. Government securities | $195,154,000 | 723 |
| U.S. Treasury securities | $146,109,000 | 187 |
| U.S. Government agency obligations | $49,045,000 | 1,713 |
| Securities issued by states & political subdivisions | $85,738,000 | 648 |
| Other domestic debt securities | $20,500,000 | 663 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $1,329,000 | 132 |
| Other domestic debt securities - All other | $19,171,000 | 449 |
| 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 | $115,989,000 | 595 |
| Mortgage-backed securities | $25,202,000 | 2,005 |
| Certificates of participation in pools of residential mortgages | $2,611,000 | 3,158 |
| Issued or guaranteed by U.S. | $2,611,000 | 3,068 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $5,105,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $5,105,000 | 1,495 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $17,486,000 | 665 |
| Commercial mortgage pass-through securities | $17,486,000 | 353 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $5,841,000 | 1,029 |
| Available-for-sale securities (fair market value) | $295,551,000 | 666 |
| Total debt securities | $301,392,000 | 735 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $217,118,000 | 970 |
| U.S. Government securities | $103,307,000 | 1,142 |
| U.S. Treasury securities | $49,502,000 | 360 |
| U.S. Government agency obligations | $53,805,000 | 1,585 |
| Securities issued by states & political subdivisions | $92,649,000 | 631 |
| Other domestic debt securities | $21,102,000 | 637 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $1,477,000 | 128 |
| Other domestic debt securities - All other | $19,625,000 | 423 |
| 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 | $134,299,000 | 515 |
| Mortgage-backed securities | $27,259,000 | 1,945 |
| Certificates of participation in pools of residential mortgages | $2,964,000 | 3,090 |
| Issued or guaranteed by U.S. | $2,964,000 | 2,996 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,795,000 | 1,494 |
| CMOs issued by government agencies or sponsored agencies | $5,795,000 | 1,438 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $18,500,000 | 635 |
| Commercial mortgage pass-through securities | $18,500,000 | 340 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $5,911,000 | 917 |
| Available-for-sale securities (fair market value) | $211,147,000 | 905 |
| Total debt securities | $217,058,000 | 957 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $152,536,000 | 1,241 |
| U.S. Government securities | $57,673,000 | 1,646 |
| U.S. Treasury securities | $9,713,000 | 877 |
| U.S. Government agency obligations | $47,960,000 | 1,687 |
| Securities issued by states & political subdivisions | $75,226,000 | 735 |
| Other domestic debt securities | $19,584,000 | 625 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $1,469,000 | 124 |
| Other domestic debt securities - All other | $18,115,000 | 419 |
| 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 | $89,983,000 | 711 |
| Mortgage-backed securities | $32,220,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $3,514,000 | 3,030 |
| Issued or guaranteed by U.S. | $3,514,000 | 2,946 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,555,000 | 1,422 |
| CMOs issued by government agencies or sponsored agencies | $6,555,000 | 1,375 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $22,151,000 | 570 |
| Commercial mortgage pass-through securities | $22,151,000 | 289 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $5,912,000 | 887 |
| Available-for-sale securities (fair market value) | $146,571,000 | 1,192 |
| Total debt securities | $152,483,000 | 1,228 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $157,907,000 | 1,152 |
| U.S. Government securities | $65,610,000 | 1,452 |
| U.S. Treasury securities | $9,683,000 | 801 |
| U.S. Government agency obligations | $55,927,000 | 1,458 |
| Securities issued by states & political subdivisions | $76,095,000 | 712 |
| Other domestic debt securities | $16,202,000 | 662 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $1,462,000 | 117 |
| Other domestic debt securities - All other | $14,740,000 | 451 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,867,000 | 633 |
| Mortgage-backed securities | $38,585,000 | 1,554 |
| Certificates of participation in pools of residential mortgages | $4,060,000 | 2,948 |
| Issued or guaranteed by U.S. | $4,060,000 | 2,858 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $7,465,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $7,465,000 | 1,258 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $27,060,000 | 494 |
| Commercial mortgage pass-through securities | $27,060,000 | 247 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $5,912,000 | 866 |
| Available-for-sale securities (fair market value) | $151,995,000 | 1,093 |
| Total debt securities | $157,907,000 | 1,137 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $172,022,000 | 993 |
| U.S. Government securities | $68,292,000 | 1,310 |
| U.S. Treasury securities | $9,514,000 | 614 |
| U.S. Government agency obligations | $58,778,000 | 1,353 |
| Securities issued by states & political subdivisions | $75,880,000 | 669 |
| Other domestic debt securities | $27,850,000 | 479 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $1,455,000 | 112 |
| Other domestic debt securities - All other | $26,395,000 | 293 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,428,000 | 441 |
| Mortgage-backed securities | $41,429,000 | 1,420 |
| Certificates of participation in pools of residential mortgages | $4,404,000 | 2,855 |
| Issued or guaranteed by U.S. | $4,404,000 | 2,765 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $8,575,000 | 1,183 |
| CMOs issued by government agencies or sponsored agencies | $8,575,000 | 1,145 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $28,450,000 | 442 |
| Commercial mortgage pass-through securities | $28,450,000 | 234 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $5,918,000 | 833 |
| Available-for-sale securities (fair market value) | $166,104,000 | 949 |
| Total debt securities | $172,022,000 | 982 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $169,607,000 | 929 |
| U.S. Government securities | $62,978,000 | 1,257 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $62,978,000 | 1,180 |
| Securities issued by states & political subdivisions | $78,786,000 | 611 |
| Other domestic debt securities | $27,843,000 | 445 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $1,448,000 | 109 |
| Other domestic debt securities - All other | $26,395,000 | 274 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,918,000 | 480 |
| Mortgage-backed securities | $44,199,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $4,782,000 | 2,742 |
| Issued or guaranteed by U.S. | $4,782,000 | 2,665 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $9,765,000 | 1,133 |
| CMOs issued by government agencies or sponsored agencies | $9,765,000 | 1,091 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $29,652,000 | 403 |
| Commercial mortgage pass-through securities | $29,652,000 | 210 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $6,670,000 | 787 |
| Available-for-sale securities (fair market value) | $162,937,000 | 880 |
| Total debt securities | $169,607,000 | 912 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $177,642,000 | 819 |
| U.S. Government securities | $69,623,000 | 1,114 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $69,623,000 | 1,049 |
| Securities issued by states & political subdivisions | $80,087,000 | 524 |
| Other domestic debt securities | $27,932,000 | 422 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $1,440,000 | 105 |
| Other domestic debt securities - All other | $26,492,000 | 254 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,321,000 | 568 |
| Mortgage-backed securities | $50,804,000 | 1,149 |
| Certificates of participation in pools of residential mortgages | $5,493,000 | 2,598 |
| Issued or guaranteed by U.S. | $5,493,000 | 2,519 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $11,882,000 | 1,037 |
| CMOs issued by government agencies or sponsored agencies | $11,882,000 | 1,000 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $33,429,000 | 364 |
| Commercial mortgage pass-through securities | $33,429,000 | 185 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $6,670,000 | 799 |
| Available-for-sale securities (fair market value) | $170,972,000 | 767 |
| Total debt securities | $177,642,000 | 808 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $181,027,000 | 772 |
| U.S. Government securities | $68,710,000 | 1,109 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $68,710,000 | 1,037 |
| Securities issued by states & political subdivisions | $84,705,000 | 455 |
| Other domestic debt securities | $27,612,000 | 420 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $1,433,000 | 105 |
| Other domestic debt securities - All other | $26,179,000 | 247 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,988,000 | 396 |
| Mortgage-backed securities | $54,111,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $5,936,000 | 2,527 |
| Issued or guaranteed by U.S. | $5,936,000 | 2,451 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $13,453,000 | 990 |
| CMOs issued by government agencies or sponsored agencies | $13,453,000 | 959 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $34,722,000 | 349 |
| Commercial mortgage pass-through securities | $34,722,000 | 179 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $9,579,000 | 683 |
| Available-for-sale securities (fair market value) | $171,448,000 | 746 |
| Total debt securities | $181,027,000 | 761 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $215,802,000 | 653 |
| U.S. Government securities | $101,169,000 | 825 |
| U.S. Treasury securities | $33,525,000 | 195 |
| U.S. Government agency obligations | $67,644,000 | 1,069 |
| Securities issued by states & political subdivisions | $72,168,000 | 490 |
| Other domestic debt securities | $42,465,000 | 307 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $229,000 | 140 |
| Other domestic debt securities - All other | $42,236,000 | 163 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,132,000 | 413 |
| Mortgage-backed securities | $54,243,000 | 1,075 |
| Certificates of participation in pools of residential mortgages | $4,755,000 | 2,715 |
| Issued or guaranteed by U.S. | $4,755,000 | 2,627 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $13,540,000 | 995 |
| CMOs issued by government agencies or sponsored agencies | $13,540,000 | 966 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $35,948,000 | 337 |
| Commercial mortgage pass-through securities | $35,948,000 | 168 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $43,732,000 | 298 |
| Available-for-sale securities (fair market value) | $172,070,000 | 730 |
| Total debt securities | $215,802,000 | 644 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $225,240,000 | 616 |
| U.S. Government securities | $97,306,000 | 867 |
| U.S. Treasury securities | $33,526,000 | 203 |
| U.S. Government agency obligations | $63,780,000 | 1,140 |
| Securities issued by states & political subdivisions | $64,879,000 | 510 |
| Other domestic debt securities | $63,055,000 | 224 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $228,000 | 146 |
| Other domestic debt securities - All other | $62,827,000 | 111 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,640,000 | 423 |
| Mortgage-backed securities | $51,720,000 | 1,088 |
| Certificates of participation in pools of residential mortgages | $4,933,000 | 2,626 |
| Issued or guaranteed by U.S. | $4,933,000 | 2,548 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $14,276,000 | 958 |
| CMOs issued by government agencies or sponsored agencies | $14,276,000 | 928 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $32,511,000 | 355 |
| Commercial mortgage pass-through securities | $32,511,000 | 177 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $43,734,000 | 316 |
| Available-for-sale securities (fair market value) | $181,506,000 | 685 |
| Total debt securities | $225,238,000 | 605 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $179,539,000 | 751 |
| U.S. Government securities | $100,257,000 | 843 |
| U.S. Treasury securities | $32,047,000 | 205 |
| U.S. Government agency obligations | $68,210,000 | 1,068 |
| Securities issued by states & political subdivisions | $62,014,000 | 531 |
| Other domestic debt securities | $17,268,000 | 473 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $226,000 | 141 |
| Other domestic debt securities - All other | $17,042,000 | 303 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,684,000 | 559 |
| Mortgage-backed securities | $68,210,000 | 877 |
| Certificates of participation in pools of residential mortgages | $3,714,000 | 2,832 |
| Issued or guaranteed by U.S. | $3,714,000 | 2,745 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $15,225,000 | 941 |
| CMOs issued by government agencies or sponsored agencies | $15,225,000 | 910 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $49,271,000 | 286 |
| Commercial mortgage pass-through securities | $49,271,000 | 140 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $42,605,000 | 349 |
| Available-for-sale securities (fair market value) | $136,934,000 | 860 |
| Total debt securities | $179,539,000 | 741 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $159,620,000 | 841 |
| U.S. Government securities | $81,008,000 | 1,019 |
| U.S. Treasury securities | $28,978,000 | 220 |
| U.S. Government agency obligations | $52,030,000 | 1,334 |
| Securities issued by states & political subdivisions | $61,640,000 | 531 |
| Other domestic debt securities | $16,972,000 | 460 |
| 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 | $16,972,000 | 298 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,590,000 | 647 |
| Mortgage-backed securities | $52,030,000 | 1,040 |
| Certificates of participation in pools of residential mortgages | $2,299,000 | 3,154 |
| Issued or guaranteed by U.S. | $2,299,000 | 3,066 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,279,000 | 1,846 |
| CMOs issued by government agencies or sponsored agencies | $3,279,000 | 1,799 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $46,452,000 | 283 |
| Commercial mortgage pass-through securities | $46,452,000 | 137 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $39,537,000 | 379 |
| Available-for-sale securities (fair market value) | $120,083,000 | 976 |
| Total debt securities | $159,620,000 | 832 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $163,529,000 | 812 |
| U.S. Government securities | $82,469,000 | 1,019 |
| U.S. Treasury securities | $28,976,000 | 225 |
| U.S. Government agency obligations | $53,493,000 | 1,328 |
| Securities issued by states & political subdivisions | $64,308,000 | 525 |
| Other domestic debt securities | $16,752,000 | 466 |
| 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 | $16,752,000 | 304 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,402,000 | 583 |
| Mortgage-backed securities | $53,493,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | $3,355,000 | 2,950 |
| Issued or guaranteed by U.S. | $3,355,000 | 2,863 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,485,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $3,485,000 | 1,766 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $46,653,000 | 269 |
| Commercial mortgage pass-through securities | $46,653,000 | 130 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $40,769,000 | 384 |
| Available-for-sale securities (fair market value) | $122,760,000 | 961 |
| Total debt securities | $163,529,000 | 803 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $159,674,000 | 848 |
| U.S. Government securities | $79,543,000 | 1,038 |
| U.S. Treasury securities | $28,975,000 | 220 |
| U.S. Government agency obligations | $50,568,000 | 1,394 |
| Securities issued by states & political subdivisions | $63,586,000 | 550 |
| Other domestic debt securities | $16,545,000 | 452 |
| 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 | $16,545,000 | 296 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,679,000 | 757 |
| Mortgage-backed securities | $50,568,000 | 1,051 |
| Certificates of participation in pools of residential mortgages | $3,664,000 | 2,903 |
| Issued or guaranteed by U.S. | $3,664,000 | 2,845 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,662,000 | 1,793 |
| CMOs issued by government agencies or sponsored agencies | $3,662,000 | 1,739 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $43,242,000 | 270 |
| Commercial mortgage pass-through securities | $43,242,000 | 131 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $40,768,000 | 403 |
| Available-for-sale securities (fair market value) | $118,906,000 | 999 |
| Total debt securities | $159,674,000 | 838 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $160,504,000 | 839 |
| U.S. Government securities | $79,677,000 | 1,043 |
| U.S. Treasury securities | $28,908,000 | 211 |
| U.S. Government agency obligations | $50,769,000 | 1,392 |
| Securities issued by states & political subdivisions | $64,433,000 | 547 |
| Other domestic debt securities | $16,394,000 | 438 |
| 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 | $16,394,000 | 292 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,217,000 | 944 |
| Mortgage-backed securities | $50,769,000 | 1,042 |
| Certificates of participation in pools of residential mortgages | $3,932,000 | 2,881 |
| Issued or guaranteed by U.S. | $3,932,000 | 2,861 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,877,000 | 1,719 |
| CMOs issued by government agencies or sponsored agencies | $3,877,000 | 1,668 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $42,960,000 | 270 |
| Commercial mortgage pass-through securities | $42,960,000 | 130 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $40,882,000 | 412 |
| Available-for-sale securities (fair market value) | $119,622,000 | 983 |
| Total debt securities | $160,504,000 | 828 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $162,753,000 | 847 |
| U.S. Government securities | $80,986,000 | 1,040 |
| U.S. Treasury securities | $28,902,000 | 211 |
| U.S. Government agency obligations | $52,084,000 | 1,363 |
| Securities issued by states & political subdivisions | $65,345,000 | 559 |
| Other domestic debt securities | $16,422,000 | 488 |
| 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 | $16,422,000 | 293 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,405,000 | 739 |
| Mortgage-backed securities | $52,084,000 | 1,035 |
| Certificates of participation in pools of residential mortgages | $4,340,000 | 2,844 |
| Issued or guaranteed by U.S. | $4,340,000 | 2,701 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,160,000 | 1,692 |
| CMOs issued by government agencies or sponsored agencies | $4,160,000 | 1,640 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $43,584,000 | 258 |
| Commercial mortgage pass-through securities | $43,584,000 | 126 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $41,203,000 | 411 |
| Available-for-sale securities (fair market value) | $121,550,000 | 983 |
| Total debt securities | $162,753,000 | 840 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $163,420,000 | 856 |
| U.S. Government securities | $77,064,000 | 1,095 |
| U.S. Treasury securities | $25,929,000 | 226 |
| U.S. Government agency obligations | $51,135,000 | 1,438 |
| Securities issued by states & political subdivisions | $69,895,000 | 523 |
| Other domestic debt securities | $16,461,000 | 424 |
| 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 | $16,461,000 | 291 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,243,000 | 578 |
| Mortgage-backed securities | $51,135,000 | 1,051 |
| Certificates of participation in pools of residential mortgages | $4,868,000 | 2,789 |
| Issued or guaranteed by U.S. | $4,868,000 | 2,785 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,297,000 | 1,330 |
| CMOs issued by government agencies or sponsored agencies | $7,297,000 | 1,281 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $38,970,000 | 255 |
| Commercial mortgage pass-through securities | $38,970,000 | 120 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $39,082,000 | 439 |
| Available-for-sale securities (fair market value) | $124,338,000 | 967 |
| Total debt securities | $163,420,000 | 848 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $159,034,000 | 886 |
| U.S. Government securities | $68,559,000 | 1,204 |
| U.S. Treasury securities | $25,924,000 | 212 |
| U.S. Government agency obligations | $42,635,000 | 1,655 |
| Securities issued by states & political subdivisions | $73,855,000 | 505 |
| Other domestic debt securities | $16,620,000 | 427 |
| 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 | $16,620,000 | 292 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,996,000 | 534 |
| Mortgage-backed securities | $42,635,000 | 1,203 |
| Certificates of participation in pools of residential mortgages | $5,442,000 | 2,728 |
| Issued or guaranteed by U.S. | $5,442,000 | 2,726 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $7,694,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $7,694,000 | 1,235 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $29,499,000 | 295 |
| Commercial mortgage pass-through securities | $29,499,000 | 143 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $39,991,000 | 436 |
| Available-for-sale securities (fair market value) | $119,043,000 | 1,018 |
| Total debt securities | $159,034,000 | 872 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $125,079,000 | 1,088 |
| U.S. Government securities | $48,485,000 | 1,594 |
| U.S. Treasury securities | $24,962,000 | 218 |
| U.S. Government agency obligations | $23,523,000 | 2,488 |
| Securities issued by states & political subdivisions | $64,632,000 | 605 |
| Other domestic debt securities | $11,962,000 | 531 |
| 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 | $11,962,000 | 387 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,085,000 | 836 |
| Mortgage-backed securities | $23,523,000 | 1,788 |
| Certificates of participation in pools of residential mortgages | $5,982,000 | 2,681 |
| Issued or guaranteed by U.S. | $5,982,000 | 2,680 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,120,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $5,120,000 | 1,495 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $12,421,000 | 461 |
| Commercial mortgage pass-through securities | $12,421,000 | 255 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $40,529,000 | 454 |
| Available-for-sale securities (fair market value) | $84,550,000 | 1,422 |
| Total debt securities | $125,080,000 | 1,074 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $126,760,000 | 1,107 |
| U.S. Government securities | $49,067,000 | 1,610 |
| U.S. Treasury securities | $24,968,000 | 221 |
| U.S. Government agency obligations | $24,099,000 | 2,502 |
| Securities issued by states & political subdivisions | $65,743,000 | 593 |
| Other domestic debt securities | $11,950,000 | 537 |
| 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 | $11,950,000 | 391 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,333,000 | 715 |
| Mortgage-backed securities | $24,099,000 | 1,787 |
| Certificates of participation in pools of residential mortgages | $6,495,000 | 2,634 |
| Issued or guaranteed by U.S. | $6,495,000 | 2,633 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,458,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $5,458,000 | 1,472 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $12,146,000 | 465 |
| Commercial mortgage pass-through securities | $12,146,000 | 253 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $40,550,000 | 459 |
| Available-for-sale securities (fair market value) | $86,210,000 | 1,411 |
| Total debt securities | $126,760,000 | 1,095 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $128,697,000 | 1,099 |
| U.S. Government securities | $50,115,000 | 1,626 |
| U.S. Treasury securities | $24,975,000 | 228 |
| U.S. Government agency obligations | $25,140,000 | 2,480 |
| Securities issued by states & political subdivisions | $66,722,000 | 576 |
| Other domestic debt securities | $11,860,000 | 545 |
| 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 | $11,860,000 | 392 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,053,000 | 710 |
| Mortgage-backed securities | $25,140,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $7,071,000 | 2,603 |
| Issued or guaranteed by U.S. | $7,071,000 | 2,603 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,809,000 | 1,495 |
| CMOs issued by government agencies or sponsored agencies | $5,809,000 | 1,435 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $12,260,000 | 439 |
| Commercial mortgage pass-through securities | $12,260,000 | 245 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $36,775,000 | 498 |
| Available-for-sale securities (fair market value) | $91,922,000 | 1,348 |
| Total debt securities | $128,696,000 | 1,088 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $142,883,000 | 995 |
| U.S. Government securities | $51,114,000 | 1,577 |
| U.S. Treasury securities | $24,982,000 | 229 |
| U.S. Government agency obligations | $26,132,000 | 2,395 |
| Securities issued by states & political subdivisions | $80,030,000 | 453 |
| Other domestic debt securities | $11,739,000 | 539 |
| 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 | $11,739,000 | 388 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,217,000 | 664 |
| Mortgage-backed securities | $26,132,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $7,642,000 | 2,530 |
| Issued or guaranteed by U.S. | $7,642,000 | 2,527 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,244,000 | 1,421 |
| CMOs issued by government agencies or sponsored agencies | $6,244,000 | 1,354 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $12,246,000 | 423 |
| Commercial mortgage pass-through securities | $12,246,000 | 239 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $31,558,000 | 544 |
| Available-for-sale securities (fair market value) | $111,325,000 | 1,096 |
| Total debt securities | $142,883,000 | 981 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $151,749,000 | 944 |
| U.S. Government securities | $55,631,000 | 1,445 |
| U.S. Treasury securities | $25,038,000 | 206 |
| U.S. Government agency obligations | $30,593,000 | 2,181 |
| Securities issued by states & political subdivisions | $83,941,000 | 435 |
| Other domestic debt securities | $12,177,000 | 522 |
| 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 | $12,177,000 | 377 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,157,000 | 1,029 |
| Mortgage-backed securities | $28,069,000 | 1,665 |
| Certificates of participation in pools of residential mortgages | $9,823,000 | 2,273 |
| Issued or guaranteed by U.S. | $9,823,000 | 2,272 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,934,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $6,934,000 | 1,306 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $11,312,000 | 426 |
| Commercial mortgage pass-through securities | $11,312,000 | 230 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $32,536,000 | 534 |
| Available-for-sale securities (fair market value) | $119,213,000 | 1,023 |
| Total debt securities | $151,749,000 | 935 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $129,365,000 | 1,095 |
| U.S. Government securities | $57,223,000 | 1,448 |
| U.S. Treasury securities | $25,047,000 | 208 |
| U.S. Government agency obligations | $32,176,000 | 2,161 |
| Securities issued by states & political subdivisions | $59,995,000 | 661 |
| Other domestic debt securities | $12,147,000 | 542 |
| 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 | $12,147,000 | 390 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,549,000 | 1,173 |
| Mortgage-backed securities | $29,626,000 | 1,618 |
| Certificates of participation in pools of residential mortgages | $12,208,000 | 2,096 |
| Issued or guaranteed by U.S. | $12,208,000 | 2,092 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $17,418,000 | 835 |
| CMOs issued by government agencies or sponsored agencies | $17,418,000 | 793 |
| 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) | $33,269,000 | 542 |
| Available-for-sale securities (fair market value) | $96,096,000 | 1,271 |
| Total debt securities | $129,365,000 | 1,083 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $131,258,000 | 1,091 |
| U.S. Government securities | $58,465,000 | 1,470 |
| U.S. Treasury securities | $25,056,000 | 217 |
| U.S. Government agency obligations | $33,409,000 | 2,163 |
| Securities issued by states & political subdivisions | $60,840,000 | 640 |
| Other domestic debt securities | $11,953,000 | 554 |
| 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 | $11,953,000 | 394 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,788,000 | 979 |
| Mortgage-backed securities | $30,836,000 | 1,580 |
| Certificates of participation in pools of residential mortgages | $15,449,000 | 1,840 |
| Issued or guaranteed by U.S. | $15,449,000 | 1,839 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $15,387,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $15,387,000 | 860 |
| 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) | $34,063,000 | 561 |
| Available-for-sale securities (fair market value) | $97,195,000 | 1,278 |
| Total debt securities | $131,258,000 | 1,079 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $131,674,000 | 1,089 |
| U.S. Government securities | $58,503,000 | 1,497 |
| U.S. Treasury securities | $25,065,000 | 231 |
| U.S. Government agency obligations | $33,438,000 | 2,191 |
| Securities issued by states & political subdivisions | $61,357,000 | 626 |
| Other domestic debt securities | $11,814,000 | 539 |
| 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 | $11,814,000 | 388 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,641,000 | 620 |
| Mortgage-backed securities | $30,845,000 | 1,572 |
| Certificates of participation in pools of residential mortgages | $15,002,000 | 1,877 |
| Issued or guaranteed by U.S. | $15,002,000 | 1,875 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $15,843,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $15,843,000 | 859 |
| 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) | $34,316,000 | 571 |
| Available-for-sale securities (fair market value) | $97,358,000 | 1,274 |
| Total debt securities | $131,675,000 | 1,079 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $129,122,000 | 1,110 |
| U.S. Government securities | $59,922,000 | 1,474 |
| U.S. Treasury securities | $22,571,000 | 223 |
| U.S. Government agency obligations | $37,351,000 | 2,056 |
| Securities issued by states & political subdivisions | $59,951,000 | 638 |
| Other domestic debt securities | $9,249,000 | 621 |
| 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 | $9,249,000 | 444 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,717,000 | 612 |
| Mortgage-backed securities | $32,712,000 | 1,543 |
| Certificates of participation in pools of residential mortgages | $16,005,000 | 1,817 |
| Issued or guaranteed by U.S. | $16,005,000 | 1,817 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $16,707,000 | 882 |
| CMOs issued by government agencies or sponsored agencies | $16,707,000 | 834 |
| 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) | $32,330,000 | 584 |
| Available-for-sale securities (fair market value) | $96,792,000 | 1,285 |
| Total debt securities | $129,123,000 | 1,100 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $125,056,000 | 1,168 |
| U.S. Government securities | $58,519,000 | 1,539 |
| U.S. Treasury securities | $22,579,000 | 219 |
| U.S. Government agency obligations | $35,940,000 | 2,187 |
| Securities issued by states & political subdivisions | $55,299,000 | 685 |
| Other domestic debt securities | $11,238,000 | 558 |
| Privately issued residential mortgage-backed securities | $2,045,000 | 275 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $9,193,000 | 430 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,091,000 | 647 |
| Mortgage-backed securities | $33,296,000 | 1,565 |
| Certificates of participation in pools of residential mortgages | $15,753,000 | 1,894 |
| Issued or guaranteed by U.S. | $15,753,000 | 1,894 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,543,000 | 891 |
| CMOs issued by government agencies or sponsored agencies | $15,498,000 | 925 |
| Privately issued | $2,045,000 | 261 |
| 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) | $32,632,000 | 591 |
| Available-for-sale securities (fair market value) | $92,424,000 | 1,361 |
| Total debt securities | $125,056,000 | 1,153 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $112,038,000 | 1,297 |
| U.S. Government securities | $56,920,000 | 1,610 |
| U.S. Treasury securities | $22,588,000 | 221 |
| U.S. Government agency obligations | $34,332,000 | 2,311 |
| Securities issued by states & political subdivisions | $52,965,000 | 709 |
| Other domestic debt securities | $2,153,000 | 1,292 |
| Privately issued residential mortgage-backed securities | $2,053,000 | 300 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $100,000 | 1,810 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,146,000 | 646 |
| Mortgage-backed securities | $31,652,000 | 1,637 |
| Certificates of participation in pools of residential mortgages | $16,900,000 | 1,837 |
| Issued or guaranteed by U.S. | $16,900,000 | 1,837 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $14,752,000 | 1,031 |
| CMOs issued by government agencies or sponsored agencies | $12,699,000 | 1,073 |
| Privately issued | $2,053,000 | 285 |
| 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) | $33,990,000 | 574 |
| Available-for-sale securities (fair market value) | $78,048,000 | 1,627 |
| Total debt securities | $112,038,000 | 1,275 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $111,160,000 | 1,294 |
| U.S. Government securities | $58,628,000 | 1,577 |
| U.S. Treasury securities | $22,597,000 | 227 |
| U.S. Government agency obligations | $36,031,000 | 2,260 |
| Securities issued by states & political subdivisions | $52,432,000 | 701 |
| Other domestic debt securities | $100,000 | 2,299 |
| 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 | $100,000 | 1,830 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,744,000 | 794 |
| Mortgage-backed securities | $31,248,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $17,822,000 | 1,817 |
| Issued or guaranteed by U.S. | $17,822,000 | 1,815 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,426,000 | 1,120 |
| CMOs issued by government agencies or sponsored agencies | $13,426,000 | 1,061 |
| 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) | $36,229,000 | 543 |
| Available-for-sale securities (fair market value) | $74,931,000 | 1,702 |
| Total debt securities | $111,160,000 | 1,278 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $108,258,000 | 1,344 |
| U.S. Government securities | $56,332,000 | 1,669 |
| U.S. Treasury securities | $20,117,000 | 239 |
| U.S. Government agency obligations | $36,215,000 | 2,307 |
| Securities issued by states & political subdivisions | $51,826,000 | 714 |
| Other domestic debt securities | $100,000 | 2,361 |
| 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 | $100,000 | 1,858 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,485,000 | 830 |
| Mortgage-backed securities | $31,397,000 | 1,756 |
| Certificates of participation in pools of residential mortgages | $18,784,000 | 1,806 |
| Issued or guaranteed by U.S. | $18,784,000 | 1,804 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $12,613,000 | 1,182 |
| CMOs issued by government agencies or sponsored agencies | $12,613,000 | 1,126 |
| 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) | $20,117,000 | 787 |
| Available-for-sale securities (fair market value) | $88,141,000 | 1,473 |
| Total debt securities | $108,258,000 | 1,325 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $111,316,000 | 1,328 |
| U.S. Government securities | $58,295,000 | 1,651 |
| U.S. Treasury securities | $22,481,000 | 201 |
| U.S. Government agency obligations | $35,814,000 | 2,364 |
| Securities issued by states & political subdivisions | $51,911,000 | 713 |
| Other domestic debt securities | $1,110,000 | 1,714 |
| 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 | $1,110,000 | 1,333 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,404,000 | 800 |
| Mortgage-backed securities | $30,945,000 | 1,802 |
| Certificates of participation in pools of residential mortgages | $17,378,000 | 1,929 |
| Issued or guaranteed by U.S. | $17,378,000 | 1,929 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,567,000 | 1,151 |
| CMOs issued by government agencies or sponsored agencies | $13,567,000 | 1,093 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $111,316,000 | 1,166 |
| Total debt securities | $111,317,000 | 1,313 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $108,802,000 | 1,377 |
| U.S. Government securities | $50,320,000 | 1,868 |
| U.S. Treasury securities | $17,312,000 | 231 |
| U.S. Government agency obligations | $33,008,000 | 2,530 |
| Securities issued by states & political subdivisions | $56,355,000 | 650 |
| Other domestic debt securities | $2,127,000 | 1,422 |
| 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 | $2,127,000 | 1,092 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,990,000 | 801 |
| Mortgage-backed securities | $28,101,000 | 1,945 |
| Certificates of participation in pools of residential mortgages | $13,696,000 | 2,263 |
| Issued or guaranteed by U.S. | $13,696,000 | 2,262 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $14,405,000 | 1,114 |
| CMOs issued by government agencies or sponsored agencies | $14,405,000 | 1,056 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $108,802,000 | 1,209 |
| Total debt securities | $108,802,000 | 1,358 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $109,650,000 | 1,352 |
| U.S. Government securities | $51,917,000 | 1,809 |
| U.S. Treasury securities | $17,146,000 | 215 |
| U.S. Government agency obligations | $34,771,000 | 2,431 |
| Securities issued by states & political subdivisions | $55,582,000 | 662 |
| Other domestic debt securities | $2,151,000 | 1,458 |
| 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 | $2,151,000 | 1,110 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,953,000 | 898 |
| Mortgage-backed securities | $29,807,000 | 1,869 |
| Certificates of participation in pools of residential mortgages | $14,734,000 | 2,166 |
| Issued or guaranteed by U.S. | $14,734,000 | 2,166 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $15,073,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $15,073,000 | 1,033 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $109,650,000 | 1,183 |
| Total debt securities | $109,651,000 | 1,337 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $111,139,000 | 1,353 |
| U.S. Government securities | $52,704,000 | 1,802 |
| U.S. Treasury securities | $10,383,000 | 279 |
| U.S. Government agency obligations | $42,321,000 | 2,111 |
| Securities issued by states & political subdivisions | $56,260,000 | 651 |
| Other domestic debt securities | $2,175,000 | 1,498 |
| 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 | $2,175,000 | 1,144 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,011,000 | 762 |
| Mortgage-backed securities | $31,932,000 | 1,791 |
| Certificates of participation in pools of residential mortgages | $15,894,000 | 2,085 |
| Issued or guaranteed by U.S. | $15,894,000 | 2,083 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $16,038,000 | 1,074 |
| CMOs issued by government agencies or sponsored agencies | $16,038,000 | 1,012 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $111,139,000 | 1,189 |
| Total debt securities | $111,139,000 | 1,335 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $113,146,000 | 1,329 |
| U.S. Government securities | $53,661,000 | 1,759 |
| U.S. Treasury securities | $7,505,000 | 354 |
| U.S. Government agency obligations | $46,156,000 | 1,943 |
| Securities issued by states & political subdivisions | $57,290,000 | 626 |
| Other domestic debt securities | $2,195,000 | 1,520 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,195,000 | 1,163 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,859,000 | 745 |
| Mortgage-backed securities | $35,476,000 | 1,654 |
| Certificates of participation in pools of residential mortgages | $17,941,000 | 1,934 |
| Issued or guaranteed by U.S. | $17,941,000 | 1,933 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,535,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $17,535,000 | 967 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $113,146,000 | 1,188 |
| Total debt securities | $113,147,000 | 1,311 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $114,773,000 | 1,325 |
| U.S. Government securities | $53,413,000 | 1,794 |
| U.S. Treasury securities | $2,736,000 | 608 |
| U.S. Government agency obligations | $50,677,000 | 1,826 |
| Securities issued by states & political subdivisions | $59,142,000 | 572 |
| Other domestic debt securities | $2,218,000 | 1,522 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,218,000 | 1,137 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,972,000 | 692 |
| Mortgage-backed securities | $39,658,000 | 1,554 |
| Certificates of participation in pools of residential mortgages | $20,309,000 | 1,804 |
| Issued or guaranteed by U.S. | $20,309,000 | 1,803 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $19,349,000 | 1,023 |
| CMOs issued by government agencies or sponsored agencies | $19,349,000 | 959 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $114,773,000 | 1,200 |
| Total debt securities | $114,773,000 | 1,311 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $117,955,000 | 1,271 |
| U.S. Government securities | $57,846,000 | 1,665 |
| U.S. Treasury securities | $2,746,000 | 605 |
| U.S. Government agency obligations | $55,100,000 | 1,666 |
| Securities issued by states & political subdivisions | $60,009,000 | 542 |
| Other domestic debt securities | $100,000 | 2,673 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $100,000 | 2,041 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,127,000 | 751 |
| Mortgage-backed securities | $44,026,000 | 1,429 |
| Certificates of participation in pools of residential mortgages | $22,852,000 | 1,618 |
| Issued or guaranteed by U.S. | $22,852,000 | 1,616 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $21,174,000 | 973 |
| CMOs issued by government agencies or sponsored agencies | $21,174,000 | 908 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $117,955,000 | 1,147 |
| Total debt securities | $117,955,000 | 1,254 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $123,467,000 | 1,232 |
| U.S. Government securities | $63,208,000 | 1,575 |
| U.S. Treasury securities | $2,757,000 | 559 |
| U.S. Government agency obligations | $60,451,000 | 1,582 |
| Securities issued by states & political subdivisions | $60,159,000 | 518 |
| Other domestic debt securities | $100,000 | 2,751 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $100,000 | 2,111 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,010,000 | 848 |
| Mortgage-backed securities | $49,378,000 | 1,366 |
| Certificates of participation in pools of residential mortgages | $26,096,000 | 1,539 |
| Issued or guaranteed by U.S. | $26,096,000 | 1,537 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $23,282,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $23,282,000 | 895 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $123,467,000 | 1,108 |
| Total debt securities | $123,467,000 | 1,211 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $134,402,000 | 1,139 |
| U.S. Government securities | $72,343,000 | 1,420 |
| U.S. Treasury securities | $7,750,000 | 317 |
| U.S. Government agency obligations | $64,593,000 | 1,533 |
| Securities issued by states & political subdivisions | $61,959,000 | 471 |
| Other domestic debt securities | $100,000 | 2,747 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $100,000 | 2,117 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,345,000 | 684 |
| Mortgage-backed securities | $53,478,000 | 1,326 |
| Certificates of participation in pools of residential mortgages | $28,709,000 | 1,471 |
| Issued or guaranteed by U.S. | $28,709,000 | 1,469 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $24,769,000 | 928 |
| CMOs issued by government agencies or sponsored agencies | $24,769,000 | 862 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $134,402,000 | 1,030 |
| Total debt securities | $134,402,000 | 1,128 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $131,777,000 | 1,176 |
| U.S. Government securities | $71,408,000 | 1,473 |
| U.S. Treasury securities | $2,691,000 | 580 |
| U.S. Government agency obligations | $68,717,000 | 1,486 |
| Securities issued by states & political subdivisions | $60,269,000 | 465 |
| Other domestic debt securities | $100,000 | 2,742 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $100,000 | 2,118 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,974,000 | 813 |
| Mortgage-backed securities | $57,924,000 | 1,243 |
| Certificates of participation in pools of residential mortgages | $31,678,000 | 1,331 |
| Issued or guaranteed by U.S. | $31,678,000 | 1,330 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $26,246,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $26,246,000 | 851 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $131,777,000 | 1,059 |
| Total debt securities | $131,786,000 | 1,164 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $131,448,000 | 1,136 |
| U.S. Government securities | $72,732,000 | 1,378 |
| U.S. Treasury securities | $2,737,000 | 541 |
| U.S. Government agency obligations | $69,995,000 | 1,384 |
| Securities issued by states & political subdivisions | $58,616,000 | 486 |
| Other domestic debt securities | $100,000 | 2,734 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $100,000 | 2,047 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,781,000 | 560 |
| Mortgage-backed securities | $59,017,000 | 1,168 |
| Certificates of participation in pools of residential mortgages | $34,817,000 | 1,169 |
| Issued or guaranteed by U.S. | $34,817,000 | 1,167 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $24,200,000 | 944 |
| CMOs issued by government agencies or sponsored agencies | $24,200,000 | 844 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $131,448,000 | 1,006 |
| Total debt securities | $131,458,000 | 1,123 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $134,127,000 | 1,086 |
| U.S. Government securities | $75,927,000 | 1,308 |
| U.S. Treasury securities | $2,738,000 | 564 |
| U.S. Government agency obligations | $73,189,000 | 1,305 |
| Securities issued by states & political subdivisions | $58,100,000 | 446 |
| Other domestic debt securities | $100,000 | 2,717 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $100,000 | 2,018 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,219,000 | 558 |
| Mortgage-backed securities | $61,274,000 | 1,094 |
| Certificates of participation in pools of residential mortgages | $39,278,000 | 1,023 |
| Issued or guaranteed by U.S. | $39,278,000 | 1,021 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $21,996,000 | 992 |
| CMOs issued by government agencies or sponsored agencies | $21,996,000 | 867 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $134,127,000 | 962 |
| Total debt securities | $134,137,000 | 1,073 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $126,446,000 | 1,147 |
| U.S. Government securities | $71,169,000 | 1,377 |
| U.S. Treasury securities | $2,962,000 | 619 |
| U.S. Government agency obligations | $68,207,000 | 1,395 |
| Securities issued by states & political subdivisions | $54,962,000 | 456 |
| Other domestic debt securities | $100,000 | 2,677 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $100,000 | 1,956 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $215,000 | 892 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,162,000 | 633 |
| Mortgage-backed securities | $62,958,000 | 1,052 |
| Certificates of participation in pools of residential mortgages | $46,668,000 | 882 |
| Issued or guaranteed by U.S. | $46,668,000 | 879 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $16,290,000 | 1,187 |
| CMOs issued by government agencies or sponsored agencies | $16,290,000 | 1,035 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $126,446,000 | 1,019 |
| Total debt securities | $126,231,000 | 1,140 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $137,223,000 | 1,050 |
| U.S. Government securities | $79,668,000 | 1,249 |
| U.S. Treasury securities | $8,937,000 | 371 |
| U.S. Government agency obligations | $70,731,000 | 1,332 |
| Securities issued by states & political subdivisions | $57,455,000 | 423 |
| Other domestic debt securities | $100,000 | 2,724 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $100,000 | 1,998 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,392,000 | 567 |
| Mortgage-backed securities | $65,628,000 | 975 |
| Certificates of participation in pools of residential mortgages | $48,843,000 | 800 |
| Issued or guaranteed by U.S. | $48,843,000 | 796 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $16,785,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $16,785,000 | 990 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $137,223,000 | 925 |
| Total debt securities | $137,233,000 | 1,036 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $137,809,000 | 998 |
| U.S. Government securities | $79,668,000 | 1,170 |
| U.S. Treasury securities | $5,850,000 | 465 |
| U.S. Government agency obligations | $73,818,000 | 1,205 |
| Securities issued by states & political subdivisions | $58,041,000 | 398 |
| Other domestic debt securities | $100,000 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $100,000 | 2,003 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,551,000 | 637 |
| Mortgage-backed securities | $70,715,000 | 873 |
| Certificates of participation in pools of residential mortgages | $52,815,000 | 719 |
| Issued or guaranteed by U.S. | $52,815,000 | 714 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $17,900,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $17,900,000 | 919 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $137,809,000 | 880 |
| Total debt securities | $137,819,000 | 985 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $146,075,000 | 920 |
| U.S. Government securities | $84,919,000 | 1,071 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $84,919,000 | 1,022 |
| Securities issued by states & political subdivisions | $61,056,000 | 368 |
| Other domestic debt securities | $100,000 | 2,955 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $100,000 | 2,050 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,710,000 | 610 |
| Mortgage-backed securities | $84,919,000 | 743 |
| Certificates of participation in pools of residential mortgages | $61,829,000 | 603 |
| Issued or guaranteed by U.S. | $61,829,000 | 598 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $23,090,000 | 915 |
| CMOs issued by government agencies or sponsored agencies | $23,090,000 | 773 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $146,075,000 | 815 |
| Total debt securities | $146,075,000 | 909 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $161,217,000 | 838 |
| U.S. Government securities | $99,169,000 | 944 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $99,169,000 | 907 |
| Securities issued by states & political subdivisions | $61,948,000 | 335 |
| Other domestic debt securities | $100,000 | 2,948 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $100,000 | 2,007 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,534,000 | 625 |
| Mortgage-backed securities | $99,169,000 | 643 |
| Certificates of participation in pools of residential mortgages | $68,167,000 | 544 |
| Issued or guaranteed by U.S. | $68,167,000 | 539 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $31,002,000 | 741 |
| CMOs issued by government agencies or sponsored agencies | $31,002,000 | 610 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $161,217,000 | 735 |
| Total debt securities | $161,217,000 | 826 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $190,263,000 | 702 |
| U.S. Government securities | $126,101,000 | 750 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $126,101,000 | 716 |
| Securities issued by states & political subdivisions | $64,062,000 | 303 |
| Other domestic debt securities | $100,000 | 3,009 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $100,000 | 2,031 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,078,000 | 589 |
| Mortgage-backed securities | $126,101,000 | 546 |
| Certificates of participation in pools of residential mortgages | $78,379,000 | 504 |
| Issued or guaranteed by U.S. | $78,379,000 | 501 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $47,722,000 | 546 |
| CMOs issued by government agencies or sponsored agencies | $47,722,000 | 441 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $190,263,000 | 610 |
| Total debt securities | $190,263,000 | 691 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $191,715,000 | 681 |
| U.S. Government securities | $127,378,000 | 731 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $127,378,000 | 706 |
| Securities issued by states & political subdivisions | $64,237,000 | 295 |
| Other domestic debt securities | $100,000 | 3,069 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $100,000 | 2,086 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,308,000 | 515 |
| Mortgage-backed securities | $125,583,000 | 550 |
| Certificates of participation in pools of residential mortgages | $75,220,000 | 537 |
| Issued or guaranteed by U.S. | $75,220,000 | 534 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $50,363,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $50,363,000 | 407 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $191,715,000 | 589 |
| Total debt securities | $191,715,000 | 668 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $166,021,000 | 783 |
| U.S. Government securities | $102,233,000 | 872 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $102,233,000 | 842 |
| Securities issued by states & political subdivisions | $63,493,000 | 309 |
| Other domestic debt securities | $295,000 | 2,966 |
| Privately issued residential mortgage-backed securities | $195,000 | 1,462 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $100,000 | 2,180 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,010,000 | 580 |
| Mortgage-backed securities | $98,637,000 | 663 |
| Certificates of participation in pools of residential mortgages | $79,543,000 | 531 |
| Issued or guaranteed by U.S. | $79,543,000 | 527 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $19,094,000 | 957 |
| CMOs issued by government agencies or sponsored agencies | $18,899,000 | 764 |
| Privately issued | $195,000 | 1,393 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $166,021,000 | 672 |
| Total debt securities | $166,021,000 | 765 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $165,903,000 | 765 |
| U.S. Government securities | $95,813,000 | 893 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $95,813,000 | 860 |
| Securities issued by states & political subdivisions | $58,451,000 | 326 |
| Other domestic debt securities | $11,639,000 | 829 |
| Privately issued residential mortgage-backed securities | $11,539,000 | 485 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $100,000 | 2,272 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,232,000 | 582 |
| Mortgage-backed securities | $103,807,000 | 625 |
| Certificates of participation in pools of residential mortgages | $84,308,000 | 517 |
| Issued or guaranteed by U.S. | $84,308,000 | 511 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $19,499,000 | 924 |
| CMOs issued by government agencies or sponsored agencies | $7,960,000 | 1,238 |
| Privately issued | $11,539,000 | 462 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $165,903,000 | 654 |
| Total debt securities | $165,903,000 | 746 |
| Structured notes | ||
| Amortized cost | $138,000 | 1,941 |
| Fair value | $141,000 | 1,938 |
| 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 | $172,388,000 | 732 |
| U.S. Government securities | $108,506,000 | 801 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $108,506,000 | 779 |
| Securities issued by states & political subdivisions | $59,121,000 | 305 |
| Other domestic debt securities | $4,761,000 | 1,283 |
| Privately issued residential mortgage-backed securities | $4,661,000 | 740 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,398 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,423,000 | 576 |
| Mortgage-backed securities | $107,082,000 | 628 |
| Certificates of participation in pools of residential mortgages | $93,866,000 | 488 |
| Issued or guaranteed by U.S. | $93,866,000 | 482 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,216,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $8,555,000 | 1,175 |
| Privately issued | $4,661,000 | 708 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $172,388,000 | 619 |
| Total debt securities | $172,388,000 | 716 |
| Structured notes | ||
| Amortized cost | $1,229,000 | 831 |
| Fair value | $1,233,000 | 829 |
| 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 | $185,543,000 | 660 |
| U.S. Government securities | $113,793,000 | 746 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $113,793,000 | 731 |
| Securities issued by states & political subdivisions | $64,119,000 | 266 |
| Other domestic debt securities | $7,631,000 | 983 |
| Privately issued residential mortgage-backed securities | $7,531,000 | 582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,321 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,566,000 | 478 |
| Mortgage-backed securities | $118,811,000 | 566 |
| Certificates of participation in pools of residential mortgages | $99,783,000 | 456 |
| Issued or guaranteed by U.S. | $99,783,000 | 452 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $19,028,000 | 902 |
| CMOs issued by government agencies or sponsored agencies | $11,497,000 | 960 |
| Privately issued | $7,531,000 | 555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $185,543,000 | 561 |
| Total debt securities | $185,543,000 | 647 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 878 |
| Fair value | $1,233,000 | 870 |
| 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 | $184,713,000 | 654 |
| U.S. Government securities | $111,564,000 | 737 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $111,564,000 | 719 |
| Securities issued by states & political subdivisions | $64,809,000 | 246 |
| Other domestic debt securities | $8,340,000 | 904 |
| Privately issued residential mortgage-backed securities | $8,240,000 | 560 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,282 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,310,000 | 482 |
| Mortgage-backed securities | $117,109,000 | 546 |
| Certificates of participation in pools of residential mortgages | $96,969,000 | 451 |
| Issued or guaranteed by U.S. | $96,969,000 | 446 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $20,140,000 | 828 |
| CMOs issued by government agencies or sponsored agencies | $11,900,000 | 897 |
| Privately issued | $8,240,000 | 533 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $184,713,000 | 552 |
| Total debt securities | $184,713,000 | 639 |
| Structured notes | ||
| Amortized cost | $1,198,000 | 870 |
| Fair value | $1,233,000 | 856 |
| 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 | $171,808,000 | 692 |
| U.S. Government securities | $96,793,000 | 863 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $96,793,000 | 846 |
| Securities issued by states & political subdivisions | $66,276,000 | 245 |
| Other domestic debt securities | $8,739,000 | 928 |
| Privately issued residential mortgage-backed securities | $8,639,000 | 547 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,291 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,546,000 | 569 |
| Mortgage-backed securities | $102,742,000 | 599 |
| Certificates of participation in pools of residential mortgages | $81,651,000 | 508 |
| Issued or guaranteed by U.S. | $81,651,000 | 504 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $21,091,000 | 788 |
| CMOs issued by government agencies or sponsored agencies | $12,452,000 | 868 |
| Privately issued | $8,639,000 | 518 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $171,808,000 | 587 |
| Total debt securities | $171,808,000 | 675 |
| Structured notes | ||
| Amortized cost | $1,197,000 | 915 |
| Fair value | $1,232,000 | 901 |
| 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 | $177,214,000 | 671 |
| U.S. Government securities | $100,587,000 | 836 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $100,587,000 | 817 |
| Securities issued by states & political subdivisions | $74,834,000 | 210 |
| Other domestic debt securities | $1,793,000 | 1,832 |
| Privately issued residential mortgage-backed securities | $1,693,000 | 973 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,256 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,726,000 | 583 |
| Mortgage-backed securities | $93,898,000 | 634 |
| Certificates of participation in pools of residential mortgages | $81,102,000 | 487 |
| Issued or guaranteed by U.S. | $81,102,000 | 481 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $12,796,000 | 1,080 |
| CMOs issued by government agencies or sponsored agencies | $11,103,000 | 915 |
| Privately issued | $1,693,000 | 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $177,214,000 | 575 |
| Total debt securities | $177,214,000 | 653 |
| Structured notes | ||
| Amortized cost | $4,483,000 | 334 |
| Fair value | $4,616,000 | 319 |
| 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 | $172,911,000 | 689 |
| U.S. Government securities | $96,584,000 | 867 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $96,584,000 | 843 |
| Securities issued by states & political subdivisions | $76,227,000 | 206 |
| Other domestic debt securities | $100,000 | 2,828 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,122 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,951,000 | 513 |
| Mortgage-backed securities | $79,253,000 | 675 |
| Certificates of participation in pools of residential mortgages | $61,071,000 | 562 |
| Issued or guaranteed by U.S. | $61,071,000 | 556 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $18,182,000 | 777 |
| CMOs issued by government agencies or sponsored agencies | $18,182,000 | 591 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $172,911,000 | 585 |
| Total debt securities | $172,911,000 | 673 |
| Structured notes | ||
| Amortized cost | $12,739,000 | 154 |
| Fair value | $13,164,000 | 146 |
| 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 | $171,517,000 | 698 |
| U.S. Government securities | $94,638,000 | 886 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $94,638,000 | 860 |
| Securities issued by states & political subdivisions | $76,779,000 | 205 |
| Other domestic debt securities | $100,000 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,099 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,730,000 | 593 |
| Mortgage-backed securities | $49,084,000 | 941 |
| Certificates of participation in pools of residential mortgages | $18,261,000 | 1,419 |
| Issued or guaranteed by U.S. | $18,261,000 | 1,410 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $30,823,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $30,823,000 | 410 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $171,517,000 | 596 |
| Total debt securities | $171,517,000 | 677 |
| Structured notes | ||
| Amortized cost | $39,139,000 | 44 |
| Fair value | $39,941,000 | 43 |
| 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 | $167,170,000 | 705 |
| U.S. Government securities | $92,267,000 | 930 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $92,267,000 | 898 |
| Securities issued by states & political subdivisions | $74,803,000 | 206 |
| Other domestic debt securities | $100,000 | 2,738 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,064 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,294,000 | 435 |
| Mortgage-backed securities | $38,233,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | $2,342,000 | 4,004 |
| Issued or guaranteed by U.S. | $2,342,000 | 3,992 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $35,891,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $35,891,000 | 376 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $167,170,000 | 597 |
| Total debt securities | $167,169,000 | 688 |
| Structured notes | ||
| Amortized cost | $49,487,000 | 37 |
| Fair value | $49,210,000 | 37 |
| 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 | $169,367,000 | 718 |
| U.S. Government securities | $96,766,000 | 892 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $96,766,000 | 862 |
| Securities issued by states & political subdivisions | $72,501,000 | 209 |
| Other domestic debt securities | $100,000 | 2,774 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,118 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,659,000 | 415 |
| Mortgage-backed securities | $41,622,000 | 1,045 |
| Certificates of participation in pools of residential mortgages | $2,486,000 | 3,936 |
| Issued or guaranteed by U.S. | $2,486,000 | 3,918 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $39,136,000 | 464 |
| CMOs issued by government agencies or sponsored agencies | $39,136,000 | 358 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $169,367,000 | 597 |
| Total debt securities | $169,368,000 | 703 |
| Structured notes | ||
| Amortized cost | $49,405,000 | 35 |
| Fair value | $50,166,000 | 35 |
| 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 | $170,261,000 | 732 |
| U.S. Government securities | $98,832,000 | 897 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $98,832,000 | 870 |
| Securities issued by states & political subdivisions | $71,187,000 | 215 |
| Other domestic debt securities | $99,000 | 2,830 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 2,203 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $143,000 | 1,581 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,585,000 | 530 |
| Mortgage-backed securities | $44,127,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | $2,576,000 | 3,895 |
| Issued or guaranteed by U.S. | $2,576,000 | 3,883 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $41,551,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $41,551,000 | 351 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $170,261,000 | 606 |
| Total debt securities | $170,118,000 | 720 |
| Structured notes | ||
| Amortized cost | $49,323,000 | 40 |
| Fair value | $49,768,000 | 39 |
| 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 | $169,402,000 | 751 |
| U.S. Government securities | $97,432,000 | 934 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $97,432,000 | 906 |
| Securities issued by states & political subdivisions | $71,676,000 | 211 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $294,000 | 1,474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,087,000 | 468 |
| Mortgage-backed securities | $47,755,000 | 963 |
| Certificates of participation in pools of residential mortgages | $2,660,000 | 3,840 |
| Issued or guaranteed by U.S. | $2,660,000 | 3,819 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $45,095,000 | 430 |
| CMOs issued by government agencies or sponsored agencies | $45,095,000 | 338 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $169,402,000 | 621 |
| Total debt securities | $169,108,000 | 737 |
| Structured notes | ||
| Amortized cost | $44,847,000 | 56 |
| Fair value | $45,048,000 | 54 |
| 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 | $161,967,000 | 779 |
| U.S. Government securities | $83,484,000 | 1,091 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $83,484,000 | 1,056 |
| Securities issued by states & political subdivisions | $78,346,000 | 191 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $137,000 | 1,663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,934,000 | 563 |
| Mortgage-backed securities | $50,575,000 | 921 |
| Certificates of participation in pools of residential mortgages | $2,753,000 | 3,806 |
| Issued or guaranteed by U.S. | $2,753,000 | 3,791 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $47,822,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $47,822,000 | 310 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $161,967,000 | 654 |
| Total debt securities | $161,830,000 | 768 |
| Structured notes | ||
| Amortized cost | $28,215,000 | 116 |
| Fair value | $27,671,000 | 114 |
| 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 | $161,684,000 | 778 |
| U.S. Government securities | $73,754,000 | 1,238 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $73,754,000 | 1,193 |
| Securities issued by states & political subdivisions | $87,642,000 | 161 |
| Other domestic debt securities | $99,000 | 3,021 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 2,426 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $189,000 | 1,635 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,998,000 | 616 |
| Mortgage-backed securities | $56,569,000 | 855 |
| Certificates of participation in pools of residential mortgages | $2,918,000 | 3,765 |
| Issued or guaranteed by U.S. | $2,918,000 | 3,750 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $53,651,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $53,651,000 | 290 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $161,684,000 | 654 |
| Total debt securities | $161,495,000 | 767 |
| Structured notes | ||
| Amortized cost | $12,879,000 | 334 |
| Fair value | $12,780,000 | 332 |
| 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 | $154,334,000 | 825 |
| U.S. Government securities | $66,334,000 | 1,369 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $66,334,000 | 1,324 |
| Securities issued by states & political subdivisions | $87,194,000 | 159 |
| Other domestic debt securities | $99,000 | 3,122 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 2,553 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $707,000 | 1,249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,142,000 | 555 |
| Mortgage-backed securities | $63,272,000 | 787 |
| Certificates of participation in pools of residential mortgages | $3,065,000 | 3,713 |
| Issued or guaranteed by U.S. | $3,065,000 | 3,698 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $60,207,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $60,207,000 | 275 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $154,334,000 | 688 |
| Total debt securities | $153,628,000 | 807 |
| Structured notes | ||
| Amortized cost | $975,000 | 2,366 |
| Fair value | $975,000 | 2,321 |
| 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 | $151,763,000 | 825 |
| U.S. Government securities | $64,774,000 | 1,387 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $64,774,000 | 1,333 |
| Securities issued by states & political subdivisions | $86,699,000 | 159 |
| Other domestic debt securities | $100,000 | 3,156 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,599 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $190,000 | 1,658 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,160,000 | 598 |
| Mortgage-backed securities | $62,678,000 | 794 |
| Certificates of participation in pools of residential mortgages | $3,308,000 | 3,672 |
| Issued or guaranteed by U.S. | $3,308,000 | 3,658 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $59,370,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $59,370,000 | 274 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $151,763,000 | 701 |
| Total debt securities | $151,573,000 | 807 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $157,497,000 | 794 |
| U.S. Government securities | $69,905,000 | 1,306 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $69,905,000 | 1,257 |
| Securities issued by states & political subdivisions | $86,418,000 | 153 |
| Other domestic debt securities | $101,000 | 3,196 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,000 | 2,660 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,073,000 | 1,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,621,000 | 590 |
| Mortgage-backed securities | $67,300,000 | 771 |
| Certificates of participation in pools of residential mortgages | $3,547,000 | 3,683 |
| Issued or guaranteed by U.S. | $3,547,000 | 3,669 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $63,753,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $63,753,000 | 274 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $157,497,000 | 670 |
| Total debt securities | $156,424,000 | 781 |
| Structured notes | ||
| Amortized cost | $501,000 | 2,516 |
| Fair value | $500,000 | 2,521 |
| 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 | $159,881,000 | 797 |
| U.S. Government securities | $74,926,000 | 1,222 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $74,926,000 | 1,180 |
| Securities issued by states & political subdivisions | $84,458,000 | 158 |
| Other domestic debt securities | $100,000 | 3,251 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,752 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $397,000 | 1,527 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,975,000 | 549 |
| Mortgage-backed securities | $71,326,000 | 761 |
| Certificates of participation in pools of residential mortgages | $3,711,000 | 3,704 |
| Issued or guaranteed by U.S. | $3,711,000 | 3,695 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $67,615,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $67,615,000 | 278 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $159,881,000 | 675 |
| Total debt securities | $159,483,000 | 779 |
| Structured notes | ||
| Amortized cost | $1,538,000 | 1,745 |
| Fair value | $1,503,000 | 1,747 |
| 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 | $157,659,000 | 827 |
| U.S. Government securities | $72,766,000 | 1,277 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $72,766,000 | 1,230 |
| Securities issued by states & political subdivisions | $83,801,000 | 161 |
| Other domestic debt securities | $103,000 | 3,297 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $103,000 | 2,812 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $989,000 | 1,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,427,000 | 627 |
| Mortgage-backed securities | $69,830,000 | 797 |
| Certificates of participation in pools of residential mortgages | $1,337,000 | 4,882 |
| Issued or guaranteed by U.S. | $1,337,000 | 4,868 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $68,493,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $68,493,000 | 278 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $157,659,000 | 696 |
| Total debt securities | $156,670,000 | 806 |
| Structured notes | ||
| Amortized cost | $1,842,000 | 1,636 |
| Fair value | $1,811,000 | 1,637 |
| 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 | $158,624,000 | 814 |
| U.S. Government securities | $75,844,000 | 1,230 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $75,844,000 | 1,183 |
| Securities issued by states & political subdivisions | $81,814,000 | 165 |
| Other domestic debt securities | $104,000 | 3,363 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $104,000 | 2,888 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $862,000 | 1,306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,542,000 | 591 |
| Mortgage-backed securities | $72,885,000 | 773 |
| Certificates of participation in pools of residential mortgages | $1,410,000 | 4,849 |
| Issued or guaranteed by U.S. | $1,410,000 | 4,839 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $71,475,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $71,475,000 | 272 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $158,624,000 | 695 |
| Total debt securities | $157,762,000 | 804 |
| Structured notes | ||
| Amortized cost | $1,848,000 | 1,629 |
| Fair value | $1,824,000 | 1,634 |
| 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 | $156,859,000 | 833 |
| U.S. Government securities | $76,031,000 | 1,244 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $76,031,000 | 1,194 |
| Securities issued by states & political subdivisions | $74,691,000 | 185 |
| Other domestic debt securities | $902,000 | 2,554 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $902,000 | 2,177 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $5,235,000 | 585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,147,000 | 643 |
| Mortgage-backed securities | $73,079,000 | 789 |
| Certificates of participation in pools of residential mortgages | $1,444,000 | 4,904 |
| Issued or guaranteed by U.S. | $1,444,000 | 4,891 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $71,635,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $71,635,000 | 277 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $156,859,000 | 711 |
| Total debt securities | $151,624,000 | 837 |
| Structured notes | ||
| Amortized cost | $1,853,000 | 1,607 |
| Fair value | $1,834,000 | 1,607 |
| 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 | $149,968,000 | 878 |
| U.S. Government securities | $72,980,000 | 1,290 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $72,980,000 | 1,241 |
| Securities issued by states & political subdivisions | $75,505,000 | 184 |
| Other domestic debt securities | $100,000 | 3,579 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,086 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,383,000 | 1,174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,478,000 | 735 |
| Mortgage-backed securities | $61,269,000 | 903 |
| Certificates of participation in pools of residential mortgages | $618,000 | 5,591 |
| Issued or guaranteed by U.S. | $618,000 | 5,573 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $60,651,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $60,651,000 | 325 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $149,968,000 | 752 |
| Total debt securities | $148,585,000 | 858 |
| Structured notes | ||
| Amortized cost | $2,548,000 | 1,167 |
| Fair value | $2,551,000 | 1,170 |
| 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 | $138,333,000 | 977 |
| U.S. Government securities | $63,429,000 | 1,547 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $63,429,000 | 1,489 |
| Securities issued by states & political subdivisions | $74,746,000 | 184 |
| Other domestic debt securities | $103,000 | 3,611 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $103,000 | 3,208 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $55,000 | 2,095 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,825,000 | 650 |
| Mortgage-backed securities | $49,837,000 | 1,080 |
| Certificates of participation in pools of residential mortgages | $1,028,000 | 5,260 |
| Issued or guaranteed by U.S. | $1,028,000 | 5,238 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $48,809,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $48,809,000 | 397 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $138,333,000 | 836 |
| Total debt securities | $138,281,000 | 942 |
| Structured notes | ||
| Amortized cost | $3,295,000 | 882 |
| Fair value | $3,298,000 | 876 |
| 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 | $135,030,000 | 996 |
| U.S. Government securities | $57,682,000 | 1,633 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $57,682,000 | 1,580 |
| Securities issued by states & political subdivisions | $74,306,000 | 184 |
| Other domestic debt securities | $104,000 | 3,717 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $104,000 | 3,313 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,938,000 | 913 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,932,000 | 783 |
| Mortgage-backed securities | $42,868,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $1,162,000 | 5,151 |
| Issued or guaranteed by U.S. | $1,162,000 | 5,129 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $41,706,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $41,706,000 | 442 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $135,030,000 | 854 |
| Total debt securities | $132,092,000 | 981 |
| Structured notes | ||
| Amortized cost | $3,120,000 | 765 |
| Fair value | $3,125,000 | 763 |
| 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 | $137,626,000 | 955 |
| U.S. Government securities | $56,759,000 | 1,590 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $56,759,000 | 1,529 |
| Securities issued by states & political subdivisions | $73,323,000 | 184 |
| Other domestic debt securities | $1,008,000 | 2,770 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,008,000 | 2,448 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $6,536,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,958,000 | 691 |
| Mortgage-backed securities | $43,747,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $1,523,000 | 4,959 |
| Issued or guaranteed by U.S. | $1,523,000 | 4,939 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $42,224,000 | 513 |
| CMOs issued by government agencies or sponsored agencies | $42,224,000 | 472 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $137,626,000 | 819 |
| Total debt securities | $131,090,000 | 952 |
| Structured notes | ||
| Amortized cost | $3,132,000 | 592 |
| Fair value | $3,154,000 | 595 |
| 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 | $137,417,000 | 951 |
| U.S. Government securities | $61,035,000 | 1,480 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $61,035,000 | 1,421 |
| Securities issued by states & political subdivisions | $71,945,000 | 177 |
| Other domestic debt securities | $1,118,000 | 2,669 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,118,000 | 2,333 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,319,000 | 862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,279,000 | 690 |
| Mortgage-backed securities | $46,234,000 | 1,113 |
| Certificates of participation in pools of residential mortgages | $1,903,000 | 4,710 |
| Issued or guaranteed by U.S. | $1,903,000 | 4,694 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $44,331,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $44,331,000 | 461 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $137,417,000 | 810 |
| Total debt securities | $134,098,000 | 936 |
| Structured notes | ||
| Amortized cost | $2,830,000 | 499 |
| Fair value | $2,834,000 | 500 |
| 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 | $138,445,000 | 906 |
| U.S. Government securities | $68,369,000 | 1,306 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $68,369,000 | 1,240 |
| Securities issued by states & political subdivisions | $66,355,000 | 193 |
| Other domestic debt securities | $1,126,000 | 2,694 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,126,000 | 2,354 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,595,000 | 972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,368,000 | 617 |
| Mortgage-backed securities | $51,766,000 | 1,003 |
| Certificates of participation in pools of residential mortgages | $2,291,000 | 4,483 |
| Issued or guaranteed by U.S. | $2,291,000 | 4,469 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $49,475,000 | 473 |
| CMOs issued by government agencies or sponsored agencies | $49,475,000 | 422 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $138,445,000 | 765 |
| Total debt securities | $135,850,000 | 886 |
| 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 | $127,485,000 | 901 |
| U.S. Government securities | $61,999,000 | 1,322 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $61,999,000 | 1,249 |
| Securities issued by states & political subdivisions | $63,434,000 | 197 |
| Other domestic debt securities | $1,241,000 | 2,704 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,241,000 | 2,314 |
| Foreign debt securities | $80,000 | 247 |
| Equity securities | $731,000 | 1,466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,630,000 | 786 |
| Mortgage-backed securities | $55,663,000 | 866 |
| Certificates of participation in pools of residential mortgages | $3,181,000 | 3,804 |
| Issued or guaranteed by U.S. | $3,181,000 | 3,788 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $52,482,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $52,482,000 | 395 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $127,485,000 | 755 |
| Total debt securities | $126,758,000 | 874 |
| 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 | $117,462,000 | 964 |
| U.S. Government securities | $49,895,000 | 1,598 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $49,895,000 | 1,485 |
| Securities issued by states & political subdivisions | $61,429,000 | 197 |
| Other domestic debt securities | $2,947,000 | 1,606 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,947,000 | 1,359 |
| Foreign debt securities | $100,000 | 220 |
| Equity securities | $3,091,000 | 1,199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,409,000 | 876 |
| Mortgage-backed securities | $30,346,000 | 1,114 |
| Certificates of participation in pools of residential mortgages | $3,925,000 | 2,998 |
| Issued or guaranteed by U.S. | $3,925,000 | 2,982 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $26,421,000 | 563 |
| CMOs issued by government agencies or sponsored agencies | $26,421,000 | 495 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $117,462,000 | 738 |
| Total debt securities | $114,371,000 | 949 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $99,412,000 | 1,152 |
| U.S. Government securities | $42,187,000 | 1,992 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $42,187,000 | 1,801 |
| Securities issued by states & political subdivisions | $52,400,000 | 245 |
| Other domestic debt securities | $934,000 | 2,445 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $934,000 | 2,066 |
| Foreign debt securities | $96,000 | 260 |
| Equity securities | $3,795,000 | 1,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,385,000 | 1,070 |
| Mortgage-backed securities | $32,264,000 | 1,167 |
| Certificates of participation in pools of residential mortgages | $4,366,000 | 3,004 |
| Issued or guaranteed by U.S. | $4,366,000 | 2,994 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $27,898,000 | 596 |
| CMOs issued by government agencies or sponsored agencies | $27,898,000 | 524 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $99,412,000 | 889 |
| Total debt securities | $95,617,000 | 1,144 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $100,781,000 | 1,143 |
| U.S. Government securities | $33,442,000 | 2,556 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $33,442,000 | 2,146 |
| Securities issued by states & political subdivisions | $54,862,000 | 219 |
| Other domestic debt securities | $7,200,000 | 923 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,200,000 | 725 |
| Foreign debt securities | $130,000 | 245 |
| Equity securities | $5,147,000 | 805 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,320,000 | 1,027 |
| Mortgage-backed securities | $27,618,000 | 1,377 |
| Certificates of participation in pools of residential mortgages | $2,974,000 | 3,823 |
| Issued or guaranteed by U.S. | $2,974,000 | 3,804 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $24,644,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $24,644,000 | 602 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $100,781,000 | 866 |
| Total debt securities | $95,634,000 | 1,170 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $85,988,000 | 1,337 |
| U.S. Government securities | $41,231,000 | 2,190 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $41,231,000 | 1,713 |
| Securities issued by states & political subdivisions | $41,980,000 | 251 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $148,000 | 253 |
| Equity securities | $2,629,000 | 1,220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,775,000 | 902 |
| Mortgage-backed securities | $20,619,000 | 1,649 |
| Certificates of participation in pools of residential mortgages | $4,560,000 | 3,050 |
| Issued or guaranteed by U.S. | $4,560,000 | 3,034 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $16,059,000 | 798 |
| CMOs issued by government agencies or sponsored agencies | $16,059,000 | 764 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $85,988,000 | 947 |
| Total debt securities | $83,359,000 | 1,335 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $500,000 | 1,821 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $76,415,000 | 1,592 |
| U.S. Government securities | $44,283,000 | 2,208 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $44,283,000 | 1,663 |
| Securities issued by states & political subdivisions | $30,022,000 | 384 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $144,000 | 287 |
| Equity securities | $1,966,000 | 1,493 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,498,000 | 909 |
| Mortgage-backed securities | $24,504,000 | 1,574 |
| Certificates of participation in pools of residential mortgages | $5,548,000 | 3,031 |
| Issued or guaranteed by U.S. | $5,548,000 | 3,008 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $18,956,000 | 747 |
| CMOs issued by government agencies or sponsored agencies | $18,956,000 | 693 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $76,415,000 | 1,079 |
| Total debt securities | $74,449,000 | 1,579 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,671 |
| Fair value | $1,001,000 | 1,684 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $58,374,000 | 2,141 |
| U.S. Government securities | $34,375,000 | 2,930 |
| U.S. Treasury securities | $508,000 | 9,282 |
| U.S. Government agency obligations | $33,867,000 | 2,065 |
| Securities issued by states & political subdivisions | $22,361,000 | 532 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $141,000 | 345 |
| Equity securities | $1,497,000 | 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 | $30,745,000 | 1,081 |
| Mortgage-backed securities | $25,883,000 | 1,607 |
| Certificates of participation in pools of residential mortgages | $5,510,000 | 3,122 |
| Issued or guaranteed by U.S. | $5,510,000 | 3,095 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $20,373,000 | 816 |
| CMOs issued by government agencies or sponsored agencies | $20,373,000 | 762 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $58,374,000 | 1,445 |
| Total debt securities | $56,877,000 | 2,138 |
| Structured notes | ||
| Amortized cost | $3,490,000 | 1,059 |
| Fair value | $3,497,000 | 1,010 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $56,085,000 | 2,331 |
| U.S. Government securities | $32,699,000 | 3,199 |
| U.S. Treasury securities | $502,000 | 10,371 |
| U.S. Government agency obligations | $32,197,000 | 2,105 |
| Securities issued by states & political subdivisions | $22,081,000 | 533 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $160,000 | 354 |
| Equity securities | $1,145,000 | 1,861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,383,000 | 1,062 |
| Mortgage-backed securities | $27,189,000 | 1,617 |
| Certificates of participation in pools of residential mortgages | $5,293,000 | 3,294 |
| Issued or guaranteed by U.S. | $5,293,000 | 3,277 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $21,896,000 | 834 |
| CMOs issued by government agencies or sponsored agencies | $21,896,000 | 779 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,940,000 | 1,338 |
| Available-for-sale securities (fair market value) | $1,145,000 | 9,536 |
| Total debt securities | $54,940,000 | 2,329 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $54,620,000 | 2,535 |
| U.S. Government securities | $32,635,000 | 3,328 |
| U.S. Treasury securities | $503,000 | 10,790 |
| U.S. Government agency obligations | $32,132,000 | 2,158 |
| Securities issued by states & political subdivisions | $20,975,000 | 572 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $160,000 | 377 |
| Equity securities | $850,000 | 2,318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,863,000 | 1,350 |
| Mortgage-backed securities | $25,821,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $7,748,000 | 2,903 |
| Issued or guaranteed by U.S. | $7,748,000 | 2,870 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $18,073,000 | 1,111 |
| CMOs issued by government agencies or sponsored agencies | $18,073,000 | 1,044 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $53,770,000 | 2,509 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $44,035,000 | 3,089 |
| U.S. Government securities | $25,455,000 | 4,155 |
| U.S. Treasury securities | $505,000 | 11,247 |
| U.S. Government agency obligations | $24,950,000 | 2,680 |
| Securities issued by states & political subdivisions | $16,815,000 | 708 |
| Other domestic debt securities | $1,521,000 | 3,387 |
| Privately issued residential mortgage-backed securities | $1,521,000 | 1,413 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $110,000 | 417 |
| Equity securities | $134,000 | 4,611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,248,000 | 1,082 |
| Mortgage-backed securities | $22,901,000 | 2,080 |
| Certificates of participation in pools of residential mortgages | $19,434,000 | 1,556 |
| Issued or guaranteed by U.S. | $17,913,000 | 1,622 |
| Privately issued | $1,521,000 | 377 |
| Collaterized mortgage obligations | $3,467,000 | 3,231 |
| CMOs issued by government agencies or sponsored agencies | $3,467,000 | 2,928 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $43,901,000 | 3,025 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |