Home > Frandsen Bank & Trust > Securities
Frandsen Bank & Trust, Securities
| 2023-12-31 | Rank | |
| Total securities | $682,104,000 | 323 |
| U.S. Government securities | $573,481,000 | 279 |
| U.S. Treasury securities | $9,437,000 | 1,430 |
| U.S. Government agency obligations | $564,044,000 | 255 |
| Securities issued by states & political subdivisions | $108,270,000 | 407 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $556,842,000 | 223 |
| Mortgage-backed securities | $544,094,000 | 225 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $362,838,000 | 190 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $178,266,000 | 159 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,990,000 | 861 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $681,751,000 | 262 |
| Total debt securities | $681,753,000 | 318 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 442 |
| Fair value | $2,797,000 | 456 |
| 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 | $691,962,000 | 324 |
| U.S. Government securities | $588,124,000 | 269 |
| U.S. Treasury securities | $9,264,000 | 1,483 |
| U.S. Government agency obligations | $578,860,000 | 252 |
| Securities issued by states & political subdivisions | $101,727,000 | 414 |
| Other domestic debt securities | $1,825,000 | 1,799 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $1,825,000 | 494 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $549,501,000 | 224 |
| Mortgage-backed securities | $544,854,000 | 225 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $367,490,000 | 188 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $176,244,000 | 157 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,120,000 | 1,164 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $691,676,000 | 265 |
| Total debt securities | $691,679,000 | 318 |
| Structured notes | ||
| Amortized cost | $5,750,000 | 280 |
| Fair value | $5,368,000 | 259 |
| 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 | $729,391,000 | 311 |
| U.S. Government securities | $623,406,000 | 257 |
| U.S. Treasury securities | $9,252,000 | 1,508 |
| U.S. Government agency obligations | $614,154,000 | 243 |
| Securities issued by states & political subdivisions | $103,872,000 | 433 |
| Other domestic debt securities | $1,844,000 | 1,800 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $1,844,000 | 479 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $568,144,000 | 221 |
| Mortgage-backed securities | $579,927,000 | 212 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $392,438,000 | 181 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $186,276,000 | 150 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,213,000 | 1,142 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $729,122,000 | 258 |
| Total debt securities | $729,122,000 | 305 |
| Structured notes | ||
| Amortized cost | $7,750,000 | 238 |
| Fair value | $7,225,000 | 226 |
| 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 | $760,549,000 | 318 |
| U.S. Government securities | $652,555,000 | 264 |
| U.S. Treasury securities | $9,322,000 | 1,573 |
| U.S. Government agency obligations | $643,233,000 | 230 |
| Securities issued by states & political subdivisions | $105,889,000 | 440 |
| Other domestic debt securities | $1,861,000 | 1,839 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $1,861,000 | 474 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $488,432,000 | 235 |
| Mortgage-backed securities | $608,795,000 | 219 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $410,457,000 | 184 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $197,077,000 | 153 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,261,000 | 1,157 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $760,305,000 | 261 |
| Total debt securities | $760,305,000 | 315 |
| Structured notes | ||
| Amortized cost | $7,750,000 | 263 |
| Fair value | $7,300,000 | 251 |
| 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 | $779,654,000 | 319 |
| U.S. Government securities | $672,774,000 | 267 |
| U.S. Treasury securities | $9,208,000 | 1,632 |
| U.S. Government agency obligations | $663,566,000 | 235 |
| Securities issued by states & political subdivisions | $104,819,000 | 472 |
| Other domestic debt securities | $1,853,000 | 1,873 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $1,853,000 | 494 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $398,220,000 | 244 |
| Mortgage-backed securities | $629,235,000 | 221 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $426,065,000 | 187 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $201,798,000 | 154 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,372,000 | 1,127 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $779,446,000 | 257 |
| Total debt securities | $779,446,000 | 312 |
| Structured notes | ||
| Amortized cost | $7,750,000 | 280 |
| Fair value | $7,234,000 | 267 |
| 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 | $769,038,000 | 322 |
| U.S. Government securities | $669,069,000 | 268 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $669,069,000 | 236 |
| Securities issued by states & political subdivisions | $97,957,000 | 522 |
| Other domestic debt securities | $1,857,000 | 1,844 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $1,857,000 | 368 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $354,838,000 | 256 |
| Mortgage-backed securities | $644,582,000 | 224 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $430,434,000 | 188 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $212,710,000 | 154 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,438,000 | 1,139 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $768,883,000 | 262 |
| Total debt securities | $768,883,000 | 318 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 536 |
| Fair value | $2,721,000 | 549 |
| 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 | $768,171,000 | 333 |
| U.S. Government securities | $678,511,000 | 271 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $678,511,000 | 240 |
| Securities issued by states & political subdivisions | $89,508,000 | 606 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $344,512,000 | 258 |
| Mortgage-backed securities | $661,736,000 | 226 |
| Certificates of participation in pools of residential mortgages | $452,014,000 | 185 |
| Issued or guaranteed by U.S. | $452,014,000 | 185 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $206,109,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $206,109,000 | 157 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $3,613,000 | 1,304 |
| Commercial mortgage pass-through securities | $1,704,000 | 1,085 |
| Other commercial mortgage-backed securities | $1,909,000 | 1,076 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $768,019,000 | 276 |
| Total debt securities | $768,019,000 | 329 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 514 |
| Fair value | $2,813,000 | 534 |
| 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 | $824,522,000 | 322 |
| U.S. Government securities | $735,820,000 | 269 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $735,820,000 | 233 |
| Securities issued by states & political subdivisions | $88,527,000 | 630 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $335,440,000 | 256 |
| Mortgage-backed securities | $725,934,000 | 215 |
| Certificates of participation in pools of residential mortgages | $504,061,000 | 181 |
| Issued or guaranteed by U.S. | $504,061,000 | 181 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $218,095,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $218,095,000 | 154 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $3,778,000 | 1,275 |
| Commercial mortgage pass-through securities | $1,792,000 | 1,069 |
| Other commercial mortgage-backed securities | $1,986,000 | 1,056 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $824,347,000 | 277 |
| Total debt securities | $824,347,000 | 318 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 444 |
| Fair value | $2,921,000 | 451 |
| 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 | $893,745,000 | 301 |
| U.S. Government securities | $799,523,000 | 243 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $799,523,000 | 220 |
| Securities issued by states & political subdivisions | $94,028,000 | 616 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,689,000 | 242 |
| Mortgage-backed securities | $792,193,000 | 206 |
| Certificates of participation in pools of residential mortgages | $553,631,000 | 173 |
| Issued or guaranteed by U.S. | $553,631,000 | 172 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $234,261,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $234,261,000 | 153 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $4,301,000 | 1,211 |
| Commercial mortgage pass-through securities | $2,222,000 | 972 |
| Other commercial mortgage-backed securities | $2,079,000 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $893,551,000 | 266 |
| Total debt securities | $893,553,000 | 299 |
| 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 | $842,229,000 | 301 |
| U.S. Government securities | $749,490,000 | 248 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $749,490,000 | 226 |
| Securities issued by states & political subdivisions | $92,569,000 | 598 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,347,000 | 239 |
| Mortgage-backed securities | $748,983,000 | 205 |
| Certificates of participation in pools of residential mortgages | $562,674,000 | 164 |
| Issued or guaranteed by U.S. | $562,674,000 | 163 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $181,851,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $181,851,000 | 186 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $4,458,000 | 1,196 |
| Commercial mortgage pass-through securities | $2,340,000 | 963 |
| Other commercial mortgage-backed securities | $2,118,000 | 1,019 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $842,059,000 | 262 |
| Total debt securities | $842,057,000 | 297 |
| 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 | $729,914,000 | 311 |
| U.S. Government securities | $639,093,000 | 254 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $639,093,000 | 238 |
| Securities issued by states & political subdivisions | $90,670,000 | 596 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $362,133,000 | 225 |
| Mortgage-backed securities | $638,584,000 | 212 |
| Certificates of participation in pools of residential mortgages | $519,081,000 | 168 |
| Issued or guaranteed by U.S. | $519,081,000 | 167 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $114,786,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $114,786,000 | 244 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $4,717,000 | 1,153 |
| Commercial mortgage pass-through securities | $2,647,000 | 928 |
| Other commercial mortgage-backed securities | $2,070,000 | 1,006 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $729,763,000 | 279 |
| Total debt securities | $729,763,000 | 307 |
| 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 | $664,584,000 | 316 |
| U.S. Government securities | $572,341,000 | 264 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $572,341,000 | 250 |
| Securities issued by states & political subdivisions | $92,243,000 | 534 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $277,328,000 | 270 |
| Mortgage-backed securities | $571,831,000 | 218 |
| Certificates of participation in pools of residential mortgages | $456,868,000 | 170 |
| Issued or guaranteed by U.S. | $456,868,000 | 169 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $110,175,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $110,175,000 | 242 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $4,788,000 | 1,115 |
| Commercial mortgage pass-through securities | $2,727,000 | 899 |
| Other commercial mortgage-backed securities | $2,061,000 | 964 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $664,584,000 | 287 |
| Total debt securities | $664,584,000 | 313 |
| 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 | $631,135,000 | 304 |
| U.S. Government securities | $537,399,000 | 249 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $537,399,000 | 240 |
| Securities issued by states & political subdivisions | $93,736,000 | 490 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $286,058,000 | 262 |
| Mortgage-backed securities | $536,887,000 | 214 |
| Certificates of participation in pools of residential mortgages | $415,595,000 | 165 |
| Issued or guaranteed by U.S. | $415,595,000 | 163 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $116,093,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $116,093,000 | 230 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $5,199,000 | 1,050 |
| Commercial mortgage pass-through securities | $3,075,000 | 812 |
| Other commercial mortgage-backed securities | $2,124,000 | 924 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $631,135,000 | 277 |
| Total debt securities | $631,134,000 | 300 |
| 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 | $453,995,000 | 369 |
| U.S. Government securities | $404,769,000 | 278 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $404,769,000 | 266 |
| Securities issued by states & political subdivisions | $49,226,000 | 859 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,768,000 | 301 |
| Mortgage-backed securities | $404,769,000 | 241 |
| Certificates of participation in pools of residential mortgages | $282,968,000 | 199 |
| Issued or guaranteed by U.S. | $282,968,000 | 198 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $116,501,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $116,501,000 | 226 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $5,300,000 | 1,017 |
| Commercial mortgage pass-through securities | $3,159,000 | 788 |
| Other commercial mortgage-backed securities | $2,141,000 | 898 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $453,995,000 | 330 |
| Total debt securities | $453,996,000 | 362 |
| 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 | $345,700,000 | 449 |
| U.S. Government securities | $294,950,000 | 351 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $294,950,000 | 336 |
| Securities issued by states & political subdivisions | $50,750,000 | 787 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $229,478,000 | 299 |
| Mortgage-backed securities | $292,947,000 | 300 |
| Certificates of participation in pools of residential mortgages | $171,633,000 | 279 |
| Issued or guaranteed by U.S. | $171,633,000 | 277 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $115,760,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $115,760,000 | 230 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $5,554,000 | 968 |
| Commercial mortgage pass-through securities | $3,410,000 | 745 |
| Other commercial mortgage-backed securities | $2,144,000 | 870 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $345,700,000 | 400 |
| Total debt securities | $345,700,000 | 442 |
| 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 | $330,079,000 | 448 |
| U.S. Government securities | $284,705,000 | 356 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $284,705,000 | 343 |
| Securities issued by states & political subdivisions | $45,374,000 | 781 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,696,000 | 316 |
| Mortgage-backed securities | $282,700,000 | 309 |
| Certificates of participation in pools of residential mortgages | $156,721,000 | 305 |
| Issued or guaranteed by U.S. | $156,721,000 | 298 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $120,460,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $120,460,000 | 221 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $5,519,000 | 951 |
| Commercial mortgage pass-through securities | $3,501,000 | 726 |
| Other commercial mortgage-backed securities | $2,018,000 | 860 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $330,079,000 | 401 |
| Total debt securities | $330,077,000 | 438 |
| 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 | $334,945,000 | 440 |
| U.S. Government securities | $293,419,000 | 342 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $293,419,000 | 327 |
| Securities issued by states & political subdivisions | $41,526,000 | 809 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,281,000 | 286 |
| Mortgage-backed securities | $285,265,000 | 297 |
| Certificates of participation in pools of residential mortgages | $153,014,000 | 291 |
| Issued or guaranteed by U.S. | $153,014,000 | 284 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $126,397,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $126,397,000 | 215 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $5,854,000 | 907 |
| Commercial mortgage pass-through securities | $3,833,000 | 692 |
| Other commercial mortgage-backed securities | $2,021,000 | 836 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $334,945,000 | 392 |
| Total debt securities | $334,946,000 | 431 |
| 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 | $343,957,000 | 432 |
| U.S. Government securities | $302,842,000 | 334 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $302,842,000 | 321 |
| Securities issued by states & political subdivisions | $41,115,000 | 794 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,609,000 | 303 |
| Mortgage-backed securities | $294,598,000 | 286 |
| Certificates of participation in pools of residential mortgages | $157,073,000 | 277 |
| Issued or guaranteed by U.S. | $157,073,000 | 273 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $133,556,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $133,556,000 | 207 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,969,000 | 1,057 |
| Commercial mortgage pass-through securities | $3,969,000 | 678 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $343,957,000 | 382 |
| Total debt securities | $343,958,000 | 422 |
| 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 | $346,019,000 | 422 |
| U.S. Government securities | $313,396,000 | 330 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $313,396,000 | 316 |
| Securities issued by states & political subdivisions | $32,623,000 | 1,016 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,823,000 | 289 |
| Mortgage-backed securities | $307,240,000 | 278 |
| Certificates of participation in pools of residential mortgages | $164,356,000 | 268 |
| Issued or guaranteed by U.S. | $164,356,000 | 268 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $138,583,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $138,583,000 | 203 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,301,000 | 1,004 |
| Commercial mortgage pass-through securities | $4,301,000 | 656 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $346,019,000 | 370 |
| Total debt securities | $346,019,000 | 412 |
| 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 | $367,357,000 | 404 |
| U.S. Government securities | $343,015,000 | 313 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $343,015,000 | 299 |
| Securities issued by states & political subdivisions | $24,342,000 | 1,377 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $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 | $209,590,000 | 298 |
| Mortgage-backed securities | $343,015,000 | 253 |
| Certificates of participation in pools of residential mortgages | $172,451,000 | 260 |
| Issued or guaranteed by U.S. | $172,451,000 | 259 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $142,370,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $142,370,000 | 200 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $28,194,000 | 372 |
| Commercial mortgage pass-through securities | $4,338,000 | 632 |
| Other commercial mortgage-backed securities | $23,856,000 | 262 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $367,357,000 | 352 |
| Total debt securities | $367,355,000 | 398 |
| 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 | $377,359,000 | 398 |
| U.S. Government securities | $353,529,000 | 310 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $353,529,000 | 297 |
| Securities issued by states & political subdivisions | $23,830,000 | 1,433 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $216,098,000 | 293 |
| Mortgage-backed securities | $353,529,000 | 250 |
| Certificates of participation in pools of residential mortgages | $178,361,000 | 248 |
| Issued or guaranteed by U.S. | $178,361,000 | 247 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $146,657,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $146,657,000 | 199 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $28,511,000 | 356 |
| Commercial mortgage pass-through securities | $4,625,000 | 612 |
| Other commercial mortgage-backed securities | $23,886,000 | 250 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $377,359,000 | 350 |
| Total debt securities | $377,358,000 | 390 |
| 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 | $394,386,000 | 385 |
| U.S. Government securities | $371,090,000 | 301 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $371,090,000 | 284 |
| Securities issued by states & political subdivisions | $23,296,000 | 1,464 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $235,622,000 | 278 |
| Mortgage-backed securities | $371,090,000 | 242 |
| Certificates of participation in pools of residential mortgages | $189,372,000 | 237 |
| Issued or guaranteed by U.S. | $189,372,000 | 235 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $154,740,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $154,740,000 | 192 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $26,978,000 | 359 |
| Commercial mortgage pass-through securities | $3,074,000 | 725 |
| Other commercial mortgage-backed securities | $23,904,000 | 241 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $394,386,000 | 337 |
| Total debt securities | $394,388,000 | 377 |
| 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 | $407,450,000 | 379 |
| U.S. Government securities | $387,808,000 | 294 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $387,808,000 | 275 |
| Securities issued by states & political subdivisions | $19,642,000 | 1,738 |
| Other domestic debt securities | $0 | 2,226 |
| 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 | $0 | 1,555 |
| 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 | $257,594,000 | 261 |
| Mortgage-backed securities | $387,808,000 | 238 |
| Certificates of participation in pools of residential mortgages | $200,832,000 | 230 |
| Issued or guaranteed by U.S. | $200,832,000 | 228 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $159,620,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $159,620,000 | 189 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $27,356,000 | 338 |
| Commercial mortgage pass-through securities | $3,179,000 | 691 |
| Other commercial mortgage-backed securities | $24,177,000 | 234 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $407,450,000 | 334 |
| Total debt securities | $407,450,000 | 372 |
| 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 | $426,483,000 | 372 |
| U.S. Government securities | $407,306,000 | 289 |
| U.S. Treasury securities | $20,000 | 1,422 |
| U.S. Government agency obligations | $407,286,000 | 274 |
| Securities issued by states & political subdivisions | $19,177,000 | 1,810 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,603 |
| 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 | $260,781,000 | 269 |
| Mortgage-backed securities | $404,911,000 | 233 |
| Certificates of participation in pools of residential mortgages | $213,114,000 | 226 |
| Issued or guaranteed by U.S. | $213,114,000 | 224 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $166,554,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $166,554,000 | 182 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $25,243,000 | 325 |
| Commercial mortgage pass-through securities | $888,000 | 879 |
| Other commercial mortgage-backed securities | $24,355,000 | 228 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $426,483,000 | 324 |
| Total debt securities | $426,483,000 | 365 |
| 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 | $448,170,000 | 361 |
| U.S. Government securities | $428,288,000 | 272 |
| U.S. Treasury securities | $21,000 | 1,325 |
| U.S. Government agency obligations | $428,267,000 | 259 |
| Securities issued by states & political subdivisions | $19,882,000 | 1,823 |
| Other domestic debt securities | $0 | 2,035 |
| 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 | $0 | 1,619 |
| 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 | $269,481,000 | 262 |
| Mortgage-backed securities | $425,699,000 | 223 |
| Certificates of participation in pools of residential mortgages | $227,283,000 | 213 |
| Issued or guaranteed by U.S. | $227,283,000 | 211 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $172,521,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $172,521,000 | 173 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $25,895,000 | 314 |
| Commercial mortgage pass-through securities | $915,000 | 868 |
| Other commercial mortgage-backed securities | $24,980,000 | 216 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $448,170,000 | 310 |
| Total debt securities | $448,170,000 | 351 |
| 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 | $461,118,000 | 347 |
| U.S. Government securities | $441,944,000 | 268 |
| U.S. Treasury securities | $21,000 | 1,310 |
| U.S. Government agency obligations | $441,923,000 | 261 |
| Securities issued by states & political subdivisions | $19,174,000 | 1,905 |
| Other domestic debt securities | $0 | 2,063 |
| 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 | $0 | 1,656 |
| 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 | $282,331,000 | 258 |
| Mortgage-backed securities | $438,951,000 | 225 |
| Certificates of participation in pools of residential mortgages | $244,459,000 | 196 |
| Issued or guaranteed by U.S. | $244,459,000 | 194 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $168,192,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $168,192,000 | 176 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $26,300,000 | 303 |
| Commercial mortgage pass-through securities | $931,000 | 864 |
| Other commercial mortgage-backed securities | $25,369,000 | 203 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $461,118,000 | 295 |
| Total debt securities | $461,118,000 | 341 |
| 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 | $482,505,000 | 338 |
| U.S. Government securities | $437,567,000 | 274 |
| U.S. Treasury securities | $21,000 | 1,347 |
| U.S. Government agency obligations | $437,546,000 | 263 |
| Securities issued by states & political subdivisions | $19,245,000 | 1,907 |
| Other domestic debt securities | $25,693,000 | 342 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $25,693,000 | 46 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| 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 | $284,761,000 | 255 |
| Mortgage-backed securities | $460,105,000 | 220 |
| Certificates of participation in pools of residential mortgages | $257,068,000 | 191 |
| Issued or guaranteed by U.S. | $257,068,000 | 189 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $176,408,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $176,408,000 | 170 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $26,629,000 | 294 |
| Commercial mortgage pass-through securities | $936,000 | 843 |
| Other commercial mortgage-backed securities | $25,693,000 | 196 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $482,505,000 | 288 |
| Total debt securities | $482,503,000 | 329 |
| 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 | $525,727,000 | 314 |
| U.S. Government securities | $481,584,000 | 251 |
| U.S. Treasury securities | $22,000 | 1,385 |
| U.S. Government agency obligations | $481,562,000 | 239 |
| Securities issued by states & political subdivisions | $18,635,000 | 1,967 |
| Other domestic debt securities | $25,508,000 | 355 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $25,508,000 | 45 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| 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 | $276,674,000 | 263 |
| Mortgage-backed securities | $503,621,000 | 209 |
| Certificates of participation in pools of residential mortgages | $291,798,000 | 174 |
| Issued or guaranteed by U.S. | $291,798,000 | 172 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $185,391,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $185,391,000 | 164 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $26,432,000 | 289 |
| Commercial mortgage pass-through securities | $924,000 | 811 |
| Other commercial mortgage-backed securities | $25,508,000 | 193 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $525,727,000 | 270 |
| Total debt securities | $525,726,000 | 307 |
| Structured notes | ||
| Amortized cost | $229,000 | 1,043 |
| Fair value | $230,000 | 1,044 |
| 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 | $546,474,000 | 292 |
| U.S. Government securities | $526,815,000 | 228 |
| U.S. Treasury securities | $22,000 | 1,362 |
| U.S. Government agency obligations | $526,793,000 | 221 |
| Securities issued by states & political subdivisions | $17,540,000 | 2,051 |
| Other domestic debt securities | $2,119,000 | 1,227 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $2,119,000 | 92 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| 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 | $278,976,000 | 247 |
| Mortgage-backed securities | $525,256,000 | 200 |
| Certificates of participation in pools of residential mortgages | $320,917,000 | 160 |
| Issued or guaranteed by U.S. | $320,917,000 | 158 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $201,297,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $201,297,000 | 148 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $3,042,000 | 791 |
| Commercial mortgage pass-through securities | $923,000 | 790 |
| Other commercial mortgage-backed securities | $2,119,000 | 563 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $546,474,000 | 253 |
| Total debt securities | $546,473,000 | 286 |
| 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 | $512,510,000 | 306 |
| U.S. Government securities | $493,353,000 | 233 |
| U.S. Treasury securities | $23,000 | 1,209 |
| U.S. Government agency obligations | $493,330,000 | 223 |
| Securities issued by states & political subdivisions | $16,956,000 | 2,112 |
| Other domestic debt securities | $2,201,000 | 1,224 |
| Privately issued residential mortgage-backed securities | $39,000 | 611 |
| Commercial mortgage-backed securities - Total | $2,162,000 | 88 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| 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 | $298,223,000 | 234 |
| Mortgage-backed securities | $491,825,000 | 203 |
| Certificates of participation in pools of residential mortgages | $316,342,000 | 153 |
| Issued or guaranteed by U.S. | $316,342,000 | 151 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $172,347,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $172,308,000 | 173 |
| Privately issued | $39,000 | 579 |
| Commercial mortgage-backed securities | $3,136,000 | 745 |
| Commercial mortgage pass-through securities | $974,000 | 715 |
| Other commercial mortgage-backed securities | $2,162,000 | 549 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $512,510,000 | 265 |
| Total debt securities | $512,510,000 | 301 |
| Structured notes | ||
| Amortized cost | $253,000 | 982 |
| Fair value | $257,000 | 983 |
| 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 | $476,491,000 | 322 |
| U.S. Government securities | $452,446,000 | 247 |
| U.S. Treasury securities | $23,000 | 1,245 |
| U.S. Government agency obligations | $452,423,000 | 239 |
| Securities issued by states & political subdivisions | $16,866,000 | 2,122 |
| Other domestic debt securities | $7,179,000 | 730 |
| Privately issued residential mortgage-backed securities | $40,000 | 638 |
| Commercial mortgage-backed securities - Total | $2,160,000 | 98 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,979,000 | 656 |
| 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 | $292,710,000 | 239 |
| Mortgage-backed securities | $450,672,000 | 213 |
| Certificates of participation in pools of residential mortgages | $288,306,000 | 166 |
| Issued or guaranteed by U.S. | $288,306,000 | 164 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $159,228,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $159,188,000 | 191 |
| Privately issued | $40,000 | 602 |
| Commercial mortgage-backed securities | $3,138,000 | 700 |
| Commercial mortgage pass-through securities | $978,000 | 673 |
| Other commercial mortgage-backed securities | $2,160,000 | 537 |
| Held to maturity securities (book value) | $4,979,000 | 1,294 |
| Available-for-sale securities (fair market value) | $471,512,000 | 277 |
| Total debt securities | $476,491,000 | 317 |
| Structured notes | ||
| Amortized cost | $262,000 | 1,127 |
| Fair value | $267,000 | 1,127 |
| 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 | $497,789,000 | 314 |
| U.S. Government securities | $474,046,000 | 242 |
| U.S. Treasury securities | $24,000 | 1,288 |
| U.S. Government agency obligations | $474,022,000 | 234 |
| Securities issued by states & political subdivisions | $16,568,000 | 2,112 |
| Other domestic debt securities | $7,175,000 | 722 |
| Privately issued residential mortgage-backed securities | $43,000 | 639 |
| Commercial mortgage-backed securities - Total | $2,153,000 | 99 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,979,000 | 665 |
| 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 | $288,647,000 | 255 |
| Mortgage-backed securities | $472,155,000 | 209 |
| Certificates of participation in pools of residential mortgages | $306,479,000 | 156 |
| Issued or guaranteed by U.S. | $306,479,000 | 154 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $162,562,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $162,519,000 | 189 |
| Privately issued | $43,000 | 607 |
| Commercial mortgage-backed securities | $3,114,000 | 691 |
| Commercial mortgage pass-through securities | $961,000 | 655 |
| Other commercial mortgage-backed securities | $2,153,000 | 519 |
| Held to maturity securities (book value) | $4,979,000 | 1,322 |
| Available-for-sale securities (fair market value) | $492,810,000 | 274 |
| Total debt securities | $497,789,000 | 310 |
| Structured notes | ||
| Amortized cost | $273,000 | 1,318 |
| Fair value | $280,000 | 1,313 |
| 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 | $509,432,000 | 307 |
| U.S. Government securities | $484,845,000 | 241 |
| U.S. Treasury securities | $24,000 | 1,359 |
| U.S. Government agency obligations | $484,821,000 | 231 |
| Securities issued by states & political subdivisions | $17,442,000 | 2,056 |
| Other domestic debt securities | $7,145,000 | 708 |
| Privately issued residential mortgage-backed securities | $46,000 | 638 |
| Commercial mortgage-backed securities - Total | $2,120,000 | 88 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,979,000 | 651 |
| 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 | $295,719,000 | 247 |
| Mortgage-backed securities | $483,435,000 | 204 |
| Certificates of participation in pools of residential mortgages | $324,489,000 | 151 |
| Issued or guaranteed by U.S. | $324,489,000 | 149 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $155,877,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $155,831,000 | 191 |
| Privately issued | $46,000 | 608 |
| Commercial mortgage-backed securities | $3,069,000 | 650 |
| Commercial mortgage pass-through securities | $949,000 | 626 |
| Other commercial mortgage-backed securities | $2,120,000 | 489 |
| Held to maturity securities (book value) | $4,979,000 | 1,343 |
| Available-for-sale securities (fair market value) | $504,453,000 | 266 |
| Total debt securities | $509,425,000 | 300 |
| Structured notes | ||
| Amortized cost | $288,000 | 1,454 |
| Fair value | $297,000 | 1,447 |
| 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 | $453,960,000 | 339 |
| U.S. Government securities | $437,270,000 | 263 |
| U.S. Treasury securities | $45,000 | 1,291 |
| U.S. Government agency obligations | $437,225,000 | 254 |
| Securities issued by states & political subdivisions | $16,642,000 | 2,123 |
| Other domestic debt securities | $48,000 | 2,225 |
| Privately issued residential mortgage-backed securities | $48,000 | 655 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $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 | $294,333,000 | 245 |
| Mortgage-backed securities | $436,864,000 | 213 |
| Certificates of participation in pools of residential mortgages | $327,440,000 | 152 |
| Issued or guaranteed by U.S. | $327,440,000 | 150 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $106,333,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $106,285,000 | 250 |
| Privately issued | $48,000 | 624 |
| Commercial mortgage-backed securities | $3,091,000 | 629 |
| Commercial mortgage pass-through securities | $965,000 | 600 |
| Other commercial mortgage-backed securities | $2,126,000 | 469 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $453,960,000 | 285 |
| Total debt securities | $453,963,000 | 334 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,581 |
| Fair value | $409,000 | 1,580 |
| 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 | $447,392,000 | 349 |
| U.S. Government securities | $431,143,000 | 267 |
| U.S. Treasury securities | $45,000 | 1,339 |
| U.S. Government agency obligations | $431,098,000 | 259 |
| Securities issued by states & political subdivisions | $16,198,000 | 2,143 |
| Other domestic debt securities | $51,000 | 2,249 |
| Privately issued residential mortgage-backed securities | $51,000 | 677 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $280,976,000 | 254 |
| Mortgage-backed securities | $430,614,000 | 215 |
| Certificates of participation in pools of residential mortgages | $340,004,000 | 144 |
| Issued or guaranteed by U.S. | $340,004,000 | 142 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $87,507,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $87,456,000 | 287 |
| Privately issued | $51,000 | 645 |
| Commercial mortgage-backed securities | $3,103,000 | 600 |
| Commercial mortgage pass-through securities | $957,000 | 574 |
| Other commercial mortgage-backed securities | $2,146,000 | 449 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $447,392,000 | 288 |
| Total debt securities | $447,392,000 | 341 |
| Structured notes | ||
| Amortized cost | $522,000 | 1,552 |
| Fair value | $535,000 | 1,549 |
| 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 | $459,096,000 | 338 |
| U.S. Government securities | $443,040,000 | 263 |
| U.S. Treasury securities | $46,000 | 1,314 |
| U.S. Government agency obligations | $442,994,000 | 253 |
| Securities issued by states & political subdivisions | $16,003,000 | 2,163 |
| Other domestic debt securities | $53,000 | 2,310 |
| Privately issued residential mortgage-backed securities | $53,000 | 719 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $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 | $280,427,000 | 260 |
| Mortgage-backed securities | $442,478,000 | 215 |
| Certificates of participation in pools of residential mortgages | $360,271,000 | 142 |
| Issued or guaranteed by U.S. | $360,271,000 | 140 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $81,229,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $81,176,000 | 307 |
| Privately issued | $53,000 | 683 |
| Commercial mortgage-backed securities | $978,000 | 859 |
| Commercial mortgage pass-through securities | $978,000 | 546 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $459,096,000 | 283 |
| Total debt securities | $459,093,000 | 330 |
| Structured notes | ||
| Amortized cost | $553,000 | 1,645 |
| Fair value | $569,000 | 1,643 |
| 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 | $480,930,000 | 320 |
| U.S. Government securities | $464,425,000 | 249 |
| U.S. Treasury securities | $47,000 | 1,349 |
| U.S. Government agency obligations | $464,378,000 | 243 |
| Securities issued by states & political subdivisions | $16,450,000 | 2,122 |
| Other domestic debt securities | $55,000 | 2,336 |
| Privately issued residential mortgage-backed securities | $55,000 | 718 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $291,648,000 | 251 |
| Mortgage-backed securities | $463,835,000 | 206 |
| Certificates of participation in pools of residential mortgages | $379,696,000 | 138 |
| Issued or guaranteed by U.S. | $379,696,000 | 136 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $83,178,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $83,123,000 | 303 |
| Privately issued | $55,000 | 681 |
| Commercial mortgage-backed securities | $961,000 | 839 |
| Commercial mortgage pass-through securities | $961,000 | 554 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $480,930,000 | 271 |
| Total debt securities | $480,931,000 | 309 |
| Structured notes | ||
| Amortized cost | $579,000 | 1,726 |
| Fair value | $598,000 | 1,718 |
| 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 | $468,231,000 | 329 |
| U.S. Government securities | $452,864,000 | 253 |
| U.S. Treasury securities | $48,000 | 1,368 |
| U.S. Government agency obligations | $452,816,000 | 246 |
| Securities issued by states & political subdivisions | $15,309,000 | 2,238 |
| Other domestic debt securities | $58,000 | 2,393 |
| Privately issued residential mortgage-backed securities | $58,000 | 752 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $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 | $299,058,000 | 244 |
| Mortgage-backed securities | $452,242,000 | 209 |
| Certificates of participation in pools of residential mortgages | $383,815,000 | 130 |
| Issued or guaranteed by U.S. | $383,815,000 | 128 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $67,477,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $67,419,000 | 361 |
| Privately issued | $58,000 | 717 |
| Commercial mortgage-backed securities | $950,000 | 811 |
| Commercial mortgage pass-through securities | $950,000 | 551 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $468,231,000 | 275 |
| Total debt securities | $468,231,000 | 321 |
| Structured notes | ||
| Amortized cost | $609,000 | 1,820 |
| Fair value | $632,000 | 1,816 |
| 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 | $503,045,000 | 299 |
| U.S. Government securities | $488,264,000 | 240 |
| U.S. Treasury securities | $49,000 | 1,329 |
| U.S. Government agency obligations | $488,215,000 | 233 |
| Securities issued by states & political subdivisions | $14,722,000 | 2,322 |
| Other domestic debt securities | $59,000 | 2,456 |
| Privately issued residential mortgage-backed securities | $59,000 | 768 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $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 | $282,535,000 | 261 |
| Mortgage-backed securities | $487,352,000 | 203 |
| Certificates of participation in pools of residential mortgages | $415,252,000 | 128 |
| Issued or guaranteed by U.S. | $415,252,000 | 126 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $71,148,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $71,089,000 | 349 |
| Privately issued | $59,000 | 735 |
| Commercial mortgage-backed securities | $952,000 | 807 |
| Commercial mortgage pass-through securities | $952,000 | 546 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $503,045,000 | 257 |
| Total debt securities | $503,045,000 | 292 |
| Structured notes | ||
| Amortized cost | $899,000 | 1,758 |
| Fair value | $922,000 | 1,746 |
| 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 | $507,172,000 | 299 |
| U.S. Government securities | $492,466,000 | 230 |
| U.S. Treasury securities | $49,000 | 1,183 |
| U.S. Government agency obligations | $492,417,000 | 227 |
| Securities issued by states & political subdivisions | $14,644,000 | 2,335 |
| Other domestic debt securities | $62,000 | 2,515 |
| Privately issued residential mortgage-backed securities | $62,000 | 791 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $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 | $268,947,000 | 268 |
| Mortgage-backed securities | $477,595,000 | 198 |
| Certificates of participation in pools of residential mortgages | $414,776,000 | 125 |
| Issued or guaranteed by U.S. | $414,776,000 | 123 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $61,886,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $61,824,000 | 382 |
| Privately issued | $62,000 | 758 |
| Commercial mortgage-backed securities | $933,000 | 796 |
| Commercial mortgage pass-through securities | $933,000 | 545 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $507,172,000 | 257 |
| Total debt securities | $507,172,000 | 291 |
| Structured notes | ||
| Amortized cost | $962,000 | 1,771 |
| Fair value | $992,000 | 1,635 |
| 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 | $554,271,000 | 271 |
| U.S. Government securities | $539,057,000 | 211 |
| U.S. Treasury securities | $50,000 | 1,115 |
| U.S. Government agency obligations | $539,007,000 | 205 |
| Securities issued by states & political subdivisions | $15,150,000 | 2,281 |
| Other domestic debt securities | $64,000 | 2,572 |
| Privately issued residential mortgage-backed securities | $64,000 | 826 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $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 | $257,367,000 | 278 |
| Mortgage-backed securities | $507,188,000 | 187 |
| Certificates of participation in pools of residential mortgages | $456,095,000 | 117 |
| Issued or guaranteed by U.S. | $456,095,000 | 115 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $50,168,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $50,104,000 | 451 |
| Privately issued | $64,000 | 789 |
| Commercial mortgage-backed securities | $925,000 | 744 |
| Commercial mortgage pass-through securities | $925,000 | 498 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $554,271,000 | 234 |
| Total debt securities | $554,271,000 | 265 |
| Structured notes | ||
| Amortized cost | $1,011,000 | 1,574 |
| Fair value | $1,042,000 | 1,557 |
| 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 | $516,566,000 | 299 |
| U.S. Government securities | $503,194,000 | 228 |
| U.S. Treasury securities | $51,000 | 1,116 |
| U.S. Government agency obligations | $503,143,000 | 221 |
| Securities issued by states & political subdivisions | $13,310,000 | 2,459 |
| Other domestic debt securities | $62,000 | 2,646 |
| Privately issued residential mortgage-backed securities | $62,000 | 861 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $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 | $250,943,000 | 275 |
| Mortgage-backed securities | $475,931,000 | 196 |
| Certificates of participation in pools of residential mortgages | $415,760,000 | 119 |
| Issued or guaranteed by U.S. | $415,760,000 | 117 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $59,247,000 | 427 |
| CMOs issued by government agencies or sponsored agencies | $59,185,000 | 402 |
| Privately issued | $62,000 | 825 |
| Commercial mortgage-backed securities | $924,000 | 729 |
| Commercial mortgage pass-through securities | $924,000 | 480 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $516,566,000 | 250 |
| Total debt securities | $516,566,000 | 293 |
| Structured notes | ||
| Amortized cost | $460,000 | 2,090 |
| Fair value | $468,000 | 2,060 |
| 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 | $498,348,000 | 306 |
| U.S. Government securities | $485,853,000 | 236 |
| U.S. Treasury securities | $52,000 | 1,138 |
| U.S. Government agency obligations | $485,801,000 | 233 |
| Securities issued by states & political subdivisions | $12,430,000 | 2,541 |
| Other domestic debt securities | $65,000 | 2,708 |
| Privately issued residential mortgage-backed securities | $65,000 | 883 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $255,148,000 | 258 |
| Mortgage-backed securities | $484,818,000 | 195 |
| Certificates of participation in pools of residential mortgages | $411,126,000 | 125 |
| Issued or guaranteed by U.S. | $411,126,000 | 124 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $73,692,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $73,627,000 | 334 |
| Privately issued | $65,000 | 844 |
| 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) | $498,348,000 | 262 |
| Total debt securities | $498,348,000 | 300 |
| Structured notes | ||
| Amortized cost | $523,000 | 1,909 |
| Fair value | $535,000 | 1,908 |
| 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 | $514,693,000 | 301 |
| U.S. Government securities | $502,001,000 | 230 |
| U.S. Treasury securities | $54,000 | 1,148 |
| U.S. Government agency obligations | $501,947,000 | 226 |
| Securities issued by states & political subdivisions | $12,624,000 | 2,513 |
| Other domestic debt securities | $68,000 | 2,707 |
| Privately issued residential mortgage-backed securities | $68,000 | 925 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $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 | $259,638,000 | 262 |
| Mortgage-backed securities | $500,917,000 | 194 |
| Certificates of participation in pools of residential mortgages | $415,031,000 | 128 |
| Issued or guaranteed by U.S. | $415,031,000 | 127 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $85,886,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $85,818,000 | 316 |
| Privately issued | $68,000 | 887 |
| 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) | $514,693,000 | 265 |
| Total debt securities | $514,693,000 | 296 |
| Structured notes | ||
| Amortized cost | $566,000 | 1,926 |
| Fair value | $580,000 | 1,921 |
| 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 | $532,294,000 | 294 |
| U.S. Government securities | $518,608,000 | 221 |
| U.S. Treasury securities | $54,000 | 1,124 |
| U.S. Government agency obligations | $518,554,000 | 219 |
| Securities issued by states & political subdivisions | $13,110,000 | 2,426 |
| Other domestic debt securities | $571,000 | 2,245 |
| Privately issued residential mortgage-backed securities | $67,000 | 956 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $504,000 | 1,761 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $5,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,691,000 | 254 |
| Mortgage-backed securities | $517,505,000 | 185 |
| Certificates of participation in pools of residential mortgages | $371,031,000 | 134 |
| Issued or guaranteed by U.S. | $371,031,000 | 133 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $146,474,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $146,407,000 | 228 |
| Privately issued | $67,000 | 920 |
| 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) | $532,294,000 | 258 |
| Total debt securities | $532,289,000 | 289 |
| Structured notes | ||
| Amortized cost | $578,000 | 1,968 |
| Fair value | $592,000 | 1,965 |
| 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 | $476,947,000 | 329 |
| U.S. Government securities | $462,789,000 | 247 |
| U.S. Treasury securities | $55,000 | 1,076 |
| U.S. Government agency obligations | $462,734,000 | 244 |
| Securities issued by states & political subdivisions | $13,554,000 | 2,340 |
| Other domestic debt securities | $599,000 | 2,301 |
| Privately issued residential mortgage-backed securities | $91,000 | 986 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $508,000 | 1,823 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,000 | 1,236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $268,785,000 | 263 |
| Mortgage-backed securities | $459,688,000 | 216 |
| Certificates of participation in pools of residential mortgages | $306,588,000 | 171 |
| Issued or guaranteed by U.S. | $306,588,000 | 170 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $153,100,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $153,009,000 | 232 |
| Privately issued | $91,000 | 947 |
| 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) | $476,947,000 | 286 |
| Total debt securities | $476,942,000 | 322 |
| Structured notes | ||
| Amortized cost | $587,000 | 2,131 |
| Fair value | $601,000 | 2,121 |
| 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 | $439,195,000 | 350 |
| U.S. Government securities | $425,117,000 | 275 |
| U.S. Treasury securities | $56,000 | 1,058 |
| U.S. Government agency obligations | $425,061,000 | 269 |
| Securities issued by states & political subdivisions | $13,497,000 | 2,310 |
| Other domestic debt securities | $574,000 | 2,310 |
| Privately issued residential mortgage-backed securities | $63,000 | 1,058 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $511,000 | 1,804 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $7,000 | 1,228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $265,441,000 | 259 |
| Mortgage-backed securities | $412,920,000 | 240 |
| Certificates of participation in pools of residential mortgages | $267,632,000 | 190 |
| Issued or guaranteed by U.S. | $267,632,000 | 189 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $145,288,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $145,225,000 | 239 |
| Privately issued | $63,000 | 1,017 |
| 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) | $439,195,000 | 312 |
| Total debt securities | $439,188,000 | 344 |
| Structured notes | ||
| Amortized cost | $608,000 | 2,379 |
| Fair value | $619,000 | 2,379 |
| 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 | $455,740,000 | 351 |
| U.S. Government securities | $441,492,000 | 273 |
| U.S. Treasury securities | $56,000 | 1,148 |
| U.S. Government agency obligations | $441,436,000 | 267 |
| Securities issued by states & political subdivisions | $13,239,000 | 2,276 |
| Other domestic debt securities | $1,001,000 | 2,027 |
| Privately issued residential mortgage-backed securities | $484,000 | 839 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $517,000 | 1,780 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $8,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,439,000 | 275 |
| Mortgage-backed securities | $429,654,000 | 230 |
| Certificates of participation in pools of residential mortgages | $261,663,000 | 195 |
| Issued or guaranteed by U.S. | $261,663,000 | 194 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $167,991,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $167,507,000 | 224 |
| Privately issued | $484,000 | 808 |
| 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) | $455,740,000 | 313 |
| Total debt securities | $455,732,000 | 342 |
| Structured notes | ||
| Amortized cost | $624,000 | 2,617 |
| Fair value | $631,000 | 2,616 |
| 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 | $444,023,000 | 346 |
| U.S. Government securities | $432,994,000 | 266 |
| U.S. Treasury securities | $57,000 | 1,066 |
| U.S. Government agency obligations | $432,937,000 | 259 |
| Securities issued by states & political subdivisions | $9,892,000 | 2,646 |
| Other domestic debt securities | $1,131,000 | 1,897 |
| Privately issued residential mortgage-backed securities | $1,131,000 | 741 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $6,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $254,838,000 | 245 |
| Mortgage-backed securities | $417,160,000 | 223 |
| Certificates of participation in pools of residential mortgages | $239,802,000 | 204 |
| Issued or guaranteed by U.S. | $239,802,000 | 204 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $176,388,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $175,257,000 | 202 |
| Privately issued | $1,131,000 | 705 |
| Commercial mortgage-backed securities | $970,000 | 353 |
| Commercial mortgage pass-through securities | $970,000 | 234 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $444,023,000 | 308 |
| Total debt securities | $444,018,000 | 340 |
| Structured notes | ||
| Amortized cost | $663,000 | 2,490 |
| Fair value | $663,000 | 2,491 |
| 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 | $389,116,000 | 371 |
| U.S. Government securities | $380,498,000 | 291 |
| U.S. Treasury securities | $58,000 | 1,118 |
| U.S. Government agency obligations | $380,440,000 | 284 |
| Securities issued by states & political subdivisions | $7,409,000 | 2,991 |
| Other domestic debt securities | $1,203,000 | 1,876 |
| Privately issued residential mortgage-backed securities | $1,203,000 | 756 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $6,000 | 1,279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,066,000 | 255 |
| Mortgage-backed securities | $363,623,000 | 247 |
| Certificates of participation in pools of residential mortgages | $203,317,000 | 230 |
| Issued or guaranteed by U.S. | $203,317,000 | 227 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $160,306,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $159,103,000 | 212 |
| Privately issued | $1,203,000 | 713 |
| 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) | $389,116,000 | 326 |
| Total debt securities | $389,110,000 | 364 |
| Structured notes | ||
| Amortized cost | $1,678,000 | 1,946 |
| Fair value | $1,678,000 | 1,946 |
| 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 | $303,029,000 | 483 |
| U.S. Government securities | $295,836,000 | 369 |
| U.S. Treasury securities | $56,000 | 1,218 |
| U.S. Government agency obligations | $295,780,000 | 358 |
| Securities issued by states & political subdivisions | $5,911,000 | 3,277 |
| Other domestic debt securities | $1,276,000 | 1,786 |
| Privately issued residential mortgage-backed securities | $1,276,000 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $6,000 | 1,310 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,701,000 | 397 |
| Mortgage-backed securities | $258,332,000 | 320 |
| Certificates of participation in pools of residential mortgages | $145,450,000 | 318 |
| Issued or guaranteed by U.S. | $145,450,000 | 316 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $112,882,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $111,606,000 | 274 |
| Privately issued | $1,276,000 | 719 |
| 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) | $303,029,000 | 432 |
| Total debt securities | $303,023,000 | 475 |
| Structured notes | ||
| Amortized cost | $5,279,000 | 1,131 |
| Fair value | $5,782,000 | 1,072 |
| 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 | $288,243,000 | 508 |
| U.S. Government securities | $283,703,000 | 376 |
| U.S. Treasury securities | $56,000 | 1,263 |
| U.S. Government agency obligations | $283,647,000 | 363 |
| Securities issued by states & political subdivisions | $3,152,000 | 3,964 |
| Other domestic debt securities | $1,382,000 | 1,801 |
| Privately issued residential mortgage-backed securities | $1,382,000 | 780 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $6,000 | 1,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,949,000 | 433 |
| Mortgage-backed securities | $212,853,000 | 358 |
| Certificates of participation in pools of residential mortgages | $127,886,000 | 341 |
| Issued or guaranteed by U.S. | $127,886,000 | 339 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $84,967,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $83,585,000 | 320 |
| Privately issued | $1,382,000 | 742 |
| 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) | $288,243,000 | 454 |
| Total debt securities | $288,237,000 | 500 |
| Structured notes | ||
| Amortized cost | $15,092,000 | 491 |
| Fair value | $15,173,000 | 485 |
| 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 | $253,043,000 | 559 |
| U.S. Government securities | $247,593,000 | 412 |
| U.S. Treasury securities | $56,000 | 1,268 |
| U.S. Government agency obligations | $247,537,000 | 394 |
| Securities issued by states & political subdivisions | $3,981,000 | 3,725 |
| Other domestic debt securities | $1,467,000 | 1,879 |
| Privately issued residential mortgage-backed securities | $1,467,000 | 804 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,210,000 | 468 |
| Mortgage-backed securities | $179,691,000 | 401 |
| Certificates of participation in pools of residential mortgages | $107,481,000 | 383 |
| Issued or guaranteed by U.S. | $107,481,000 | 380 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $72,210,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $70,743,000 | 353 |
| Privately issued | $1,467,000 | 767 |
| 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) | $253,043,000 | 501 |
| Total debt securities | $253,041,000 | 552 |
| Structured notes | ||
| Amortized cost | $18,103,000 | 360 |
| Fair value | $18,169,000 | 355 |
| 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 | $187,420,000 | 731 |
| U.S. Government securities | $178,197,000 | 541 |
| U.S. Treasury securities | $58,000 | 1,173 |
| U.S. Government agency obligations | $178,139,000 | 511 |
| Securities issued by states & political subdivisions | $7,634,000 | 2,783 |
| Other domestic debt securities | $1,587,000 | 1,861 |
| Privately issued residential mortgage-backed securities | $1,587,000 | 850 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,349,000 | 591 |
| Mortgage-backed securities | $111,116,000 | 601 |
| Certificates of participation in pools of residential mortgages | $70,191,000 | 538 |
| Issued or guaranteed by U.S. | $70,191,000 | 532 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $40,925,000 | 632 |
| CMOs issued by government agencies or sponsored agencies | $39,338,000 | 541 |
| Privately issued | $1,587,000 | 808 |
| 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) | $187,420,000 | 637 |
| Total debt securities | $187,418,000 | 718 |
| Structured notes | ||
| Amortized cost | $25,010,000 | 203 |
| Fair value | $25,198,000 | 204 |
| 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 | $143,760,000 | 927 |
| U.S. Government securities | $132,788,000 | 720 |
| U.S. Treasury securities | $57,000 | 1,114 |
| U.S. Government agency obligations | $132,731,000 | 688 |
| Securities issued by states & political subdivisions | $8,123,000 | 2,570 |
| Other domestic debt securities | $2,847,000 | 1,494 |
| Privately issued residential mortgage-backed securities | $2,847,000 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,733,000 | 557 |
| Mortgage-backed securities | $30,108,000 | 1,686 |
| Certificates of participation in pools of residential mortgages | $12,008,000 | 2,202 |
| Issued or guaranteed by U.S. | $12,008,000 | 2,195 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $18,100,000 | 1,026 |
| CMOs issued by government agencies or sponsored agencies | $15,253,000 | 953 |
| Privately issued | $2,847,000 | 703 |
| 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) | $143,760,000 | 816 |
| Total debt securities | $143,758,000 | 916 |
| Structured notes | ||
| Amortized cost | $43,009,000 | 112 |
| Fair value | $43,046,000 | 111 |
| 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 | $95,320,000 | 1,375 |
| U.S. Government securities | $87,313,000 | 1,075 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $87,313,000 | 1,036 |
| Securities issued by states & political subdivisions | $6,453,000 | 2,877 |
| Other domestic debt securities | $1,552,000 | 1,926 |
| Privately issued residential mortgage-backed securities | $1,552,000 | 935 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,000 | 1,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,730,000 | 733 |
| Mortgage-backed securities | $20,158,000 | 2,246 |
| Certificates of participation in pools of residential mortgages | $9,399,000 | 2,614 |
| Issued or guaranteed by U.S. | $9,399,000 | 2,606 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,759,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $9,207,000 | 1,212 |
| Privately issued | $1,552,000 | 896 |
| 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) | $95,320,000 | 1,210 |
| Total debt securities | $95,318,000 | 1,353 |
| Structured notes | ||
| Amortized cost | $25,002,000 | 194 |
| Fair value | $24,963,000 | 196 |
| 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 | $108,182,000 | 1,195 |
| U.S. Government securities | $95,949,000 | 942 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $95,949,000 | 910 |
| Securities issued by states & political subdivisions | $10,677,000 | 2,144 |
| Other domestic debt securities | $1,554,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $1,554,000 | 964 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,000 | 1,613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,382,000 | 766 |
| Mortgage-backed securities | $21,708,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | $10,029,000 | 2,577 |
| Issued or guaranteed by U.S. | $10,029,000 | 2,570 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $11,679,000 | 1,267 |
| CMOs issued by government agencies or sponsored agencies | $10,125,000 | 1,121 |
| Privately issued | $1,554,000 | 928 |
| 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) | $16,000 | 3,226 |
| Available-for-sale securities (fair market value) | $108,166,000 | 1,052 |
| Total debt securities | $108,180,000 | 1,178 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 69 |
| Fair value | $35,933,000 | 66 |
| 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 | $43,093,000 | 2,694 |
| U.S. Government securities | $36,624,000 | 2,273 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $36,624,000 | 2,211 |
| Securities issued by states & political subdivisions | $6,467,000 | 2,892 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $2,000 | 1,661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,212,000 | 2,007 |
| Mortgage-backed securities | $7,271,000 | 3,766 |
| Certificates of participation in pools of residential mortgages | $3,044,000 | 4,211 |
| Issued or guaranteed by U.S. | $3,044,000 | 4,204 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,227,000 | 1,974 |
| CMOs issued by government agencies or sponsored agencies | $4,227,000 | 1,660 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $43,093,000 | 2,390 |
| Total debt securities | $43,091,000 | 2,664 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 385 |
| Fair value | $6,997,000 | 391 |
| 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 | $32,387,000 | 3,274 |
| U.S. Government securities | $25,517,000 | 2,955 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $25,517,000 | 2,890 |
| Securities issued by states & political subdivisions | $6,868,000 | 2,763 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $2,000 | 1,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,314,000 | 1,941 |
| Mortgage-backed securities | $8,738,000 | 3,548 |
| Certificates of participation in pools of residential mortgages | $3,417,000 | 4,139 |
| Issued or guaranteed by U.S. | $3,417,000 | 4,126 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,321,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $5,321,000 | 1,472 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $32,387,000 | 2,925 |
| Total debt securities | $32,385,000 | 3,235 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 744 |
| Fair value | $2,005,000 | 752 |
| 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 | $41,256,000 | 2,714 |
| U.S. Government securities | $33,652,000 | 2,404 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $33,652,000 | 2,354 |
| Securities issued by states & political subdivisions | $7,602,000 | 2,528 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,000 | 1,729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,308,000 | 1,769 |
| Mortgage-backed securities | $10,314,000 | 3,379 |
| Certificates of participation in pools of residential mortgages | $3,856,000 | 4,094 |
| Issued or guaranteed by U.S. | $3,856,000 | 4,084 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,458,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $6,458,000 | 1,334 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $41,256,000 | 2,429 |
| Total debt securities | $41,254,000 | 2,687 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 582 |
| Fair value | $1,997,000 | 635 |
| 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 | $50,228,000 | 2,308 |
| U.S. Government securities | $40,353,000 | 2,071 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $40,353,000 | 2,027 |
| Securities issued by states & political subdivisions | $9,805,000 | 2,109 |
| Other domestic debt securities | $68,000 | 3,160 |
| Privately issued residential mortgage-backed securities | $68,000 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,791,000 | 1,750 |
| Mortgage-backed securities | $11,050,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $4,341,000 | 3,910 |
| Issued or guaranteed by U.S. | $4,341,000 | 3,897 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $6,709,000 | 1,584 |
| CMOs issued by government agencies or sponsored agencies | $6,641,000 | 1,290 |
| Privately issued | $68,000 | 1,441 |
| 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) | $50,228,000 | 2,029 |
| Total debt securities | $50,226,000 | 2,279 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $999,000 | 1,087 |
| 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 | $47,066,000 | 2,385 |
| U.S. Government securities | $36,721,000 | 2,188 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $36,721,000 | 2,144 |
| Securities issued by states & political subdivisions | $10,262,000 | 2,011 |
| Other domestic debt securities | $83,000 | 3,107 |
| Privately issued residential mortgage-backed securities | $83,000 | 1,480 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,635,000 | 1,783 |
| Mortgage-backed securities | $11,306,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $4,581,000 | 3,764 |
| Issued or guaranteed by U.S. | $4,581,000 | 3,752 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,725,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $6,642,000 | 1,228 |
| Privately issued | $83,000 | 1,405 |
| 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) | $47,066,000 | 2,086 |
| Total debt securities | $47,066,000 | 2,352 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $29,341,000 | 3,503 |
| U.S. Government securities | $20,441,000 | 3,486 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $20,441,000 | 3,422 |
| Securities issued by states & political subdivisions | $8,900,000 | 2,265 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,869,000 | 1,968 |
| Mortgage-backed securities | $11,465,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $4,757,000 | 3,716 |
| Issued or guaranteed by U.S. | $4,757,000 | 3,703 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $6,708,000 | 1,521 |
| CMOs issued by government agencies or sponsored agencies | $6,708,000 | 1,225 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $29,341,000 | 3,106 |
| Total debt securities | $29,341,000 | 3,464 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $47,259,000 | 2,421 |
| U.S. Government securities | $38,031,000 | 2,149 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $38,031,000 | 2,115 |
| Securities issued by states & political subdivisions | $9,228,000 | 2,193 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,704,000 | 1,724 |
| Mortgage-backed securities | $12,016,000 | 2,895 |
| Certificates of participation in pools of residential mortgages | $5,245,000 | 3,463 |
| Issued or guaranteed by U.S. | $5,245,000 | 3,448 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,771,000 | 1,480 |
| CMOs issued by government agencies or sponsored agencies | $6,771,000 | 1,204 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $47,259,000 | 2,140 |
| Total debt securities | $47,259,000 | 2,372 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $58,856,000 | 1,985 |
| U.S. Government securities | $49,138,000 | 1,702 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $49,138,000 | 1,667 |
| Securities issued by states & political subdivisions | $9,718,000 | 2,116 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,942,000 | 1,646 |
| Mortgage-backed securities | $4,335,000 | 4,026 |
| Certificates of participation in pools of residential mortgages | $165,000 | 5,747 |
| Issued or guaranteed by U.S. | $165,000 | 5,728 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,170,000 | 1,738 |
| CMOs issued by government agencies or sponsored agencies | $4,170,000 | 1,463 |
| 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) | $58,856,000 | 1,723 |
| Total debt securities | $58,856,000 | 1,936 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $47,926,000 | 2,380 |
| U.S. Government securities | $38,259,000 | 2,146 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $38,259,000 | 2,101 |
| Securities issued by states & political subdivisions | $9,667,000 | 2,083 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,495,000 | 1,634 |
| Mortgage-backed securities | $4,410,000 | 3,861 |
| Certificates of participation in pools of residential mortgages | $213,000 | 5,616 |
| Issued or guaranteed by U.S. | $213,000 | 5,594 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,197,000 | 1,691 |
| CMOs issued by government agencies or sponsored agencies | $4,197,000 | 1,419 |
| 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) | $47,926,000 | 2,063 |
| Total debt securities | $47,926,000 | 2,336 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $41,253,000 | 2,703 |
| U.S. Government securities | $31,754,000 | 2,561 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $31,754,000 | 2,492 |
| Securities issued by states & political subdivisions | $9,499,000 | 2,097 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,292,000 | 2,005 |
| Mortgage-backed securities | $4,450,000 | 3,796 |
| Certificates of participation in pools of residential mortgages | $231,000 | 5,597 |
| Issued or guaranteed by U.S. | $231,000 | 5,576 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,219,000 | 1,662 |
| CMOs issued by government agencies or sponsored agencies | $4,219,000 | 1,399 |
| 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) | $41,253,000 | 2,357 |
| Total debt securities | $41,253,000 | 2,659 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $38,950,000 | 2,844 |
| U.S. Government securities | $29,183,000 | 2,754 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $29,183,000 | 2,687 |
| Securities issued by states & political subdivisions | $9,767,000 | 2,046 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,178,000 | 1,878 |
| Mortgage-backed securities | $4,503,000 | 3,764 |
| Certificates of participation in pools of residential mortgages | $255,000 | 5,570 |
| Issued or guaranteed by U.S. | $255,000 | 5,547 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,248,000 | 1,637 |
| CMOs issued by government agencies or sponsored agencies | $4,248,000 | 1,379 |
| 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) | $38,950,000 | 2,476 |
| Total debt securities | $38,950,000 | 2,802 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $36,557,000 | 3,029 |
| U.S. Government securities | $26,291,000 | 3,034 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $26,291,000 | 2,951 |
| Securities issued by states & political subdivisions | $10,266,000 | 1,956 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,310,000 | 1,941 |
| Mortgage-backed securities | $4,519,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $267,000 | 5,565 |
| Issued or guaranteed by U.S. | $267,000 | 5,543 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,252,000 | 1,643 |
| CMOs issued by government agencies or sponsored agencies | $4,252,000 | 1,399 |
| 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) | $36,557,000 | 2,623 |
| Total debt securities | $36,557,000 | 2,978 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $29,422,000 | 3,541 |
| U.S. Government securities | $18,897,000 | 3,918 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $18,897,000 | 3,810 |
| Securities issued by states & political subdivisions | $10,525,000 | 1,908 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,177,000 | 1,735 |
| Mortgage-backed securities | $4,569,000 | 3,754 |
| Certificates of participation in pools of residential mortgages | $290,000 | 5,553 |
| Issued or guaranteed by U.S. | $290,000 | 5,526 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,279,000 | 1,600 |
| CMOs issued by government agencies or sponsored agencies | $4,279,000 | 1,367 |
| 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) | $29,422,000 | 3,074 |
| Total debt securities | $29,422,000 | 3,488 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $31,329,000 | 3,381 |
| U.S. Government securities | $20,857,000 | 3,651 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,857,000 | 3,536 |
| Securities issued by states & political subdivisions | $10,472,000 | 1,870 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,763,000 | 1,679 |
| Mortgage-backed securities | $4,639,000 | 3,713 |
| Certificates of participation in pools of residential mortgages | $302,000 | 5,572 |
| Issued or guaranteed by U.S. | $302,000 | 5,547 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,337,000 | 1,567 |
| CMOs issued by government agencies or sponsored agencies | $4,337,000 | 1,352 |
| 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) | $31,329,000 | 2,937 |
| Total debt securities | $31,329,000 | 3,340 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $33,058,000 | 3,303 |
| U.S. Government securities | $21,503,000 | 3,603 |
| U.S. Treasury securities | $200,000 | 1,589 |
| U.S. Government agency obligations | $21,303,000 | 3,517 |
| Securities issued by states & political subdivisions | $10,556,000 | 1,865 |
| Other domestic debt securities | $999,000 | 2,024 |
| 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 | $999,000 | 1,518 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,069,000 | 1,724 |
| Mortgage-backed securities | $5,074,000 | 3,629 |
| Certificates of participation in pools of residential mortgages | $613,000 | 5,218 |
| Issued or guaranteed by U.S. | $613,000 | 5,200 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,461,000 | 1,561 |
| CMOs issued by government agencies or sponsored agencies | $4,461,000 | 1,342 |
| 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) | $33,058,000 | 2,851 |
| Total debt securities | $33,058,000 | 3,248 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $27,296,000 | 3,816 |
| U.S. Government securities | $20,150,000 | 3,770 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $20,150,000 | 3,641 |
| Securities issued by states & political subdivisions | $7,146,000 | 2,492 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,816,000 | 2,240 |
| Mortgage-backed securities | $2,884,000 | 4,383 |
| Certificates of participation in pools of residential mortgages | $537,000 | 5,326 |
| Issued or guaranteed by U.S. | $537,000 | 5,305 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,347,000 | 1,973 |
| CMOs issued by government agencies or sponsored agencies | $2,347,000 | 1,730 |
| 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) | $27,296,000 | 3,305 |
| Total debt securities | $27,296,000 | 3,762 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $22,564,000 | 4,270 |
| U.S. Government securities | $14,983,000 | 4,496 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,983,000 | 4,366 |
| Securities issued by states & political subdivisions | $7,581,000 | 2,376 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,141,000 | 2,472 |
| Mortgage-backed securities | $3,099,000 | 4,358 |
| Certificates of participation in pools of residential mortgages | $572,000 | 5,328 |
| Issued or guaranteed by U.S. | $572,000 | 5,309 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,527,000 | 1,934 |
| CMOs issued by government agencies or sponsored agencies | $2,527,000 | 1,695 |
| 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) | $22,564,000 | 3,692 |
| Total debt securities | $22,564,000 | 4,216 |
| 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 | $24,916,000 | 4,048 |
| U.S. Government securities | $17,202,000 | 4,210 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $17,202,000 | 4,073 |
| Securities issued by states & political subdivisions | $7,714,000 | 2,328 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,425,000 | 2,321 |
| Mortgage-backed securities | $4,250,000 | 4,017 |
| Certificates of participation in pools of residential mortgages | $622,000 | 5,328 |
| Issued or guaranteed by U.S. | $622,000 | 5,305 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,628,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $3,628,000 | 1,510 |
| 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) | $24,916,000 | 3,505 |
| Total debt securities | $24,916,000 | 3,992 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $19,805,000 | 4,737 |
| U.S. Government securities | $12,238,000 | 5,165 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,238,000 | 5,016 |
| Securities issued by states & political subdivisions | $7,567,000 | 2,368 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,660,000 | 2,524 |
| Mortgage-backed securities | $5,214,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $564,000 | 5,466 |
| Issued or guaranteed by U.S. | $564,000 | 5,447 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,650,000 | 1,599 |
| CMOs issued by government agencies or sponsored agencies | $4,650,000 | 1,395 |
| 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) | $19,805,000 | 4,114 |
| Total debt securities | $19,805,000 | 4,681 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $31,942,000 | 3,466 |
| U.S. Government securities | $22,601,000 | 3,561 |
| U.S. Treasury securities | $503,000 | 1,583 |
| U.S. Government agency obligations | $22,098,000 | 3,489 |
| Securities issued by states & political subdivisions | $9,341,000 | 2,060 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,525,000 | 2,405 |
| Mortgage-backed securities | $8,492,000 | 3,182 |
| Certificates of participation in pools of residential mortgages | $624,000 | 5,450 |
| Issued or guaranteed by U.S. | $624,000 | 5,431 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $7,868,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $7,868,000 | 1,080 |
| 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) | $31,942,000 | 2,987 |
| Total debt securities | $31,942,000 | 3,410 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $13,583,000 | 5,785 |
| U.S. Government securities | $7,725,000 | 6,295 |
| U.S. Treasury securities | $511,000 | 1,557 |
| U.S. Government agency obligations | $7,214,000 | 6,281 |
| Securities issued by states & political subdivisions | $5,858,000 | 2,812 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,841,000 | 4,052 |
| Mortgage-backed securities | $4,051,000 | 4,256 |
| Certificates of participation in pools of residential mortgages | $579,000 | 5,525 |
| Issued or guaranteed by U.S. | $579,000 | 5,508 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,472,000 | 1,807 |
| CMOs issued by government agencies or sponsored agencies | $3,472,000 | 1,608 |
| 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) | $13,583,000 | 5,064 |
| Total debt securities | $13,583,000 | 5,714 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $17,091,000 | 5,242 |
| U.S. Government securities | $9,281,000 | 5,948 |
| U.S. Treasury securities | $518,000 | 1,635 |
| U.S. Government agency obligations | $8,763,000 | 5,926 |
| Securities issued by states & political subdivisions | $5,810,000 | 2,806 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,000,000 | 959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,502,000 | 3,185 |
| Mortgage-backed securities | $5,092,000 | 3,983 |
| Certificates of participation in pools of residential mortgages | $686,000 | 5,488 |
| Issued or guaranteed by U.S. | $686,000 | 5,471 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,406,000 | 1,645 |
| CMOs issued by government agencies or sponsored agencies | $4,406,000 | 1,453 |
| 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) | $17,091,000 | 4,578 |
| Total debt securities | $15,091,000 | 5,487 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $17,546,000 | 5,123 |
| U.S. Government securities | $11,577,000 | 5,360 |
| U.S. Treasury securities | $528,000 | 1,610 |
| U.S. Government agency obligations | $11,049,000 | 5,356 |
| Securities issued by states & political subdivisions | $5,969,000 | 2,774 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,809,000 | 3,104 |
| Mortgage-backed securities | $7,310,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $772,000 | 5,449 |
| Issued or guaranteed by U.S. | $772,000 | 5,431 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,538,000 | 1,422 |
| CMOs issued by government agencies or sponsored agencies | $6,538,000 | 1,264 |
| 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) | $17,546,000 | 4,494 |
| Total debt securities | $17,546,000 | 5,046 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $22,715,000 | 4,470 |
| U.S. Government securities | $13,356,000 | 4,999 |
| U.S. Treasury securities | $534,000 | 1,711 |
| U.S. Government agency obligations | $12,822,000 | 4,973 |
| Securities issued by states & political subdivisions | $5,959,000 | 2,802 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $3,400,000 | 786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,164,000 | 2,960 |
| Mortgage-backed securities | $7,072,000 | 3,536 |
| Certificates of participation in pools of residential mortgages | $885,000 | 5,375 |
| Issued or guaranteed by U.S. | $885,000 | 5,353 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,187,000 | 1,431 |
| CMOs issued by government agencies or sponsored agencies | $6,187,000 | 1,344 |
| 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) | $22,715,000 | 3,875 |
| Total debt securities | $19,315,000 | 4,827 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $18,129,000 | 5,009 |
| U.S. Government securities | $10,515,000 | 5,492 |
| U.S. Treasury securities | $542,000 | 1,755 |
| U.S. Government agency obligations | $9,973,000 | 5,466 |
| Securities issued by states & political subdivisions | $6,214,000 | 2,726 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,400,000 | 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 | $10,787,000 | 2,946 |
| Mortgage-backed securities | $6,689,000 | 3,594 |
| Certificates of participation in pools of residential mortgages | $978,000 | 5,309 |
| Issued or guaranteed by U.S. | $978,000 | 5,284 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,711,000 | 1,521 |
| CMOs issued by government agencies or sponsored agencies | $5,711,000 | 1,414 |
| 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) | $18,129,000 | 4,381 |
| Total debt securities | $16,729,000 | 5,152 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $17,484,000 | 5,056 |
| U.S. Government securities | $11,181,000 | 5,267 |
| U.S. Treasury securities | $551,000 | 1,770 |
| U.S. Government agency obligations | $10,630,000 | 5,244 |
| Securities issued by states & political subdivisions | $6,303,000 | 2,661 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,583,000 | 2,934 |
| Mortgage-backed securities | $6,792,000 | 3,672 |
| Certificates of participation in pools of residential mortgages | $1,172,000 | 5,200 |
| Issued or guaranteed by U.S. | $1,172,000 | 5,180 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,620,000 | 1,645 |
| CMOs issued by government agencies or sponsored agencies | $5,620,000 | 1,539 |
| 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) | $17,484,000 | 4,411 |
| Total debt securities | $17,484,000 | 4,960 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $18,959,000 | 4,822 |
| U.S. Government securities | $12,692,000 | 4,946 |
| U.S. Treasury securities | $554,000 | 1,799 |
| U.S. Government agency obligations | $12,138,000 | 4,888 |
| Securities issued by states & political subdivisions | $6,267,000 | 2,592 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,108,000 | 2,862 |
| Mortgage-backed securities | $7,384,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $1,485,000 | 4,979 |
| Issued or guaranteed by U.S. | $1,485,000 | 4,964 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,899,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $5,899,000 | 1,560 |
| 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) | $18,959,000 | 4,180 |
| Total debt securities | $18,959,000 | 4,722 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $27,193,000 | 3,762 |
| U.S. Government securities | $12,414,000 | 4,993 |
| U.S. Treasury securities | $560,000 | 1,894 |
| U.S. Government agency obligations | $11,854,000 | 4,960 |
| Securities issued by states & political subdivisions | $6,479,000 | 2,520 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $8,300,000 | 501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,027,000 | 2,180 |
| Mortgage-backed securities | $2,105,000 | 5,260 |
| Certificates of participation in pools of residential mortgages | $1,703,000 | 4,829 |
| Issued or guaranteed by U.S. | $1,703,000 | 4,812 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $402,000 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $402,000 | 3,559 |
| 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) | $27,193,000 | 3,225 |
| Total debt securities | $18,893,000 | 4,719 |
| 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 | $24,424,000 | 3,936 |
| U.S. Government securities | $11,744,000 | 5,063 |
| U.S. Treasury securities | $503,000 | 2,562 |
| U.S. Government agency obligations | $11,241,000 | 4,979 |
| Securities issued by states & political subdivisions | $6,680,000 | 2,371 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $6,000,000 | 593 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,314,000 | 2,583 |
| Mortgage-backed securities | $4,450,000 | 4,156 |
| Certificates of participation in pools of residential mortgages | $2,448,000 | 4,195 |
| Issued or guaranteed by U.S. | $2,448,000 | 4,179 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,002,000 | 2,728 |
| CMOs issued by government agencies or sponsored agencies | $2,002,000 | 2,568 |
| 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) | $24,424,000 | 3,329 |
| Total debt securities | $18,424,000 | 4,680 |
| 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 | $18,853,000 | 4,841 |
| U.S. Government securities | $11,778,000 | 5,319 |
| U.S. Treasury securities | $1,006,000 | 2,641 |
| U.S. Government agency obligations | $10,772,000 | 5,287 |
| Securities issued by states & political subdivisions | $6,757,000 | 2,261 |
| Other domestic debt securities | $1,000 | 3,982 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,534 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $317,000 | 4,845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,073,000 | 2,630 |
| Mortgage-backed securities | $2,006,000 | 4,774 |
| Certificates of participation in pools of residential mortgages | $2,005,000 | 3,970 |
| Issued or guaranteed by U.S. | $2,005,000 | 3,948 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,000 | 4,293 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $1,000 | 1,338 |
| 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) | $18,853,000 | 3,971 |
| Total debt securities | $18,536,000 | 4,765 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $20,794,000 | 4,717 |
| U.S. Government securities | $15,592,000 | 4,655 |
| U.S. Treasury securities | $2,030,000 | 2,623 |
| U.S. Government agency obligations | $13,562,000 | 4,619 |
| Securities issued by states & political subdivisions | $4,871,000 | 2,964 |
| Other domestic debt securities | $14,000 | 3,829 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,482 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $317,000 | 4,731 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,918,000 | 2,224 |
| Mortgage-backed securities | $2,350,000 | 4,857 |
| Certificates of participation in pools of residential mortgages | $2,325,000 | 3,986 |
| Issued or guaranteed by U.S. | $2,325,000 | 3,969 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $25,000 | 4,422 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 4,237 |
| Privately issued | $14,000 | 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 | 6,120 |
| Available-for-sale securities (fair market value) | $20,794,000 | 3,784 |
| Total debt securities | $20,477,000 | 4,641 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $25,057,000 | 4,158 |
| U.S. Government securities | $15,871,000 | 4,606 |
| U.S. Treasury securities | $3,683,000 | 2,758 |
| U.S. Government agency obligations | $12,188,000 | 4,687 |
| Securities issued by states & political subdivisions | $4,839,000 | 3,033 |
| Other domestic debt securities | $50,000 | 3,643 |
| Privately issued residential mortgage-backed securities | $50,000 | 1,358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $4,297,000 | 934 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,268,000 | 2,128 |
| Mortgage-backed securities | $4,231,000 | 4,152 |
| Certificates of participation in pools of residential mortgages | $3,573,000 | 3,534 |
| Issued or guaranteed by U.S. | $3,573,000 | 3,517 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $658,000 | 3,613 |
| CMOs issued by government agencies or sponsored agencies | $608,000 | 3,493 |
| Privately issued | $50,000 | 1,160 |
| 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) | $25,057,000 | 3,219 |
| Total debt securities | $20,760,000 | 4,607 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $19,632,000 | 4,982 |
| U.S. Government securities | $14,467,000 | 5,180 |
| U.S. Treasury securities | $6,435,000 | 2,636 |
| U.S. Government agency obligations | $8,032,000 | 5,956 |
| Securities issued by states & political subdivisions | $4,072,000 | 3,174 |
| Other domestic debt securities | $628,000 | 2,150 |
| 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 | $628,000 | 1,704 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $465,000 | 3,786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,718,000 | 2,530 |
| Mortgage-backed securities | $5,921,000 | 3,540 |
| Certificates of participation in pools of residential mortgages | $4,504,000 | 3,069 |
| Issued or guaranteed by U.S. | $4,504,000 | 3,055 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,417,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $1,417,000 | 2,953 |
| 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) | $2,576,000 | 5,274 |
| Available-for-sale securities (fair market value) | $17,056,000 | 4,078 |
| Total debt securities | $19,167,000 | 4,953 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $22,508,000 | 4,894 |
| U.S. Government securities | $13,848,000 | 5,790 |
| U.S. Treasury securities | $4,974,000 | 3,851 |
| U.S. Government agency obligations | $8,874,000 | 5,887 |
| Securities issued by states & political subdivisions | $4,758,000 | 2,933 |
| Other domestic debt securities | $725,000 | 2,364 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,918 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $702,000 | 1,813 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $3,177,000 | 1,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,354,000 | 2,310 |
| Mortgage-backed securities | $7,243,000 | 3,499 |
| Certificates of participation in pools of residential mortgages | $5,322,000 | 3,096 |
| Issued or guaranteed by U.S. | $5,322,000 | 3,072 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,921,000 | 3,133 |
| CMOs issued by government agencies or sponsored agencies | $1,898,000 | 3,021 |
| Privately issued | $23,000 | 1,625 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,071,000 | 5,622 |
| Available-for-sale securities (fair market value) | $19,437,000 | 3,911 |
| Total debt securities | $19,331,000 | 5,319 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $20,668,000 | 5,427 |
| U.S. Government securities | $14,149,000 | 5,928 |
| U.S. Treasury securities | $2,755,000 | 6,292 |
| U.S. Government agency obligations | $11,394,000 | 5,048 |
| Securities issued by states & political subdivisions | $4,977,000 | 2,810 |
| Other domestic debt securities | $694,000 | 2,858 |
| Privately issued residential mortgage-backed securities | $207,000 | 1,576 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $487,000 | 2,576 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $848,000 | 2,422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,830,000 | 3,230 |
| Mortgage-backed securities | $9,087,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $6,981,000 | 2,713 |
| Issued or guaranteed by U.S. | $6,981,000 | 2,690 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,106,000 | 3,350 |
| CMOs issued by government agencies or sponsored agencies | $1,899,000 | 3,380 |
| Privately issued | $207,000 | 1,289 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,052,000 | 5,982 |
| Available-for-sale securities (fair market value) | $17,616,000 | 4,377 |
| Total debt securities | $19,820,000 | 5,479 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $25,892,000 | 4,841 |
| U.S. Government securities | $18,821,000 | 5,170 |
| U.S. Treasury securities | $4,996,000 | 5,520 |
| U.S. Government agency obligations | $13,825,000 | 4,263 |
| Securities issued by states & political subdivisions | $4,942,000 | 2,968 |
| Other domestic debt securities | $1,788,000 | 2,155 |
| Privately issued residential mortgage-backed securities | $418,000 | 1,401 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,370,000 | 1,905 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $341,000 | 3,808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,620,000 | 2,805 |
| Mortgage-backed securities | $10,308,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $8,081,000 | 2,574 |
| Issued or guaranteed by U.S. | $8,081,000 | 2,563 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,227,000 | 3,475 |
| CMOs issued by government agencies or sponsored agencies | $1,809,000 | 3,642 |
| Privately issued | $418,000 | 1,146 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,014,000 | 8,603 |
| Available-for-sale securities (fair market value) | $21,878,000 | 2,583 |
| Total debt securities | $25,551,000 | 4,804 |
| 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 | $38,424,000 | 3,601 |
| U.S. Government securities | $29,832,000 | 3,609 |
| U.S. Treasury securities | $8,953,000 | 3,858 |
| U.S. Government agency obligations | $20,879,000 | 3,186 |
| Securities issued by states & political subdivisions | $5,140,000 | 2,945 |
| Other domestic debt securities | $3,111,000 | 1,843 |
| Privately issued residential mortgage-backed securities | $1,148,000 | 1,135 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,963,000 | 1,844 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $341,000 | 3,673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,021,000 | 1,725 |
| Mortgage-backed securities | $13,909,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | $11,740,000 | 2,243 |
| Issued or guaranteed by U.S. | $11,740,000 | 2,213 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,169,000 | 3,914 |
| CMOs issued by government agencies or sponsored agencies | $1,021,000 | 4,687 |
| Privately issued | $1,148,000 | 859 |
| 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 | $38,083,000 | 3,553 |
| 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 | $50,294,000 | 2,719 |
| U.S. Government securities | $39,938,000 | 2,687 |
| U.S. Treasury securities | $10,190,000 | 3,443 |
| U.S. Government agency obligations | $29,748,000 | 2,274 |
| Securities issued by states & political subdivisions | $1,979,000 | 5,059 |
| Other domestic debt securities | $5,877,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $4,322,000 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,555,000 | 2,353 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $2,500,000 | 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 | $12,637,000 | 2,193 |
| Mortgage-backed securities | $22,798,000 | 2,087 |
| Certificates of participation in pools of residential mortgages | $18,476,000 | 1,621 |
| Issued or guaranteed by U.S. | $18,476,000 | 1,586 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,322,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $4,322,000 | 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $47,794,000 | 2,779 |
| 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 |