Home > State Bank Financial > Securities
State Bank Financial, Securities
| 2023-12-31 | Rank | |
| Total securities | $127,403,000 | 1,437 |
| U.S. Government securities | $97,187,000 | 1,189 |
| U.S. Treasury securities | $3,201,000 | 2,066 |
| U.S. Government agency obligations | $93,986,000 | 1,019 |
| Securities issued by states & political subdivisions | $29,040,000 | 1,401 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,390,000 | 960 |
| Mortgage-backed securities | $44,300,000 | 1,364 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,898,000 | 1,361 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,987,000 | 805 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $245,000 | 1,478 |
| Other commercial mortgage-backed securities | $3,170,000 | 829 |
| Held to maturity securities (book value) | $1,079,000 | 1,504 |
| Available-for-sale securities (fair market value) | $125,148,000 | 1,275 |
| Total debt securities | $126,229,000 | 1,429 |
| Structured notes | ||
| Amortized cost | $3,900,000 | 393 |
| Fair value | $3,662,000 | 382 |
| 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 | $128,788,000 | 1,408 |
| U.S. Government securities | $98,164,000 | 1,165 |
| U.S. Treasury securities | $3,105,000 | 2,148 |
| U.S. Government agency obligations | $95,059,000 | 1,005 |
| Securities issued by states & political subdivisions | $29,552,000 | 1,351 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,043,000 | 983 |
| Mortgage-backed securities | $42,739,000 | 1,378 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,914,000 | 1,341 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,911,000 | 819 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $231,000 | 1,466 |
| Other commercial mortgage-backed securities | $2,683,000 | 861 |
| Held to maturity securities (book value) | $1,600,000 | 1,458 |
| Available-for-sale securities (fair market value) | $126,116,000 | 1,249 |
| Total debt securities | $127,715,000 | 1,400 |
| Structured notes | ||
| Amortized cost | $3,900,000 | 412 |
| Fair value | $3,550,000 | 396 |
| 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 | $133,660,000 | 1,415 |
| U.S. Government securities | $101,522,000 | 1,179 |
| U.S. Treasury securities | $3,127,000 | 2,185 |
| U.S. Government agency obligations | $98,395,000 | 1,016 |
| Securities issued by states & political subdivisions | $30,666,000 | 1,374 |
| Other domestic debt securities | $400,000 | 2,213 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $400,000 | 1,788 |
| 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 | $77,856,000 | 1,035 |
| Mortgage-backed securities | $44,974,000 | 1,370 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,485,000 | 1,334 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,495,000 | 816 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $244,000 | 1,457 |
| Other commercial mortgage-backed securities | $2,750,000 | 857 |
| Held to maturity securities (book value) | $1,600,000 | 1,475 |
| Available-for-sale securities (fair market value) | $130,988,000 | 1,254 |
| Total debt securities | $132,588,000 | 1,405 |
| Structured notes | ||
| Amortized cost | $3,900,000 | 442 |
| Fair value | $3,550,000 | 434 |
| 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 | $136,087,000 | 1,459 |
| U.S. Government securities | $102,378,000 | 1,229 |
| U.S. Treasury securities | $3,173,000 | 2,241 |
| U.S. Government agency obligations | $99,205,000 | 1,015 |
| Securities issued by states & political subdivisions | $32,237,000 | 1,368 |
| Other domestic debt securities | $400,000 | 2,268 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $400,000 | 1,830 |
| 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 | $80,380,000 | 956 |
| Mortgage-backed securities | $45,179,000 | 1,415 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,932,000 | 1,335 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,620,000 | 879 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $250,000 | 1,477 |
| Other commercial mortgage-backed securities | $2,377,000 | 910 |
| Held to maturity securities (book value) | $1,600,000 | 1,527 |
| Available-for-sale securities (fair market value) | $133,415,000 | 1,286 |
| Total debt securities | $135,015,000 | 1,452 |
| Structured notes | ||
| Amortized cost | $3,900,000 | 464 |
| Fair value | $3,583,000 | 460 |
| 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 | $134,653,000 | 1,489 |
| U.S. Government securities | $100,632,000 | 1,260 |
| U.S. Treasury securities | $3,095,000 | 2,288 |
| U.S. Government agency obligations | $97,537,000 | 1,024 |
| Securities issued by states & political subdivisions | $32,550,000 | 1,398 |
| Other domestic debt securities | $400,000 | 2,304 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $400,000 | 1,850 |
| 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 | $70,344,000 | 972 |
| Mortgage-backed securities | $45,254,000 | 1,423 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,171,000 | 1,336 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,722,000 | 878 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $2,361,000 | 918 |
| Held to maturity securities (book value) | $1,600,000 | 1,533 |
| Available-for-sale securities (fair market value) | $131,982,000 | 1,318 |
| Total debt securities | $133,584,000 | 1,484 |
| Structured notes | ||
| Amortized cost | $4,894,000 | 419 |
| Fair value | $4,472,000 | 400 |
| 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 | $124,157,000 | 1,587 |
| U.S. Government securities | $90,843,000 | 1,363 |
| U.S. Treasury securities | $3,070,000 | 2,329 |
| U.S. Government agency obligations | $87,773,000 | 1,121 |
| Securities issued by states & political subdivisions | $31,835,000 | 1,417 |
| Other domestic debt securities | $400,000 | 2,261 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $400,000 | 1,859 |
| 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 | $66,087,000 | 963 |
| Mortgage-backed securities | $45,686,000 | 1,423 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,985,000 | 1,327 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,636,000 | 862 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,065,000 | 1,126 |
| Held to maturity securities (book value) | $2,104,000 | 1,449 |
| Available-for-sale securities (fair market value) | $120,974,000 | 1,420 |
| Total debt securities | $123,076,000 | 1,576 |
| Structured notes | ||
| Amortized cost | $4,891,000 | 418 |
| Fair value | $4,442,000 | 403 |
| 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 | $127,485,000 | 1,573 |
| U.S. Government securities | $93,546,000 | 1,358 |
| U.S. Treasury securities | $3,163,000 | 2,281 |
| U.S. Government agency obligations | $90,383,000 | 1,126 |
| Securities issued by states & political subdivisions | $32,460,000 | 1,455 |
| Other domestic debt securities | $400,000 | 2,125 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $400,000 | 1,849 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,832,000 | 1,440 |
| Mortgage-backed securities | $48,848,000 | 1,407 |
| Certificates of participation in pools of residential mortgages | $30,467,000 | 1,319 |
| Issued or guaranteed by U.S. | $30,467,000 | 1,291 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $18,274,000 | 914 |
| CMOs issued by government agencies or sponsored agencies | $18,274,000 | 835 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $107,000 | 2,016 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $107,000 | 1,444 |
| Held to maturity securities (book value) | $2,104,000 | 1,381 |
| Available-for-sale securities (fair market value) | $124,302,000 | 1,437 |
| Total debt securities | $126,404,000 | 1,571 |
| Structured notes | ||
| Amortized cost | $4,887,000 | 397 |
| Fair value | $4,590,000 | 382 |
| 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 | $129,058,000 | 1,534 |
| U.S. Government securities | $94,957,000 | 1,309 |
| U.S. Treasury securities | $3,251,000 | 2,048 |
| U.S. Government agency obligations | $91,706,000 | 1,118 |
| Securities issued by states & political subdivisions | $32,622,000 | 1,487 |
| Other domestic debt securities | $400,000 | 2,113 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $400,000 | 1,821 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,784,000 | 1,216 |
| Mortgage-backed securities | $51,122,000 | 1,389 |
| Certificates of participation in pools of residential mortgages | $32,330,000 | 1,309 |
| Issued or guaranteed by U.S. | $32,330,000 | 1,288 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $18,523,000 | 902 |
| CMOs issued by government agencies or sponsored agencies | $18,523,000 | 830 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $269,000 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $269,000 | 1,378 |
| Held to maturity securities (book value) | $2,104,000 | 1,284 |
| Available-for-sale securities (fair market value) | $125,875,000 | 1,422 |
| Total debt securities | $127,972,000 | 1,532 |
| Structured notes | ||
| Amortized cost | $4,884,000 | 351 |
| Fair value | $4,712,000 | 336 |
| 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 | $128,022,000 | 1,483 |
| U.S. Government securities | $89,801,000 | 1,267 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $89,801,000 | 1,113 |
| Securities issued by states & political subdivisions | $36,742,000 | 1,392 |
| Other domestic debt securities | $400,000 | 2,084 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $400,000 | 1,767 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,943,000 | 1,272 |
| Mortgage-backed securities | $52,474,000 | 1,347 |
| Certificates of participation in pools of residential mortgages | $33,882,000 | 1,246 |
| Issued or guaranteed by U.S. | $33,882,000 | 1,220 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $18,295,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $18,295,000 | 820 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $297,000 | 1,908 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $297,000 | 1,360 |
| Held to maturity securities (book value) | $2,104,000 | 1,195 |
| Available-for-sale securities (fair market value) | $124,839,000 | 1,395 |
| Total debt securities | $126,943,000 | 1,473 |
| Structured notes | ||
| Amortized cost | $3,396,000 | 369 |
| Fair value | $3,361,000 | 368 |
| 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 | $117,667,000 | 1,511 |
| U.S. Government securities | $79,523,000 | 1,334 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $79,523,000 | 1,199 |
| Securities issued by states & political subdivisions | $36,915,000 | 1,357 |
| Other domestic debt securities | $400,000 | 2,037 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $400,000 | 1,709 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,410,000 | 1,588 |
| Mortgage-backed securities | $43,745,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | $26,736,000 | 1,423 |
| Issued or guaranteed by U.S. | $26,736,000 | 1,390 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $16,647,000 | 889 |
| CMOs issued by government agencies or sponsored agencies | $16,647,000 | 847 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $362,000 | 1,905 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $362,000 | 1,342 |
| Held to maturity securities (book value) | $2,596,000 | 1,122 |
| Available-for-sale securities (fair market value) | $114,242,000 | 1,439 |
| Total debt securities | $116,838,000 | 1,504 |
| Structured notes | ||
| Amortized cost | $2,395,000 | 408 |
| Fair value | $2,386,000 | 408 |
| 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 | $119,021,000 | 1,450 |
| U.S. Government securities | $81,247,000 | 1,258 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $81,247,000 | 1,150 |
| Securities issued by states & political subdivisions | $36,545,000 | 1,335 |
| Other domestic debt securities | $400,000 | 2,030 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $400,000 | 1,665 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,866,000 | 1,308 |
| Mortgage-backed securities | $44,532,000 | 1,413 |
| Certificates of participation in pools of residential mortgages | $26,107,000 | 1,396 |
| Issued or guaranteed by U.S. | $26,107,000 | 1,363 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $18,034,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $18,034,000 | 779 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $391,000 | 1,900 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $391,000 | 1,320 |
| Held to maturity securities (book value) | $2,596,000 | 1,105 |
| Available-for-sale securities (fair market value) | $115,596,000 | 1,368 |
| Total debt securities | $118,192,000 | 1,442 |
| Structured notes | ||
| Amortized cost | $2,394,000 | 349 |
| Fair value | $2,384,000 | 349 |
| 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 | $122,117,000 | 1,322 |
| U.S. Government securities | $82,141,000 | 1,135 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $82,141,000 | 1,061 |
| Securities issued by states & political subdivisions | $38,747,000 | 1,217 |
| Other domestic debt securities | $400,000 | 2,007 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $400,000 | 1,615 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,224,000 | 1,231 |
| Mortgage-backed securities | $47,449,000 | 1,308 |
| Certificates of participation in pools of residential mortgages | $28,425,000 | 1,260 |
| Issued or guaranteed by U.S. | $28,425,000 | 1,224 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $18,579,000 | 782 |
| CMOs issued by government agencies or sponsored agencies | $18,579,000 | 744 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $445,000 | 1,872 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $445,000 | 1,292 |
| Held to maturity securities (book value) | $2,596,000 | 1,082 |
| Available-for-sale securities (fair market value) | $118,692,000 | 1,252 |
| Total debt securities | $121,288,000 | 1,313 |
| Structured notes | ||
| Amortized cost | $2,393,000 | 238 |
| Fair value | $2,382,000 | 238 |
| 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 | $108,534,000 | 1,336 |
| U.S. Government securities | $67,027,000 | 1,197 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $67,027,000 | 1,120 |
| Securities issued by states & political subdivisions | $40,278,000 | 1,130 |
| Other domestic debt securities | $400,000 | 1,941 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $400,000 | 1,547 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,283,000 | 944 |
| Mortgage-backed securities | $52,331,000 | 1,145 |
| Certificates of participation in pools of residential mortgages | $31,685,000 | 1,064 |
| Issued or guaranteed by U.S. | $31,685,000 | 1,042 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $20,129,000 | 759 |
| CMOs issued by government agencies or sponsored agencies | $20,129,000 | 723 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $517,000 | 1,795 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $517,000 | 1,229 |
| Held to maturity securities (book value) | $2,596,000 | 1,062 |
| Available-for-sale securities (fair market value) | $105,109,000 | 1,279 |
| Total debt securities | $107,706,000 | 1,325 |
| 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 | $94,631,000 | 1,401 |
| U.S. Government securities | $56,404,000 | 1,326 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $56,404,000 | 1,250 |
| Securities issued by states & political subdivisions | $37,083,000 | 1,113 |
| Other domestic debt securities | $400,000 | 1,925 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $400,000 | 1,527 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,334,000 | 1,116 |
| Mortgage-backed securities | $45,307,000 | 1,237 |
| Certificates of participation in pools of residential mortgages | $32,186,000 | 1,029 |
| Issued or guaranteed by U.S. | $32,186,000 | 1,001 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,571,000 | 1,008 |
| CMOs issued by government agencies or sponsored agencies | $12,571,000 | 976 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $550,000 | 1,766 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $550,000 | 1,194 |
| Held to maturity securities (book value) | $3,075,000 | 1,005 |
| Available-for-sale securities (fair market value) | $90,812,000 | 1,342 |
| Total debt securities | $93,887,000 | 1,395 |
| 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 | $91,383,000 | 1,394 |
| U.S. Government securities | $57,626,000 | 1,280 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $57,626,000 | 1,204 |
| Securities issued by states & political subdivisions | $32,613,000 | 1,158 |
| Other domestic debt securities | $400,000 | 1,867 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $400,000 | 1,480 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,815,000 | 1,068 |
| Mortgage-backed securities | $42,977,000 | 1,277 |
| Certificates of participation in pools of residential mortgages | $30,408,000 | 1,023 |
| Issued or guaranteed by U.S. | $30,408,000 | 995 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $11,960,000 | 1,057 |
| CMOs issued by government agencies or sponsored agencies | $11,960,000 | 1,021 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $609,000 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $609,000 | 1,157 |
| Held to maturity securities (book value) | $3,075,000 | 1,017 |
| Available-for-sale securities (fair market value) | $87,564,000 | 1,340 |
| Total debt securities | $90,638,000 | 1,393 |
| 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 | $98,546,000 | 1,297 |
| U.S. Government securities | $65,683,000 | 1,169 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $65,683,000 | 1,103 |
| Securities issued by states & political subdivisions | $31,719,000 | 1,080 |
| Other domestic debt securities | $400,000 | 1,800 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $400,000 | 1,389 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,722,000 | 1,099 |
| Mortgage-backed securities | $41,513,000 | 1,300 |
| Certificates of participation in pools of residential mortgages | $29,267,000 | 1,046 |
| Issued or guaranteed by U.S. | $29,267,000 | 1,016 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $11,566,000 | 1,088 |
| CMOs issued by government agencies or sponsored agencies | $11,566,000 | 1,055 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $680,000 | 1,700 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $680,000 | 1,127 |
| Held to maturity securities (book value) | $3,075,000 | 1,027 |
| Available-for-sale securities (fair market value) | $94,727,000 | 1,228 |
| Total debt securities | $97,802,000 | 1,287 |
| Structured notes | ||
| Amortized cost | $990,000 | 355 |
| Fair value | $1,001,000 | 307 |
| 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 | $108,915,000 | 1,180 |
| U.S. Government securities | $73,987,000 | 1,073 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $73,987,000 | 1,006 |
| Securities issued by states & political subdivisions | $33,784,000 | 991 |
| Other domestic debt securities | $400,000 | 1,762 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $400,000 | 1,361 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,827,000 | 1,060 |
| Mortgage-backed securities | $40,570,000 | 1,297 |
| Certificates of participation in pools of residential mortgages | $28,015,000 | 1,060 |
| Issued or guaranteed by U.S. | $28,015,000 | 1,036 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $12,555,000 | 1,035 |
| CMOs issued by government agencies or sponsored agencies | $12,555,000 | 1,000 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $3,075,000 | 1,068 |
| Available-for-sale securities (fair market value) | $105,096,000 | 1,105 |
| Total debt securities | $108,170,000 | 1,162 |
| Structured notes | ||
| Amortized cost | $988,000 | 477 |
| Fair value | $992,000 | 461 |
| 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 | $112,672,000 | 1,141 |
| U.S. Government securities | $79,033,000 | 1,021 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $79,033,000 | 963 |
| Securities issued by states & political subdivisions | $33,202,000 | 973 |
| Other domestic debt securities | $400,000 | 1,797 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $400,000 | 1,362 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $37,000 | 318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,102,000 | 1,118 |
| Mortgage-backed securities | $38,614,000 | 1,305 |
| Certificates of participation in pools of residential mortgages | $25,157,000 | 1,095 |
| Issued or guaranteed by U.S. | $25,157,000 | 1,064 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $13,457,000 | 1,012 |
| CMOs issued by government agencies or sponsored agencies | $13,457,000 | 975 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $3,542,000 | 1,088 |
| Available-for-sale securities (fair market value) | $109,130,000 | 1,055 |
| Total debt securities | $112,635,000 | 1,127 |
| Structured notes | ||
| Amortized cost | $3,487,000 | 266 |
| Fair value | $3,497,000 | 258 |
| 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 | $90,854,000 | 1,375 |
| U.S. Government securities | $59,581,000 | 1,276 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $59,581,000 | 1,208 |
| Securities issued by states & political subdivisions | $30,841,000 | 1,085 |
| Other domestic debt securities | $400,000 | 1,787 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $400,000 | 1,391 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $32,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,594,000 | 1,122 |
| Mortgage-backed securities | $26,357,000 | 1,631 |
| Certificates of participation in pools of residential mortgages | $11,944,000 | 1,807 |
| Issued or guaranteed by U.S. | $11,944,000 | 1,774 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $14,413,000 | 949 |
| CMOs issued by government agencies or sponsored agencies | $14,413,000 | 907 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $3,542,000 | 1,130 |
| Available-for-sale securities (fair market value) | $87,312,000 | 1,296 |
| Total debt securities | $90,822,000 | 1,363 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 363 |
| Fair value | $2,497,000 | 369 |
| 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 | $90,557,000 | 1,398 |
| U.S. Government securities | $58,587,000 | 1,297 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $58,587,000 | 1,228 |
| Securities issued by states & political subdivisions | $31,536,000 | 1,097 |
| Other domestic debt securities | $400,000 | 1,792 |
| 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 | $400,000 | 1,395 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $34,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,655,000 | 1,231 |
| Mortgage-backed securities | $25,254,000 | 1,666 |
| Certificates of participation in pools of residential mortgages | $10,133,000 | 1,975 |
| Issued or guaranteed by U.S. | $10,133,000 | 1,932 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $15,121,000 | 916 |
| CMOs issued by government agencies or sponsored agencies | $15,121,000 | 869 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $3,542,000 | 1,141 |
| Available-for-sale securities (fair market value) | $87,015,000 | 1,315 |
| Total debt securities | $90,524,000 | 1,386 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 373 |
| Fair value | $2,478,000 | 379 |
| 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 | $98,481,000 | 1,304 |
| U.S. Government securities | $64,417,000 | 1,217 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $64,417,000 | 1,150 |
| Securities issued by states & political subdivisions | $33,636,000 | 1,050 |
| Other domestic debt securities | $400,000 | 1,781 |
| 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 | $400,000 | 1,398 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $28,000 | 506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,800,000 | 1,080 |
| Mortgage-backed securities | $26,288,000 | 1,616 |
| Certificates of participation in pools of residential mortgages | $10,534,000 | 1,945 |
| Issued or guaranteed by U.S. | $10,534,000 | 1,918 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $15,754,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $15,754,000 | 843 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $3,542,000 | 1,182 |
| Available-for-sale securities (fair market value) | $94,939,000 | 1,236 |
| Total debt securities | $98,453,000 | 1,287 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 384 |
| Fair value | $2,460,000 | 391 |
| 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 | $106,691,000 | 1,216 |
| U.S. Government securities | $71,950,000 | 1,135 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $71,950,000 | 1,063 |
| Securities issued by states & political subdivisions | $34,307,000 | 1,037 |
| Other domestic debt securities | $400,000 | 1,741 |
| 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 | $400,000 | 1,401 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $34,000 | 544 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,936,000 | 1,304 |
| Mortgage-backed securities | $27,240,000 | 1,597 |
| Certificates of participation in pools of residential mortgages | $10,877,000 | 1,943 |
| Issued or guaranteed by U.S. | $10,877,000 | 1,929 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $16,363,000 | 846 |
| CMOs issued by government agencies or sponsored agencies | $16,363,000 | 810 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $3,996,000 | 1,162 |
| Available-for-sale securities (fair market value) | $102,695,000 | 1,134 |
| Total debt securities | $106,657,000 | 1,191 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 381 |
| Fair value | $2,418,000 | 389 |
| 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 | $109,814,000 | 1,209 |
| U.S. Government securities | $74,311,000 | 1,106 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $74,311,000 | 1,049 |
| Securities issued by states & political subdivisions | $35,061,000 | 1,055 |
| Other domestic debt securities | $400,000 | 1,931 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $400,000 | 1,401 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $42,000 | 552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,823,000 | 1,351 |
| Mortgage-backed securities | $26,842,000 | 1,634 |
| Certificates of participation in pools of residential mortgages | $10,376,000 | 2,036 |
| Issued or guaranteed by U.S. | $10,376,000 | 1,948 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $16,466,000 | 838 |
| CMOs issued by government agencies or sponsored agencies | $16,466,000 | 797 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $3,996,000 | 1,182 |
| Available-for-sale securities (fair market value) | $105,818,000 | 1,121 |
| Total debt securities | $109,772,000 | 1,192 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 383 |
| Fair value | $2,440,000 | 389 |
| 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 | $115,295,000 | 1,172 |
| U.S. Government securities | $77,418,000 | 1,091 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $77,418,000 | 1,046 |
| Securities issued by states & political subdivisions | $37,436,000 | 1,016 |
| Other domestic debt securities | $400,000 | 1,766 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $400,000 | 1,446 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $41,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,823,000 | 1,284 |
| Mortgage-backed securities | $26,389,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $8,841,000 | 2,195 |
| Issued or guaranteed by U.S. | $8,841,000 | 2,193 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,548,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $17,548,000 | 768 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $3,996,000 | 1,205 |
| Available-for-sale securities (fair market value) | $111,299,000 | 1,083 |
| Total debt securities | $115,254,000 | 1,156 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 374 |
| Fair value | $2,446,000 | 379 |
| 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 | $119,062,000 | 1,143 |
| U.S. Government securities | $79,157,000 | 1,081 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $79,157,000 | 1,030 |
| Securities issued by states & political subdivisions | $39,468,000 | 1,006 |
| Other domestic debt securities | $400,000 | 1,767 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $400,000 | 1,460 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $37,000 | 870 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,678,000 | 1,270 |
| Mortgage-backed securities | $27,138,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | $8,353,000 | 2,306 |
| Issued or guaranteed by U.S. | $8,353,000 | 2,303 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $18,785,000 | 764 |
| CMOs issued by government agencies or sponsored agencies | $18,785,000 | 719 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $3,996,000 | 1,232 |
| Available-for-sale securities (fair market value) | $115,066,000 | 1,057 |
| Total debt securities | $119,025,000 | 1,123 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 374 |
| Fair value | $2,470,000 | 377 |
| 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 | $119,656,000 | 1,145 |
| U.S. Government securities | $77,030,000 | 1,111 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $77,030,000 | 1,058 |
| Securities issued by states & political subdivisions | $42,191,000 | 964 |
| Other domestic debt securities | $400,000 | 1,799 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $400,000 | 1,497 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $35,000 | 898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,211,000 | 1,487 |
| Mortgage-backed securities | $25,050,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | $5,540,000 | 2,753 |
| Issued or guaranteed by U.S. | $5,540,000 | 2,751 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $19,510,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $19,510,000 | 706 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $4,438,000 | 1,235 |
| Available-for-sale securities (fair market value) | $115,218,000 | 1,050 |
| Total debt securities | $119,621,000 | 1,128 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 394 |
| Fair value | $2,484,000 | 396 |
| 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 | $119,510,000 | 1,161 |
| U.S. Government securities | $76,212,000 | 1,147 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $76,212,000 | 1,094 |
| Securities issued by states & political subdivisions | $42,866,000 | 962 |
| Other domestic debt securities | $400,000 | 1,831 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $400,000 | 1,525 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $32,000 | 894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,385,000 | 1,663 |
| Mortgage-backed securities | $22,743,000 | 1,851 |
| Certificates of participation in pools of residential mortgages | $3,826,000 | 3,119 |
| Issued or guaranteed by U.S. | $3,826,000 | 3,117 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,917,000 | 758 |
| CMOs issued by government agencies or sponsored agencies | $18,917,000 | 724 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $4,438,000 | 1,251 |
| Available-for-sale securities (fair market value) | $115,072,000 | 1,060 |
| Total debt securities | $119,478,000 | 1,147 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 417 |
| Fair value | $2,486,000 | 416 |
| 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 | $119,980,000 | 1,164 |
| U.S. Government securities | $75,398,000 | 1,165 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $75,398,000 | 1,115 |
| Securities issued by states & political subdivisions | $44,152,000 | 938 |
| Other domestic debt securities | $400,000 | 1,896 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $400,000 | 1,570 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $30,000 | 903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,972,000 | 1,168 |
| Mortgage-backed securities | $22,034,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $2,994,000 | 3,360 |
| Issued or guaranteed by U.S. | $2,994,000 | 3,356 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $19,040,000 | 764 |
| CMOs issued by government agencies or sponsored agencies | $19,040,000 | 726 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $4,438,000 | 1,279 |
| Available-for-sale securities (fair market value) | $115,542,000 | 1,060 |
| Total debt securities | $119,950,000 | 1,146 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 442 |
| Fair value | $2,449,000 | 440 |
| 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 | $115,623,000 | 1,190 |
| U.S. Government securities | $70,113,000 | 1,216 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $70,113,000 | 1,162 |
| Securities issued by states & political subdivisions | $45,081,000 | 915 |
| Other domestic debt securities | $400,000 | 1,920 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $400,000 | 1,578 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $29,000 | 929 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,281,000 | 993 |
| Mortgage-backed securities | $16,895,000 | 2,210 |
| Certificates of participation in pools of residential mortgages | $3,149,000 | 3,344 |
| Issued or guaranteed by U.S. | $3,149,000 | 3,339 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $13,746,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $13,746,000 | 902 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $4,438,000 | 1,285 |
| Available-for-sale securities (fair market value) | $111,185,000 | 1,098 |
| Total debt securities | $115,594,000 | 1,173 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 429 |
| Fair value | $2,449,000 | 426 |
| 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 | $110,646,000 | 1,222 |
| U.S. Government securities | $63,023,000 | 1,319 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $63,023,000 | 1,268 |
| Securities issued by states & political subdivisions | $47,199,000 | 872 |
| Other domestic debt securities | $400,000 | 1,929 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $400,000 | 1,584 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $24,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,622,000 | 1,115 |
| Mortgage-backed securities | $15,535,000 | 2,307 |
| Certificates of participation in pools of residential mortgages | $3,452,000 | 3,308 |
| Issued or guaranteed by U.S. | $3,452,000 | 3,307 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,083,000 | 1,032 |
| CMOs issued by government agencies or sponsored agencies | $12,083,000 | 977 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $5,000,000 | 1,250 |
| Available-for-sale securities (fair market value) | $105,646,000 | 1,135 |
| Total debt securities | $110,622,000 | 1,204 |
| Structured notes | ||
| Amortized cost | $2,495,000 | 418 |
| Fair value | $2,497,000 | 412 |
| 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 | $111,428,000 | 1,240 |
| U.S. Government securities | $62,903,000 | 1,338 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $62,903,000 | 1,287 |
| Securities issued by states & political subdivisions | $48,107,000 | 855 |
| Other domestic debt securities | $400,000 | 1,961 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $400,000 | 1,595 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $18,000 | 945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,874,000 | 1,093 |
| Mortgage-backed securities | $14,794,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $2,642,000 | 3,549 |
| Issued or guaranteed by U.S. | $2,642,000 | 3,543 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $12,152,000 | 1,035 |
| CMOs issued by government agencies or sponsored agencies | $12,152,000 | 988 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $5,000,000 | 1,286 |
| Available-for-sale securities (fair market value) | $106,428,000 | 1,151 |
| Total debt securities | $111,410,000 | 1,216 |
| Structured notes | ||
| Amortized cost | $2,494,000 | 481 |
| Fair value | $2,493,000 | 481 |
| 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 | $108,927,000 | 1,283 |
| U.S. Government securities | $59,575,000 | 1,454 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $59,575,000 | 1,388 |
| Securities issued by states & political subdivisions | $48,933,000 | 818 |
| Other domestic debt securities | $400,000 | 1,979 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $400,000 | 1,605 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $19,000 | 947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,267,000 | 1,046 |
| Mortgage-backed securities | $10,668,000 | 2,795 |
| Certificates of participation in pools of residential mortgages | $1,852,000 | 3,819 |
| Issued or guaranteed by U.S. | $1,852,000 | 3,815 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,816,000 | 1,256 |
| CMOs issued by government agencies or sponsored agencies | $8,816,000 | 1,192 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $5,000,000 | 1,314 |
| Available-for-sale securities (fair market value) | $103,927,000 | 1,181 |
| Total debt securities | $108,908,000 | 1,263 |
| Structured notes | ||
| Amortized cost | $879,000 | 1,030 |
| Fair value | $900,000 | 1,027 |
| 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 | $112,071,000 | 1,260 |
| U.S. Government securities | $62,282,000 | 1,417 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $62,282,000 | 1,343 |
| Securities issued by states & political subdivisions | $49,375,000 | 806 |
| Other domestic debt securities | $400,000 | 1,959 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $400,000 | 1,592 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $14,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,044,000 | 933 |
| Mortgage-backed securities | $11,543,000 | 2,700 |
| Certificates of participation in pools of residential mortgages | $2,006,000 | 3,785 |
| Issued or guaranteed by U.S. | $2,006,000 | 3,782 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,537,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $9,537,000 | 1,142 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $5,000,000 | 1,332 |
| Available-for-sale securities (fair market value) | $107,071,000 | 1,149 |
| Total debt securities | $112,057,000 | 1,246 |
| Structured notes | ||
| Amortized cost | $1,871,000 | 829 |
| Fair value | $1,893,000 | 829 |
| 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 | $108,922,000 | 1,300 |
| U.S. Government securities | $63,167,000 | 1,399 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $63,167,000 | 1,337 |
| Securities issued by states & political subdivisions | $45,342,000 | 881 |
| Other domestic debt securities | $400,000 | 1,989 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $400,000 | 1,603 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $13,000 | 1,028 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,615,000 | 1,054 |
| Mortgage-backed securities | $12,650,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $2,194,000 | 3,785 |
| Issued or guaranteed by U.S. | $2,194,000 | 3,782 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $10,456,000 | 1,160 |
| CMOs issued by government agencies or sponsored agencies | $10,456,000 | 1,107 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $108,922,000 | 1,143 |
| Total debt securities | $108,909,000 | 1,276 |
| Structured notes | ||
| Amortized cost | $2,861,000 | 729 |
| Fair value | $2,893,000 | 728 |
| 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 | $107,169,000 | 1,346 |
| U.S. Government securities | $63,085,000 | 1,444 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $63,085,000 | 1,387 |
| Securities issued by states & political subdivisions | $43,670,000 | 891 |
| Other domestic debt securities | $400,000 | 2,005 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $400,000 | 1,626 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $14,000 | 1,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,872,000 | 1,073 |
| Mortgage-backed securities | $13,824,000 | 2,565 |
| Certificates of participation in pools of residential mortgages | $2,387,000 | 3,806 |
| Issued or guaranteed by U.S. | $2,387,000 | 3,802 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,437,000 | 1,153 |
| CMOs issued by government agencies or sponsored agencies | $11,437,000 | 1,101 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $107,169,000 | 1,179 |
| Total debt securities | $107,155,000 | 1,322 |
| Structured notes | ||
| Amortized cost | $2,857,000 | 821 |
| Fair value | $2,863,000 | 819 |
| 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 | $103,086,000 | 1,398 |
| U.S. Government securities | $58,616,000 | 1,566 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $58,616,000 | 1,495 |
| Securities issued by states & political subdivisions | $44,058,000 | 875 |
| Other domestic debt securities | $400,000 | 2,058 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $400,000 | 1,659 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $12,000 | 1,062 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,572,000 | 1,019 |
| Mortgage-backed securities | $15,133,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $2,607,000 | 3,802 |
| Issued or guaranteed by U.S. | $2,607,000 | 3,798 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $12,526,000 | 1,134 |
| CMOs issued by government agencies or sponsored agencies | $12,526,000 | 1,080 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $103,086,000 | 1,239 |
| Total debt securities | $103,074,000 | 1,373 |
| Structured notes | ||
| Amortized cost | $4,338,000 | 648 |
| Fair value | $4,391,000 | 646 |
| 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 | $97,216,000 | 1,482 |
| U.S. Government securities | $52,055,000 | 1,748 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $52,055,000 | 1,673 |
| Securities issued by states & political subdivisions | $44,750,000 | 861 |
| Other domestic debt securities | $400,000 | 2,077 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $400,000 | 1,684 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,324,000 | 1,037 |
| Mortgage-backed securities | $16,261,000 | 2,468 |
| Certificates of participation in pools of residential mortgages | $2,778,000 | 3,831 |
| Issued or guaranteed by U.S. | $2,778,000 | 3,826 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,483,000 | 1,117 |
| CMOs issued by government agencies or sponsored agencies | $13,483,000 | 1,058 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $97,216,000 | 1,312 |
| Total debt securities | $97,205,000 | 1,467 |
| Structured notes | ||
| Amortized cost | $5,331,000 | 611 |
| Fair value | $5,327,000 | 611 |
| 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 | $95,152,000 | 1,542 |
| U.S. Government securities | $50,686,000 | 1,830 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $50,686,000 | 1,761 |
| Securities issued by states & political subdivisions | $44,054,000 | 872 |
| Other domestic debt securities | $400,000 | 2,143 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $400,000 | 1,720 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $12,000 | 1,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,287,000 | 1,083 |
| Mortgage-backed securities | $17,522,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $2,979,000 | 3,858 |
| Issued or guaranteed by U.S. | $2,979,000 | 3,856 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $14,543,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $14,543,000 | 1,032 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $95,152,000 | 1,368 |
| Total debt securities | $95,140,000 | 1,523 |
| Structured notes | ||
| Amortized cost | $7,796,000 | 500 |
| Fair value | $7,760,000 | 491 |
| 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 | $91,951,000 | 1,604 |
| U.S. Government securities | $47,577,000 | 1,946 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $47,577,000 | 1,879 |
| Securities issued by states & political subdivisions | $43,953,000 | 871 |
| Other domestic debt securities | $409,000 | 2,188 |
| Privately issued residential mortgage-backed securities | $9,000 | 839 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $400,000 | 1,771 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $12,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,838,000 | 1,093 |
| Mortgage-backed securities | $18,896,000 | 2,397 |
| Certificates of participation in pools of residential mortgages | $3,214,000 | 3,845 |
| Issued or guaranteed by U.S. | $3,214,000 | 3,845 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $15,682,000 | 1,053 |
| CMOs issued by government agencies or sponsored agencies | $15,673,000 | 1,002 |
| Privately issued | $9,000 | 800 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $91,951,000 | 1,434 |
| Total debt securities | $91,939,000 | 1,584 |
| Structured notes | ||
| Amortized cost | $7,785,000 | 525 |
| Fair value | $7,722,000 | 518 |
| 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 | $92,136,000 | 1,616 |
| U.S. Government securities | $47,061,000 | 2,000 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $47,061,000 | 1,941 |
| Securities issued by states & political subdivisions | $44,643,000 | 857 |
| Other domestic debt securities | $419,000 | 2,234 |
| Privately issued residential mortgage-backed securities | $19,000 | 852 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $400,000 | 1,811 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $13,000 | 1,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,968,000 | 1,117 |
| Mortgage-backed securities | $20,295,000 | 2,321 |
| Certificates of participation in pools of residential mortgages | $3,435,000 | 3,834 |
| Issued or guaranteed by U.S. | $3,435,000 | 3,834 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $16,860,000 | 1,013 |
| CMOs issued by government agencies or sponsored agencies | $16,841,000 | 964 |
| Privately issued | $19,000 | 813 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $92,136,000 | 1,434 |
| Total debt securities | $92,123,000 | 1,600 |
| Structured notes | ||
| Amortized cost | $8,773,000 | 488 |
| Fair value | $8,619,000 | 479 |
| 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 | $87,881,000 | 1,675 |
| U.S. Government securities | $42,161,000 | 2,176 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $42,161,000 | 2,108 |
| Securities issued by states & political subdivisions | $45,281,000 | 832 |
| Other domestic debt securities | $426,000 | 2,286 |
| Privately issued residential mortgage-backed securities | $26,000 | 876 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $400,000 | 1,847 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $13,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,465,000 | 1,056 |
| Mortgage-backed securities | $21,681,000 | 2,234 |
| Certificates of participation in pools of residential mortgages | $3,639,000 | 3,788 |
| Issued or guaranteed by U.S. | $3,639,000 | 3,785 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $18,042,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $18,016,000 | 930 |
| Privately issued | $26,000 | 835 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $87,881,000 | 1,491 |
| Total debt securities | $87,868,000 | 1,652 |
| Structured notes | ||
| Amortized cost | $8,409,000 | 494 |
| Fair value | $8,152,000 | 477 |
| 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 | $88,872,000 | 1,686 |
| U.S. Government securities | $43,702,000 | 2,127 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $43,702,000 | 2,070 |
| Securities issued by states & political subdivisions | $44,720,000 | 848 |
| Other domestic debt securities | $435,000 | 2,344 |
| Privately issued residential mortgage-backed securities | $35,000 | 894 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $400,000 | 1,883 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $15,000 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,969,000 | 1,136 |
| Mortgage-backed securities | $23,487,000 | 2,150 |
| Certificates of participation in pools of residential mortgages | $3,924,000 | 3,736 |
| Issued or guaranteed by U.S. | $3,924,000 | 3,732 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $19,563,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $19,528,000 | 902 |
| Privately issued | $35,000 | 855 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $88,872,000 | 1,496 |
| Total debt securities | $88,857,000 | 1,663 |
| Structured notes | ||
| Amortized cost | $8,915,000 | 463 |
| Fair value | $8,696,000 | 452 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $79,288,000 | 1,846 |
| U.S. Government securities | $33,706,000 | 2,547 |
| U.S. Treasury securities | $2,000,000 | 674 |
| U.S. Government agency obligations | $31,706,000 | 2,590 |
| Securities issued by states & political subdivisions | $45,124,000 | 843 |
| Other domestic debt securities | $447,000 | 2,402 |
| Privately issued residential mortgage-backed securities | $47,000 | 900 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $400,000 | 1,926 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,000 | 1,166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,854,000 | 1,204 |
| Mortgage-backed securities | $26,403,000 | 2,013 |
| Certificates of participation in pools of residential mortgages | $4,362,000 | 3,627 |
| Issued or guaranteed by U.S. | $4,362,000 | 3,622 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $22,041,000 | 890 |
| CMOs issued by government agencies or sponsored agencies | $21,994,000 | 844 |
| Privately issued | $47,000 | 861 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $115,000 | 2,368 |
| Available-for-sale securities (fair market value) | $79,173,000 | 1,660 |
| Total debt securities | $79,277,000 | 1,824 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 811 |
| Fair value | $3,865,000 | 836 |
| 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 | $79,826,000 | 1,852 |
| U.S. Government securities | $33,015,000 | 2,630 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $33,015,000 | 2,571 |
| Securities issued by states & political subdivisions | $46,307,000 | 796 |
| Other domestic debt securities | $492,000 | 2,364 |
| Privately issued residential mortgage-backed securities | $92,000 | 902 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $400,000 | 1,904 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $12,000 | 1,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,885,000 | 1,201 |
| Mortgage-backed securities | $30,109,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $4,902,000 | 3,543 |
| Issued or guaranteed by U.S. | $4,902,000 | 3,541 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $25,207,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $25,115,000 | 816 |
| Privately issued | $92,000 | 864 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $215,000 | 2,278 |
| Available-for-sale securities (fair market value) | $79,611,000 | 1,684 |
| Total debt securities | $79,814,000 | 1,832 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 970 |
| Fair value | $2,998,000 | 998 |
| 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 | $90,452,000 | 1,627 |
| U.S. Government securities | $42,687,000 | 2,115 |
| U.S. Treasury securities | $10,000,000 | 298 |
| U.S. Government agency obligations | $32,687,000 | 2,533 |
| Securities issued by states & political subdivisions | $47,235,000 | 759 |
| Other domestic debt securities | $518,000 | 2,287 |
| Privately issued residential mortgage-backed securities | $118,000 | 913 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $400,000 | 1,872 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $12,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,203,000 | 1,004 |
| Mortgage-backed securities | $32,805,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $5,500,000 | 3,405 |
| Issued or guaranteed by U.S. | $5,500,000 | 3,403 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $27,305,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $27,187,000 | 761 |
| Privately issued | $118,000 | 877 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $570,000 | 2,076 |
| Available-for-sale securities (fair market value) | $89,882,000 | 1,489 |
| Total debt securities | $90,440,000 | 1,606 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $82,635,000 | 1,782 |
| U.S. Government securities | $35,255,000 | 2,516 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $35,255,000 | 2,461 |
| Securities issued by states & political subdivisions | $46,818,000 | 743 |
| Other domestic debt securities | $552,000 | 2,330 |
| Privately issued residential mortgage-backed securities | $152,000 | 931 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $400,000 | 1,938 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $10,000 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,879,000 | 1,186 |
| Mortgage-backed securities | $35,407,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $6,136,000 | 3,437 |
| Issued or guaranteed by U.S. | $6,136,000 | 3,437 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $29,271,000 | 825 |
| CMOs issued by government agencies or sponsored agencies | $29,119,000 | 770 |
| Privately issued | $152,000 | 894 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,020,000 | 1,941 |
| Available-for-sale securities (fair market value) | $81,615,000 | 1,648 |
| Total debt securities | $82,225,000 | 1,765 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $81,671,000 | 1,789 |
| U.S. Government securities | $35,235,000 | 2,543 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $35,235,000 | 2,493 |
| Securities issued by states & political subdivisions | $45,842,000 | 736 |
| Other domestic debt securities | $584,000 | 2,305 |
| Privately issued residential mortgage-backed securities | $184,000 | 972 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $400,000 | 1,925 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $10,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,160,000 | 1,188 |
| Mortgage-backed securities | $35,419,000 | 1,790 |
| Certificates of participation in pools of residential mortgages | $6,686,000 | 3,358 |
| Issued or guaranteed by U.S. | $6,686,000 | 3,358 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $28,733,000 | 842 |
| CMOs issued by government agencies or sponsored agencies | $28,549,000 | 789 |
| Privately issued | $184,000 | 935 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,021,000 | 1,952 |
| Available-for-sale securities (fair market value) | $80,650,000 | 1,654 |
| Total debt securities | $81,262,000 | 1,773 |
| 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 | $82,388,000 | 1,783 |
| U.S. Government securities | $38,518,000 | 2,400 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $38,518,000 | 2,341 |
| Securities issued by states & political subdivisions | $43,240,000 | 748 |
| Other domestic debt securities | $621,000 | 2,252 |
| Privately issued residential mortgage-backed securities | $221,000 | 977 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $400,000 | 1,917 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $9,000 | 1,158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,855,000 | 1,113 |
| Mortgage-backed securities | $38,739,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | $7,301,000 | 3,242 |
| Issued or guaranteed by U.S. | $7,301,000 | 3,240 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $31,438,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $31,217,000 | 763 |
| Privately issued | $221,000 | 942 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,121,000 | 1,965 |
| Available-for-sale securities (fair market value) | $81,267,000 | 1,646 |
| Total debt securities | $81,979,000 | 1,769 |
| Structured notes | ||
| Amortized cost | $287,000 | 2,957 |
| Fair value | $289,000 | 2,955 |
| 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 | $81,488,000 | 1,717 |
| U.S. Government securities | $39,267,000 | 2,262 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $39,267,000 | 2,206 |
| Securities issued by states & political subdivisions | $41,564,000 | 752 |
| Other domestic debt securities | $651,000 | 2,217 |
| Privately issued residential mortgage-backed securities | $251,000 | 1,049 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $400,000 | 1,835 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $6,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,123,000 | 1,042 |
| Mortgage-backed securities | $39,418,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | $7,991,000 | 3,017 |
| Issued or guaranteed by U.S. | $7,991,000 | 3,017 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $31,427,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $31,176,000 | 724 |
| Privately issued | $251,000 | 995 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,421,000 | 1,961 |
| Available-for-sale securities (fair market value) | $80,067,000 | 1,589 |
| Total debt securities | $81,083,000 | 1,715 |
| Structured notes | ||
| Amortized cost | $305,000 | 2,808 |
| Fair value | $309,000 | 2,806 |
| 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 | $77,542,000 | 1,763 |
| U.S. Government securities | $37,853,000 | 2,274 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $37,853,000 | 2,206 |
| Securities issued by states & political subdivisions | $39,282,000 | 757 |
| Other domestic debt securities | $400,000 | 2,434 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $400,000 | 1,811 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $7,000 | 1,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,665,000 | 1,109 |
| Mortgage-backed securities | $37,753,000 | 1,572 |
| Certificates of participation in pools of residential mortgages | $6,381,000 | 3,249 |
| Issued or guaranteed by U.S. | $6,381,000 | 3,246 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $31,372,000 | 789 |
| CMOs issued by government agencies or sponsored agencies | $31,372,000 | 695 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,422,000 | 1,976 |
| Available-for-sale securities (fair market value) | $76,120,000 | 1,637 |
| Total debt securities | $77,135,000 | 1,757 |
| Structured notes | ||
| Amortized cost | $323,000 | 2,871 |
| Fair value | $341,000 | 2,863 |
| 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 | $72,407,000 | 1,863 |
| U.S. Government securities | $35,806,000 | 2,434 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $35,806,000 | 2,366 |
| Securities issued by states & political subdivisions | $36,194,000 | 780 |
| Other domestic debt securities | $400,000 | 2,393 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $400,000 | 1,739 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $7,000 | 1,279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,810,000 | 1,284 |
| Mortgage-backed securities | $35,705,000 | 1,601 |
| Certificates of participation in pools of residential mortgages | $6,367,000 | 3,233 |
| Issued or guaranteed by U.S. | $6,367,000 | 3,226 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $29,338,000 | 811 |
| CMOs issued by government agencies or sponsored agencies | $29,338,000 | 708 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,422,000 | 1,999 |
| Available-for-sale securities (fair market value) | $70,985,000 | 1,718 |
| Total debt securities | $72,000,000 | 1,860 |
| Structured notes | ||
| Amortized cost | $339,000 | 3,014 |
| Fair value | $356,000 | 3,000 |
| 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 | $74,001,000 | 1,814 |
| U.S. Government securities | $37,503,000 | 2,323 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $37,503,000 | 2,255 |
| Securities issued by states & political subdivisions | $36,091,000 | 766 |
| Other domestic debt securities | $400,000 | 2,441 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $400,000 | 1,782 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $7,000 | 1,301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,087,000 | 1,089 |
| Mortgage-backed securities | $37,401,000 | 1,517 |
| Certificates of participation in pools of residential mortgages | $6,336,000 | 3,173 |
| Issued or guaranteed by U.S. | $6,336,000 | 3,166 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $31,065,000 | 766 |
| CMOs issued by government agencies or sponsored agencies | $31,065,000 | 659 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,257,000 | 1,812 |
| Available-for-sale securities (fair market value) | $71,744,000 | 1,690 |
| Total debt securities | $73,594,000 | 1,805 |
| Structured notes | ||
| Amortized cost | $357,000 | 3,053 |
| Fair value | $373,000 | 3,041 |
| 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 | $75,060,000 | 1,719 |
| U.S. Government securities | $39,008,000 | 2,148 |
| U.S. Treasury securities | $6,600,000 | 430 |
| U.S. Government agency obligations | $32,408,000 | 2,416 |
| Securities issued by states & political subdivisions | $35,546,000 | 745 |
| Other domestic debt securities | $500,000 | 2,471 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $500,000 | 1,678 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $6,000 | 1,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,949,000 | 958 |
| Mortgage-backed securities | $32,306,000 | 1,644 |
| Certificates of participation in pools of residential mortgages | $1,924,000 | 4,266 |
| Issued or guaranteed by U.S. | $1,924,000 | 4,260 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $30,382,000 | 776 |
| CMOs issued by government agencies or sponsored agencies | $30,382,000 | 659 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,938,000 | 1,692 |
| Available-for-sale securities (fair market value) | $72,122,000 | 1,606 |
| Total debt securities | $75,054,000 | 1,705 |
| Structured notes | ||
| Amortized cost | $380,000 | 2,932 |
| Fair value | $395,000 | 2,924 |
| 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 | $67,185,000 | 1,846 |
| U.S. Government securities | $31,419,000 | 2,540 |
| U.S. Treasury securities | $1,700,000 | 740 |
| U.S. Government agency obligations | $29,719,000 | 2,565 |
| Securities issued by states & political subdivisions | $34,657,000 | 763 |
| Other domestic debt securities | $1,109,000 | 2,083 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,109,000 | 1,309 |
| 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 | $46,145,000 | 1,110 |
| Mortgage-backed securities | $29,616,000 | 1,739 |
| Certificates of participation in pools of residential mortgages | $1,537,000 | 4,428 |
| Issued or guaranteed by U.S. | $1,537,000 | 4,421 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $28,079,000 | 814 |
| CMOs issued by government agencies or sponsored agencies | $28,079,000 | 689 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $3,704,000 | 1,617 |
| Available-for-sale securities (fair market value) | $63,481,000 | 1,748 |
| Total debt securities | $67,185,000 | 1,826 |
| Structured notes | ||
| Amortized cost | $409,000 | 2,953 |
| Fair value | $425,000 | 2,948 |
| 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 | $66,562,000 | 1,853 |
| U.S. Government securities | $32,024,000 | 2,551 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $32,024,000 | 2,469 |
| Securities issued by states & political subdivisions | $33,439,000 | 731 |
| Other domestic debt securities | $1,099,000 | 2,083 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,099,000 | 1,271 |
| 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 | $44,452,000 | 1,172 |
| Mortgage-backed securities | $31,920,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | $1,860,000 | 4,344 |
| Issued or guaranteed by U.S. | $1,860,000 | 4,336 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $30,060,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $30,060,000 | 625 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $3,805,000 | 1,659 |
| Available-for-sale securities (fair market value) | $62,757,000 | 1,752 |
| Total debt securities | $66,562,000 | 1,833 |
| Structured notes | ||
| Amortized cost | $437,000 | 3,031 |
| Fair value | $449,000 | 3,026 |
| 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 | $68,037,000 | 1,839 |
| U.S. Government securities | $33,083,000 | 2,516 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $33,083,000 | 2,448 |
| Securities issued by states & political subdivisions | $33,858,000 | 701 |
| Other domestic debt securities | $1,096,000 | 2,147 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,096,000 | 1,300 |
| 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 | $42,606,000 | 1,259 |
| Mortgage-backed securities | $32,979,000 | 1,617 |
| Certificates of participation in pools of residential mortgages | $2,022,000 | 4,398 |
| Issued or guaranteed by U.S. | $2,022,000 | 4,390 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $30,957,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $30,957,000 | 604 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $4,546,000 | 1,584 |
| Available-for-sale securities (fair market value) | $63,491,000 | 1,764 |
| Total debt securities | $68,037,000 | 1,817 |
| Structured notes | ||
| Amortized cost | $461,000 | 2,833 |
| Fair value | $473,000 | 2,826 |
| 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 | $71,242,000 | 1,762 |
| U.S. Government securities | $36,476,000 | 2,283 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $36,476,000 | 2,216 |
| Securities issued by states & political subdivisions | $33,732,000 | 694 |
| Other domestic debt securities | $1,034,000 | 2,251 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,034,000 | 1,369 |
| 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 | $48,434,000 | 1,126 |
| Mortgage-backed securities | $35,861,000 | 1,538 |
| Certificates of participation in pools of residential mortgages | $2,203,000 | 4,413 |
| Issued or guaranteed by U.S. | $2,203,000 | 4,407 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $33,658,000 | 677 |
| CMOs issued by government agencies or sponsored agencies | $33,658,000 | 534 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $4,948,000 | 1,527 |
| Available-for-sale securities (fair market value) | $66,294,000 | 1,667 |
| Total debt securities | $71,242,000 | 1,743 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,538 |
| Fair value | $511,000 | 2,403 |
| 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 | $73,634,000 | 1,711 |
| U.S. Government securities | $39,112,000 | 2,134 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $39,112,000 | 2,071 |
| Securities issued by states & political subdivisions | $33,483,000 | 706 |
| Other domestic debt securities | $1,039,000 | 2,370 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,039,000 | 1,450 |
| 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 | $50,641,000 | 1,063 |
| Mortgage-backed securities | $38,476,000 | 1,490 |
| Certificates of participation in pools of residential mortgages | $2,375,000 | 4,450 |
| Issued or guaranteed by U.S. | $2,375,000 | 4,443 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $36,101,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $36,101,000 | 493 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $5,824,000 | 1,485 |
| Available-for-sale securities (fair market value) | $67,810,000 | 1,616 |
| Total debt securities | $73,634,000 | 1,689 |
| Structured notes | ||
| Amortized cost | $552,000 | 1,962 |
| Fair value | $531,000 | 1,990 |
| 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 | $77,947,000 | 1,596 |
| U.S. Government securities | $44,232,000 | 1,868 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $44,232,000 | 1,827 |
| Securities issued by states & political subdivisions | $32,714,000 | 692 |
| Other domestic debt securities | $1,001,000 | 2,437 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,001,000 | 1,523 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,837,000 | 1,073 |
| Mortgage-backed securities | $43,575,000 | 1,340 |
| Certificates of participation in pools of residential mortgages | $2,509,000 | 4,467 |
| Issued or guaranteed by U.S. | $2,509,000 | 4,455 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $41,066,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $41,066,000 | 429 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $6,416,000 | 1,432 |
| Available-for-sale securities (fair market value) | $71,531,000 | 1,508 |
| Total debt securities | $77,947,000 | 1,571 |
| Structured notes | ||
| Amortized cost | $559,000 | 1,501 |
| Fair value | $556,000 | 1,505 |
| 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 | $81,308,000 | 1,523 |
| U.S. Government securities | $46,758,000 | 1,793 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $46,758,000 | 1,749 |
| Securities issued by states & political subdivisions | $33,662,000 | 631 |
| Other domestic debt securities | $888,000 | 2,449 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $888,000 | 1,657 |
| 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 | $59,715,000 | 940 |
| Mortgage-backed securities | $46,656,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $2,801,000 | 4,469 |
| Issued or guaranteed by U.S. | $2,801,000 | 4,458 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $43,855,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $43,855,000 | 381 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,619,000 | 1,335 |
| Available-for-sale securities (fair market value) | $73,689,000 | 1,466 |
| Total debt securities | $81,308,000 | 1,500 |
| 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 | $79,635,000 | 1,529 |
| U.S. Government securities | $44,889,000 | 1,878 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $44,889,000 | 1,846 |
| Securities issued by states & political subdivisions | $33,739,000 | 605 |
| Other domestic debt securities | $1,007,000 | 2,261 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,007,000 | 1,491 |
| 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 | $57,390,000 | 981 |
| Mortgage-backed securities | $44,786,000 | 1,299 |
| Certificates of participation in pools of residential mortgages | $3,058,000 | 4,339 |
| Issued or guaranteed by U.S. | $3,058,000 | 4,327 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $41,728,000 | 536 |
| CMOs issued by government agencies or sponsored agencies | $41,728,000 | 382 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,058,000 | 1,214 |
| Available-for-sale securities (fair market value) | $70,577,000 | 1,508 |
| Total debt securities | $79,635,000 | 1,502 |
| 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 | $77,016,000 | 1,541 |
| U.S. Government securities | $41,907,000 | 1,945 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $41,907,000 | 1,904 |
| Securities issued by states & political subdivisions | $33,387,000 | 586 |
| Other domestic debt securities | $1,722,000 | 1,895 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,722,000 | 1,192 |
| 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 | $54,825,000 | 997 |
| Mortgage-backed securities | $41,805,000 | 1,292 |
| Certificates of participation in pools of residential mortgages | $3,189,000 | 4,219 |
| Issued or guaranteed by U.S. | $3,189,000 | 4,207 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $38,616,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $38,616,000 | 389 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,962,000 | 1,153 |
| Available-for-sale securities (fair market value) | $67,054,000 | 1,525 |
| Total debt securities | $77,016,000 | 1,516 |
| 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 | $76,093,000 | 1,583 |
| U.S. Government securities | $41,791,000 | 1,978 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $41,791,000 | 1,934 |
| Securities issued by states & political subdivisions | $33,105,000 | 619 |
| Other domestic debt securities | $1,197,000 | 2,149 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,197,000 | 1,459 |
| 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 | $52,746,000 | 1,001 |
| Mortgage-backed securities | $41,689,000 | 1,291 |
| Certificates of participation in pools of residential mortgages | $3,315,000 | 4,187 |
| Issued or guaranteed by U.S. | $3,315,000 | 4,172 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $38,374,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $38,374,000 | 380 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,216,000 | 1,124 |
| Available-for-sale securities (fair market value) | $65,877,000 | 1,579 |
| Total debt securities | $76,093,000 | 1,543 |
| 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 | $76,107,000 | 1,558 |
| U.S. Government securities | $41,624,000 | 1,978 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $41,624,000 | 1,939 |
| Securities issued by states & political subdivisions | $33,275,000 | 605 |
| Other domestic debt securities | $1,208,000 | 2,057 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,208,000 | 1,398 |
| 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 | $54,438,000 | 952 |
| Mortgage-backed securities | $41,520,000 | 1,244 |
| Certificates of participation in pools of residential mortgages | $3,557,000 | 4,002 |
| Issued or guaranteed by U.S. | $3,557,000 | 3,988 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $37,963,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $37,963,000 | 373 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,381,000 | 1,063 |
| Available-for-sale securities (fair market value) | $64,726,000 | 1,618 |
| Total debt securities | $76,107,000 | 1,521 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $77,748,000 | 1,533 |
| U.S. Government securities | $43,104,000 | 1,907 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $43,104,000 | 1,868 |
| Securities issued by states & political subdivisions | $33,439,000 | 586 |
| Other domestic debt securities | $1,205,000 | 1,894 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,205,000 | 1,307 |
| 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 | $53,943,000 | 960 |
| Mortgage-backed securities | $43,002,000 | 1,100 |
| Certificates of participation in pools of residential mortgages | $3,651,000 | 3,659 |
| Issued or guaranteed by U.S. | $3,651,000 | 3,644 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $39,351,000 | 494 |
| CMOs issued by government agencies or sponsored agencies | $39,351,000 | 361 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,732,000 | 1,053 |
| Available-for-sale securities (fair market value) | $65,016,000 | 1,567 |
| Total debt securities | $77,748,000 | 1,495 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $77,500,000 | 1,540 |
| U.S. Government securities | $42,664,000 | 1,958 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $42,664,000 | 1,915 |
| Securities issued by states & political subdivisions | $33,628,000 | 569 |
| Other domestic debt securities | $1,208,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,208,000 | 1,279 |
| 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 | $51,666,000 | 968 |
| Mortgage-backed securities | $42,564,000 | 1,046 |
| Certificates of participation in pools of residential mortgages | $3,755,000 | 3,456 |
| Issued or guaranteed by U.S. | $3,755,000 | 3,441 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $38,809,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $38,809,000 | 354 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,484,000 | 998 |
| Available-for-sale securities (fair market value) | $63,016,000 | 1,592 |
| Total debt securities | $77,500,000 | 1,502 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $71,588,000 | 1,645 |
| U.S. Government securities | $38,264,000 | 2,163 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $38,264,000 | 2,102 |
| Securities issued by states & political subdivisions | $32,117,000 | 595 |
| Other domestic debt securities | $1,207,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,207,000 | 1,237 |
| 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 | $46,512,000 | 1,043 |
| Mortgage-backed securities | $38,164,000 | 1,104 |
| Certificates of participation in pools of residential mortgages | $4,027,000 | 3,312 |
| Issued or guaranteed by U.S. | $4,027,000 | 3,300 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $34,137,000 | 519 |
| CMOs issued by government agencies or sponsored agencies | $34,137,000 | 393 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,765,000 | 999 |
| Available-for-sale securities (fair market value) | $56,823,000 | 1,737 |
| Total debt securities | $71,588,000 | 1,613 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $71,000,000 | 1,661 |
| U.S. Government securities | $35,586,000 | 2,329 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $35,586,000 | 2,261 |
| Securities issued by states & political subdivisions | $34,199,000 | 551 |
| Other domestic debt securities | $1,215,000 | 1,803 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,215,000 | 1,257 |
| 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 | $45,385,000 | 1,079 |
| Mortgage-backed securities | $35,487,000 | 1,164 |
| Certificates of participation in pools of residential mortgages | $4,259,000 | 3,218 |
| Issued or guaranteed by U.S. | $4,259,000 | 3,202 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $31,228,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $31,228,000 | 412 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,301,000 | 907 |
| Available-for-sale securities (fair market value) | $53,699,000 | 1,851 |
| Total debt securities | $71,000,000 | 1,624 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $69,365,000 | 1,713 |
| U.S. Government securities | $35,249,000 | 2,410 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $35,249,000 | 2,343 |
| Securities issued by states & political subdivisions | $32,899,000 | 565 |
| Other domestic debt securities | $1,217,000 | 1,810 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,217,000 | 1,278 |
| 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 | $44,937,000 | 1,086 |
| Mortgage-backed securities | $35,150,000 | 1,192 |
| Certificates of participation in pools of residential mortgages | $4,467,000 | 3,168 |
| Issued or guaranteed by U.S. | $4,467,000 | 3,155 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $30,683,000 | 547 |
| CMOs issued by government agencies or sponsored agencies | $30,683,000 | 429 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,594,000 | 843 |
| Available-for-sale securities (fair market value) | $49,771,000 | 2,034 |
| Total debt securities | $69,365,000 | 1,680 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $69,803,000 | 1,731 |
| U.S. Government securities | $34,262,000 | 2,474 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $34,262,000 | 2,406 |
| Securities issued by states & political subdivisions | $33,922,000 | 536 |
| Other domestic debt securities | $1,619,000 | 1,647 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,619,000 | 1,164 |
| 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 | $44,367,000 | 1,089 |
| Mortgage-backed securities | $34,163,000 | 1,240 |
| Certificates of participation in pools of residential mortgages | $4,639,000 | 3,129 |
| Issued or guaranteed by U.S. | $4,639,000 | 3,114 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $29,524,000 | 553 |
| CMOs issued by government agencies or sponsored agencies | $29,524,000 | 430 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,720,000 | 815 |
| Available-for-sale securities (fair market value) | $48,083,000 | 2,086 |
| Total debt securities | $69,803,000 | 1,691 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $71,001,000 | 1,690 |
| U.S. Government securities | $37,131,000 | 2,315 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $37,131,000 | 2,244 |
| Securities issued by states & political subdivisions | $32,263,000 | 559 |
| Other domestic debt securities | $1,607,000 | 1,669 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,607,000 | 1,190 |
| 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 | $40,632,000 | 1,161 |
| Mortgage-backed securities | $37,032,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $4,805,000 | 3,086 |
| Issued or guaranteed by U.S. | $4,805,000 | 3,074 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $32,227,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $32,227,000 | 411 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,731,000 | 826 |
| Available-for-sale securities (fair market value) | $49,270,000 | 2,026 |
| Total debt securities | $71,001,000 | 1,660 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $68,943,000 | 1,769 |
| U.S. Government securities | $35,569,000 | 2,441 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $35,569,000 | 2,371 |
| Securities issued by states & political subdivisions | $31,750,000 | 573 |
| Other domestic debt securities | $1,624,000 | 1,711 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,624,000 | 1,242 |
| 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 | $43,535,000 | 1,101 |
| Mortgage-backed securities | $35,470,000 | 1,224 |
| Certificates of participation in pools of residential mortgages | $4,443,000 | 3,229 |
| Issued or guaranteed by U.S. | $4,443,000 | 3,216 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $31,027,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $31,027,000 | 418 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,372,000 | 794 |
| Available-for-sale securities (fair market value) | $45,571,000 | 2,196 |
| Total debt securities | $68,943,000 | 1,734 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $70,295,000 | 1,731 |
| U.S. Government securities | $36,187,000 | 2,381 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $36,187,000 | 2,308 |
| Securities issued by states & political subdivisions | $32,474,000 | 553 |
| Other domestic debt securities | $1,634,000 | 1,769 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,634,000 | 1,316 |
| 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 | $44,682,000 | 1,065 |
| Mortgage-backed securities | $33,393,000 | 1,277 |
| Certificates of participation in pools of residential mortgages | $2,731,000 | 3,867 |
| Issued or guaranteed by U.S. | $2,731,000 | 3,852 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $30,662,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $30,662,000 | 424 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,962,000 | 774 |
| Available-for-sale securities (fair market value) | $45,333,000 | 2,221 |
| Total debt securities | $70,295,000 | 1,695 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $66,530,000 | 1,811 |
| U.S. Government securities | $32,588,000 | 2,572 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $32,588,000 | 2,494 |
| Securities issued by states & political subdivisions | $32,288,000 | 555 |
| Other domestic debt securities | $1,654,000 | 1,796 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,654,000 | 1,355 |
| 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 | $39,970,000 | 1,136 |
| Mortgage-backed securities | $32,339,000 | 1,318 |
| Certificates of participation in pools of residential mortgages | $2,919,000 | 3,842 |
| Issued or guaranteed by U.S. | $2,919,000 | 3,829 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $29,420,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $29,420,000 | 428 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,766,000 | 771 |
| Available-for-sale securities (fair market value) | $40,764,000 | 2,385 |
| Total debt securities | $66,531,000 | 1,768 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $69,655,000 | 1,757 |
| U.S. Government securities | $34,697,000 | 2,481 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $34,697,000 | 2,401 |
| Securities issued by states & political subdivisions | $32,788,000 | 535 |
| Other domestic debt securities | $2,170,000 | 1,624 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,170,000 | 1,212 |
| 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 | $37,376,000 | 1,201 |
| Mortgage-backed securities | $34,448,000 | 1,290 |
| Certificates of participation in pools of residential mortgages | $2,961,000 | 3,892 |
| Issued or guaranteed by U.S. | $2,961,000 | 3,878 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $31,487,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $31,487,000 | 420 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,860,000 | 754 |
| Available-for-sale securities (fair market value) | $42,795,000 | 2,288 |
| Total debt securities | $69,655,000 | 1,715 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $73,737,000 | 1,672 |
| U.S. Government securities | $39,131,000 | 2,276 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $39,131,000 | 2,197 |
| Securities issued by states & political subdivisions | $32,438,000 | 535 |
| Other domestic debt securities | $2,168,000 | 1,664 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,168,000 | 1,280 |
| 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 | $39,131,000 | 1,168 |
| Mortgage-backed securities | $34,603,000 | 1,326 |
| Certificates of participation in pools of residential mortgages | $1,965,000 | 4,464 |
| Issued or guaranteed by U.S. | $1,965,000 | 4,450 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $32,638,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $32,638,000 | 432 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,831,000 | 759 |
| Available-for-sale securities (fair market value) | $45,906,000 | 2,162 |
| Total debt securities | $73,737,000 | 1,632 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $77,165,000 | 1,634 |
| U.S. Government securities | $41,750,000 | 2,164 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $41,750,000 | 2,076 |
| Securities issued by states & political subdivisions | $32,708,000 | 543 |
| Other domestic debt securities | $2,707,000 | 1,564 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,707,000 | 1,197 |
| 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 | $41,750,000 | 1,098 |
| Mortgage-backed securities | $31,586,000 | 1,427 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $31,586,000 | 557 |
| CMOs issued by government agencies or sponsored agencies | $31,586,000 | 440 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,681,000 | 738 |
| Available-for-sale securities (fair market value) | $48,484,000 | 2,100 |
| Total debt securities | $77,165,000 | 1,593 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $81,048,000 | 1,561 |
| U.S. Government securities | $44,664,000 | 2,008 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $44,664,000 | 1,939 |
| Securities issued by states & political subdivisions | $33,645,000 | 521 |
| Other domestic debt securities | $2,739,000 | 1,582 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,739,000 | 1,248 |
| 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 | $44,664,000 | 1,023 |
| Mortgage-backed securities | $34,389,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $34,389,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $34,389,000 | 420 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,943,000 | 716 |
| Available-for-sale securities (fair market value) | $51,105,000 | 2,003 |
| Total debt securities | $81,048,000 | 1,523 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $81,048,000 | 1,592 |
| U.S. Government securities | $44,958,000 | 2,039 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $44,958,000 | 1,967 |
| Securities issued by states & political subdivisions | $33,369,000 | 517 |
| Other domestic debt securities | $2,721,000 | 1,647 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,721,000 | 1,310 |
| 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 | $44,958,000 | 1,004 |
| Mortgage-backed securities | $32,662,000 | 1,409 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $32,662,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $32,662,000 | 446 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,054,000 | 723 |
| Available-for-sale securities (fair market value) | $50,994,000 | 2,032 |
| Total debt securities | $81,048,000 | 1,544 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $87,953,000 | 1,487 |
| U.S. Government securities | $51,602,000 | 1,785 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $51,602,000 | 1,728 |
| Securities issued by states & political subdivisions | $33,537,000 | 514 |
| Other domestic debt securities | $2,814,000 | 1,716 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,814,000 | 1,367 |
| 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 | $50,780,000 | 894 |
| Mortgage-backed securities | $34,923,000 | 1,376 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $34,923,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $34,923,000 | 452 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,864,000 | 687 |
| Available-for-sale securities (fair market value) | $57,089,000 | 1,854 |
| Total debt securities | $87,953,000 | 1,442 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $98,340,000 | 1,380 |
| U.S. Government securities | $62,133,000 | 1,573 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $62,133,000 | 1,514 |
| Securities issued by states & political subdivisions | $33,403,000 | 524 |
| Other domestic debt securities | $2,804,000 | 1,749 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,804,000 | 1,468 |
| 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 | $59,195,000 | 772 |
| Mortgage-backed securities | $36,771,000 | 1,357 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $36,771,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $36,771,000 | 474 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,980,000 | 691 |
| Available-for-sale securities (fair market value) | $67,360,000 | 1,625 |
| Total debt securities | $98,340,000 | 1,333 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $91,280,000 | 1,459 |
| U.S. Government securities | $54,298,000 | 1,725 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $54,298,000 | 1,672 |
| Securities issued by states & political subdivisions | $34,166,000 | 504 |
| Other domestic debt securities | $2,816,000 | 1,829 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,816,000 | 1,552 |
| 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 | $58,987,000 | 752 |
| Mortgage-backed securities | $30,668,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $30,668,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $30,668,000 | 540 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,505,000 | 648 |
| Available-for-sale securities (fair market value) | $58,775,000 | 1,812 |
| Total debt securities | $91,280,000 | 1,405 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $71,028,000 | 1,756 |
| U.S. Government securities | $35,277,000 | 2,401 |
| U.S. Treasury securities | $3,699,000 | 806 |
| U.S. Government agency obligations | $31,578,000 | 2,531 |
| Securities issued by states & political subdivisions | $32,898,000 | 519 |
| Other domestic debt securities | $2,853,000 | 1,891 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,853,000 | 1,605 |
| 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 | $43,780,000 | 939 |
| Mortgage-backed securities | $22,150,000 | 1,908 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $22,150,000 | 772 |
| CMOs issued by government agencies or sponsored agencies | $22,150,000 | 705 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,412,000 | 633 |
| Available-for-sale securities (fair market value) | $38,616,000 | 2,546 |
| Total debt securities | $71,028,000 | 1,699 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $78,652,000 | 1,577 |
| U.S. Government securities | $43,031,000 | 2,008 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $43,031,000 | 1,942 |
| Securities issued by states & political subdivisions | $33,322,000 | 482 |
| Other domestic debt securities | $2,299,000 | 2,074 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,299,000 | 1,783 |
| 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 | $51,863,000 | 810 |
| Mortgage-backed securities | $29,369,000 | 1,548 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $29,369,000 | 663 |
| CMOs issued by government agencies or sponsored agencies | $29,369,000 | 614 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,836,000 | 617 |
| Available-for-sale securities (fair market value) | $45,816,000 | 2,174 |
| Total debt securities | $78,652,000 | 1,536 |
| 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 | $88,405,000 | 1,394 |
| U.S. Government securities | $52,852,000 | 1,640 |
| U.S. Treasury securities | $3,698,000 | 861 |
| U.S. Government agency obligations | $49,154,000 | 1,695 |
| Securities issued by states & political subdivisions | $33,255,000 | 465 |
| Other domestic debt securities | $2,298,000 | 2,069 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,298,000 | 1,784 |
| 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 | $55,101,000 | 759 |
| Mortgage-backed securities | $33,090,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $33,090,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $33,090,000 | 551 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,769,000 | 607 |
| Available-for-sale securities (fair market value) | $55,636,000 | 1,791 |
| Total debt securities | $88,405,000 | 1,351 |
| 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 | $113,641,000 | 1,007 |
| U.S. Government securities | $76,116,000 | 1,060 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $76,116,000 | 1,003 |
| Securities issued by states & political subdivisions | $34,848,000 | 423 |
| Other domestic debt securities | $2,677,000 | 1,987 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,677,000 | 1,674 |
| 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 | $81,152,000 | 519 |
| Mortgage-backed securities | $53,901,000 | 896 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $53,901,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $53,901,000 | 387 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,024,000 | 605 |
| Available-for-sale securities (fair market value) | $79,617,000 | 1,177 |
| Total debt securities | $113,641,000 | 968 |
| 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 | $104,905,000 | 1,058 |
| U.S. Government securities | $66,917,000 | 1,190 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $66,917,000 | 1,112 |
| Securities issued by states & political subdivisions | $33,900,000 | 428 |
| Other domestic debt securities | $2,067,000 | 1,888 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,067,000 | 1,604 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,021,000 | 1,568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,917,000 | 621 |
| Mortgage-backed securities | $37,854,000 | 971 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $37,854,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $37,854,000 | 393 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,007,000 | 750 |
| Available-for-sale securities (fair market value) | $71,898,000 | 1,182 |
| Total debt securities | $102,884,000 | 1,033 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $107,135,000 | 1,066 |
| U.S. Government securities | $72,571,000 | 1,189 |
| U.S. Treasury securities | $600,000 | 4,221 |
| U.S. Government agency obligations | $71,971,000 | 1,094 |
| Securities issued by states & political subdivisions | $31,737,000 | 456 |
| Other domestic debt securities | $875,000 | 2,494 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $875,000 | 2,111 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,952,000 | 1,557 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,251,000 | 558 |
| Mortgage-backed securities | $42,698,000 | 973 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $42,698,000 | 448 |
| CMOs issued by government agencies or sponsored agencies | $42,698,000 | 399 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,331,000 | 842 |
| Available-for-sale securities (fair market value) | $75,804,000 | 1,154 |
| Total debt securities | $105,183,000 | 1,045 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $117,645,000 | 991 |
| U.S. Government securities | $87,181,000 | 1,020 |
| U.S. Treasury securities | $3,599,000 | 2,784 |
| U.S. Government agency obligations | $83,582,000 | 930 |
| Securities issued by states & political subdivisions | $28,114,000 | 525 |
| Other domestic debt securities | $1,440,000 | 1,946 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,440,000 | 1,593 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $910,000 | 2,491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,121,000 | 433 |
| Mortgage-backed securities | $48,558,000 | 925 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $48,558,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $48,558,000 | 366 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,868,000 | 1,068 |
| Available-for-sale securities (fair market value) | $90,777,000 | 944 |
| Total debt securities | $116,735,000 | 966 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,548,000 | 6,371 |
| U.S. Government securities | $10,179,000 | 6,422 |
| U.S. Treasury securities | $4,706,000 | 3,334 |
| U.S. Government agency obligations | $5,473,000 | 7,063 |
| Securities issued by states & political subdivisions | $3,016,000 | 3,819 |
| Other domestic debt securities | $25,000 | 3,662 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,834 |
| Foreign debt securities | NA | NA |
| Equity securities | $328,000 | 4,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,511,000 | 3,280 |
| Mortgage-backed securities | $247,000 | 7,487 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $247,000 | 4,437 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 4,273 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,408,000 | 6,004 |
| Available-for-sale securities (fair market value) | $12,140,000 | 5,118 |
| Total debt securities | $13,220,000 | 6,334 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $499,000 | 1,905 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $15,070,000 | 6,398 |
| U.S. Government securities | $11,130,000 | 6,614 |
| U.S. Treasury securities | $6,345,000 | 3,209 |
| U.S. Government agency obligations | $4,785,000 | 7,775 |
| Securities issued by states & political subdivisions | $3,738,000 | 3,424 |
| Other domestic debt securities | $25,000 | 4,223 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $177,000 | 5,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,785,000 | 5,286 |
| Mortgage-backed securities | $297,000 | 7,936 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $297,000 | 4,808 |
| CMOs issued by government agencies or sponsored agencies | $297,000 | 4,631 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,387,000 | 6,031 |
| Available-for-sale securities (fair market value) | $12,683,000 | 5,261 |
| Total debt securities | $14,893,000 | 6,320 |
| Structured notes | ||
| Amortized cost | $900,000 | 2,055 |
| Fair value | $892,000 | 2,062 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $16,724,000 | 6,265 |
| U.S. Government securities | $12,734,000 | 6,349 |
| U.S. Treasury securities | $6,346,000 | 3,875 |
| U.S. Government agency obligations | $6,388,000 | 6,997 |
| Securities issued by states & political subdivisions | $3,668,000 | 3,526 |
| Other domestic debt securities | $25,000 | 4,935 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 3,785 |
| Foreign debt securities | NA | NA |
| Equity securities | $297,000 | 4,266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,151,000 | 4,595 |
| Mortgage-backed securities | $497,000 | 8,005 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $497,000 | 4,915 |
| CMOs issued by government agencies or sponsored agencies | $497,000 | 4,716 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,373,000 | 4,450 |
| Available-for-sale securities (fair market value) | $10,351,000 | 6,045 |
| Total debt securities | $16,427,000 | 6,223 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,990 |
| Fair value | $1,536,000 | 1,995 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $16,204,000 | 6,779 |
| U.S. Government securities | $12,183,000 | 6,909 |
| U.S. Treasury securities | $6,010,000 | 4,922 |
| U.S. Government agency obligations | $6,173,000 | 7,043 |
| Securities issued by states & political subdivisions | $3,572,000 | 3,739 |
| Other domestic debt securities | $255,000 | 4,303 |
| Privately issued residential mortgage-backed securities | $250,000 | 1,689 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000 | 4,437 |
| Foreign debt securities | NA | NA |
| Equity securities | $194,000 | 4,856 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,827,000 | 5,475 |
| Mortgage-backed securities | $742,000 | 8,140 |
| Certificates of participation in pools of residential mortgages | $492,000 | 7,415 |
| Issued or guaranteed by U.S. | $492,000 | 7,386 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $250,000 | 5,761 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $250,000 | 1,411 |
| 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) | $10,667,000 | 5,444 |
| Available-for-sale securities (fair market value) | $5,537,000 | 6,575 |
| Total debt securities | $16,010,000 | 6,715 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $18,503,000 | 6,478 |
| U.S. Government securities | $13,420,000 | 6,710 |
| U.S. Treasury securities | $5,257,000 | 5,505 |
| U.S. Government agency obligations | $8,163,000 | 6,298 |
| Securities issued by states & political subdivisions | $3,900,000 | 3,620 |
| Other domestic debt securities | $1,178,000 | 3,096 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,178,000 | 2,359 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,785,000 | 5,405 |
| Mortgage-backed securities | $1,504,000 | 7,789 |
| Certificates of participation in pools of residential mortgages | $997,000 | 7,091 |
| Issued or guaranteed by U.S. | $997,000 | 7,037 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $507,000 | 5,659 |
| CMOs issued by government agencies or sponsored agencies | $507,000 | 5,400 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $18,498,000 | 6,347 |
| 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 | $19,855,000 | 6,133 |
| U.S. Government securities | $14,520,000 | 6,404 |
| U.S. Treasury securities | $4,963,000 | 5,893 |
| U.S. Government agency obligations | $9,557,000 | 5,689 |
| Securities issued by states & political subdivisions | $3,946,000 | 3,366 |
| Other domestic debt securities | $1,359,000 | 3,588 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,359,000 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,407,000 | 5,607 |
| Mortgage-backed securities | $2,231,000 | 7,409 |
| Certificates of participation in pools of residential mortgages | $2,231,000 | 5,878 |
| Issued or guaranteed by U.S. | $2,231,000 | 5,812 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $19,825,000 | 6,025 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |