Home > Republic Bank of Chicago > Securities
Republic Bank of Chicago, Securities
| 2023-12-31 | Rank | |
| Total securities | $516,243,000 | 427 |
| U.S. Government securities | $322,243,000 | 436 |
| U.S. Treasury securities | $117,789,000 | 229 |
| U.S. Government agency obligations | $204,454,000 | 570 |
| Securities issued by states & political subdivisions | $35,004,000 | 1,221 |
| Other domestic debt securities | $159,005,000 | 189 |
| Privately issued residential mortgage-backed securities | $79,454,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,653,000 | 116 |
| Structured financial products - Total | $18,347,000 | 189 |
| Other domestic debt securities - All other | $28,551,000 | 309 |
| 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 | $214,506,000 | 490 |
| Mortgage-backed securities | $191,916,000 | 468 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $61,102,000 | 723 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $31,347,000 | 539 |
| Privately issued | $79,454,000 | 73 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $20,013,000 | 326 |
| Held to maturity securities (book value) | $34,039,000 | 656 |
| Available-for-sale securities (fair market value) | $482,213,000 | 361 |
| Total debt securities | $516,252,000 | 419 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $622,111,000 | 354 |
| U.S. Government securities | $421,741,000 | 342 |
| U.S. Treasury securities | $195,638,000 | 156 |
| U.S. Government agency obligations | $226,103,000 | 527 |
| Securities issued by states & political subdivisions | $38,135,000 | 1,104 |
| Other domestic debt securities | $162,249,000 | 192 |
| Privately issued residential mortgage-backed securities | $79,646,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,838,000 | 113 |
| Structured financial products - Total | $21,275,000 | 177 |
| Other domestic debt securities - All other | $27,490,000 | 320 |
| 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 | $287,047,000 | 369 |
| Mortgage-backed securities | $189,702,000 | 470 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $59,021,000 | 733 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $31,760,000 | 525 |
| Privately issued | $79,646,000 | 70 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $19,275,000 | 347 |
| Held to maturity securities (book value) | $109,063,000 | 371 |
| Available-for-sale securities (fair market value) | $513,062,000 | 339 |
| Total debt securities | $622,125,000 | 345 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $661,725,000 | 336 |
| U.S. Government securities | $476,429,000 | 316 |
| U.S. Treasury securities | $214,090,000 | 149 |
| U.S. Government agency obligations | $262,339,000 | 476 |
| Securities issued by states & political subdivisions | $38,658,000 | 1,148 |
| Other domestic debt securities | $146,669,000 | 199 |
| Privately issued residential mortgage-backed securities | $84,825,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $34,504,000 | 107 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $27,340,000 | 317 |
| 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 | $294,496,000 | 361 |
| Mortgage-backed securities | $229,943,000 | 419 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $63,196,000 | 713 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $34,101,000 | 509 |
| Privately issued | $84,825,000 | 67 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,664,000 | 615 |
| Other commercial mortgage-backed securities | $42,157,000 | 211 |
| Held to maturity securities (book value) | $109,086,000 | 367 |
| Available-for-sale securities (fair market value) | $552,670,000 | 325 |
| Total debt securities | $661,756,000 | 330 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $675,719,000 | 349 |
| U.S. Government securities | $484,499,000 | 325 |
| U.S. Treasury securities | $229,196,000 | 143 |
| U.S. Government agency obligations | $255,303,000 | 484 |
| Securities issued by states & political subdivisions | $38,679,000 | 1,185 |
| Other domestic debt securities | $152,568,000 | 203 |
| Privately issued residential mortgage-backed securities | $89,470,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,417,000 | 112 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $27,681,000 | 336 |
| 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 | $297,296,000 | 350 |
| Mortgage-backed securities | $241,679,000 | 432 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $64,970,000 | 728 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $35,637,000 | 518 |
| Privately issued | $89,470,000 | 69 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,819,000 | 641 |
| Other commercial mortgage-backed securities | $45,783,000 | 205 |
| Held to maturity securities (book value) | $94,107,000 | 418 |
| Available-for-sale securities (fair market value) | $581,639,000 | 332 |
| Total debt securities | $675,746,000 | 341 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $681,405,000 | 356 |
| U.S. Government securities | $460,749,000 | 348 |
| U.S. Treasury securities | $227,385,000 | 155 |
| U.S. Government agency obligations | $233,364,000 | 520 |
| Securities issued by states & political subdivisions | $36,690,000 | 1,273 |
| Other domestic debt securities | $183,966,000 | 183 |
| Privately issued residential mortgage-backed securities | $92,064,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $37,119,000 | 112 |
| Structured financial products - Total | $24,964,000 | 163 |
| Other domestic debt securities - All other | $29,819,000 | 329 |
| 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 | $33,000,000 | 1,646 |
| Mortgage-backed securities | $222,112,000 | 458 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $65,904,000 | 730 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $36,370,000 | 519 |
| Privately issued | $92,064,000 | 68 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,184,000 | 623 |
| Other commercial mortgage-backed securities | $21,590,000 | 331 |
| Held to maturity securities (book value) | $94,130,000 | 427 |
| Available-for-sale securities (fair market value) | $587,275,000 | 335 |
| Total debt securities | $681,404,000 | 350 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $600,576,000 | 400 |
| U.S. Government securities | $407,675,000 | 389 |
| U.S. Treasury securities | $226,638,000 | 158 |
| U.S. Government agency obligations | $181,037,000 | 630 |
| Securities issued by states & political subdivisions | $26,264,000 | 1,648 |
| Other domestic debt securities | $166,637,000 | 196 |
| Privately issued residential mortgage-backed securities | $96,074,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $41,433,000 | 103 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $29,130,000 | 333 |
| 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 | $32,065,000 | 1,614 |
| Mortgage-backed securities | $248,800,000 | 427 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $57,438,000 | 812 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $37,775,000 | 516 |
| Privately issued | $96,074,000 | 69 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,703,000 | 604 |
| Other commercial mortgage-backed securities | $50,810,000 | 214 |
| Held to maturity securities (book value) | $17,377,000 | 880 |
| Available-for-sale securities (fair market value) | $583,199,000 | 340 |
| Total debt securities | $600,576,000 | 394 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $571,990,000 | 424 |
| U.S. Government securities | $363,015,000 | 448 |
| U.S. Treasury securities | $171,491,000 | 185 |
| U.S. Government agency obligations | $191,524,000 | 620 |
| Securities issued by states & political subdivisions | $26,965,000 | 1,669 |
| Other domestic debt securities | $181,060,000 | 169 |
| Privately issued residential mortgage-backed securities | $105,485,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $45,102,000 | 100 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $30,473,000 | 329 |
| Foreign debt securities | $950,000 | 206 |
| 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 | $33,632,000 | 1,550 |
| Mortgage-backed securities | $271,972,000 | 421 |
| Certificates of participation in pools of residential mortgages | $62,443,000 | 809 |
| Issued or guaranteed by U.S. | $62,443,000 | 795 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $146,411,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $40,926,000 | 489 |
| Privately issued | $105,485,000 | 67 |
| Commercial mortgage-backed securities | $63,118,000 | 305 |
| Commercial mortgage pass-through securities | $8,036,000 | 551 |
| Other commercial mortgage-backed securities | $55,082,000 | 233 |
| Held to maturity securities (book value) | $17,400,000 | 804 |
| Available-for-sale securities (fair market value) | $554,590,000 | 362 |
| Total debt securities | $571,990,000 | 418 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $524,165,000 | 450 |
| U.S. Government securities | $341,427,000 | 473 |
| U.S. Treasury securities | $133,481,000 | 210 |
| U.S. Government agency obligations | $207,946,000 | 589 |
| Securities issued by states & political subdivisions | $26,556,000 | 1,705 |
| Other domestic debt securities | $153,278,000 | 184 |
| Privately issued residential mortgage-backed securities | $82,969,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,084,000 | 99 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $23,225,000 | 393 |
| Foreign debt securities | $2,904,000 | 124 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,334,000 | 1,440 |
| Mortgage-backed securities | $264,064,000 | 426 |
| Certificates of participation in pools of residential mortgages | $67,784,000 | 768 |
| Issued or guaranteed by U.S. | $67,784,000 | 757 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $127,451,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $44,482,000 | 462 |
| Privately issued | $82,969,000 | 76 |
| Commercial mortgage-backed securities | $68,829,000 | 297 |
| Commercial mortgage pass-through securities | $8,571,000 | 535 |
| Other commercial mortgage-backed securities | $60,258,000 | 228 |
| Held to maturity securities (book value) | $17,553,000 | 719 |
| Available-for-sale securities (fair market value) | $506,612,000 | 403 |
| Total debt securities | $524,165,000 | 442 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $456,646,000 | 499 |
| U.S. Government securities | $338,804,000 | 454 |
| U.S. Treasury securities | $107,576,000 | 180 |
| U.S. Government agency obligations | $231,228,000 | 535 |
| Securities issued by states & political subdivisions | $25,199,000 | 1,798 |
| Other domestic debt securities | $88,227,000 | 265 |
| Privately issued residential mortgage-backed securities | $5,987,000 | 288 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $48,628,000 | 103 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $33,612,000 | 277 |
| Foreign debt securities | $4,416,000 | 97 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,095,000 | 1,437 |
| Mortgage-backed securities | $207,966,000 | 501 |
| Certificates of participation in pools of residential mortgages | $76,289,000 | 706 |
| Issued or guaranteed by U.S. | $76,289,000 | 694 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $55,477,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $49,490,000 | 427 |
| Privately issued | $5,987,000 | 199 |
| Commercial mortgage-backed securities | $76,200,000 | 274 |
| Commercial mortgage pass-through securities | $9,101,000 | 516 |
| Other commercial mortgage-backed securities | $67,099,000 | 209 |
| Held to maturity securities (book value) | $17,878,000 | 620 |
| Available-for-sale securities (fair market value) | $438,768,000 | 452 |
| Total debt securities | $456,646,000 | 487 |
| 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 | $472,800,000 | 463 |
| U.S. Government securities | $310,918,000 | 460 |
| U.S. Treasury securities | $83,135,000 | 175 |
| U.S. Government agency obligations | $227,783,000 | 520 |
| Securities issued by states & political subdivisions | $77,416,000 | 715 |
| Other domestic debt securities | $80,029,000 | 269 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,240,000 | 112 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $35,789,000 | 256 |
| Foreign debt securities | $4,437,000 | 93 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,893,000 | 663 |
| Mortgage-backed securities | $194,486,000 | 512 |
| Certificates of participation in pools of residential mortgages | $76,575,000 | 678 |
| Issued or guaranteed by U.S. | $76,575,000 | 667 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $32,723,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $32,723,000 | 557 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $85,188,000 | 256 |
| Commercial mortgage pass-through securities | $9,351,000 | 503 |
| Other commercial mortgage-backed securities | $75,837,000 | 194 |
| Held to maturity securities (book value) | $18,570,000 | 590 |
| Available-for-sale securities (fair market value) | $454,230,000 | 428 |
| Total debt securities | $472,800,000 | 454 |
| 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 | $371,142,000 | 534 |
| U.S. Government securities | $221,067,000 | 554 |
| U.S. Treasury securities | $21,053,000 | 470 |
| U.S. Government agency obligations | $200,014,000 | 555 |
| Securities issued by states & political subdivisions | $71,586,000 | 742 |
| Other domestic debt securities | $72,534,000 | 267 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,733,000 | 124 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $36,801,000 | 237 |
| Foreign debt securities | $5,955,000 | 82 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,597,000 | 698 |
| Mortgage-backed securities | $180,237,000 | 515 |
| Certificates of participation in pools of residential mortgages | $65,435,000 | 738 |
| Issued or guaranteed by U.S. | $65,435,000 | 723 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $24,137,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $24,137,000 | 638 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $90,665,000 | 236 |
| Commercial mortgage pass-through securities | $10,255,000 | 469 |
| Other commercial mortgage-backed securities | $80,410,000 | 179 |
| Held to maturity securities (book value) | $18,660,000 | 554 |
| Available-for-sale securities (fair market value) | $352,482,000 | 513 |
| Total debt securities | $371,142,000 | 527 |
| 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 | $298,926,000 | 614 |
| U.S. Government securities | $161,611,000 | 661 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $161,611,000 | 617 |
| Securities issued by states & political subdivisions | $63,726,000 | 784 |
| Other domestic debt securities | $67,617,000 | 259 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $31,736,000 | 136 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $35,881,000 | 224 |
| Foreign debt securities | $5,972,000 | 83 |
| 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 | $109,196,000 | 574 |
| Mortgage-backed securities | $120,380,000 | 661 |
| Certificates of participation in pools of residential mortgages | $55,541,000 | 791 |
| Issued or guaranteed by U.S. | $55,541,000 | 771 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,158,000 | 1,963 |
| CMOs issued by government agencies or sponsored agencies | $2,158,000 | 1,911 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $62,681,000 | 288 |
| Commercial mortgage pass-through securities | $15,957,000 | 339 |
| Other commercial mortgage-backed securities | $46,724,000 | 235 |
| Held to maturity securities (book value) | $19,207,000 | 512 |
| Available-for-sale securities (fair market value) | $279,719,000 | 593 |
| Total debt securities | $298,926,000 | 604 |
| 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 | $267,343,000 | 614 |
| U.S. Government securities | $145,218,000 | 651 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $145,218,000 | 616 |
| Securities issued by states & political subdivisions | $61,588,000 | 784 |
| Other domestic debt securities | $53,848,000 | 284 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,896,000 | 175 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $34,952,000 | 219 |
| Foreign debt securities | $6,689,000 | 76 |
| 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 | $113,566,000 | 534 |
| Mortgage-backed securities | $111,338,000 | 648 |
| Certificates of participation in pools of residential mortgages | $53,627,000 | 740 |
| Issued or guaranteed by U.S. | $53,627,000 | 728 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,357,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $2,357,000 | 1,899 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $55,354,000 | 285 |
| Commercial mortgage pass-through securities | $17,182,000 | 301 |
| Other commercial mortgage-backed securities | $38,172,000 | 243 |
| Held to maturity securities (book value) | $19,564,000 | 487 |
| Available-for-sale securities (fair market value) | $247,779,000 | 603 |
| Total debt securities | $267,343,000 | 604 |
| 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 | $267,280,000 | 578 |
| U.S. Government securities | $158,091,000 | 565 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $158,091,000 | 539 |
| Securities issued by states & political subdivisions | $49,823,000 | 852 |
| Other domestic debt securities | $53,728,000 | 280 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,801,000 | 165 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $34,927,000 | 206 |
| Foreign debt securities | $5,638,000 | 81 |
| 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 | $118,558,000 | 509 |
| Mortgage-backed securities | $121,392,000 | 577 |
| Certificates of participation in pools of residential mortgages | $57,838,000 | 647 |
| Issued or guaranteed by U.S. | $57,838,000 | 633 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,523,000 | 1,939 |
| CMOs issued by government agencies or sponsored agencies | $2,523,000 | 1,886 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $61,031,000 | 252 |
| Commercial mortgage pass-through securities | $20,396,000 | 252 |
| Other commercial mortgage-backed securities | $40,635,000 | 226 |
| Held to maturity securities (book value) | $20,102,000 | 469 |
| Available-for-sale securities (fair market value) | $247,178,000 | 569 |
| Total debt securities | $267,280,000 | 567 |
| 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 | $233,762,000 | 636 |
| U.S. Government securities | $132,836,000 | 638 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $132,836,000 | 602 |
| Securities issued by states & political subdivisions | $39,854,000 | 975 |
| Other domestic debt securities | $55,440,000 | 268 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,518,000 | 147 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $36,922,000 | 197 |
| Foreign debt securities | $5,632,000 | 80 |
| 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 | $120,683,000 | 506 |
| Mortgage-backed securities | $84,228,000 | 769 |
| Certificates of participation in pools of residential mortgages | $31,717,000 | 990 |
| Issued or guaranteed by U.S. | $31,717,000 | 964 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,673,000 | 1,937 |
| CMOs issued by government agencies or sponsored agencies | $2,673,000 | 1,891 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $49,838,000 | 285 |
| Commercial mortgage pass-through securities | $6,778,000 | 533 |
| Other commercial mortgage-backed securities | $43,060,000 | 215 |
| Held to maturity securities (book value) | $20,294,000 | 464 |
| Available-for-sale securities (fair market value) | $213,468,000 | 627 |
| Total debt securities | $233,762,000 | 625 |
| 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 | $227,735,000 | 630 |
| U.S. Government securities | $144,612,000 | 607 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $144,612,000 | 571 |
| Securities issued by states & political subdivisions | $21,112,000 | 1,501 |
| Other domestic debt securities | $56,656,000 | 243 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,812,000 | 141 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $38,844,000 | 182 |
| Foreign debt securities | $5,355,000 | 80 |
| 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 | $138,404,000 | 433 |
| Mortgage-backed securities | $93,096,000 | 732 |
| Certificates of participation in pools of residential mortgages | $17,820,000 | 1,501 |
| Issued or guaranteed by U.S. | $17,820,000 | 1,459 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,668,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $2,668,000 | 1,917 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $72,608,000 | 231 |
| Commercial mortgage pass-through securities | $11,955,000 | 357 |
| Other commercial mortgage-backed securities | $60,653,000 | 188 |
| Held to maturity securities (book value) | $20,541,000 | 462 |
| Available-for-sale securities (fair market value) | $207,194,000 | 614 |
| Total debt securities | $227,735,000 | 620 |
| 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 | $232,865,000 | 599 |
| U.S. Government securities | $159,442,000 | 576 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $159,442,000 | 534 |
| Securities issued by states & political subdivisions | $10,545,000 | 2,245 |
| Other domestic debt securities | $57,090,000 | 242 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $19,506,000 | 134 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $37,584,000 | 164 |
| Foreign debt securities | $5,788,000 | 71 |
| 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 | $21,983,000 | 1,746 |
| Mortgage-backed securities | $120,038,000 | 575 |
| Certificates of participation in pools of residential mortgages | $12,985,000 | 1,738 |
| Issued or guaranteed by U.S. | $12,985,000 | 1,692 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,734,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $2,734,000 | 1,915 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $104,319,000 | 190 |
| Commercial mortgage pass-through securities | $25,349,000 | 215 |
| Other commercial mortgage-backed securities | $78,970,000 | 156 |
| Held to maturity securities (book value) | $20,586,000 | 491 |
| Available-for-sale securities (fair market value) | $212,279,000 | 585 |
| Total debt securities | $232,865,000 | 587 |
| 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 | $230,800,000 | 601 |
| U.S. Government securities | $157,039,000 | 577 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $157,039,000 | 538 |
| Securities issued by states & political subdivisions | $14,839,000 | 1,877 |
| Other domestic debt securities | $53,136,000 | 249 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $11,179,000 | 173 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $41,957,000 | 148 |
| Foreign debt securities | $5,786,000 | 73 |
| 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 | $15,533,000 | 2,139 |
| Mortgage-backed securities | $117,543,000 | 568 |
| Certificates of participation in pools of residential mortgages | $13,542,000 | 1,682 |
| Issued or guaranteed by U.S. | $13,542,000 | 1,631 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,861,000 | 1,949 |
| CMOs issued by government agencies or sponsored agencies | $2,861,000 | 1,903 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $101,140,000 | 189 |
| Commercial mortgage pass-through securities | $29,228,000 | 197 |
| Other commercial mortgage-backed securities | $71,912,000 | 161 |
| Held to maturity securities (book value) | $20,901,000 | 523 |
| Available-for-sale securities (fair market value) | $209,899,000 | 576 |
| Total debt securities | $230,800,000 | 589 |
| 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 | $234,247,000 | 606 |
| U.S. Government securities | $150,564,000 | 615 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $150,564,000 | 576 |
| Securities issued by states & political subdivisions | $14,811,000 | 1,915 |
| Other domestic debt securities | $61,145,000 | 205 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $4,039,000 | 235 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $57,106,000 | 109 |
| Foreign debt securities | $7,727,000 | 70 |
| 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 | $23,064,000 | 1,743 |
| Mortgage-backed securities | $107,688,000 | 602 |
| Certificates of participation in pools of residential mortgages | $14,102,000 | 1,637 |
| Issued or guaranteed by U.S. | $14,102,000 | 1,608 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,950,000 | 1,904 |
| CMOs issued by government agencies or sponsored agencies | $2,950,000 | 1,857 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $90,636,000 | 195 |
| Commercial mortgage pass-through securities | $30,154,000 | 187 |
| Other commercial mortgage-backed securities | $60,482,000 | 179 |
| Held to maturity securities (book value) | $21,261,000 | 544 |
| Available-for-sale securities (fair market value) | $212,986,000 | 576 |
| Total debt securities | $234,247,000 | 593 |
| 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 | $237,262,000 | 598 |
| U.S. Government securities | $153,790,000 | 602 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $153,790,000 | 562 |
| Securities issued by states & political subdivisions | $14,761,000 | 1,985 |
| Other domestic debt securities | $59,828,000 | 199 |
| 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 | $59,828,000 | 102 |
| Foreign debt securities | $8,883,000 | 70 |
| 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 | $24,614,000 | 1,703 |
| Mortgage-backed securities | $123,661,000 | 534 |
| Certificates of participation in pools of residential mortgages | $14,733,000 | 1,590 |
| Issued or guaranteed by U.S. | $14,733,000 | 1,560 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $36,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 2,815 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $108,892,000 | 166 |
| Commercial mortgage pass-through securities | $29,539,000 | 177 |
| Other commercial mortgage-backed securities | $79,353,000 | 137 |
| Held to maturity securities (book value) | $21,785,000 | 555 |
| Available-for-sale securities (fair market value) | $215,477,000 | 574 |
| Total debt securities | $237,262,000 | 590 |
| 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 | $246,716,000 | 572 |
| U.S. Government securities | $143,389,000 | 639 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $143,389,000 | 602 |
| Securities issued by states & political subdivisions | $14,223,000 | 2,071 |
| Other domestic debt securities | $58,651,000 | 201 |
| 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 | $58,651,000 | 103 |
| Foreign debt securities | $30,301,000 | 40 |
| Equity securities | $152,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,724,000 | 1,737 |
| Mortgage-backed securities | $119,288,000 | 551 |
| Certificates of participation in pools of residential mortgages | $15,045,000 | 1,572 |
| Issued or guaranteed by U.S. | $15,045,000 | 1,557 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $40,000 | 2,890 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 2,829 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $104,203,000 | 167 |
| Commercial mortgage pass-through securities | $25,163,000 | 203 |
| Other commercial mortgage-backed securities | $79,040,000 | 136 |
| Held to maturity securities (book value) | $21,979,000 | 588 |
| Available-for-sale securities (fair market value) | $224,737,000 | 549 |
| Total debt securities | $246,564,000 | 563 |
| 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 | $247,402,000 | 567 |
| U.S. Government securities | $146,463,000 | 628 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $146,463,000 | 592 |
| Securities issued by states & political subdivisions | $8,747,000 | 2,680 |
| Other domestic debt securities | $60,894,000 | 187 |
| 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 | $60,894,000 | 105 |
| Foreign debt securities | $30,078,000 | 41 |
| Equity securities | $1,220,000 | 240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,058,000 | 1,627 |
| Mortgage-backed securities | $120,410,000 | 550 |
| Certificates of participation in pools of residential mortgages | $15,165,000 | 1,593 |
| Issued or guaranteed by U.S. | $15,165,000 | 1,586 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $43,000 | 2,895 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 2,832 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $105,202,000 | 159 |
| Commercial mortgage pass-through securities | $26,283,000 | 192 |
| Other commercial mortgage-backed securities | $78,919,000 | 128 |
| Held to maturity securities (book value) | $22,147,000 | 595 |
| Available-for-sale securities (fair market value) | $225,255,000 | 536 |
| Total debt securities | $246,182,000 | 562 |
| 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 | $251,260,000 | 564 |
| U.S. Government securities | $150,898,000 | 608 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $150,898,000 | 570 |
| Securities issued by states & political subdivisions | $8,777,000 | 2,722 |
| Other domestic debt securities | $59,664,000 | 197 |
| Privately issued residential mortgage-backed securities | $5,000 | 884 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $154,000 | 373 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $59,505,000 | 102 |
| Foreign debt securities | $29,133,000 | 40 |
| Equity securities | $2,788,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,121,000 | 1,107 |
| Mortgage-backed securities | $123,152,000 | 538 |
| Certificates of participation in pools of residential mortgages | $15,598,000 | 1,611 |
| Issued or guaranteed by U.S. | $15,598,000 | 1,545 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $52,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 2,849 |
| Privately issued | $5,000 | 511 |
| Commercial mortgage-backed securities | $107,502,000 | 150 |
| Commercial mortgage pass-through securities | $27,714,000 | 177 |
| Other commercial mortgage-backed securities | $79,788,000 | 124 |
| Held to maturity securities (book value) | $22,248,000 | 599 |
| Available-for-sale securities (fair market value) | $229,012,000 | 536 |
| Total debt securities | $248,472,000 | 563 |
| 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 | $250,479,000 | 573 |
| U.S. Government securities | $150,298,000 | 620 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $150,298,000 | 585 |
| Securities issued by states & political subdivisions | $8,769,000 | 2,762 |
| Other domestic debt securities | $61,454,000 | 189 |
| Privately issued residential mortgage-backed securities | $15,000 | 541 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $406,000 | 335 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $61,033,000 | 109 |
| Foreign debt securities | $29,712,000 | 39 |
| Equity securities | $246,000 | 438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,405,000 | 1,197 |
| Mortgage-backed securities | $119,938,000 | 553 |
| Certificates of participation in pools of residential mortgages | $16,159,000 | 1,603 |
| Issued or guaranteed by U.S. | $16,159,000 | 1,600 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $66,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 2,846 |
| Privately issued | $15,000 | 503 |
| Commercial mortgage-backed securities | $103,713,000 | 149 |
| Commercial mortgage pass-through securities | $28,868,000 | 145 |
| Other commercial mortgage-backed securities | $74,845,000 | 134 |
| Held to maturity securities (book value) | $22,467,000 | 608 |
| Available-for-sale securities (fair market value) | $228,012,000 | 544 |
| Total debt securities | $250,233,000 | 566 |
| 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 | $244,733,000 | 589 |
| U.S. Government securities | $150,650,000 | 620 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $150,650,000 | 584 |
| Securities issued by states & political subdivisions | $5,623,000 | 3,282 |
| Other domestic debt securities | $58,856,000 | 191 |
| Privately issued residential mortgage-backed securities | $29,000 | 527 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $58,827,000 | 107 |
| Foreign debt securities | $29,104,000 | 39 |
| Equity securities | $500,000 | 603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,649,000 | 1,125 |
| Mortgage-backed securities | $118,539,000 | 564 |
| Certificates of participation in pools of residential mortgages | $16,593,000 | 1,622 |
| Issued or guaranteed by U.S. | $16,593,000 | 1,621 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $84,000 | 2,892 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 2,846 |
| Privately issued | $29,000 | 495 |
| Commercial mortgage-backed securities | $101,862,000 | 141 |
| Commercial mortgage pass-through securities | $30,622,000 | 139 |
| Other commercial mortgage-backed securities | $71,240,000 | 131 |
| Held to maturity securities (book value) | $22,658,000 | 617 |
| Available-for-sale securities (fair market value) | $222,075,000 | 565 |
| Total debt securities | $244,233,000 | 581 |
| Structured notes | ||
| Amortized cost | $666,000 | 708 |
| Fair value | $659,000 | 708 |
| 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 | $242,410,000 | 594 |
| U.S. Government securities | $144,154,000 | 644 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $144,154,000 | 607 |
| Securities issued by states & political subdivisions | $5,268,000 | 3,377 |
| Other domestic debt securities | $58,649,000 | 188 |
| Privately issued residential mortgage-backed securities | $49,000 | 513 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $58,600,000 | 111 |
| Foreign debt securities | $28,292,000 | 41 |
| Equity securities | $6,047,000 | 196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,634,000 | 1,145 |
| Mortgage-backed securities | $110,404,000 | 595 |
| Certificates of participation in pools of residential mortgages | $17,068,000 | 1,620 |
| Issued or guaranteed by U.S. | $17,068,000 | 1,617 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $109,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 2,874 |
| Privately issued | $49,000 | 480 |
| Commercial mortgage-backed securities | $93,227,000 | 150 |
| Commercial mortgage pass-through securities | $26,056,000 | 151 |
| Other commercial mortgage-backed securities | $67,171,000 | 121 |
| Held to maturity securities (book value) | $23,007,000 | 645 |
| Available-for-sale securities (fair market value) | $219,403,000 | 566 |
| Total debt securities | $236,363,000 | 597 |
| Structured notes | ||
| Amortized cost | $671,000 | 740 |
| Fair value | $668,000 | 739 |
| 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 | $240,909,000 | 609 |
| U.S. Government securities | $149,272,000 | 635 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $149,272,000 | 595 |
| Securities issued by states & political subdivisions | $5,279,000 | 3,405 |
| Other domestic debt securities | $59,068,000 | 183 |
| Privately issued residential mortgage-backed securities | $69,000 | 521 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $360,000 | 293 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $58,639,000 | 110 |
| Foreign debt securities | $25,920,000 | 42 |
| Equity securities | $1,370,000 | 458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,234,000 | 1,069 |
| Mortgage-backed securities | $113,945,000 | 593 |
| Certificates of participation in pools of residential mortgages | $22,123,000 | 1,388 |
| Issued or guaranteed by U.S. | $22,123,000 | 1,387 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $133,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 2,893 |
| Privately issued | $69,000 | 487 |
| Commercial mortgage-backed securities | $91,689,000 | 147 |
| Commercial mortgage pass-through securities | $28,263,000 | 146 |
| Other commercial mortgage-backed securities | $63,426,000 | 125 |
| Held to maturity securities (book value) | $23,534,000 | 641 |
| Available-for-sale securities (fair market value) | $217,375,000 | 580 |
| Total debt securities | $239,539,000 | 598 |
| Structured notes | ||
| Amortized cost | $676,000 | 786 |
| Fair value | $672,000 | 785 |
| 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 | $236,415,000 | 630 |
| U.S. Government securities | $146,452,000 | 649 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $146,452,000 | 609 |
| Securities issued by states & political subdivisions | $4,090,000 | 3,665 |
| Other domestic debt securities | $59,227,000 | 187 |
| Privately issued residential mortgage-backed securities | $89,000 | 533 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $373,000 | 295 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $58,765,000 | 116 |
| Foreign debt securities | $25,609,000 | 43 |
| Equity securities | $1,037,000 | 487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,495,000 | 1,059 |
| Mortgage-backed securities | $109,734,000 | 621 |
| Certificates of participation in pools of residential mortgages | $13,830,000 | 1,898 |
| Issued or guaranteed by U.S. | $13,830,000 | 1,898 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $158,000 | 2,934 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 2,929 |
| Privately issued | $89,000 | 501 |
| Commercial mortgage-backed securities | $95,746,000 | 143 |
| Commercial mortgage pass-through securities | $29,055,000 | 141 |
| Other commercial mortgage-backed securities | $66,691,000 | 116 |
| Held to maturity securities (book value) | $23,831,000 | 655 |
| Available-for-sale securities (fair market value) | $212,584,000 | 609 |
| Total debt securities | $235,378,000 | 621 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $236,233,000 | 630 |
| U.S. Government securities | $146,807,000 | 641 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $146,807,000 | 603 |
| Securities issued by states & political subdivisions | $4,099,000 | 3,683 |
| Other domestic debt securities | $57,305,000 | 187 |
| Privately issued residential mortgage-backed securities | $108,000 | 537 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $1,292,000 | 238 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $55,905,000 | 117 |
| Foreign debt securities | $26,956,000 | 42 |
| Equity securities | $1,066,000 | 487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,438,000 | 925 |
| Mortgage-backed securities | $108,673,000 | 610 |
| Certificates of participation in pools of residential mortgages | $15,036,000 | 1,839 |
| Issued or guaranteed by U.S. | $15,036,000 | 1,837 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $182,000 | 2,930 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 2,923 |
| Privately issued | $108,000 | 504 |
| Commercial mortgage-backed securities | $93,455,000 | 143 |
| Commercial mortgage pass-through securities | $31,518,000 | 134 |
| Other commercial mortgage-backed securities | $61,937,000 | 116 |
| Held to maturity securities (book value) | $24,502,000 | 649 |
| Available-for-sale securities (fair market value) | $211,731,000 | 598 |
| Total debt securities | $235,167,000 | 623 |
| 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 | $227,529,000 | 639 |
| U.S. Government securities | $139,032,000 | 674 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $139,032,000 | 645 |
| Securities issued by states & political subdivisions | $2,804,000 | 3,967 |
| Other domestic debt securities | $56,334,000 | 192 |
| Privately issued residential mortgage-backed securities | $129,000 | 525 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $559,000 | 282 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $55,646,000 | 119 |
| Foreign debt securities | $25,367,000 | 47 |
| Equity securities | $3,992,000 | 269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,350,000 | 910 |
| Mortgage-backed securities | $103,287,000 | 632 |
| Certificates of participation in pools of residential mortgages | $16,254,000 | 1,768 |
| Issued or guaranteed by U.S. | $16,254,000 | 1,768 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $207,000 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 2,955 |
| Privately issued | $129,000 | 497 |
| Commercial mortgage-backed securities | $86,826,000 | 141 |
| Commercial mortgage pass-through securities | $32,747,000 | 125 |
| Other commercial mortgage-backed securities | $54,079,000 | 117 |
| Held to maturity securities (book value) | $24,873,000 | 645 |
| Available-for-sale securities (fair market value) | $202,656,000 | 628 |
| Total debt securities | $223,537,000 | 640 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $221,171,000 | 661 |
| U.S. Government securities | $132,812,000 | 712 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $132,812,000 | 676 |
| Securities issued by states & political subdivisions | $2,821,000 | 3,989 |
| Other domestic debt securities | $56,492,000 | 198 |
| Privately issued residential mortgage-backed securities | $152,000 | 536 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $56,340,000 | 124 |
| Foreign debt securities | $26,458,000 | 46 |
| Equity securities | $2,588,000 | 350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,563,000 | 1,023 |
| Mortgage-backed securities | $106,541,000 | 624 |
| Certificates of participation in pools of residential mortgages | $16,843,000 | 1,737 |
| Issued or guaranteed by U.S. | $16,843,000 | 1,733 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $13,871,000 | 953 |
| CMOs issued by government agencies or sponsored agencies | $13,719,000 | 912 |
| Privately issued | $152,000 | 504 |
| Commercial mortgage-backed securities | $75,827,000 | 138 |
| Commercial mortgage pass-through securities | $33,045,000 | 118 |
| Other commercial mortgage-backed securities | $42,782,000 | 125 |
| Held to maturity securities (book value) | $25,370,000 | 650 |
| Available-for-sale securities (fair market value) | $195,801,000 | 656 |
| Total debt securities | $218,583,000 | 661 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $203,397,000 | 728 |
| U.S. Government securities | $115,856,000 | 818 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $115,856,000 | 781 |
| Securities issued by states & political subdivisions | $2,822,000 | 4,001 |
| Other domestic debt securities | $55,267,000 | 201 |
| Privately issued residential mortgage-backed securities | $175,000 | 528 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $55,092,000 | 121 |
| Foreign debt securities | $26,428,000 | 43 |
| Equity securities | $3,024,000 | 313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,394,000 | 1,044 |
| Mortgage-backed securities | $82,776,000 | 755 |
| Certificates of participation in pools of residential mortgages | $14,363,000 | 1,925 |
| Issued or guaranteed by U.S. | $14,363,000 | 1,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,679,000 | 938 |
| CMOs issued by government agencies or sponsored agencies | $14,504,000 | 890 |
| Privately issued | $175,000 | 499 |
| Commercial mortgage-backed securities | $53,734,000 | 156 |
| Commercial mortgage pass-through securities | $34,810,000 | 108 |
| Other commercial mortgage-backed securities | $18,924,000 | 186 |
| Held to maturity securities (book value) | $21,707,000 | 726 |
| Available-for-sale securities (fair market value) | $181,690,000 | 715 |
| Total debt securities | $200,373,000 | 730 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $189,528,000 | 791 |
| U.S. Government securities | $104,460,000 | 907 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $104,460,000 | 870 |
| Securities issued by states & political subdivisions | $2,665,000 | 4,082 |
| Other domestic debt securities | $55,223,000 | 203 |
| Privately issued residential mortgage-backed securities | $198,000 | 515 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $55,025,000 | 123 |
| Foreign debt securities | $26,458,000 | 44 |
| Equity securities | $722,000 | 609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,644,000 | 604 |
| Mortgage-backed securities | $65,569,000 | 910 |
| Certificates of participation in pools of residential mortgages | $21,996,000 | 1,478 |
| Issued or guaranteed by U.S. | $21,996,000 | 1,477 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $15,436,000 | 920 |
| CMOs issued by government agencies or sponsored agencies | $15,238,000 | 881 |
| Privately issued | $198,000 | 489 |
| Commercial mortgage-backed securities | $28,137,000 | 213 |
| Commercial mortgage pass-through securities | $10,585,000 | 207 |
| Other commercial mortgage-backed securities | $17,552,000 | 171 |
| Held to maturity securities (book value) | $20,649,000 | 757 |
| Available-for-sale securities (fair market value) | $168,879,000 | 761 |
| Total debt securities | $188,806,000 | 780 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $194,489,000 | 763 |
| U.S. Government securities | $99,347,000 | 947 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $99,347,000 | 906 |
| Securities issued by states & political subdivisions | $2,662,000 | 4,120 |
| Other domestic debt securities | $60,673,000 | 184 |
| Privately issued residential mortgage-backed securities | $220,000 | 519 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $60,453,000 | 117 |
| Foreign debt securities | $27,732,000 | 48 |
| Equity securities | $4,075,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,997,000 | 814 |
| Mortgage-backed securities | $67,891,000 | 866 |
| Certificates of participation in pools of residential mortgages | $22,940,000 | 1,435 |
| Issued or guaranteed by U.S. | $22,940,000 | 1,434 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $16,483,000 | 900 |
| CMOs issued by government agencies or sponsored agencies | $16,263,000 | 858 |
| Privately issued | $220,000 | 491 |
| Commercial mortgage-backed securities | $28,468,000 | 200 |
| Commercial mortgage pass-through securities | $10,709,000 | 196 |
| Other commercial mortgage-backed securities | $17,759,000 | 165 |
| Held to maturity securities (book value) | $20,938,000 | 757 |
| Available-for-sale securities (fair market value) | $173,551,000 | 744 |
| Total debt securities | $190,414,000 | 776 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $180,591,000 | 834 |
| U.S. Government securities | $100,440,000 | 975 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $100,440,000 | 925 |
| Securities issued by states & political subdivisions | $2,661,000 | 4,149 |
| Other domestic debt securities | $50,732,000 | 212 |
| Privately issued residential mortgage-backed securities | $248,000 | 523 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $50,484,000 | 136 |
| Foreign debt securities | $26,154,000 | 48 |
| Equity securities | $604,000 | 645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,402,000 | 1,049 |
| Mortgage-backed securities | $59,858,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $37,223,000 | 1,025 |
| Issued or guaranteed by U.S. | $37,223,000 | 1,024 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,159,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $6,911,000 | 1,433 |
| Privately issued | $248,000 | 495 |
| Commercial mortgage-backed securities | $15,476,000 | 266 |
| Commercial mortgage pass-through securities | $10,571,000 | 180 |
| Other commercial mortgage-backed securities | $4,905,000 | 318 |
| Held to maturity securities (book value) | $21,363,000 | 758 |
| Available-for-sale securities (fair market value) | $159,228,000 | 826 |
| Total debt securities | $179,987,000 | 829 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $181,492,000 | 837 |
| U.S. Government securities | $101,137,000 | 971 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $101,137,000 | 927 |
| Securities issued by states & political subdivisions | $2,663,000 | 4,162 |
| Other domestic debt securities | $50,118,000 | 214 |
| Privately issued residential mortgage-backed securities | $281,000 | 551 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $49,837,000 | 135 |
| Foreign debt securities | $26,006,000 | 48 |
| Equity securities | $1,568,000 | 476 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,680,000 | 1,062 |
| Mortgage-backed securities | $59,991,000 | 998 |
| Certificates of participation in pools of residential mortgages | $41,861,000 | 953 |
| Issued or guaranteed by U.S. | $41,861,000 | 953 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,271,000 | 2,278 |
| CMOs issued by government agencies or sponsored agencies | $1,990,000 | 2,289 |
| Privately issued | $281,000 | 520 |
| Commercial mortgage-backed securities | $15,859,000 | 251 |
| Commercial mortgage pass-through securities | $10,830,000 | 168 |
| Other commercial mortgage-backed securities | $5,029,000 | 303 |
| Held to maturity securities (book value) | $21,929,000 | 743 |
| Available-for-sale securities (fair market value) | $159,563,000 | 828 |
| Total debt securities | $179,924,000 | 830 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $217,911,000 | 693 |
| U.S. Government securities | $138,327,000 | 740 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $138,327,000 | 706 |
| Securities issued by states & political subdivisions | $2,662,000 | 4,216 |
| Other domestic debt securities | $52,098,000 | 202 |
| Privately issued residential mortgage-backed securities | $307,000 | 542 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $51,791,000 | 132 |
| Foreign debt securities | $24,645,000 | 45 |
| Equity securities | $179,000 | 819 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,270,000 | 1,080 |
| Mortgage-backed securities | $80,575,000 | 806 |
| Certificates of participation in pools of residential mortgages | $51,516,000 | 810 |
| Issued or guaranteed by U.S. | $51,516,000 | 808 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,471,000 | 2,260 |
| CMOs issued by government agencies or sponsored agencies | $2,164,000 | 2,274 |
| Privately issued | $307,000 | 511 |
| Commercial mortgage-backed securities | $26,588,000 | 187 |
| Commercial mortgage pass-through securities | $21,697,000 | 107 |
| Other commercial mortgage-backed securities | $4,891,000 | 289 |
| Held to maturity securities (book value) | $22,402,000 | 732 |
| Available-for-sale securities (fair market value) | $195,509,000 | 658 |
| Total debt securities | $217,732,000 | 683 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $233,735,000 | 646 |
| U.S. Government securities | $153,710,000 | 690 |
| U.S. Treasury securities | $8,359,000 | 420 |
| U.S. Government agency obligations | $145,351,000 | 689 |
| Securities issued by states & political subdivisions | $2,657,000 | 4,258 |
| Other domestic debt securities | $51,669,000 | 199 |
| Privately issued residential mortgage-backed securities | $330,000 | 565 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $51,339,000 | 135 |
| Foreign debt securities | $25,054,000 | 46 |
| Equity securities | $645,000 | 660 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,905,000 | 1,048 |
| Mortgage-backed securities | $86,703,000 | 773 |
| Certificates of participation in pools of residential mortgages | $51,984,000 | 818 |
| Issued or guaranteed by U.S. | $51,984,000 | 817 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,642,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $2,312,000 | 2,270 |
| Privately issued | $330,000 | 539 |
| Commercial mortgage-backed securities | $32,077,000 | 162 |
| Commercial mortgage pass-through securities | $27,277,000 | 92 |
| Other commercial mortgage-backed securities | $4,800,000 | 281 |
| Held to maturity securities (book value) | $23,577,000 | 718 |
| Available-for-sale securities (fair market value) | $210,158,000 | 611 |
| Total debt securities | $233,090,000 | 638 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $225,006,000 | 679 |
| U.S. Government securities | $145,538,000 | 721 |
| U.S. Treasury securities | $8,346,000 | 387 |
| U.S. Government agency obligations | $137,192,000 | 726 |
| Securities issued by states & political subdivisions | $2,650,000 | 4,299 |
| Other domestic debt securities | $50,821,000 | 215 |
| Privately issued residential mortgage-backed securities | $364,000 | 562 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $50,457,000 | 138 |
| Foreign debt securities | $25,346,000 | 45 |
| Equity securities | $651,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,490,000 | 1,235 |
| Mortgage-backed securities | $78,779,000 | 847 |
| Certificates of participation in pools of residential mortgages | $44,024,000 | 959 |
| Issued or guaranteed by U.S. | $44,024,000 | 958 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,844,000 | 2,248 |
| CMOs issued by government agencies or sponsored agencies | $2,480,000 | 2,270 |
| Privately issued | $364,000 | 537 |
| Commercial mortgage-backed securities | $31,911,000 | 158 |
| Commercial mortgage pass-through securities | $27,094,000 | 90 |
| Other commercial mortgage-backed securities | $4,817,000 | 266 |
| Held to maturity securities (book value) | $13,700,000 | 977 |
| Available-for-sale securities (fair market value) | $211,306,000 | 625 |
| Total debt securities | $224,355,000 | 667 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $215,677,000 | 706 |
| U.S. Government securities | $137,040,000 | 759 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $137,040,000 | 726 |
| Securities issued by states & political subdivisions | $2,620,000 | 4,347 |
| Other domestic debt securities | $56,383,000 | 205 |
| Privately issued residential mortgage-backed securities | $389,000 | 576 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $55,994,000 | 130 |
| Foreign debt securities | $17,209,000 | 54 |
| Equity securities | $2,425,000 | 391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,716,000 | 819 |
| Mortgage-backed securities | $79,917,000 | 838 |
| Certificates of participation in pools of residential mortgages | $45,558,000 | 934 |
| Issued or guaranteed by U.S. | $45,558,000 | 934 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,035,000 | 2,201 |
| CMOs issued by government agencies or sponsored agencies | $2,646,000 | 2,214 |
| Privately issued | $389,000 | 551 |
| Commercial mortgage-backed securities | $31,324,000 | 151 |
| Commercial mortgage pass-through securities | $26,635,000 | 85 |
| Other commercial mortgage-backed securities | $4,689,000 | 253 |
| Held to maturity securities (book value) | $13,700,000 | 957 |
| Available-for-sale securities (fair market value) | $201,977,000 | 668 |
| Total debt securities | $213,252,000 | 708 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $215,373,000 | 708 |
| U.S. Government securities | $142,466,000 | 723 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $142,466,000 | 696 |
| Securities issued by states & political subdivisions | $3,999,000 | 4,005 |
| Other domestic debt securities | $52,787,000 | 228 |
| Privately issued residential mortgage-backed securities | $415,000 | 602 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $52,372,000 | 139 |
| Foreign debt securities | $16,121,000 | 57 |
| 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 | $59,239,000 | 1,005 |
| Mortgage-backed securities | $88,346,000 | 760 |
| Certificates of participation in pools of residential mortgages | $49,606,000 | 862 |
| Issued or guaranteed by U.S. | $49,606,000 | 861 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,222,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $2,807,000 | 2,155 |
| Privately issued | $415,000 | 574 |
| Commercial mortgage-backed securities | $35,518,000 | 136 |
| Commercial mortgage pass-through securities | $30,885,000 | 73 |
| Other commercial mortgage-backed securities | $4,633,000 | 244 |
| Held to maturity securities (book value) | $13,700,000 | 948 |
| Available-for-sale securities (fair market value) | $201,673,000 | 658 |
| Total debt securities | $215,373,000 | 701 |
| Structured notes | ||
| Amortized cost | $12,897,000 | 326 |
| Fair value | $13,059,000 | 307 |
| 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 | $213,897,000 | 721 |
| U.S. Government securities | $145,618,000 | 709 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $145,618,000 | 681 |
| Securities issued by states & political subdivisions | $4,376,000 | 3,919 |
| Other domestic debt securities | $51,040,000 | 243 |
| Privately issued residential mortgage-backed securities | $440,000 | 629 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $50,600,000 | 151 |
| Foreign debt securities | $12,863,000 | 64 |
| 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 | $60,662,000 | 965 |
| Mortgage-backed securities | $91,239,000 | 745 |
| Certificates of participation in pools of residential mortgages | $51,952,000 | 824 |
| Issued or guaranteed by U.S. | $51,952,000 | 824 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,420,000 | 2,141 |
| CMOs issued by government agencies or sponsored agencies | $2,980,000 | 2,146 |
| Privately issued | $440,000 | 603 |
| Commercial mortgage-backed securities | $35,867,000 | 134 |
| Commercial mortgage pass-through securities | $31,219,000 | 71 |
| Other commercial mortgage-backed securities | $4,648,000 | 240 |
| Held to maturity securities (book value) | $13,700,000 | 920 |
| Available-for-sale securities (fair market value) | $200,197,000 | 673 |
| Total debt securities | $213,897,000 | 709 |
| Structured notes | ||
| Amortized cost | $9,401,000 | 443 |
| Fair value | $9,548,000 | 412 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $205,706,000 | 755 |
| U.S. Government securities | $144,243,000 | 716 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $144,243,000 | 694 |
| Securities issued by states & political subdivisions | $7,053,000 | 3,379 |
| Other domestic debt securities | $44,261,000 | 265 |
| Privately issued residential mortgage-backed securities | $464,000 | 643 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $43,797,000 | 167 |
| Foreign debt securities | $10,149,000 | 66 |
| 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 | $61,522,000 | 934 |
| Mortgage-backed securities | $88,774,000 | 759 |
| Certificates of participation in pools of residential mortgages | $53,664,000 | 799 |
| Issued or guaranteed by U.S. | $53,664,000 | 798 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,674,000 | 2,132 |
| CMOs issued by government agencies or sponsored agencies | $3,210,000 | 2,133 |
| Privately issued | $464,000 | 616 |
| Commercial mortgage-backed securities | $31,436,000 | 138 |
| Commercial mortgage pass-through securities | $26,764,000 | 75 |
| Other commercial mortgage-backed securities | $4,672,000 | 219 |
| Held to maturity securities (book value) | $13,700,000 | 866 |
| Available-for-sale securities (fair market value) | $192,006,000 | 704 |
| Total debt securities | $205,706,000 | 743 |
| Structured notes | ||
| Amortized cost | $6,019,000 | 596 |
| Fair value | $6,174,000 | 583 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $208,821,000 | 747 |
| U.S. Government securities | $146,693,000 | 717 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $146,693,000 | 691 |
| Securities issued by states & political subdivisions | $7,442,000 | 3,291 |
| Other domestic debt securities | $44,955,000 | 264 |
| Privately issued residential mortgage-backed securities | $488,000 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $44,467,000 | 165 |
| Foreign debt securities | $9,731,000 | 69 |
| 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 | $71,424,000 | 846 |
| Mortgage-backed securities | $96,288,000 | 730 |
| Certificates of participation in pools of residential mortgages | $59,085,000 | 758 |
| Issued or guaranteed by U.S. | $59,085,000 | 757 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,165,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $3,677,000 | 2,091 |
| Privately issued | $488,000 | 643 |
| Commercial mortgage-backed securities | $33,038,000 | 120 |
| Commercial mortgage pass-through securities | $28,108,000 | 70 |
| Other commercial mortgage-backed securities | $4,930,000 | 179 |
| Held to maturity securities (book value) | $13,700,000 | 831 |
| Available-for-sale securities (fair market value) | $195,121,000 | 716 |
| Total debt securities | $208,821,000 | 737 |
| Structured notes | ||
| Amortized cost | $6,506,000 | 574 |
| Fair value | $6,681,000 | 564 |
| 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 | $203,144,000 | 751 |
| U.S. Government securities | $140,493,000 | 734 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $140,493,000 | 703 |
| Securities issued by states & political subdivisions | $7,403,000 | 3,263 |
| Other domestic debt securities | $45,679,000 | 254 |
| Privately issued residential mortgage-backed securities | $514,000 | 687 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $45,165,000 | 148 |
| Foreign debt securities | $9,569,000 | 70 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,418,000 | 847 |
| Mortgage-backed securities | $109,552,000 | 647 |
| Certificates of participation in pools of residential mortgages | $69,017,000 | 637 |
| Issued or guaranteed by U.S. | $69,017,000 | 635 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $7,123,000 | 1,743 |
| CMOs issued by government agencies or sponsored agencies | $6,609,000 | 1,719 |
| Privately issued | $514,000 | 662 |
| Commercial mortgage-backed securities | $33,412,000 | 100 |
| Commercial mortgage pass-through securities | $28,427,000 | 51 |
| Other commercial mortgage-backed securities | $4,985,000 | 153 |
| Held to maturity securities (book value) | $13,700,000 | 822 |
| Available-for-sale securities (fair market value) | $189,444,000 | 710 |
| Total debt securities | $203,144,000 | 737 |
| Structured notes | ||
| Amortized cost | $5,495,000 | 694 |
| Fair value | $5,619,000 | 677 |
| 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 | $209,885,000 | 737 |
| U.S. Government securities | $150,726,000 | 702 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $150,726,000 | 682 |
| Securities issued by states & political subdivisions | $8,312,000 | 3,084 |
| Other domestic debt securities | $41,372,000 | 282 |
| Privately issued residential mortgage-backed securities | $539,000 | 732 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $40,833,000 | 172 |
| Foreign debt securities | $9,475,000 | 72 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,508,000 | 991 |
| Mortgage-backed securities | $112,458,000 | 673 |
| Certificates of participation in pools of residential mortgages | $73,642,000 | 629 |
| Issued or guaranteed by U.S. | $73,642,000 | 628 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,795,000 | 1,751 |
| CMOs issued by government agencies or sponsored agencies | $7,256,000 | 1,712 |
| Privately issued | $539,000 | 701 |
| Commercial mortgage-backed securities | $31,021,000 | 102 |
| Commercial mortgage pass-through securities | $31,021,000 | 50 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $13,700,000 | 841 |
| Available-for-sale securities (fair market value) | $196,185,000 | 699 |
| Total debt securities | $209,885,000 | 723 |
| Structured notes | ||
| Amortized cost | $4,267,000 | 875 |
| Fair value | $4,342,000 | 874 |
| 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 | $170,169,000 | 909 |
| U.S. Government securities | $129,744,000 | 823 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $129,744,000 | 797 |
| Securities issued by states & political subdivisions | $8,186,000 | 3,039 |
| Other domestic debt securities | $27,987,000 | 361 |
| Privately issued residential mortgage-backed securities | $594,000 | 771 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $27,393,000 | 228 |
| Foreign debt securities | $4,252,000 | 88 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,272,000 | 994 |
| Mortgage-backed securities | $118,505,000 | 663 |
| Certificates of participation in pools of residential mortgages | $92,085,000 | 527 |
| Issued or guaranteed by U.S. | $92,085,000 | 527 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,874,000 | 1,410 |
| CMOs issued by government agencies or sponsored agencies | $12,280,000 | 1,339 |
| Privately issued | $594,000 | 745 |
| Commercial mortgage-backed securities | $13,546,000 | 149 |
| Commercial mortgage pass-through securities | $2,837,000 | 193 |
| Other commercial mortgage-backed securities | $10,709,000 | 98 |
| Held to maturity securities (book value) | $13,700,000 | 837 |
| Available-for-sale securities (fair market value) | $156,469,000 | 880 |
| Total debt securities | $170,169,000 | 902 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $193,338,000 | 801 |
| U.S. Government securities | $168,435,000 | 667 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $168,435,000 | 650 |
| Securities issued by states & political subdivisions | $10,584,000 | 2,578 |
| Other domestic debt securities | $14,319,000 | 574 |
| Privately issued residential mortgage-backed securities | $619,000 | 799 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $13,700,000 | 377 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,595,000 | 799 |
| Mortgage-backed securities | $127,358,000 | 631 |
| Certificates of participation in pools of residential mortgages | $90,313,000 | 538 |
| Issued or guaranteed by U.S. | $90,313,000 | 538 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,725,000 | 1,392 |
| CMOs issued by government agencies or sponsored agencies | $13,106,000 | 1,322 |
| Privately issued | $619,000 | 772 |
| Commercial mortgage-backed securities | $23,320,000 | 100 |
| Commercial mortgage pass-through securities | $13,110,000 | 71 |
| Other commercial mortgage-backed securities | $10,210,000 | 90 |
| Held to maturity securities (book value) | $13,700,000 | 848 |
| Available-for-sale securities (fair market value) | $179,638,000 | 771 |
| Total debt securities | $193,338,000 | 790 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $126,113,000 | 1,183 |
| U.S. Government securities | $97,110,000 | 1,055 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $97,110,000 | 1,020 |
| Securities issued by states & political subdivisions | $14,541,000 | 2,083 |
| Other domestic debt securities | $14,462,000 | 595 |
| Privately issued residential mortgage-backed securities | $762,000 | 832 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $13,700,000 | 358 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,691,000 | 775 |
| Mortgage-backed securities | $38,929,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $29,728,000 | 1,342 |
| Issued or guaranteed by U.S. | $29,728,000 | 1,340 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,201,000 | 1,655 |
| CMOs issued by government agencies or sponsored agencies | $8,439,000 | 1,556 |
| Privately issued | $762,000 | 793 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $13,700,000 | 857 |
| Available-for-sale securities (fair market value) | $112,413,000 | 1,192 |
| Total debt securities | $126,113,000 | 1,169 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $119,428,000 | 1,214 |
| U.S. Government securities | $90,082,000 | 1,094 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $90,082,000 | 1,064 |
| Securities issued by states & political subdivisions | $14,854,000 | 1,985 |
| Other domestic debt securities | $14,492,000 | 582 |
| Privately issued residential mortgage-backed securities | $792,000 | 851 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $13,700,000 | 337 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,679,000 | 897 |
| Mortgage-backed securities | $35,589,000 | 1,649 |
| Certificates of participation in pools of residential mortgages | $20,579,000 | 1,685 |
| Issued or guaranteed by U.S. | $20,579,000 | 1,679 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $9,654,000 | 1,614 |
| CMOs issued by government agencies or sponsored agencies | $8,862,000 | 1,511 |
| Privately issued | $792,000 | 806 |
| Commercial mortgage-backed securities | $5,356,000 | 131 |
| Commercial mortgage pass-through securities | $5,356,000 | 70 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $13,700,000 | 851 |
| Available-for-sale securities (fair market value) | $105,728,000 | 1,217 |
| Total debt securities | $119,428,000 | 1,201 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $139,349,000 | 1,036 |
| U.S. Government securities | $105,439,000 | 961 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $105,439,000 | 929 |
| Securities issued by states & political subdivisions | $19,389,000 | 1,544 |
| Other domestic debt securities | $14,521,000 | 566 |
| Privately issued residential mortgage-backed securities | $821,000 | 866 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $13,700,000 | 320 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,028,000 | 865 |
| Mortgage-backed securities | $45,894,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $27,514,000 | 1,319 |
| Issued or guaranteed by U.S. | $27,514,000 | 1,313 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,053,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $9,232,000 | 1,450 |
| Privately issued | $821,000 | 822 |
| Commercial mortgage-backed securities | $8,327,000 | 105 |
| Commercial mortgage pass-through securities | $8,327,000 | 58 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $13,700,000 | 862 |
| Available-for-sale securities (fair market value) | $125,649,000 | 1,026 |
| Total debt securities | $139,349,000 | 1,024 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $152,447,000 | 935 |
| U.S. Government securities | $111,244,000 | 914 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $111,244,000 | 880 |
| Securities issued by states & political subdivisions | $26,653,000 | 1,081 |
| Other domestic debt securities | $14,550,000 | 569 |
| Privately issued residential mortgage-backed securities | $850,000 | 894 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $13,700,000 | 314 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,207,000 | 975 |
| Mortgage-backed securities | $37,238,000 | 1,520 |
| Certificates of participation in pools of residential mortgages | $26,983,000 | 1,294 |
| Issued or guaranteed by U.S. | $26,983,000 | 1,287 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $10,255,000 | 1,509 |
| CMOs issued by government agencies or sponsored agencies | $9,405,000 | 1,398 |
| Privately issued | $850,000 | 855 |
| 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) | $13,700,000 | 868 |
| Available-for-sale securities (fair market value) | $138,747,000 | 914 |
| Total debt securities | $152,447,000 | 927 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $124,804,000 | 1,109 |
| U.S. Government securities | $73,672,000 | 1,266 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $73,672,000 | 1,210 |
| Securities issued by states & political subdivisions | $36,552,000 | 733 |
| Other domestic debt securities | $14,580,000 | 600 |
| Privately issued residential mortgage-backed securities | $880,000 | 943 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $13,700,000 | 305 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,942,000 | 750 |
| Mortgage-backed securities | $28,342,000 | 1,805 |
| Certificates of participation in pools of residential mortgages | $15,738,000 | 1,865 |
| Issued or guaranteed by U.S. | $15,738,000 | 1,860 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $12,604,000 | 1,311 |
| CMOs issued by government agencies or sponsored agencies | $11,724,000 | 1,195 |
| Privately issued | $880,000 | 900 |
| 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) | $13,700,000 | 865 |
| Available-for-sale securities (fair market value) | $111,104,000 | 1,103 |
| Total debt securities | $124,804,000 | 1,097 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $129,298,000 | 1,036 |
| U.S. Government securities | $71,854,000 | 1,265 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $71,854,000 | 1,209 |
| Securities issued by states & political subdivisions | $42,834,000 | 561 |
| Other domestic debt securities | $14,610,000 | 605 |
| Privately issued residential mortgage-backed securities | $910,000 | 1,009 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $13,700,000 | 290 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,504,000 | 598 |
| Mortgage-backed securities | $32,398,000 | 1,626 |
| Certificates of participation in pools of residential mortgages | $19,041,000 | 1,592 |
| Issued or guaranteed by U.S. | $19,041,000 | 1,588 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,357,000 | 1,258 |
| CMOs issued by government agencies or sponsored agencies | $12,447,000 | 1,128 |
| Privately issued | $910,000 | 963 |
| 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) | $13,700,000 | 878 |
| Available-for-sale securities (fair market value) | $115,598,000 | 1,023 |
| Total debt securities | $129,298,000 | 1,020 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $148,837,000 | 895 |
| U.S. Government securities | $92,906,000 | 1,010 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $92,906,000 | 967 |
| Securities issued by states & political subdivisions | $41,292,000 | 559 |
| Other domestic debt securities | $14,639,000 | 604 |
| Privately issued residential mortgage-backed securities | $939,000 | 1,036 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $13,700,000 | 275 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,968,000 | 617 |
| Mortgage-backed securities | $33,608,000 | 1,550 |
| Certificates of participation in pools of residential mortgages | $20,023,000 | 1,537 |
| Issued or guaranteed by U.S. | $20,023,000 | 1,530 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $13,585,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $12,646,000 | 1,045 |
| Privately issued | $939,000 | 999 |
| 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) | $13,700,000 | 906 |
| Available-for-sale securities (fair market value) | $135,137,000 | 861 |
| Total debt securities | $148,837,000 | 886 |
| Structured notes | ||
| Amortized cost | $4,996,000 | 1,198 |
| Fair value | $5,022,000 | 1,177 |
| 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 | $155,499,000 | 856 |
| U.S. Government securities | $98,197,000 | 948 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $98,197,000 | 913 |
| Securities issued by states & political subdivisions | $42,498,000 | 529 |
| Other domestic debt securities | $14,804,000 | 619 |
| Privately issued residential mortgage-backed securities | $1,104,000 | 1,036 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $13,700,000 | 281 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,603,000 | 662 |
| Mortgage-backed securities | $36,061,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | $22,460,000 | 1,485 |
| Issued or guaranteed by U.S. | $22,460,000 | 1,481 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,601,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $12,497,000 | 1,027 |
| Privately issued | $1,104,000 | 997 |
| 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) | $13,700,000 | 910 |
| Available-for-sale securities (fair market value) | $141,799,000 | 816 |
| Total debt securities | $155,499,000 | 842 |
| Structured notes | ||
| Amortized cost | $9,995,000 | 553 |
| Fair value | $10,003,000 | 546 |
| 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 | $144,254,000 | 889 |
| U.S. Government securities | $82,444,000 | 1,110 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $82,444,000 | 1,071 |
| Securities issued by states & political subdivisions | $46,885,000 | 463 |
| Other domestic debt securities | $14,925,000 | 639 |
| Privately issued residential mortgage-backed securities | $1,225,000 | 1,042 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $13,700,000 | 271 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,410,000 | 823 |
| Mortgage-backed securities | $26,181,000 | 1,923 |
| Certificates of participation in pools of residential mortgages | $12,374,000 | 2,303 |
| Issued or guaranteed by U.S. | $12,374,000 | 2,296 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $13,807,000 | 1,177 |
| CMOs issued by government agencies or sponsored agencies | $12,582,000 | 1,005 |
| Privately issued | $1,225,000 | 999 |
| 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) | $13,700,000 | 918 |
| Available-for-sale securities (fair market value) | $130,554,000 | 854 |
| Total debt securities | $144,254,000 | 872 |
| Structured notes | ||
| Amortized cost | $9,995,000 | 431 |
| Fair value | $9,884,000 | 432 |
| 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 | $131,072,000 | 974 |
| U.S. Government securities | $67,634,000 | 1,299 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $67,634,000 | 1,259 |
| Securities issued by states & political subdivisions | $48,454,000 | 435 |
| Other domestic debt securities | $14,984,000 | 697 |
| Privately issued residential mortgage-backed securities | $1,284,000 | 1,089 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $13,700,000 | 292 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,422,000 | 543 |
| Mortgage-backed securities | $26,087,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $19,316,000 | 1,778 |
| Issued or guaranteed by U.S. | $19,316,000 | 1,773 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,771,000 | 1,640 |
| CMOs issued by government agencies or sponsored agencies | $5,487,000 | 1,475 |
| Privately issued | $1,284,000 | 1,044 |
| 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) | $13,700,000 | 940 |
| Available-for-sale securities (fair market value) | $117,372,000 | 945 |
| Total debt securities | $131,072,000 | 957 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $133,582,000 | 948 |
| U.S. Government securities | $61,791,000 | 1,398 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $61,791,000 | 1,353 |
| Securities issued by states & political subdivisions | $45,764,000 | 451 |
| Other domestic debt securities | $26,017,000 | 500 |
| Privately issued residential mortgage-backed securities | $1,317,000 | 1,108 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $24,700,000 | 201 |
| Foreign debt securities | $10,000 | 180 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,587,000 | 613 |
| Mortgage-backed securities | $27,754,000 | 1,891 |
| Certificates of participation in pools of residential mortgages | $20,695,000 | 1,722 |
| Issued or guaranteed by U.S. | $20,695,000 | 1,714 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,059,000 | 1,601 |
| CMOs issued by government agencies or sponsored agencies | $5,742,000 | 1,420 |
| Privately issued | $1,317,000 | 1,061 |
| 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) | $24,700,000 | 642 |
| Available-for-sale securities (fair market value) | $108,882,000 | 995 |
| Total debt securities | $133,582,000 | 930 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $183,788,000 | 676 |
| U.S. Government securities | $110,024,000 | 795 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $110,024,000 | 773 |
| Securities issued by states & political subdivisions | $47,691,000 | 405 |
| Other domestic debt securities | $26,073,000 | 483 |
| Privately issued residential mortgage-backed securities | $1,373,000 | 1,134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,700,000 | 189 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,431,000 | 415 |
| Mortgage-backed securities | $50,393,000 | 1,217 |
| Certificates of participation in pools of residential mortgages | $43,047,000 | 984 |
| Issued or guaranteed by U.S. | $43,047,000 | 974 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,346,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $5,973,000 | 1,396 |
| Privately issued | $1,373,000 | 1,084 |
| 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) | $24,700,000 | 643 |
| Available-for-sale securities (fair market value) | $159,088,000 | 669 |
| Total debt securities | $183,788,000 | 663 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $156,006,000 | 780 |
| U.S. Government securities | $100,459,000 | 840 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $100,459,000 | 818 |
| Securities issued by states & political subdivisions | $29,445,000 | 714 |
| Other domestic debt securities | $26,102,000 | 455 |
| Privately issued residential mortgage-backed securities | $1,402,000 | 1,084 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,700,000 | 183 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,452,000 | 606 |
| Mortgage-backed securities | $46,618,000 | 1,264 |
| Certificates of participation in pools of residential mortgages | $43,066,000 | 951 |
| Issued or guaranteed by U.S. | $43,066,000 | 943 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,552,000 | 2,045 |
| CMOs issued by government agencies or sponsored agencies | $2,150,000 | 2,059 |
| Privately issued | $1,402,000 | 1,039 |
| 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) | $24,700,000 | 639 |
| Available-for-sale securities (fair market value) | $131,306,000 | 796 |
| Total debt securities | $156,006,000 | 767 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $135,634,000 | 879 |
| U.S. Government securities | $80,280,000 | 1,026 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $80,280,000 | 1,002 |
| Securities issued by states & political subdivisions | $29,221,000 | 702 |
| Other domestic debt securities | $26,133,000 | 457 |
| Privately issued residential mortgage-backed securities | $1,433,000 | 1,059 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,700,000 | 182 |
| 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 | $108,349,000 | 532 |
| Mortgage-backed securities | $46,808,000 | 1,186 |
| Certificates of participation in pools of residential mortgages | $43,146,000 | 916 |
| Issued or guaranteed by U.S. | $43,146,000 | 906 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,662,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $2,229,000 | 1,942 |
| Privately issued | $1,433,000 | 1,015 |
| 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) | $24,700,000 | 636 |
| Available-for-sale securities (fair market value) | $110,934,000 | 919 |
| Total debt securities | $135,634,000 | 864 |
| 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 | $134,195,000 | 900 |
| U.S. Government securities | $77,352,000 | 1,068 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $77,352,000 | 1,045 |
| Securities issued by states & political subdivisions | $30,682,000 | 679 |
| Other domestic debt securities | $26,161,000 | 467 |
| Privately issued residential mortgage-backed securities | $1,461,000 | 1,034 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,700,000 | 212 |
| 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 | $107,626,000 | 520 |
| Mortgage-backed securities | $47,349,000 | 1,163 |
| Certificates of participation in pools of residential mortgages | $43,569,000 | 891 |
| Issued or guaranteed by U.S. | $43,569,000 | 881 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,780,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $2,319,000 | 1,926 |
| Privately issued | $1,461,000 | 984 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,700,000 | 632 |
| Available-for-sale securities (fair market value) | $109,495,000 | 961 |
| Total debt securities | $134,195,000 | 873 |
| 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 | $128,736,000 | 939 |
| U.S. Government securities | $70,588,000 | 1,191 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $70,588,000 | 1,165 |
| Securities issued by states & political subdivisions | $31,960,000 | 647 |
| Other domestic debt securities | $26,188,000 | 465 |
| Privately issued residential mortgage-backed securities | $1,488,000 | 1,007 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,700,000 | 211 |
| 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 | $97,861,000 | 550 |
| Mortgage-backed securities | $39,645,000 | 1,292 |
| Certificates of participation in pools of residential mortgages | $35,649,000 | 1,009 |
| Issued or guaranteed by U.S. | $35,649,000 | 997 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,996,000 | 1,875 |
| CMOs issued by government agencies or sponsored agencies | $2,508,000 | 1,857 |
| Privately issued | $1,488,000 | 962 |
| 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) | $24,700,000 | 629 |
| Available-for-sale securities (fair market value) | $104,036,000 | 1,022 |
| Total debt securities | $128,736,000 | 921 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 127 |
| Fair value | $10,066,000 | 130 |
| 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 | $159,838,000 | 745 |
| U.S. Government securities | $101,837,000 | 819 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $101,837,000 | 799 |
| Securities issued by states & political subdivisions | $31,735,000 | 626 |
| Other domestic debt securities | $26,266,000 | 438 |
| Privately issued residential mortgage-backed securities | $1,566,000 | 904 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,700,000 | 211 |
| 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 | $82,505,000 | 649 |
| Mortgage-backed securities | $45,939,000 | 1,049 |
| Certificates of participation in pools of residential mortgages | $41,818,000 | 794 |
| Issued or guaranteed by U.S. | $41,818,000 | 786 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,121,000 | 1,743 |
| CMOs issued by government agencies or sponsored agencies | $2,555,000 | 1,764 |
| Privately issued | $1,566,000 | 864 |
| 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) | $24,700,000 | 655 |
| Available-for-sale securities (fair market value) | $135,138,000 | 759 |
| Total debt securities | $159,838,000 | 726 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 128 |
| Fair value | $15,006,000 | 128 |
| 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 | $163,377,000 | 720 |
| U.S. Government securities | $105,707,000 | 796 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $105,707,000 | 778 |
| Securities issued by states & political subdivisions | $31,379,000 | 622 |
| Other domestic debt securities | $26,291,000 | 413 |
| Privately issued residential mortgage-backed securities | $1,591,000 | 868 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,700,000 | 202 |
| 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 | $86,637,000 | 617 |
| Mortgage-backed securities | $40,493,000 | 1,072 |
| Certificates of participation in pools of residential mortgages | $36,259,000 | 846 |
| Issued or guaranteed by U.S. | $36,259,000 | 837 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,234,000 | 1,682 |
| CMOs issued by government agencies or sponsored agencies | $2,643,000 | 1,692 |
| Privately issued | $1,591,000 | 830 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,700,000 | 680 |
| Available-for-sale securities (fair market value) | $138,677,000 | 734 |
| Total debt securities | $163,377,000 | 701 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 109 |
| Fair value | $19,832,000 | 112 |
| 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 | $144,464,000 | 819 |
| U.S. Government securities | $85,284,000 | 1,018 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $85,284,000 | 987 |
| Securities issued by states & political subdivisions | $32,620,000 | 584 |
| Other domestic debt securities | $26,560,000 | 402 |
| Privately issued residential mortgage-backed securities | $1,860,000 | 794 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,700,000 | 195 |
| 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 | $89,499,000 | 590 |
| Mortgage-backed securities | $31,342,000 | 1,289 |
| Certificates of participation in pools of residential mortgages | $26,752,000 | 1,044 |
| Issued or guaranteed by U.S. | $26,752,000 | 1,038 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,590,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $2,730,000 | 1,658 |
| Privately issued | $1,860,000 | 751 |
| 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) | $24,700,000 | 684 |
| Available-for-sale securities (fair market value) | $119,764,000 | 860 |
| Total debt securities | $144,464,000 | 801 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 94 |
| Fair value | $24,480,000 | 99 |
| 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 | $147,560,000 | 808 |
| U.S. Government securities | $87,271,000 | 1,006 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $87,271,000 | 969 |
| Securities issued by states & political subdivisions | $33,697,000 | 553 |
| Other domestic debt securities | $26,592,000 | 414 |
| Privately issued residential mortgage-backed securities | $1,892,000 | 753 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,700,000 | 204 |
| 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 | $75,032,000 | 706 |
| Mortgage-backed securities | $32,865,000 | 1,233 |
| Certificates of participation in pools of residential mortgages | $28,075,000 | 992 |
| Issued or guaranteed by U.S. | $28,075,000 | 987 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,790,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $2,898,000 | 1,610 |
| Privately issued | $1,892,000 | 707 |
| 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) | $24,700,000 | 699 |
| Available-for-sale securities (fair market value) | $122,860,000 | 836 |
| Total debt securities | $147,560,000 | 790 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 98 |
| Fair value | $24,645,000 | 103 |
| 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 | $128,545,000 | 952 |
| U.S. Government securities | $67,503,000 | 1,323 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $67,503,000 | 1,286 |
| Securities issued by states & political subdivisions | $34,254,000 | 542 |
| Other domestic debt securities | $26,788,000 | 403 |
| Privately issued residential mortgage-backed securities | $2,088,000 | 709 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,700,000 | 206 |
| 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 | $75,962,000 | 692 |
| Mortgage-backed securities | $13,537,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $8,459,000 | 2,302 |
| Issued or guaranteed by U.S. | $8,459,000 | 2,288 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $5,078,000 | 1,515 |
| CMOs issued by government agencies or sponsored agencies | $2,990,000 | 1,600 |
| Privately issued | $2,088,000 | 674 |
| 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) | $24,700,000 | 714 |
| Available-for-sale securities (fair market value) | $103,845,000 | 1,028 |
| Total debt securities | $128,545,000 | 925 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 64 |
| Fair value | $34,470,000 | 64 |
| 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 | $129,492,000 | 953 |
| U.S. Government securities | $67,960,000 | 1,313 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $67,960,000 | 1,278 |
| Securities issued by states & political subdivisions | $34,546,000 | 523 |
| Other domestic debt securities | $26,986,000 | 412 |
| Privately issued residential mortgage-backed securities | $2,286,000 | 682 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,700,000 | 216 |
| 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 | $75,772,000 | 703 |
| Mortgage-backed securities | $14,467,000 | 2,164 |
| Certificates of participation in pools of residential mortgages | $9,066,000 | 2,226 |
| Issued or guaranteed by U.S. | $9,066,000 | 2,209 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $5,401,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $3,115,000 | 1,564 |
| Privately issued | $2,286,000 | 638 |
| 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) | $24,700,000 | 744 |
| Available-for-sale securities (fair market value) | $104,792,000 | 1,018 |
| Total debt securities | $129,492,000 | 934 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 72 |
| Fair value | $34,269,000 | 73 |
| 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 | $108,487,000 | 1,149 |
| U.S. Government securities | $58,680,000 | 1,534 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $58,680,000 | 1,492 |
| Securities issued by states & political subdivisions | $22,492,000 | 866 |
| Other domestic debt securities | $27,315,000 | 408 |
| Privately issued residential mortgage-backed securities | $2,615,000 | 635 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,700,000 | 222 |
| 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 | $60,739,000 | 843 |
| Mortgage-backed securities | $13,167,000 | 2,277 |
| Certificates of participation in pools of residential mortgages | $7,327,000 | 2,507 |
| Issued or guaranteed by U.S. | $7,327,000 | 2,496 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,840,000 | 1,361 |
| CMOs issued by government agencies or sponsored agencies | $3,225,000 | 1,534 |
| Privately issued | $2,615,000 | 596 |
| 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) | $24,700,000 | 746 |
| Available-for-sale securities (fair market value) | $83,787,000 | 1,246 |
| Total debt securities | $108,487,000 | 1,115 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 81 |
| Fair value | $33,638,000 | 84 |
| 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 | $105,715,000 | 1,193 |
| U.S. Government securities | $59,814,000 | 1,534 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $59,814,000 | 1,482 |
| Securities issued by states & political subdivisions | $18,415,000 | 1,070 |
| Other domestic debt securities | $27,486,000 | 407 |
| Privately issued residential mortgage-backed securities | $2,786,000 | 630 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,700,000 | 230 |
| 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 | $62,031,000 | 821 |
| Mortgage-backed securities | $14,016,000 | 2,219 |
| Certificates of participation in pools of residential mortgages | $7,779,000 | 2,470 |
| Issued or guaranteed by U.S. | $7,779,000 | 2,460 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,237,000 | 1,329 |
| CMOs issued by government agencies or sponsored agencies | $3,451,000 | 1,492 |
| Privately issued | $2,786,000 | 590 |
| 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) | $24,700,000 | 759 |
| Available-for-sale securities (fair market value) | $81,015,000 | 1,308 |
| Total debt securities | $105,715,000 | 1,158 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 88 |
| Fair value | $33,923,000 | 89 |
| 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 | $104,757,000 | 1,195 |
| U.S. Government securities | $60,414,000 | 1,515 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $60,414,000 | 1,461 |
| Securities issued by states & political subdivisions | $11,712,000 | 1,691 |
| Other domestic debt securities | $32,631,000 | 379 |
| Privately issued residential mortgage-backed securities | $2,931,000 | 602 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,700,000 | 199 |
| 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 | $47,814,000 | 1,010 |
| Mortgage-backed securities | $14,588,000 | 2,187 |
| Certificates of participation in pools of residential mortgages | $8,088,000 | 2,440 |
| Issued or guaranteed by U.S. | $8,088,000 | 2,431 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $6,500,000 | 1,292 |
| CMOs issued by government agencies or sponsored agencies | $3,569,000 | 1,479 |
| Privately issued | $2,931,000 | 566 |
| 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) | $29,700,000 | 674 |
| Available-for-sale securities (fair market value) | $75,057,000 | 1,386 |
| Total debt securities | $104,757,000 | 1,163 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 86 |
| Fair value | $34,027,000 | 89 |
| 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 | $105,294,000 | 1,181 |
| U.S. Government securities | $62,422,000 | 1,446 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $62,422,000 | 1,398 |
| Securities issued by states & political subdivisions | $10,185,000 | 1,895 |
| Other domestic debt securities | $32,687,000 | 379 |
| Privately issued residential mortgage-backed securities | $2,987,000 | 584 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,700,000 | 200 |
| 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 | $44,798,000 | 1,049 |
| Mortgage-backed securities | $15,979,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $9,136,000 | 2,319 |
| Issued or guaranteed by U.S. | $9,136,000 | 2,308 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,843,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $3,856,000 | 1,431 |
| Privately issued | $2,987,000 | 548 |
| 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) | $29,700,000 | 691 |
| Available-for-sale securities (fair market value) | $75,594,000 | 1,368 |
| Total debt securities | $105,294,000 | 1,147 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 83 |
| Fair value | $34,462,000 | 86 |
| 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 | $103,237,000 | 1,213 |
| U.S. Government securities | $60,190,000 | 1,513 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $60,190,000 | 1,453 |
| Securities issued by states & political subdivisions | $10,231,000 | 1,891 |
| Other domestic debt securities | $32,816,000 | 387 |
| Privately issued residential mortgage-backed securities | $3,116,000 | 573 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,700,000 | 207 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,637,000 | 868 |
| Mortgage-backed securities | $13,635,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | $6,489,000 | 2,840 |
| Issued or guaranteed by U.S. | $6,489,000 | 2,829 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $7,146,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $4,030,000 | 1,435 |
| Privately issued | $3,116,000 | 537 |
| 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) | $29,700,000 | 701 |
| Available-for-sale securities (fair market value) | $73,537,000 | 1,408 |
| Total debt securities | $103,237,000 | 1,177 |
| Structured notes | ||
| Amortized cost | $34,999,000 | 84 |
| Fair value | $34,620,000 | 85 |
| 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 | $103,727,000 | 1,215 |
| U.S. Government securities | $60,490,000 | 1,527 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $60,490,000 | 1,467 |
| Securities issued by states & political subdivisions | $10,267,000 | 1,874 |
| Other domestic debt securities | $32,970,000 | 383 |
| Privately issued residential mortgage-backed securities | $3,270,000 | 549 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,700,000 | 214 |
| 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 | $70,467,000 | 722 |
| Mortgage-backed securities | $14,910,000 | 2,309 |
| Certificates of participation in pools of residential mortgages | $7,414,000 | 2,714 |
| Issued or guaranteed by U.S. | $7,414,000 | 2,706 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,496,000 | 1,258 |
| CMOs issued by government agencies or sponsored agencies | $4,226,000 | 1,443 |
| Privately issued | $3,270,000 | 512 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,700,000 | 721 |
| Available-for-sale securities (fair market value) | $74,027,000 | 1,414 |
| Total debt securities | $103,727,000 | 1,185 |
| Structured notes | ||
| Amortized cost | $34,994,000 | 84 |
| Fair value | $34,062,000 | 86 |
| 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 | $116,810,000 | 1,100 |
| U.S. Government securities | $62,008,000 | 1,501 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $62,008,000 | 1,442 |
| Securities issued by states & political subdivisions | $10,374,000 | 1,878 |
| Other domestic debt securities | $44,428,000 | 325 |
| Privately issued residential mortgage-backed securities | $3,390,000 | 535 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,038,000 | 167 |
| 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 | $71,731,000 | 706 |
| Mortgage-backed securities | $15,682,000 | 2,279 |
| Certificates of participation in pools of residential mortgages | $7,807,000 | 2,679 |
| Issued or guaranteed by U.S. | $7,807,000 | 2,672 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $7,875,000 | 1,238 |
| CMOs issued by government agencies or sponsored agencies | $4,485,000 | 1,436 |
| Privately issued | $3,390,000 | 500 |
| 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) | $31,000,000 | 697 |
| Available-for-sale securities (fair market value) | $85,810,000 | 1,266 |
| Total debt securities | $116,810,000 | 1,076 |
| Structured notes | ||
| Amortized cost | $34,989,000 | 85 |
| Fair value | $34,581,000 | 85 |
| 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 | $118,186,000 | 1,086 |
| U.S. Government securities | $62,844,000 | 1,478 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $62,844,000 | 1,416 |
| Securities issued by states & political subdivisions | $10,998,000 | 1,776 |
| Other domestic debt securities | $44,344,000 | 315 |
| Privately issued residential mortgage-backed securities | $3,491,000 | 488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,853,000 | 167 |
| 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 | $52,986,000 | 893 |
| Mortgage-backed securities | $16,431,000 | 2,208 |
| Certificates of participation in pools of residential mortgages | $8,262,000 | 2,628 |
| Issued or guaranteed by U.S. | $8,262,000 | 2,619 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,169,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $4,678,000 | 1,405 |
| Privately issued | $3,491,000 | 456 |
| 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) | $30,828,000 | 703 |
| Available-for-sale securities (fair market value) | $87,358,000 | 1,243 |
| Total debt securities | $118,186,000 | 1,044 |
| Structured notes | ||
| Amortized cost | $34,979,000 | 80 |
| Fair value | $34,713,000 | 78 |
| 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 | $121,573,000 | 1,057 |
| U.S. Government securities | $66,333,000 | 1,431 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $66,333,000 | 1,379 |
| Securities issued by states & political subdivisions | $10,814,000 | 1,775 |
| Other domestic debt securities | $44,426,000 | 318 |
| Privately issued residential mortgage-backed securities | $3,566,000 | 482 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,860,000 | 178 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,149,000 | 698 |
| Mortgage-backed securities | $21,687,000 | 1,870 |
| Certificates of participation in pools of residential mortgages | $13,304,000 | 2,017 |
| Issued or guaranteed by U.S. | $13,304,000 | 2,009 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,383,000 | 1,215 |
| CMOs issued by government agencies or sponsored agencies | $4,817,000 | 1,403 |
| Privately issued | $3,566,000 | 452 |
| 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) | $30,835,000 | 714 |
| Available-for-sale securities (fair market value) | $90,738,000 | 1,219 |
| Total debt securities | $121,573,000 | 1,014 |
| Structured notes | ||
| Amortized cost | $34,969,000 | 75 |
| Fair value | $33,505,000 | 76 |
| 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 | $121,769,000 | 1,072 |
| U.S. Government securities | $70,326,000 | 1,342 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $70,326,000 | 1,293 |
| Securities issued by states & political subdivisions | $11,453,000 | 1,720 |
| Other domestic debt securities | $39,990,000 | 354 |
| Privately issued residential mortgage-backed securities | $3,965,000 | 494 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,025,000 | 210 |
| 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 | $56,260,000 | 815 |
| Mortgage-backed securities | $23,953,000 | 1,789 |
| Certificates of participation in pools of residential mortgages | $14,726,000 | 1,906 |
| Issued or guaranteed by U.S. | $14,726,000 | 1,898 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $9,227,000 | 1,203 |
| CMOs issued by government agencies or sponsored agencies | $5,262,000 | 1,386 |
| Privately issued | $3,965,000 | 464 |
| 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) | $26,000,000 | 784 |
| Available-for-sale securities (fair market value) | $95,769,000 | 1,174 |
| Total debt securities | $121,769,000 | 1,030 |
| Structured notes | ||
| Amortized cost | $34,958,000 | 60 |
| Fair value | $34,958,000 | 60 |
| 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 | $98,031,000 | 1,386 |
| U.S. Government securities | $57,236,000 | 1,678 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $57,236,000 | 1,620 |
| Securities issued by states & political subdivisions | $15,467,000 | 1,273 |
| Other domestic debt securities | $25,328,000 | 469 |
| Privately issued residential mortgage-backed securities | $4,328,000 | 404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,000,000 | 367 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,464,000 | 743 |
| Mortgage-backed securities | $27,469,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $17,712,000 | 1,698 |
| Issued or guaranteed by U.S. | $17,712,000 | 1,685 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,757,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $5,429,000 | 1,433 |
| Privately issued | $4,328,000 | 358 |
| 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) | $98,031,000 | 1,189 |
| Total debt securities | $98,031,000 | 1,336 |
| Structured notes | ||
| Amortized cost | $29,962,000 | 72 |
| Fair value | $29,257,000 | 73 |
| 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 | $93,117,000 | 1,433 |
| U.S. Government securities | $57,064,000 | 1,653 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $57,064,000 | 1,603 |
| Securities issued by states & political subdivisions | $15,924,000 | 1,225 |
| Other domestic debt securities | $20,129,000 | 567 |
| Privately issued residential mortgage-backed securities | $5,154,000 | 367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,975,000 | 511 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,195,000 | 646 |
| Mortgage-backed securities | $28,229,000 | 1,590 |
| Certificates of participation in pools of residential mortgages | $13,790,000 | 1,986 |
| Issued or guaranteed by U.S. | $13,790,000 | 1,977 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $14,439,000 | 936 |
| CMOs issued by government agencies or sponsored agencies | $9,285,000 | 1,098 |
| Privately issued | $5,154,000 | 325 |
| 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) | $93,117,000 | 1,221 |
| Total debt securities | $93,117,000 | 1,377 |
| Structured notes | ||
| Amortized cost | $29,961,000 | 62 |
| Fair value | $29,164,000 | 62 |
| 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 | $115,292,000 | 1,142 |
| U.S. Government securities | $82,217,000 | 1,146 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $82,217,000 | 1,096 |
| Securities issued by states & political subdivisions | $16,416,000 | 1,156 |
| Other domestic debt securities | $16,659,000 | 668 |
| Privately issued residential mortgage-backed securities | $6,659,000 | 353 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000,000 | 686 |
| 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 | $53,624,000 | 786 |
| Mortgage-backed securities | $43,862,000 | 1,172 |
| Certificates of participation in pools of residential mortgages | $25,233,000 | 1,297 |
| Issued or guaranteed by U.S. | $25,233,000 | 1,289 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $18,629,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $11,970,000 | 1,016 |
| Privately issued | $6,659,000 | 316 |
| 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) | $115,292,000 | 966 |
| Total debt securities | $115,292,000 | 1,096 |
| Structured notes | ||
| Amortized cost | $24,981,000 | 51 |
| Fair value | $25,022,000 | 51 |
| 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 | $117,166,000 | 1,098 |
| U.S. Government securities | $97,334,000 | 978 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $97,334,000 | 936 |
| Securities issued by states & political subdivisions | $16,116,000 | 1,127 |
| Other domestic debt securities | $3,716,000 | 1,669 |
| Privately issued residential mortgage-backed securities | $3,716,000 | 447 |
| 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 | $59,553,000 | 723 |
| Mortgage-backed securities | $46,338,000 | 1,109 |
| Certificates of participation in pools of residential mortgages | $34,762,000 | 991 |
| Issued or guaranteed by U.S. | $34,762,000 | 987 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $11,576,000 | 1,160 |
| CMOs issued by government agencies or sponsored agencies | $7,860,000 | 1,341 |
| Privately issued | $3,716,000 | 397 |
| 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) | $117,166,000 | 938 |
| Total debt securities | $117,166,000 | 1,062 |
| 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 | $94,883,000 | 1,308 |
| U.S. Government securities | $70,890,000 | 1,267 |
| U.S. Treasury securities | $2,443,000 | 1,117 |
| U.S. Government agency obligations | $68,447,000 | 1,238 |
| Securities issued by states & political subdivisions | $15,946,000 | 1,118 |
| Other domestic debt securities | $8,047,000 | 1,056 |
| Privately issued residential mortgage-backed securities | $8,047,000 | 325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,284,000 | 950 |
| Mortgage-backed securities | $51,165,000 | 1,009 |
| Certificates of participation in pools of residential mortgages | $34,814,000 | 949 |
| Issued or guaranteed by U.S. | $34,814,000 | 944 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $16,351,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $8,304,000 | 1,296 |
| Privately issued | $8,047,000 | 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $94,883,000 | 1,098 |
| Total debt securities | $94,883,000 | 1,265 |
| 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 | $68,516,000 | 1,638 |
| U.S. Government securities | $31,275,000 | 2,452 |
| U.S. Treasury securities | $2,265,000 | 1,280 |
| U.S. Government agency obligations | $29,010,000 | 2,474 |
| Securities issued by states & political subdivisions | $6,544,000 | 2,399 |
| Other domestic debt securities | $30,697,000 | 465 |
| Privately issued residential mortgage-backed securities | $30,697,000 | 186 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,118,000 | 1,155 |
| Mortgage-backed securities | $54,710,000 | 886 |
| Certificates of participation in pools of residential mortgages | $20,310,000 | 1,273 |
| Issued or guaranteed by U.S. | $20,310,000 | 1,263 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $34,400,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $3,703,000 | 2,035 |
| Privately issued | $30,697,000 | 164 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,128,000 | 3,732 |
| Available-for-sale securities (fair market value) | $67,388,000 | 1,374 |
| Total debt securities | $68,516,000 | 1,591 |
| 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 | $125,423,000 | 912 |
| U.S. Government securities | $102,010,000 | 820 |
| U.S. Treasury securities | $7,139,000 | 812 |
| U.S. Government agency obligations | $94,871,000 | 823 |
| Securities issued by states & political subdivisions | $11,410,000 | 1,463 |
| Other domestic debt securities | $5,369,000 | 1,171 |
| Privately issued residential mortgage-backed securities | $5,369,000 | 373 |
| 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 | $25,000 | 277 |
| Equity securities | $6,609,000 | 699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,342,000 | 506 |
| Mortgage-backed securities | $47,598,000 | 804 |
| Certificates of participation in pools of residential mortgages | $30,949,000 | 777 |
| Issued or guaranteed by U.S. | $30,949,000 | 770 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $16,649,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $11,280,000 | 837 |
| Privately issued | $5,369,000 | 330 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,736,000 | 2,044 |
| Available-for-sale securities (fair market value) | $116,687,000 | 747 |
| Total debt securities | $118,814,000 | 919 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $170,322,000 | 696 |
| U.S. Government securities | $143,663,000 | 624 |
| U.S. Treasury securities | $4,003,000 | 1,811 |
| U.S. Government agency obligations | $139,660,000 | 579 |
| Securities issued by states & political subdivisions | $12,513,000 | 1,342 |
| Other domestic debt securities | $7,984,000 | 934 |
| Privately issued residential mortgage-backed securities | $7,984,000 | 328 |
| 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 | $25,000 | 300 |
| Equity securities | $6,137,000 | 716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,489,000 | 606 |
| Mortgage-backed securities | $57,206,000 | 778 |
| Certificates of participation in pools of residential mortgages | $35,679,000 | 776 |
| Issued or guaranteed by U.S. | $35,679,000 | 767 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $21,527,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $13,543,000 | 814 |
| Privately issued | $7,984,000 | 286 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,338,000 | 2,071 |
| Available-for-sale securities (fair market value) | $159,984,000 | 574 |
| Total debt securities | $164,185,000 | 689 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $169,403,000 | 707 |
| U.S. Government securities | $133,810,000 | 689 |
| U.S. Treasury securities | $5,006,000 | 2,279 |
| U.S. Government agency obligations | $128,804,000 | 617 |
| Securities issued by states & political subdivisions | $14,365,000 | 1,158 |
| Other domestic debt securities | $16,446,000 | 567 |
| Privately issued residential mortgage-backed securities | $16,446,000 | 224 |
| 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 | $25,000 | 313 |
| Equity securities | $4,757,000 | 857 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,273,000 | 658 |
| Mortgage-backed securities | $40,705,000 | 1,052 |
| Certificates of participation in pools of residential mortgages | $7,479,000 | 2,380 |
| Issued or guaranteed by U.S. | $7,479,000 | 2,365 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $33,226,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $16,780,000 | 777 |
| Privately issued | $16,446,000 | 183 |
| 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) | $16,696,000 | 1,606 |
| Available-for-sale securities (fair market value) | $152,707,000 | 604 |
| Total debt securities | $164,646,000 | 702 |
| Structured notes | ||
| Amortized cost | $521,000 | 917 |
| Fair value | $521,000 | 916 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $190,412,000 | 637 |
| U.S. Government securities | $148,102,000 | 666 |
| U.S. Treasury securities | $27,022,000 | 703 |
| U.S. Government agency obligations | $121,080,000 | 657 |
| Securities issued by states & political subdivisions | $14,441,000 | 972 |
| Other domestic debt securities | $24,849,000 | 313 |
| Privately issued residential mortgage-backed securities | $24,849,000 | 163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $3,020,000 | 1,097 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,117,000 | 441 |
| Mortgage-backed securities | $64,946,000 | 718 |
| Certificates of participation in pools of residential mortgages | $7,383,000 | 2,343 |
| Issued or guaranteed by U.S. | $7,383,000 | 2,328 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $57,563,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $32,714,000 | 462 |
| Privately issued | $24,849,000 | 107 |
| 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) | $36,871,000 | 960 |
| Available-for-sale securities (fair market value) | $153,541,000 | 559 |
| Total debt securities | $187,392,000 | 625 |
| Structured notes | ||
| Amortized cost | $1,148,000 | 1,116 |
| Fair value | $1,143,000 | 1,112 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $139,247,000 | 891 |
| U.S. Government securities | $98,728,000 | 995 |
| U.S. Treasury securities | $27,153,000 | 866 |
| U.S. Government agency obligations | $71,575,000 | 1,046 |
| Securities issued by states & political subdivisions | $1,040,000 | 6,022 |
| Other domestic debt securities | $38,389,000 | 248 |
| Privately issued residential mortgage-backed securities | $37,801,000 | 149 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $588,000 | 1,920 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,090,000 | 2,189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,461,000 | 745 |
| Mortgage-backed securities | $89,190,000 | 628 |
| Certificates of participation in pools of residential mortgages | $4,705,000 | 3,316 |
| Issued or guaranteed by U.S. | $4,705,000 | 3,296 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $84,485,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $46,684,000 | 388 |
| Privately issued | $37,801,000 | 99 |
| 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) | $42,357,000 | 971 |
| Available-for-sale securities (fair market value) | $96,890,000 | 852 |
| Total debt securities | $138,157,000 | 864 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $1,001,000 | 1,684 |
| Trading account assets | $31,562,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $180,627,000 | 736 |
| U.S. Government securities | $129,688,000 | 818 |
| U.S. Treasury securities | $24,456,000 | 1,159 |
| U.S. Government agency obligations | $105,232,000 | 744 |
| Securities issued by states & political subdivisions | $2,910,000 | 4,055 |
| Other domestic debt securities | $44,844,000 | 254 |
| Privately issued residential mortgage-backed securities | $43,022,000 | 145 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,822,000 | 1,467 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $3,185,000 | 1,046 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,083,000 | 734 |
| Mortgage-backed securities | $128,236,000 | 518 |
| Certificates of participation in pools of residential mortgages | $5,611,000 | 3,089 |
| Issued or guaranteed by U.S. | $5,611,000 | 3,064 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $122,625,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $79,603,000 | 292 |
| Privately issued | $43,022,000 | 93 |
| 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) | $46,504,000 | 908 |
| Available-for-sale securities (fair market value) | $134,123,000 | 663 |
| Total debt securities | $177,442,000 | 728 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 683 |
| Fair value | $5,007,000 | 678 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $193,015,000 | 710 |
| U.S. Government securities | $124,663,000 | 863 |
| U.S. Treasury securities | $15,552,000 | 2,263 |
| U.S. Government agency obligations | $109,111,000 | 718 |
| Securities issued by states & political subdivisions | $3,221,000 | 4,000 |
| Other domestic debt securities | $61,929,000 | 219 |
| Privately issued residential mortgage-backed securities | $59,952,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,977,000 | 1,624 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $3,202,000 | 922 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,873,000 | 910 |
| Mortgage-backed securities | $157,256,000 | 466 |
| Certificates of participation in pools of residential mortgages | $8,603,000 | 2,474 |
| Issued or guaranteed by U.S. | $8,603,000 | 2,461 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $148,653,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $88,701,000 | 286 |
| Privately issued | $59,952,000 | 69 |
| 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) | $113,284,000 | 666 |
| Available-for-sale securities (fair market value) | $79,731,000 | 714 |
| Total debt securities | $189,813,000 | 711 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $953,000 | 204 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $56,917,000 | 2,417 |
| U.S. Government securities | $40,434,000 | 2,714 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $40,434,000 | 1,729 |
| Securities issued by states & political subdivisions | $9,414,000 | 1,629 |
| Other domestic debt securities | $7,061,000 | 1,102 |
| Privately issued residential mortgage-backed securities | $5,501,000 | 480 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,560,000 | 2,056 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $8,000 | 8,412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $45,935,000 | 1,184 |
| Certificates of participation in pools of residential mortgages | $4,929,000 | 3,808 |
| Issued or guaranteed by U.S. | $4,929,000 | 3,773 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $41,006,000 | 611 |
| CMOs issued by government agencies or sponsored agencies | $35,505,000 | 626 |
| Privately issued | $5,501,000 | 314 |
| 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 | $56,917,000 | 2,350 |
| 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 | $55,838,000 | 2,435 |
| U.S. Government securities | $30,594,000 | 3,498 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $30,594,000 | 2,217 |
| Securities issued by states & political subdivisions | $12,043,000 | 1,090 |
| Other domestic debt securities | $13,201,000 | 849 |
| Privately issued residential mortgage-backed securities | $11,343,000 | 398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,858,000 | 2,153 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $41,937,000 | 1,299 |
| Certificates of participation in pools of residential mortgages | $6,650,000 | 3,335 |
| Issued or guaranteed by U.S. | $6,650,000 | 3,286 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $35,287,000 | 660 |
| CMOs issued by government agencies or sponsored agencies | $23,944,000 | 790 |
| Privately issued | $11,343,000 | 240 |
| 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 | $55,838,000 | 2,373 |
| 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 |