Home > The Citizens Bank of Fayette > Securities
The Citizens Bank of Fayette, Securities
| 2021-12-31 | Rank | |
| Total securities | $150,331,000 | 1,319 |
| U.S. Government securities | $61,901,000 | 1,634 |
| U.S. Treasury securities | $2,228,000 | 1,715 |
| U.S. Government agency obligations | $59,673,000 | 1,484 |
| Securities issued by states & political subdivisions | $80,399,000 | 717 |
| Other domestic debt securities | $8,031,000 | 1,054 |
| 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 | $8,031,000 | 751 |
| 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 | $22,975,000 | 1,885 |
| Mortgage-backed securities | $45,223,000 | 1,455 |
| Certificates of participation in pools of residential mortgages | $31,642,000 | 1,307 |
| Issued or guaranteed by U.S. | $31,642,000 | 1,277 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $13,581,000 | 1,008 |
| CMOs issued by government agencies or sponsored agencies | $13,581,000 | 965 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $150,331,000 | 1,214 |
| Total debt securities | $150,331,000 | 1,303 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 656 |
| Fair value | $993,000 | 686 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $157,404,000 | 1,208 |
| U.S. Government securities | $66,026,000 | 1,510 |
| U.S. Treasury securities | $2,272,000 | 1,493 |
| U.S. Government agency obligations | $63,754,000 | 1,403 |
| Securities issued by states & political subdivisions | $82,811,000 | 670 |
| Other domestic debt securities | $8,567,000 | 971 |
| 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 | $8,567,000 | 671 |
| 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 | $21,668,000 | 1,909 |
| Mortgage-backed securities | $48,886,000 | 1,379 |
| Certificates of participation in pools of residential mortgages | $34,138,000 | 1,204 |
| Issued or guaranteed by U.S. | $34,138,000 | 1,179 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $14,748,000 | 953 |
| CMOs issued by government agencies or sponsored agencies | $14,748,000 | 912 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $157,404,000 | 1,115 |
| Total debt securities | $157,404,000 | 1,192 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 586 |
| Fair value | $1,000,000 | 596 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $160,460,000 | 1,132 |
| U.S. Government securities | $68,474,000 | 1,414 |
| U.S. Treasury securities | $2,262,000 | 1,389 |
| U.S. Government agency obligations | $66,212,000 | 1,321 |
| Securities issued by states & political subdivisions | $83,268,000 | 645 |
| Other domestic debt securities | $8,718,000 | 934 |
| 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 | $8,718,000 | 617 |
| 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 | $19,417,000 | 1,988 |
| Mortgage-backed securities | $48,396,000 | 1,331 |
| Certificates of participation in pools of residential mortgages | $34,550,000 | 1,149 |
| Issued or guaranteed by U.S. | $34,550,000 | 1,123 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $13,846,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $13,846,000 | 918 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $160,460,000 | 1,044 |
| Total debt securities | $160,460,000 | 1,117 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 511 |
| Fair value | $998,000 | 553 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $156,459,000 | 1,088 |
| U.S. Government securities | $66,423,000 | 1,337 |
| U.S. Treasury securities | $2,257,000 | 1,084 |
| U.S. Government agency obligations | $64,166,000 | 1,272 |
| Securities issued by states & political subdivisions | $81,923,000 | 609 |
| Other domestic debt securities | $8,113,000 | 919 |
| 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 | $8,113,000 | 596 |
| 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 | $18,001,000 | 2,043 |
| Mortgage-backed securities | $48,189,000 | 1,298 |
| Certificates of participation in pools of residential mortgages | $34,553,000 | 1,083 |
| Issued or guaranteed by U.S. | $34,553,000 | 1,056 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $13,636,000 | 945 |
| CMOs issued by government agencies or sponsored agencies | $13,636,000 | 913 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $156,459,000 | 1,004 |
| Total debt securities | $156,459,000 | 1,074 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $148,883,000 | 1,042 |
| U.S. Government securities | $61,106,000 | 1,284 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $61,106,000 | 1,204 |
| Securities issued by states & political subdivisions | $79,752,000 | 601 |
| Other domestic debt securities | $8,025,000 | 873 |
| 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 | $8,025,000 | 583 |
| 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 | $18,688,000 | 1,983 |
| Mortgage-backed securities | $42,026,000 | 1,338 |
| Certificates of participation in pools of residential mortgages | $30,120,000 | 1,114 |
| Issued or guaranteed by U.S. | $30,120,000 | 1,090 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $11,906,000 | 1,031 |
| CMOs issued by government agencies or sponsored agencies | $11,906,000 | 994 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $148,883,000 | 953 |
| Total debt securities | $148,883,000 | 1,029 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $147,563,000 | 988 |
| U.S. Government securities | $60,991,000 | 1,249 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $60,991,000 | 1,177 |
| Securities issued by states & political subdivisions | $77,737,000 | 542 |
| Other domestic debt securities | $8,835,000 | 814 |
| 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 | $8,835,000 | 532 |
| 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 | $19,600,000 | 1,918 |
| Mortgage-backed securities | $40,200,000 | 1,359 |
| Certificates of participation in pools of residential mortgages | $28,927,000 | 1,100 |
| Issued or guaranteed by U.S. | $28,927,000 | 1,072 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $11,273,000 | 1,066 |
| CMOs issued by government agencies or sponsored agencies | $11,273,000 | 1,028 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $147,563,000 | 900 |
| Total debt securities | $147,563,000 | 977 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $142,933,000 | 969 |
| U.S. Government securities | $63,260,000 | 1,198 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $63,260,000 | 1,124 |
| Securities issued by states & political subdivisions | $70,897,000 | 551 |
| Other domestic debt securities | $8,776,000 | 771 |
| 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 | $8,776,000 | 520 |
| 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 | $20,832,000 | 1,858 |
| Mortgage-backed securities | $42,127,000 | 1,304 |
| Certificates of participation in pools of residential mortgages | $26,185,000 | 1,142 |
| Issued or guaranteed by U.S. | $26,185,000 | 1,109 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $13,894,000 | 974 |
| CMOs issued by government agencies or sponsored agencies | $13,894,000 | 945 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,048,000 | 1,361 |
| Commercial mortgage pass-through securities | $2,048,000 | 923 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $142,933,000 | 885 |
| Total debt securities | $142,934,000 | 961 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $130,404,000 | 1,035 |
| U.S. Government securities | $63,707,000 | 1,190 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $63,707,000 | 1,125 |
| Securities issued by states & political subdivisions | $58,391,000 | 607 |
| Other domestic debt securities | $8,306,000 | 762 |
| 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 | $8,306,000 | 491 |
| 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 | $20,593,000 | 1,819 |
| Mortgage-backed securities | $46,063,000 | 1,206 |
| Certificates of participation in pools of residential mortgages | $29,277,000 | 1,045 |
| Issued or guaranteed by U.S. | $29,277,000 | 1,015 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $14,780,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $14,780,000 | 921 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,006,000 | 1,363 |
| Commercial mortgage pass-through securities | $2,006,000 | 906 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $130,404,000 | 934 |
| Total debt securities | $130,404,000 | 1,021 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $131,463,000 | 1,008 |
| U.S. Government securities | $68,227,000 | 1,147 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $68,227,000 | 1,074 |
| Securities issued by states & political subdivisions | $54,458,000 | 613 |
| Other domestic debt securities | $8,778,000 | 697 |
| 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 | $8,778,000 | 453 |
| 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 | $19,489,000 | 1,866 |
| Mortgage-backed securities | $47,341,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $28,472,000 | 1,049 |
| Issued or guaranteed by U.S. | $28,472,000 | 1,025 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $16,834,000 | 879 |
| CMOs issued by government agencies or sponsored agencies | $16,834,000 | 851 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,035,000 | 1,320 |
| Commercial mortgage pass-through securities | $2,035,000 | 889 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $131,463,000 | 904 |
| Total debt securities | $131,463,000 | 991 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $130,574,000 | 1,009 |
| U.S. Government securities | $66,984,000 | 1,155 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $66,984,000 | 1,086 |
| Securities issued by states & political subdivisions | $54,025,000 | 621 |
| Other domestic debt securities | $9,565,000 | 663 |
| 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 | $9,565,000 | 428 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,053,000 | 1,834 |
| Mortgage-backed securities | $44,725,000 | 1,197 |
| Certificates of participation in pools of residential mortgages | $25,595,000 | 1,089 |
| Issued or guaranteed by U.S. | $25,595,000 | 1,058 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $17,076,000 | 881 |
| CMOs issued by government agencies or sponsored agencies | $17,076,000 | 853 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,054,000 | 1,306 |
| Commercial mortgage pass-through securities | $2,054,000 | 885 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $130,574,000 | 903 |
| Total debt securities | $130,574,000 | 997 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $131,355,000 | 1,007 |
| U.S. Government securities | $65,827,000 | 1,189 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $65,827,000 | 1,126 |
| Securities issued by states & political subdivisions | $54,431,000 | 620 |
| Other domestic debt securities | $11,097,000 | 585 |
| 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 | $11,097,000 | 389 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,019,000 | 1,897 |
| Mortgage-backed securities | $40,944,000 | 1,246 |
| Certificates of participation in pools of residential mortgages | $23,697,000 | 1,130 |
| Issued or guaranteed by U.S. | $23,697,000 | 1,118 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $15,151,000 | 915 |
| CMOs issued by government agencies or sponsored agencies | $15,151,000 | 874 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,096,000 | 1,274 |
| Commercial mortgage pass-through securities | $2,096,000 | 868 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $131,355,000 | 899 |
| Total debt securities | $131,355,000 | 994 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $127,076,000 | 1,048 |
| U.S. Government securities | $60,891,000 | 1,266 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $60,891,000 | 1,200 |
| Securities issued by states & political subdivisions | $54,887,000 | 639 |
| Other domestic debt securities | $11,298,000 | 574 |
| 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 | $11,298,000 | 390 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,077,000 | 1,865 |
| Mortgage-backed securities | $40,563,000 | 1,236 |
| Certificates of participation in pools of residential mortgages | $22,380,000 | 1,202 |
| Issued or guaranteed by U.S. | $22,380,000 | 1,188 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $16,114,000 | 878 |
| CMOs issued by government agencies or sponsored agencies | $16,114,000 | 840 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $2,069,000 | 1,211 |
| Commercial mortgage pass-through securities | $2,069,000 | 852 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $127,076,000 | 937 |
| Total debt securities | $127,076,000 | 1,036 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $123,484,000 | 1,077 |
| U.S. Government securities | $57,794,000 | 1,324 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $57,794,000 | 1,259 |
| Securities issued by states & political subdivisions | $54,480,000 | 660 |
| Other domestic debt securities | $11,210,000 | 566 |
| 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 | $11,210,000 | 391 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,834,000 | 1,820 |
| Mortgage-backed securities | $39,246,000 | 1,253 |
| Certificates of participation in pools of residential mortgages | $22,642,000 | 1,202 |
| Issued or guaranteed by U.S. | $22,642,000 | 1,193 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $14,540,000 | 923 |
| CMOs issued by government agencies or sponsored agencies | $14,540,000 | 886 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,064,000 | 1,188 |
| Commercial mortgage pass-through securities | $2,064,000 | 844 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $123,484,000 | 957 |
| Total debt securities | $123,484,000 | 1,065 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $120,759,000 | 1,092 |
| U.S. Government securities | $57,035,000 | 1,341 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $57,035,000 | 1,268 |
| Securities issued by states & political subdivisions | $52,447,000 | 667 |
| Other domestic debt securities | $11,277,000 | 535 |
| 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 | $11,277,000 | 383 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,890,000 | 1,873 |
| Mortgage-backed securities | $38,330,000 | 1,281 |
| Certificates of participation in pools of residential mortgages | $22,400,000 | 1,216 |
| Issued or guaranteed by U.S. | $22,400,000 | 1,210 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,877,000 | 944 |
| CMOs issued by government agencies or sponsored agencies | $13,877,000 | 909 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,053,000 | 1,168 |
| Commercial mortgage pass-through securities | $2,053,000 | 834 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $120,759,000 | 976 |
| Total debt securities | $120,759,000 | 1,074 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $124,734,000 | 1,075 |
| U.S. Government securities | $59,431,000 | 1,297 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $59,431,000 | 1,232 |
| Securities issued by states & political subdivisions | $53,169,000 | 683 |
| Other domestic debt securities | $12,134,000 | 586 |
| 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 | $12,134,000 | 358 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,059,000 | 1,841 |
| Mortgage-backed securities | $40,089,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | $23,452,000 | 1,228 |
| Issued or guaranteed by U.S. | $23,452,000 | 1,190 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $14,561,000 | 909 |
| CMOs issued by government agencies or sponsored agencies | $14,561,000 | 872 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,076,000 | 1,138 |
| Commercial mortgage pass-through securities | $2,076,000 | 814 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $124,734,000 | 960 |
| Total debt securities | $124,734,000 | 1,062 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $124,314,000 | 1,092 |
| U.S. Government securities | $59,682,000 | 1,330 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $59,682,000 | 1,267 |
| Securities issued by states & political subdivisions | $52,737,000 | 713 |
| Other domestic debt securities | $11,895,000 | 522 |
| 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 | $11,895,000 | 370 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,823,000 | 1,810 |
| Mortgage-backed securities | $39,814,000 | 1,251 |
| Certificates of participation in pools of residential mortgages | $22,899,000 | 1,275 |
| Issued or guaranteed by U.S. | $22,899,000 | 1,272 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,819,000 | 898 |
| CMOs issued by government agencies or sponsored agencies | $14,819,000 | 857 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,096,000 | 1,002 |
| Commercial mortgage pass-through securities | $2,096,000 | 648 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $124,314,000 | 968 |
| Total debt securities | $124,313,000 | 1,076 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $122,440,000 | 1,118 |
| U.S. Government securities | $57,701,000 | 1,367 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $57,701,000 | 1,306 |
| Securities issued by states & political subdivisions | $53,599,000 | 740 |
| Other domestic debt securities | $11,140,000 | 546 |
| 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 | $11,140,000 | 391 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,847,000 | 1,811 |
| Mortgage-backed securities | $36,247,000 | 1,349 |
| Certificates of participation in pools of residential mortgages | $22,461,000 | 1,310 |
| Issued or guaranteed by U.S. | $22,461,000 | 1,309 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $11,640,000 | 1,048 |
| CMOs issued by government agencies or sponsored agencies | $11,640,000 | 1,008 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,146,000 | 988 |
| Commercial mortgage pass-through securities | $2,146,000 | 644 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $122,440,000 | 991 |
| Total debt securities | $122,440,000 | 1,100 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $121,713,000 | 1,126 |
| U.S. Government securities | $59,502,000 | 1,356 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $59,502,000 | 1,293 |
| Securities issued by states & political subdivisions | $51,495,000 | 774 |
| Other domestic debt securities | $10,716,000 | 563 |
| 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 | $10,716,000 | 413 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,598,000 | 1,793 |
| Mortgage-backed securities | $38,515,000 | 1,298 |
| Certificates of participation in pools of residential mortgages | $22,431,000 | 1,344 |
| Issued or guaranteed by U.S. | $22,431,000 | 1,342 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $13,896,000 | 943 |
| CMOs issued by government agencies or sponsored agencies | $13,896,000 | 904 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,188,000 | 977 |
| Commercial mortgage pass-through securities | $2,188,000 | 647 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $121,713,000 | 991 |
| Total debt securities | $121,712,000 | 1,106 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $125,596,000 | 1,117 |
| U.S. Government securities | $58,576,000 | 1,402 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $58,576,000 | 1,339 |
| Securities issued by states & political subdivisions | $56,706,000 | 714 |
| Other domestic debt securities | $10,314,000 | 583 |
| 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 | $10,314,000 | 430 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,404,000 | 1,785 |
| Mortgage-backed securities | $38,520,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | $22,879,000 | 1,354 |
| Issued or guaranteed by U.S. | $22,879,000 | 1,353 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,431,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $13,431,000 | 917 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,210,000 | 950 |
| Commercial mortgage pass-through securities | $2,210,000 | 627 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $125,596,000 | 978 |
| Total debt securities | $125,596,000 | 1,104 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $120,053,000 | 1,163 |
| U.S. Government securities | $57,819,000 | 1,432 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $57,819,000 | 1,369 |
| Securities issued by states & political subdivisions | $52,638,000 | 767 |
| Other domestic debt securities | $9,596,000 | 622 |
| 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 | $9,596,000 | 458 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,655,000 | 1,781 |
| Mortgage-backed securities | $37,020,000 | 1,369 |
| Certificates of participation in pools of residential mortgages | $20,438,000 | 1,502 |
| Issued or guaranteed by U.S. | $20,438,000 | 1,502 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,410,000 | 920 |
| CMOs issued by government agencies or sponsored agencies | $14,410,000 | 884 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $2,172,000 | 923 |
| Commercial mortgage pass-through securities | $2,172,000 | 606 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $120,053,000 | 1,028 |
| Total debt securities | $120,053,000 | 1,145 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $116,457,000 | 1,185 |
| U.S. Government securities | $55,247,000 | 1,474 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $55,247,000 | 1,403 |
| Securities issued by states & political subdivisions | $52,866,000 | 762 |
| Other domestic debt securities | $8,344,000 | 658 |
| 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 | $8,344,000 | 487 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,614,000 | 1,727 |
| Mortgage-backed securities | $34,961,000 | 1,401 |
| Certificates of participation in pools of residential mortgages | $19,349,000 | 1,567 |
| Issued or guaranteed by U.S. | $19,349,000 | 1,567 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $13,430,000 | 960 |
| CMOs issued by government agencies or sponsored agencies | $13,430,000 | 909 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $2,182,000 | 888 |
| Commercial mortgage pass-through securities | $2,182,000 | 580 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $116,457,000 | 1,042 |
| Total debt securities | $116,457,000 | 1,167 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $120,091,000 | 1,155 |
| U.S. Government securities | $56,766,000 | 1,426 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $56,766,000 | 1,365 |
| Securities issued by states & political subdivisions | $53,026,000 | 754 |
| Other domestic debt securities | $10,299,000 | 578 |
| 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 | $10,299,000 | 427 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,110,000 | 1,681 |
| Mortgage-backed securities | $37,448,000 | 1,348 |
| Certificates of participation in pools of residential mortgages | $21,295,000 | 1,493 |
| Issued or guaranteed by U.S. | $21,295,000 | 1,492 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,884,000 | 952 |
| CMOs issued by government agencies or sponsored agencies | $13,884,000 | 901 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $2,269,000 | 841 |
| Commercial mortgage pass-through securities | $2,269,000 | 531 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $120,091,000 | 1,019 |
| Total debt securities | $120,091,000 | 1,139 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $124,839,000 | 1,133 |
| U.S. Government securities | $63,322,000 | 1,332 |
| U.S. Treasury securities | $1,000 | 1,252 |
| U.S. Government agency obligations | $63,321,000 | 1,280 |
| Securities issued by states & political subdivisions | $51,553,000 | 785 |
| Other domestic debt securities | $9,964,000 | 600 |
| 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 | $9,964,000 | 433 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,606,000 | 1,694 |
| Mortgage-backed securities | $46,352,000 | 1,194 |
| Certificates of participation in pools of residential mortgages | $28,126,000 | 1,212 |
| Issued or guaranteed by U.S. | $28,126,000 | 1,207 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $15,938,000 | 894 |
| CMOs issued by government agencies or sponsored agencies | $15,938,000 | 853 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $2,288,000 | 781 |
| Commercial mortgage pass-through securities | $2,288,000 | 475 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $124,839,000 | 1,002 |
| Total debt securities | $124,838,000 | 1,120 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $123,274,000 | 1,152 |
| U.S. Government securities | $62,724,000 | 1,387 |
| U.S. Treasury securities | $487,000 | 1,186 |
| U.S. Government agency obligations | $62,237,000 | 1,333 |
| Securities issued by states & political subdivisions | $51,123,000 | 780 |
| Other domestic debt securities | $9,427,000 | 627 |
| 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 | $9,427,000 | 453 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,892,000 | 1,689 |
| Mortgage-backed securities | $44,295,000 | 1,238 |
| Certificates of participation in pools of residential mortgages | $27,614,000 | 1,228 |
| Issued or guaranteed by U.S. | $27,614,000 | 1,226 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,401,000 | 951 |
| CMOs issued by government agencies or sponsored agencies | $14,401,000 | 898 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $2,280,000 | 768 |
| Commercial mortgage pass-through securities | $2,280,000 | 466 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $123,274,000 | 1,011 |
| Total debt securities | $123,275,000 | 1,137 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $120,131,000 | 1,192 |
| U.S. Government securities | $62,618,000 | 1,411 |
| U.S. Treasury securities | $482,000 | 1,261 |
| U.S. Government agency obligations | $62,136,000 | 1,348 |
| Securities issued by states & political subdivisions | $48,493,000 | 823 |
| Other domestic debt securities | $9,020,000 | 627 |
| 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 | $9,020,000 | 449 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,360,000 | 1,677 |
| Mortgage-backed securities | $42,966,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | $25,393,000 | 1,323 |
| Issued or guaranteed by U.S. | $25,393,000 | 1,322 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $15,309,000 | 925 |
| CMOs issued by government agencies or sponsored agencies | $15,309,000 | 877 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,264,000 | 732 |
| Commercial mortgage pass-through securities | $2,264,000 | 444 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $120,131,000 | 1,045 |
| Total debt securities | $120,131,000 | 1,173 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $119,906,000 | 1,208 |
| U.S. Government securities | $61,404,000 | 1,445 |
| U.S. Treasury securities | $483,000 | 1,188 |
| U.S. Government agency obligations | $60,921,000 | 1,389 |
| Securities issued by states & political subdivisions | $49,742,000 | 798 |
| Other domestic debt securities | $8,760,000 | 642 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,760,000 | 459 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,105,000 | 1,652 |
| Mortgage-backed securities | $38,584,000 | 1,372 |
| Certificates of participation in pools of residential mortgages | $24,136,000 | 1,384 |
| Issued or guaranteed by U.S. | $24,136,000 | 1,384 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $14,448,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $14,448,000 | 931 |
| 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) | $119,906,000 | 1,055 |
| Total debt securities | $119,906,000 | 1,193 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $115,801,000 | 1,246 |
| U.S. Government securities | $59,800,000 | 1,509 |
| U.S. Treasury securities | $479,000 | 1,229 |
| U.S. Government agency obligations | $59,321,000 | 1,454 |
| Securities issued by states & political subdivisions | $49,871,000 | 779 |
| Other domestic debt securities | $6,130,000 | 791 |
| 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 | $6,130,000 | 576 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,633,000 | 1,633 |
| Mortgage-backed securities | $37,175,000 | 1,453 |
| Certificates of participation in pools of residential mortgages | $21,084,000 | 1,565 |
| Issued or guaranteed by U.S. | $21,084,000 | 1,565 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,091,000 | 953 |
| CMOs issued by government agencies or sponsored agencies | $16,091,000 | 903 |
| 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) | $115,801,000 | 1,095 |
| Total debt securities | $115,801,000 | 1,232 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $117,039,000 | 1,249 |
| U.S. Government securities | $60,860,000 | 1,502 |
| U.S. Treasury securities | $479,000 | 1,214 |
| U.S. Government agency obligations | $60,381,000 | 1,456 |
| Securities issued by states & political subdivisions | $50,229,000 | 752 |
| Other domestic debt securities | $5,950,000 | 799 |
| 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 | $5,950,000 | 580 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,162,000 | 1,637 |
| Mortgage-backed securities | $37,371,000 | 1,471 |
| Certificates of participation in pools of residential mortgages | $21,398,000 | 1,568 |
| Issued or guaranteed by U.S. | $21,398,000 | 1,568 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $15,973,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $15,973,000 | 934 |
| 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) | $117,039,000 | 1,096 |
| Total debt securities | $117,039,000 | 1,230 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $1,000,000 | 1,402 |
| 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 | $118,453,000 | 1,238 |
| U.S. Government securities | $60,545,000 | 1,537 |
| U.S. Treasury securities | $714,000 | 1,142 |
| U.S. Government agency obligations | $59,831,000 | 1,485 |
| Securities issued by states & political subdivisions | $51,801,000 | 714 |
| Other domestic debt securities | $6,107,000 | 779 |
| 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 | $6,107,000 | 567 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,425,000 | 1,638 |
| Mortgage-backed securities | $37,691,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $21,820,000 | 1,581 |
| Issued or guaranteed by U.S. | $21,820,000 | 1,579 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $15,871,000 | 1,013 |
| CMOs issued by government agencies or sponsored agencies | $15,871,000 | 966 |
| 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) | $118,453,000 | 1,085 |
| Total debt securities | $118,453,000 | 1,217 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $997,000 | 1,484 |
| 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 | $110,320,000 | 1,320 |
| U.S. Government securities | $57,770,000 | 1,639 |
| U.S. Treasury securities | $3,075,000 | 679 |
| U.S. Government agency obligations | $54,695,000 | 1,649 |
| Securities issued by states & political subdivisions | $46,753,000 | 821 |
| Other domestic debt securities | $5,797,000 | 825 |
| 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 | $5,797,000 | 597 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,626,000 | 1,584 |
| Mortgage-backed securities | $30,408,000 | 1,783 |
| Certificates of participation in pools of residential mortgages | $14,011,000 | 2,174 |
| Issued or guaranteed by U.S. | $14,011,000 | 2,173 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $16,397,000 | 1,014 |
| CMOs issued by government agencies or sponsored agencies | $16,397,000 | 966 |
| 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) | $110,320,000 | 1,163 |
| Total debt securities | $110,320,000 | 1,301 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,049 |
| Fair value | $2,490,000 | 1,060 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $111,787,000 | 1,321 |
| U.S. Government securities | $63,334,000 | 1,527 |
| U.S. Treasury securities | $7,829,000 | 410 |
| U.S. Government agency obligations | $55,505,000 | 1,646 |
| Securities issued by states & political subdivisions | $43,744,000 | 875 |
| Other domestic debt securities | $4,709,000 | 960 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $4,709,000 | 703 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,477,000 | 1,535 |
| Mortgage-backed securities | $24,684,000 | 2,075 |
| Certificates of participation in pools of residential mortgages | $11,944,000 | 2,397 |
| Issued or guaranteed by U.S. | $11,944,000 | 2,395 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,740,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $12,740,000 | 1,130 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $111,787,000 | 1,159 |
| Total debt securities | $111,787,000 | 1,307 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,098 |
| Fair value | $2,487,000 | 1,100 |
| 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 | $109,114,000 | 1,373 |
| U.S. Government securities | $62,266,000 | 1,560 |
| U.S. Treasury securities | $7,802,000 | 381 |
| U.S. Government agency obligations | $54,464,000 | 1,686 |
| Securities issued by states & political subdivisions | $42,166,000 | 919 |
| Other domestic debt securities | $4,682,000 | 996 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $4,682,000 | 731 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,862,000 | 1,440 |
| Mortgage-backed securities | $17,910,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | $16,050,000 | 2,044 |
| Issued or guaranteed by U.S. | $16,050,000 | 2,044 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,860,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $1,860,000 | 2,449 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $109,114,000 | 1,205 |
| Total debt securities | $109,114,000 | 1,355 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,328 |
| Fair value | $1,937,000 | 1,277 |
| 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 | $105,206,000 | 1,412 |
| U.S. Government securities | $60,237,000 | 1,580 |
| U.S. Treasury securities | $7,800,000 | 356 |
| U.S. Government agency obligations | $52,437,000 | 1,730 |
| Securities issued by states & political subdivisions | $41,372,000 | 931 |
| Other domestic debt securities | $3,597,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,597,000 | 874 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,180,000 | 1,863 |
| Mortgage-backed securities | $15,078,000 | 2,688 |
| Certificates of participation in pools of residential mortgages | $13,879,000 | 2,231 |
| Issued or guaranteed by U.S. | $13,879,000 | 2,231 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,199,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $1,199,000 | 2,670 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $105,206,000 | 1,242 |
| Total debt securities | $105,206,000 | 1,393 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,385 |
| Fair value | $1,535,000 | 1,383 |
| 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 | $103,562,000 | 1,443 |
| U.S. Government securities | $65,827,000 | 1,489 |
| U.S. Treasury securities | $9,706,000 | 301 |
| U.S. Government agency obligations | $56,121,000 | 1,654 |
| Securities issued by states & political subdivisions | $34,245,000 | 1,118 |
| Other domestic debt securities | $3,490,000 | 1,228 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,490,000 | 913 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,824,000 | 1,821 |
| Mortgage-backed securities | $14,521,000 | 2,759 |
| Certificates of participation in pools of residential mortgages | $13,273,000 | 2,302 |
| Issued or guaranteed by U.S. | $13,273,000 | 2,300 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,248,000 | 2,789 |
| CMOs issued by government agencies or sponsored agencies | $1,248,000 | 2,681 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $103,562,000 | 1,287 |
| Total debt securities | $103,562,000 | 1,423 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,372 |
| Fair value | $1,530,000 | 1,374 |
| 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 | $99,391,000 | 1,503 |
| U.S. Government securities | $63,007,000 | 1,538 |
| U.S. Treasury securities | $9,723,000 | 295 |
| U.S. Government agency obligations | $53,284,000 | 1,716 |
| Securities issued by states & political subdivisions | $32,172,000 | 1,196 |
| Other domestic debt securities | $4,212,000 | 1,137 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,212,000 | 830 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,122,000 | 1,837 |
| Mortgage-backed securities | $12,033,000 | 3,005 |
| Certificates of participation in pools of residential mortgages | $11,516,000 | 2,461 |
| Issued or guaranteed by U.S. | $11,516,000 | 2,460 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $517,000 | 3,184 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 3,060 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $99,391,000 | 1,349 |
| Total debt securities | $99,391,000 | 1,485 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,345 |
| Fair value | $1,533,000 | 1,347 |
| 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 | $101,695,000 | 1,494 |
| U.S. Government securities | $71,702,000 | 1,407 |
| U.S. Treasury securities | $13,094,000 | 244 |
| U.S. Government agency obligations | $58,608,000 | 1,631 |
| Securities issued by states & political subdivisions | $25,929,000 | 1,435 |
| Other domestic debt securities | $4,064,000 | 1,168 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,064,000 | 831 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,645,000 | 2,068 |
| Mortgage-backed securities | $12,095,000 | 3,038 |
| Certificates of participation in pools of residential mortgages | $11,562,000 | 2,469 |
| Issued or guaranteed by U.S. | $11,562,000 | 2,468 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $533,000 | 3,221 |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 3,081 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $101,695,000 | 1,353 |
| Total debt securities | $101,695,000 | 1,474 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,378 |
| Fair value | $1,554,000 | 1,381 |
| 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 | $94,055,000 | 1,581 |
| U.S. Government securities | $66,618,000 | 1,474 |
| U.S. Treasury securities | $13,777,000 | 240 |
| U.S. Government agency obligations | $52,841,000 | 1,723 |
| Securities issued by states & political subdivisions | $24,152,000 | 1,500 |
| Other domestic debt securities | $3,285,000 | 1,246 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,285,000 | 890 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,200,000 | 2,264 |
| Mortgage-backed securities | $5,976,000 | 3,914 |
| Certificates of participation in pools of residential mortgages | $5,441,000 | 3,420 |
| Issued or guaranteed by U.S. | $5,441,000 | 3,418 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $535,000 | 3,267 |
| CMOs issued by government agencies or sponsored agencies | $535,000 | 3,127 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $94,055,000 | 1,429 |
| Total debt securities | $94,055,000 | 1,562 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,556 |
| Fair value | $1,202,000 | 1,559 |
| 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 | $92,480,000 | 1,600 |
| U.S. Government securities | $68,723,000 | 1,469 |
| U.S. Treasury securities | $13,803,000 | 204 |
| U.S. Government agency obligations | $54,920,000 | 1,723 |
| Securities issued by states & political subdivisions | $19,457,000 | 1,798 |
| Other domestic debt securities | $4,300,000 | 1,140 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $4,300,000 | 811 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,159,000 | 2,291 |
| Mortgage-backed securities | $6,299,000 | 3,981 |
| Certificates of participation in pools of residential mortgages | $5,759,000 | 3,518 |
| Issued or guaranteed by U.S. | $5,759,000 | 3,518 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $540,000 | 3,347 |
| CMOs issued by government agencies or sponsored agencies | $540,000 | 3,191 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $92,480,000 | 1,452 |
| Total debt securities | $92,480,000 | 1,577 |
| Structured notes | ||
| Amortized cost | $1,502,000 | 1,548 |
| Fair value | $1,502,000 | 1,582 |
| 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 | $92,820,000 | 1,601 |
| U.S. Government securities | $70,096,000 | 1,469 |
| U.S. Treasury securities | $13,808,000 | 217 |
| U.S. Government agency obligations | $56,288,000 | 1,699 |
| Securities issued by states & political subdivisions | $16,928,000 | 1,970 |
| Other domestic debt securities | $5,796,000 | 987 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $5,796,000 | 683 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,194,000 | 2,331 |
| Mortgage-backed securities | $5,888,000 | 4,086 |
| Certificates of participation in pools of residential mortgages | $5,361,000 | 3,612 |
| Issued or guaranteed by U.S. | $5,361,000 | 3,609 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $527,000 | 3,369 |
| CMOs issued by government agencies or sponsored agencies | $527,000 | 3,208 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $92,820,000 | 1,445 |
| Total debt securities | $92,820,000 | 1,573 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,346 |
| Fair value | $701,000 | 2,345 |
| 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 | $84,917,000 | 1,732 |
| U.S. Government securities | $64,120,000 | 1,611 |
| U.S. Treasury securities | $13,103,000 | 227 |
| U.S. Government agency obligations | $51,017,000 | 1,885 |
| Securities issued by states & political subdivisions | $14,209,000 | 2,163 |
| Other domestic debt securities | $6,588,000 | 913 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $6,588,000 | 628 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,528,000 | 2,309 |
| Mortgage-backed securities | $2,325,000 | 4,854 |
| Certificates of participation in pools of residential mortgages | $2,325,000 | 4,402 |
| Issued or guaranteed by U.S. | $2,325,000 | 4,399 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $84,917,000 | 1,573 |
| Total debt securities | $84,917,000 | 1,714 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $994,000 | 2,356 |
| 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 | $78,780,000 | 1,783 |
| U.S. Government securities | $57,443,000 | 1,689 |
| U.S. Treasury securities | $10,154,000 | 256 |
| U.S. Government agency obligations | $47,289,000 | 1,927 |
| Securities issued by states & political subdivisions | $12,871,000 | 2,273 |
| Other domestic debt securities | $8,466,000 | 803 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $8,466,000 | 492 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,461,000 | 2,193 |
| Mortgage-backed securities | $607,000 | 5,359 |
| Certificates of participation in pools of residential mortgages | $607,000 | 5,016 |
| Issued or guaranteed by U.S. | $607,000 | 5,006 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $78,780,000 | 1,627 |
| Total debt securities | $78,780,000 | 1,763 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 2,091 |
| Fair value | $1,101,000 | 2,099 |
| 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 | $79,202,000 | 1,733 |
| U.S. Government securities | $58,053,000 | 1,628 |
| U.S. Treasury securities | $11,004,000 | 260 |
| U.S. Government agency obligations | $47,049,000 | 1,875 |
| Securities issued by states & political subdivisions | $11,604,000 | 2,362 |
| Other domestic debt securities | $9,545,000 | 743 |
| 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 | $9,545,000 | 442 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,588,000 | 2,159 |
| Mortgage-backed securities | $637,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $637,000 | 5,002 |
| Issued or guaranteed by U.S. | $637,000 | 4,990 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $79,202,000 | 1,571 |
| Total debt securities | $79,202,000 | 1,715 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 2,172 |
| Fair value | $1,102,000 | 2,177 |
| 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 | $81,235,000 | 1,685 |
| U.S. Government securities | $60,651,000 | 1,603 |
| U.S. Treasury securities | $10,939,000 | 287 |
| U.S. Government agency obligations | $49,712,000 | 1,810 |
| Securities issued by states & political subdivisions | $10,680,000 | 2,421 |
| Other domestic debt securities | $9,904,000 | 706 |
| 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 | $9,904,000 | 391 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,547,000 | 2,199 |
| Mortgage-backed securities | $662,000 | 5,348 |
| Certificates of participation in pools of residential mortgages | $662,000 | 4,996 |
| Issued or guaranteed by U.S. | $662,000 | 4,985 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $81,235,000 | 1,527 |
| Total debt securities | $81,235,000 | 1,673 |
| Structured notes | ||
| Amortized cost | $2,600,000 | 1,759 |
| Fair value | $2,604,000 | 1,758 |
| 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 | $84,458,000 | 1,620 |
| U.S. Government securities | $63,453,000 | 1,540 |
| U.S. Treasury securities | $10,826,000 | 311 |
| U.S. Government agency obligations | $52,627,000 | 1,731 |
| Securities issued by states & political subdivisions | $10,966,000 | 2,349 |
| Other domestic debt securities | $10,039,000 | 714 |
| 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 | $10,039,000 | 379 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,465,000 | 2,192 |
| Mortgage-backed securities | $763,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $763,000 | 4,907 |
| Issued or guaranteed by U.S. | $763,000 | 4,900 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $84,458,000 | 1,458 |
| Total debt securities | $84,458,000 | 1,606 |
| Structured notes | ||
| Amortized cost | $5,401,000 | 1,162 |
| Fair value | $5,405,000 | 1,154 |
| 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 | $81,982,000 | 1,594 |
| U.S. Government securities | $58,520,000 | 1,545 |
| U.S. Treasury securities | $9,859,000 | 337 |
| U.S. Government agency obligations | $48,661,000 | 1,746 |
| Securities issued by states & political subdivisions | $11,525,000 | 2,250 |
| Other domestic debt securities | $11,937,000 | 671 |
| 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 | $11,937,000 | 330 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,557,000 | 2,159 |
| Mortgage-backed securities | $798,000 | 5,261 |
| Certificates of participation in pools of residential mortgages | $798,000 | 4,824 |
| Issued or guaranteed by U.S. | $798,000 | 4,816 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $81,982,000 | 1,432 |
| Total debt securities | $81,982,000 | 1,578 |
| Structured notes | ||
| Amortized cost | $4,501,000 | 1,212 |
| Fair value | $4,499,000 | 1,214 |
| 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 | $81,010,000 | 1,589 |
| U.S. Government securities | $58,536,000 | 1,517 |
| U.S. Treasury securities | $8,841,000 | 331 |
| U.S. Government agency obligations | $49,695,000 | 1,678 |
| Securities issued by states & political subdivisions | $10,468,000 | 2,311 |
| Other domestic debt securities | $12,006,000 | 670 |
| 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 | $12,006,000 | 319 |
| 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 | $19,660,000 | 2,148 |
| Mortgage-backed securities | $906,000 | 5,251 |
| Certificates of participation in pools of residential mortgages | $906,000 | 4,776 |
| Issued or guaranteed by U.S. | $906,000 | 4,769 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $81,010,000 | 1,422 |
| Total debt securities | $81,010,000 | 1,571 |
| Structured notes | ||
| Amortized cost | $3,901,000 | 1,364 |
| Fair value | $3,915,000 | 1,368 |
| 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 | $82,325,000 | 1,569 |
| U.S. Government securities | $59,737,000 | 1,507 |
| U.S. Treasury securities | $8,742,000 | 320 |
| U.S. Government agency obligations | $50,995,000 | 1,661 |
| Securities issued by states & political subdivisions | $9,912,000 | 2,288 |
| Other domestic debt securities | $12,676,000 | 675 |
| 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 | $12,676,000 | 292 |
| 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 | $19,912,000 | 2,169 |
| Mortgage-backed securities | $954,000 | 5,242 |
| Certificates of participation in pools of residential mortgages | $954,000 | 4,783 |
| Issued or guaranteed by U.S. | $954,000 | 4,776 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $82,325,000 | 1,397 |
| Total debt securities | $82,325,000 | 1,554 |
| Structured notes | ||
| Amortized cost | $4,501,000 | 1,258 |
| Fair value | $4,513,000 | 1,286 |
| 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 | $82,940,000 | 1,566 |
| U.S. Government securities | $58,574,000 | 1,544 |
| U.S. Treasury securities | $10,100,000 | 285 |
| U.S. Government agency obligations | $48,474,000 | 1,783 |
| Securities issued by states & political subdivisions | $9,502,000 | 2,312 |
| Other domestic debt securities | $14,864,000 | 617 |
| 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 | $14,864,000 | 259 |
| 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 | $20,502,000 | 2,185 |
| Mortgage-backed securities | $1,091,000 | 5,271 |
| Certificates of participation in pools of residential mortgages | $1,091,000 | 4,821 |
| Issued or guaranteed by U.S. | $1,091,000 | 4,812 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $82,940,000 | 1,386 |
| Total debt securities | $82,940,000 | 1,546 |
| Structured notes | ||
| Amortized cost | $5,315,000 | 921 |
| Fair value | $5,319,000 | 920 |
| 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 | $81,985,000 | 1,544 |
| U.S. Government securities | $56,858,000 | 1,562 |
| U.S. Treasury securities | $10,875,000 | 228 |
| U.S. Government agency obligations | $45,983,000 | 1,831 |
| Securities issued by states & political subdivisions | $9,961,000 | 2,247 |
| Other domestic debt securities | $15,166,000 | 632 |
| 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 | $15,166,000 | 254 |
| 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 | $20,424,000 | 2,204 |
| Mortgage-backed securities | $1,130,000 | 5,323 |
| Certificates of participation in pools of residential mortgages | $1,130,000 | 4,886 |
| Issued or guaranteed by U.S. | $1,130,000 | 4,876 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $81,985,000 | 1,364 |
| Total debt securities | $81,985,000 | 1,525 |
| Structured notes | ||
| Amortized cost | $3,615,000 | 1,049 |
| Fair value | $3,616,000 | 1,045 |
| 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 | $81,138,000 | 1,568 |
| U.S. Government securities | $55,200,000 | 1,579 |
| U.S. Treasury securities | $10,873,000 | 222 |
| U.S. Government agency obligations | $44,327,000 | 1,859 |
| Securities issued by states & political subdivisions | $10,339,000 | 2,203 |
| Other domestic debt securities | $15,599,000 | 682 |
| 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 | $15,599,000 | 263 |
| 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 | $21,017,000 | 2,143 |
| Mortgage-backed securities | $1,249,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $1,249,000 | 4,932 |
| Issued or guaranteed by U.S. | $1,249,000 | 4,920 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $81,138,000 | 1,364 |
| Total debt securities | $81,138,000 | 1,544 |
| Structured notes | ||
| Amortized cost | $2,920,000 | 893 |
| Fair value | $2,923,000 | 889 |
| 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 | $74,026,000 | 1,682 |
| U.S. Government securities | $46,797,000 | 1,765 |
| U.S. Treasury securities | $7,839,000 | 268 |
| U.S. Government agency obligations | $38,958,000 | 2,062 |
| Securities issued by states & political subdivisions | $10,095,000 | 2,191 |
| Other domestic debt securities | $17,134,000 | 656 |
| 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 | $17,134,000 | 265 |
| 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 | $20,837,000 | 2,157 |
| Mortgage-backed securities | $1,500,000 | 5,323 |
| Certificates of participation in pools of residential mortgages | $1,500,000 | 4,883 |
| Issued or guaranteed by U.S. | $1,500,000 | 4,869 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $74,026,000 | 1,460 |
| Total debt securities | $74,026,000 | 1,656 |
| Structured notes | ||
| Amortized cost | $2,132,000 | 728 |
| Fair value | $1,907,000 | 844 |
| 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 | $68,388,000 | 1,776 |
| U.S. Government securities | $42,760,000 | 1,959 |
| U.S. Treasury securities | $7,976,000 | 238 |
| U.S. Government agency obligations | $34,784,000 | 2,284 |
| Securities issued by states & political subdivisions | $9,284,000 | 2,249 |
| Other domestic debt securities | $16,344,000 | 652 |
| 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 | $16,344,000 | 270 |
| 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 | $22,789,000 | 2,059 |
| Mortgage-backed securities | $2,330,000 | 5,095 |
| Certificates of participation in pools of residential mortgages | $2,330,000 | 4,618 |
| Issued or guaranteed by U.S. | $2,330,000 | 4,607 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $68,388,000 | 1,564 |
| Total debt securities | $68,388,000 | 1,754 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,223 |
| Fair value | $236,000 | 1,612 |
| 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 | $69,091,000 | 1,754 |
| U.S. Government securities | $41,142,000 | 2,030 |
| U.S. Treasury securities | $8,089,000 | 209 |
| U.S. Government agency obligations | $33,053,000 | 2,405 |
| Securities issued by states & political subdivisions | $9,461,000 | 2,163 |
| Other domestic debt securities | $18,488,000 | 557 |
| 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 | $18,488,000 | 235 |
| 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 | $23,460,000 | 2,039 |
| Mortgage-backed securities | $2,367,000 | 5,072 |
| Certificates of participation in pools of residential mortgages | $2,367,000 | 4,588 |
| Issued or guaranteed by U.S. | $2,367,000 | 4,576 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $69,091,000 | 1,540 |
| Total debt securities | $69,091,000 | 1,731 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,278 |
| Fair value | $242,000 | 1,642 |
| 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 | $70,366,000 | 1,680 |
| U.S. Government securities | $39,157,000 | 2,062 |
| U.S. Treasury securities | $8,432,000 | 205 |
| U.S. Government agency obligations | $30,725,000 | 2,490 |
| Securities issued by states & political subdivisions | $10,112,000 | 2,032 |
| Other domestic debt securities | $21,097,000 | 507 |
| 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 | $21,097,000 | 214 |
| 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 | $23,518,000 | 2,026 |
| Mortgage-backed securities | $2,426,000 | 5,003 |
| Certificates of participation in pools of residential mortgages | $2,426,000 | 4,514 |
| Issued or guaranteed by U.S. | $2,426,000 | 4,501 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $70,366,000 | 1,458 |
| Total debt securities | $70,366,000 | 1,658 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,252 |
| Fair value | $454,000 | 1,463 |
| 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 | $63,613,000 | 1,873 |
| U.S. Government securities | $31,926,000 | 2,503 |
| U.S. Treasury securities | $5,241,000 | 263 |
| U.S. Government agency obligations | $26,685,000 | 2,823 |
| Securities issued by states & political subdivisions | $10,001,000 | 2,075 |
| Other domestic debt securities | $21,686,000 | 517 |
| 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 | $21,686,000 | 232 |
| 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 | $24,649,000 | 1,919 |
| Mortgage-backed securities | $2,473,000 | 4,996 |
| Certificates of participation in pools of residential mortgages | $2,473,000 | 4,513 |
| Issued or guaranteed by U.S. | $2,473,000 | 4,495 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $63,613,000 | 1,633 |
| Total debt securities | $63,613,000 | 1,841 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,304 |
| Fair value | $460,000 | 1,510 |
| 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 | $59,924,000 | 1,965 |
| U.S. Government securities | $28,975,000 | 2,702 |
| U.S. Treasury securities | $3,741,000 | 364 |
| U.S. Government agency obligations | $25,234,000 | 2,936 |
| Securities issued by states & political subdivisions | $9,854,000 | 2,093 |
| Other domestic debt securities | $21,095,000 | 524 |
| 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 | $21,095,000 | 237 |
| 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 | $24,221,000 | 1,939 |
| Mortgage-backed securities | $2,658,000 | 4,841 |
| Certificates of participation in pools of residential mortgages | $2,658,000 | 4,341 |
| Issued or guaranteed by U.S. | $2,658,000 | 4,324 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $59,924,000 | 1,727 |
| Total debt securities | $59,924,000 | 1,922 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,427 |
| Fair value | $435,000 | 1,674 |
| 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 | $60,850,000 | 1,921 |
| U.S. Government securities | $35,823,000 | 2,271 |
| U.S. Treasury securities | $4,712,000 | 335 |
| U.S. Government agency obligations | $31,111,000 | 2,538 |
| Securities issued by states & political subdivisions | $8,087,000 | 2,386 |
| Other domestic debt securities | $16,940,000 | 563 |
| 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 | $16,940,000 | 285 |
| 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 | $21,813,000 | 2,065 |
| Mortgage-backed securities | $2,744,000 | 4,582 |
| Certificates of participation in pools of residential mortgages | $2,744,000 | 4,020 |
| Issued or guaranteed by U.S. | $2,744,000 | 4,004 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $60,850,000 | 1,674 |
| Total debt securities | $60,850,000 | 1,873 |
| 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 | $60,188,000 | 1,926 |
| U.S. Government securities | $36,937,000 | 2,226 |
| U.S. Treasury securities | $5,446,000 | 314 |
| U.S. Government agency obligations | $31,491,000 | 2,532 |
| Securities issued by states & political subdivisions | $6,507,000 | 2,695 |
| Other domestic debt securities | $16,744,000 | 552 |
| 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 | $16,744,000 | 282 |
| 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 | $20,489,000 | 2,146 |
| Mortgage-backed securities | $2,885,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $2,881,000 | 3,809 |
| Issued or guaranteed by U.S. | $2,881,000 | 3,793 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,000 | 3,620 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,266 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $60,188,000 | 1,664 |
| Total debt securities | $60,188,000 | 1,878 |
| 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 | $59,032,000 | 1,943 |
| U.S. Government securities | $37,398,000 | 2,205 |
| U.S. Treasury securities | $5,381,000 | 360 |
| U.S. Government agency obligations | $32,017,000 | 2,468 |
| Securities issued by states & political subdivisions | $6,443,000 | 2,701 |
| Other domestic debt securities | $15,191,000 | 558 |
| 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 | $15,191,000 | 282 |
| 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 | $20,257,000 | 2,155 |
| Mortgage-backed securities | $3,011,000 | 4,312 |
| Certificates of participation in pools of residential mortgages | $2,994,000 | 3,718 |
| Issued or guaranteed by U.S. | $2,994,000 | 3,705 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $17,000 | 3,518 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,180 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $59,032,000 | 1,674 |
| Total debt securities | $59,032,000 | 1,901 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,116 |
| Fair value | $749,000 | 2,113 |
| 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 | $55,995,000 | 2,066 |
| U.S. Government securities | $38,968,000 | 2,148 |
| U.S. Treasury securities | $5,400,000 | 390 |
| U.S. Government agency obligations | $33,568,000 | 2,388 |
| Securities issued by states & political subdivisions | $5,900,000 | 2,844 |
| Other domestic debt securities | $11,127,000 | 680 |
| 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 | $11,127,000 | 370 |
| 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 | $19,821,000 | 2,215 |
| Mortgage-backed securities | $3,210,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $3,178,000 | 3,638 |
| Issued or guaranteed by U.S. | $3,178,000 | 3,621 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $32,000 | 3,458 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,147 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $55,995,000 | 1,780 |
| Total debt securities | $55,995,000 | 2,024 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,185 |
| Fair value | $747,000 | 2,188 |
| 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 | $56,940,000 | 2,066 |
| U.S. Government securities | $40,499,000 | 2,095 |
| U.S. Treasury securities | $5,389,000 | 424 |
| U.S. Government agency obligations | $35,110,000 | 2,350 |
| Securities issued by states & political subdivisions | $5,614,000 | 2,935 |
| Other domestic debt securities | $10,827,000 | 666 |
| 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 | $10,827,000 | 384 |
| 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 | $19,539,000 | 2,246 |
| Mortgage-backed securities | $3,379,000 | 4,163 |
| Certificates of participation in pools of residential mortgages | $3,329,000 | 3,585 |
| Issued or guaranteed by U.S. | $3,329,000 | 3,573 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $50,000 | 3,429 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,128 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $56,940,000 | 1,780 |
| Total debt securities | $56,940,000 | 2,029 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,283 |
| Fair value | $745,000 | 2,287 |
| 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 | $66,048,000 | 1,805 |
| U.S. Government securities | $49,808,000 | 1,784 |
| U.S. Treasury securities | $6,277,000 | 396 |
| U.S. Government agency obligations | $43,531,000 | 1,939 |
| Securities issued by states & political subdivisions | $5,103,000 | 3,057 |
| Other domestic debt securities | $11,137,000 | 657 |
| 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 | $11,137,000 | 375 |
| 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 | $19,836,000 | 2,200 |
| Mortgage-backed securities | $3,549,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $3,480,000 | 3,519 |
| Issued or guaranteed by U.S. | $3,480,000 | 3,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $69,000 | 3,363 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 3,064 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $66,048,000 | 1,549 |
| Total debt securities | $66,048,000 | 1,767 |
| Structured notes | ||
| Amortized cost | $1,737,000 | 1,718 |
| Fair value | $1,736,000 | 1,699 |
| 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 | $67,246,000 | 1,785 |
| U.S. Government securities | $51,297,000 | 1,731 |
| U.S. Treasury securities | $6,247,000 | 425 |
| U.S. Government agency obligations | $45,050,000 | 1,880 |
| Securities issued by states & political subdivisions | $4,374,000 | 3,272 |
| Other domestic debt securities | $11,575,000 | 650 |
| 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 | $11,575,000 | 371 |
| 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 | $19,721,000 | 2,192 |
| Mortgage-backed securities | $3,847,000 | 3,956 |
| Certificates of participation in pools of residential mortgages | $3,756,000 | 3,412 |
| Issued or guaranteed by U.S. | $3,756,000 | 3,399 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $91,000 | 3,337 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,025 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $67,246,000 | 1,520 |
| Total debt securities | $67,246,000 | 1,748 |
| Structured notes | ||
| Amortized cost | $1,737,000 | 1,775 |
| Fair value | $1,718,000 | 1,752 |
| 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 | $68,897,000 | 1,771 |
| U.S. Government securities | $53,589,000 | 1,699 |
| U.S. Treasury securities | $6,281,000 | 455 |
| U.S. Government agency obligations | $47,308,000 | 1,829 |
| Securities issued by states & political subdivisions | $4,219,000 | 3,334 |
| Other domestic debt securities | $11,089,000 | 678 |
| 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 | $11,089,000 | 394 |
| 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 | $19,651,000 | 2,189 |
| Mortgage-backed securities | $4,219,000 | 3,861 |
| Certificates of participation in pools of residential mortgages | $4,104,000 | 3,323 |
| Issued or guaranteed by U.S. | $4,104,000 | 3,310 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $115,000 | 3,291 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 2,979 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $68,897,000 | 1,507 |
| Total debt securities | $68,897,000 | 1,735 |
| Structured notes | ||
| Amortized cost | $1,736,000 | 1,778 |
| Fair value | $1,722,000 | 1,764 |
| 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 | $68,017,000 | 1,783 |
| U.S. Government securities | $53,982,000 | 1,690 |
| U.S. Treasury securities | $6,336,000 | 463 |
| U.S. Government agency obligations | $47,646,000 | 1,825 |
| Securities issued by states & political subdivisions | $3,732,000 | 3,540 |
| Other domestic debt securities | $10,303,000 | 716 |
| 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 | $10,303,000 | 437 |
| 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 | $20,280,000 | 2,097 |
| Mortgage-backed securities | $4,433,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $4,291,000 | 3,288 |
| Issued or guaranteed by U.S. | $4,291,000 | 3,277 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $142,000 | 3,259 |
| CMOs issued by government agencies or sponsored agencies | $142,000 | 2,958 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $68,017,000 | 1,518 |
| Total debt securities | $68,017,000 | 1,744 |
| Structured notes | ||
| Amortized cost | $751,000 | 2,448 |
| Fair value | $742,000 | 2,460 |
| 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 | $69,659,000 | 1,726 |
| U.S. Government securities | $52,141,000 | 1,718 |
| U.S. Treasury securities | $6,589,000 | 437 |
| U.S. Government agency obligations | $45,552,000 | 1,892 |
| Securities issued by states & political subdivisions | $3,655,000 | 3,553 |
| Other domestic debt securities | $13,863,000 | 621 |
| 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 | $13,863,000 | 367 |
| 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 | $20,385,000 | 2,056 |
| Mortgage-backed securities | $4,720,000 | 3,798 |
| Certificates of participation in pools of residential mortgages | $4,551,000 | 3,259 |
| Issued or guaranteed by U.S. | $4,551,000 | 3,248 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $169,000 | 3,242 |
| CMOs issued by government agencies or sponsored agencies | $169,000 | 2,934 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $69,659,000 | 1,458 |
| Total debt securities | $69,659,000 | 1,691 |
| Structured notes | ||
| Amortized cost | $751,000 | 2,407 |
| Fair value | $751,000 | 2,405 |
| 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 | $75,395,000 | 1,636 |
| U.S. Government securities | $55,852,000 | 1,625 |
| U.S. Treasury securities | $7,635,000 | 408 |
| U.S. Government agency obligations | $48,217,000 | 1,790 |
| Securities issued by states & political subdivisions | $3,956,000 | 3,423 |
| Other domestic debt securities | $15,587,000 | 594 |
| 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 | $15,587,000 | 350 |
| 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 | $21,222,000 | 1,982 |
| Mortgage-backed securities | $5,060,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $4,857,000 | 3,238 |
| Issued or guaranteed by U.S. | $4,857,000 | 3,226 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $203,000 | 3,231 |
| CMOs issued by government agencies or sponsored agencies | $203,000 | 2,937 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $75,395,000 | 1,377 |
| Total debt securities | $75,395,000 | 1,594 |
| 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 | $76,275,000 | 1,621 |
| U.S. Government securities | $57,567,000 | 1,610 |
| U.S. Treasury securities | $7,641,000 | 456 |
| U.S. Government agency obligations | $49,926,000 | 1,775 |
| Securities issued by states & political subdivisions | $3,943,000 | 3,427 |
| Other domestic debt securities | $14,765,000 | 621 |
| 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 | $14,765,000 | 378 |
| 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 | $22,528,000 | 1,902 |
| Mortgage-backed securities | $5,617,000 | 3,731 |
| Certificates of participation in pools of residential mortgages | $5,374,000 | 3,181 |
| Issued or guaranteed by U.S. | $5,374,000 | 3,175 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $243,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $243,000 | 2,946 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $76,275,000 | 1,380 |
| Total debt securities | $76,275,000 | 1,579 |
| 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 | $74,702,000 | 1,677 |
| U.S. Government securities | $55,830,000 | 1,656 |
| U.S. Treasury securities | $7,801,000 | 455 |
| U.S. Government agency obligations | $48,029,000 | 1,842 |
| Securities issued by states & political subdivisions | $3,422,000 | 3,630 |
| Other domestic debt securities | $15,450,000 | 622 |
| 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 | $15,450,000 | 383 |
| 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 | $23,804,000 | 1,797 |
| Mortgage-backed securities | $6,064,000 | 3,653 |
| Certificates of participation in pools of residential mortgages | $5,780,000 | 3,095 |
| Issued or guaranteed by U.S. | $5,780,000 | 3,085 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $284,000 | 3,220 |
| CMOs issued by government agencies or sponsored agencies | $284,000 | 2,936 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $74,702,000 | 1,423 |
| Total debt securities | $74,702,000 | 1,633 |
| 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 | $76,940,000 | 1,631 |
| U.S. Government securities | $56,868,000 | 1,635 |
| U.S. Treasury securities | $7,903,000 | 444 |
| U.S. Government agency obligations | $48,965,000 | 1,787 |
| Securities issued by states & political subdivisions | $3,815,000 | 3,495 |
| Other domestic debt securities | $16,257,000 | 604 |
| 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 | $16,257,000 | 374 |
| 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 | $24,555,000 | 1,701 |
| Mortgage-backed securities | $6,371,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $6,086,000 | 3,059 |
| Issued or guaranteed by U.S. | $6,086,000 | 3,053 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $285,000 | 3,227 |
| CMOs issued by government agencies or sponsored agencies | $285,000 | 2,951 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $76,940,000 | 1,387 |
| Total debt securities | $76,940,000 | 1,590 |
| 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 | $78,557,000 | 1,632 |
| U.S. Government securities | $57,766,000 | 1,638 |
| U.S. Treasury securities | $8,298,000 | 449 |
| U.S. Government agency obligations | $49,468,000 | 1,800 |
| Securities issued by states & political subdivisions | $4,637,000 | 3,182 |
| Other domestic debt securities | $16,154,000 | 629 |
| 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 | $16,154,000 | 402 |
| 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 | $24,702,000 | 1,685 |
| Mortgage-backed securities | $6,643,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $6,343,000 | 3,051 |
| Issued or guaranteed by U.S. | $6,343,000 | 3,044 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $300,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 3,004 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $78,557,000 | 1,387 |
| Total debt securities | $78,557,000 | 1,585 |
| 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 | $85,299,000 | 1,524 |
| U.S. Government securities | $62,663,000 | 1,508 |
| U.S. Treasury securities | $8,663,000 | 426 |
| U.S. Government agency obligations | $54,000,000 | 1,665 |
| Securities issued by states & political subdivisions | $5,444,000 | 2,941 |
| Other domestic debt securities | $17,192,000 | 639 |
| 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 | $17,192,000 | 411 |
| 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 | $25,236,000 | 1,654 |
| Mortgage-backed securities | $7,932,000 | 3,373 |
| Certificates of participation in pools of residential mortgages | $6,987,000 | 2,932 |
| Issued or guaranteed by U.S. | $6,987,000 | 2,922 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $945,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $945,000 | 2,593 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $85,299,000 | 1,309 |
| Total debt securities | $85,299,000 | 1,482 |
| 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 | $87,619,000 | 1,524 |
| U.S. Government securities | $64,717,000 | 1,513 |
| U.S. Treasury securities | $8,593,000 | 455 |
| U.S. Government agency obligations | $56,124,000 | 1,648 |
| Securities issued by states & political subdivisions | $5,792,000 | 2,850 |
| Other domestic debt securities | $17,110,000 | 620 |
| 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 | $17,110,000 | 442 |
| 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 | $26,803,000 | 1,536 |
| Mortgage-backed securities | $8,906,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | $7,609,000 | 2,837 |
| Issued or guaranteed by U.S. | $7,609,000 | 2,823 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,297,000 | 2,603 |
| CMOs issued by government agencies or sponsored agencies | $1,297,000 | 2,469 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $87,619,000 | 1,312 |
| Total debt securities | $87,619,000 | 1,473 |
| 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 | $87,690,000 | 1,503 |
| U.S. Government securities | $64,528,000 | 1,469 |
| U.S. Treasury securities | $7,403,000 | 497 |
| U.S. Government agency obligations | $57,125,000 | 1,602 |
| Securities issued by states & political subdivisions | $6,556,000 | 2,648 |
| Other domestic debt securities | $16,606,000 | 647 |
| 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 | $16,606,000 | 479 |
| 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 | $27,550,000 | 1,442 |
| Mortgage-backed securities | $10,445,000 | 2,917 |
| Certificates of participation in pools of residential mortgages | $8,962,000 | 2,560 |
| Issued or guaranteed by U.S. | $8,962,000 | 2,551 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,483,000 | 2,553 |
| CMOs issued by government agencies or sponsored agencies | $1,483,000 | 2,420 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $87,690,000 | 1,285 |
| Total debt securities | $87,690,000 | 1,450 |
| 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 | $89,414,000 | 1,429 |
| U.S. Government securities | $66,203,000 | 1,387 |
| U.S. Treasury securities | $7,643,000 | 489 |
| U.S. Government agency obligations | $58,560,000 | 1,486 |
| Securities issued by states & political subdivisions | $6,779,000 | 2,545 |
| Other domestic debt securities | $16,432,000 | 675 |
| 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 | $16,432,000 | 492 |
| 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 | $28,385,000 | 1,387 |
| Mortgage-backed securities | $14,212,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | $12,721,000 | 2,070 |
| Issued or guaranteed by U.S. | $12,721,000 | 2,060 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,491,000 | 2,746 |
| CMOs issued by government agencies or sponsored agencies | $1,491,000 | 2,593 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $89,414,000 | 1,223 |
| Total debt securities | $89,414,000 | 1,382 |
| 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 | $90,822,000 | 1,391 |
| U.S. Government securities | $66,535,000 | 1,366 |
| U.S. Treasury securities | $6,810,000 | 541 |
| U.S. Government agency obligations | $59,725,000 | 1,446 |
| Securities issued by states & political subdivisions | $7,419,000 | 2,329 |
| Other domestic debt securities | $16,868,000 | 680 |
| 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 | $16,868,000 | 495 |
| 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 | $28,267,000 | 1,348 |
| Mortgage-backed securities | $15,863,000 | 2,344 |
| Certificates of participation in pools of residential mortgages | $14,060,000 | 1,913 |
| Issued or guaranteed by U.S. | $14,060,000 | 1,907 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,803,000 | 2,704 |
| CMOs issued by government agencies or sponsored agencies | $1,803,000 | 2,576 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $90,822,000 | 1,180 |
| Total debt securities | $90,822,000 | 1,348 |
| 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 | $89,172,000 | 1,385 |
| U.S. Government securities | $64,650,000 | 1,380 |
| U.S. Treasury securities | $4,922,000 | 743 |
| U.S. Government agency obligations | $59,728,000 | 1,425 |
| Securities issued by states & political subdivisions | $8,236,000 | 2,121 |
| Other domestic debt securities | $16,286,000 | 688 |
| 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 | $16,286,000 | 502 |
| 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 | $26,873,000 | 1,419 |
| Mortgage-backed securities | $16,769,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | $14,313,000 | 1,852 |
| Issued or guaranteed by U.S. | $14,313,000 | 1,843 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,456,000 | 2,452 |
| CMOs issued by government agencies or sponsored agencies | $2,456,000 | 2,337 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $89,172,000 | 1,166 |
| Total debt securities | $89,177,000 | 1,339 |
| 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 | $90,232,000 | 1,268 |
| U.S. Government securities | $65,464,000 | 1,235 |
| U.S. Treasury securities | $1,765,000 | 1,525 |
| U.S. Government agency obligations | $63,699,000 | 1,205 |
| Securities issued by states & political subdivisions | $12,436,000 | 1,378 |
| Other domestic debt securities | $12,332,000 | 831 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,328,000 | 164 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,004,000 | 780 |
| 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 | $28,137,000 | 1,299 |
| Mortgage-backed securities | $24,545,000 | 1,588 |
| Certificates of participation in pools of residential mortgages | $17,457,000 | 1,447 |
| Issued or guaranteed by U.S. | $17,457,000 | 1,438 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,088,000 | 1,560 |
| CMOs issued by government agencies or sponsored agencies | $7,088,000 | 1,457 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $90,232,000 | 1,053 |
| Total debt securities | $90,232,000 | 1,228 |
| 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 | $84,572,000 | 1,335 |
| U.S. Government securities | $62,291,000 | 1,277 |
| U.S. Treasury securities | $4,736,000 | 1,123 |
| U.S. Government agency obligations | $57,555,000 | 1,280 |
| Securities issued by states & political subdivisions | $18,225,000 | 864 |
| Other domestic debt securities | $3,780,000 | 1,400 |
| 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 | $3,780,000 | 1,172 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $276,000 | 5,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,771,000 | 1,561 |
| Mortgage-backed securities | $20,161,000 | 1,472 |
| Certificates of participation in pools of residential mortgages | $15,033,000 | 1,322 |
| Issued or guaranteed by U.S. | $15,033,000 | 1,312 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,128,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $5,128,000 | 1,356 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $84,572,000 | 1,040 |
| Total debt securities | $84,296,000 | 1,273 |
| Structured notes | ||
| Amortized cost | $823,000 | 458 |
| Fair value | $825,000 | 451 |
| 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 | $75,673,000 | 1,516 |
| U.S. Government securities | $55,021,000 | 1,536 |
| U.S. Treasury securities | $6,529,000 | 1,244 |
| U.S. Government agency obligations | $48,492,000 | 1,542 |
| Securities issued by states & political subdivisions | $20,376,000 | 787 |
| Other domestic debt securities | $0 | 3,983 |
| 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 | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $276,000 | 5,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,882,000 | 1,920 |
| Mortgage-backed securities | $15,432,000 | 1,925 |
| Certificates of participation in pools of residential mortgages | $11,762,000 | 1,678 |
| Issued or guaranteed by U.S. | $11,762,000 | 1,667 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,670,000 | 1,903 |
| CMOs issued by government agencies or sponsored agencies | $3,670,000 | 1,762 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $75,673,000 | 1,158 |
| Total debt securities | $75,397,000 | 1,452 |
| Structured notes | ||
| Amortized cost | $6,448,000 | 85 |
| Fair value | $6,421,000 | 84 |
| 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 | $80,324,000 | 1,468 |
| U.S. Government securities | $57,812,000 | 1,514 |
| U.S. Treasury securities | $8,978,000 | 1,456 |
| U.S. Government agency obligations | $48,834,000 | 1,518 |
| Securities issued by states & political subdivisions | $22,098,000 | 713 |
| Other domestic debt securities | $296,000 | 3,027 |
| 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 | $296,000 | 2,515 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $118,000 | 6,293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,844,000 | 2,058 |
| Mortgage-backed securities | $13,752,000 | 2,195 |
| Certificates of participation in pools of residential mortgages | $11,560,000 | 1,773 |
| Issued or guaranteed by U.S. | $11,560,000 | 1,761 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,192,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $2,192,000 | 2,420 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $80,324,000 | 1,096 |
| Total debt securities | $80,206,000 | 1,410 |
| Structured notes | ||
| Amortized cost | $9,542,000 | 74 |
| Fair value | $9,447,000 | 75 |
| 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 | $81,269,000 | 1,419 |
| U.S. Government securities | $57,272,000 | 1,590 |
| U.S. Treasury securities | $11,462,000 | 1,634 |
| U.S. Government agency obligations | $45,810,000 | 1,557 |
| Securities issued by states & political subdivisions | $23,081,000 | 541 |
| Other domestic debt securities | $304,000 | 2,661 |
| 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 | $304,000 | 2,121 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $612,000 | 3,195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,027,000 | 3,414 |
| Mortgage-backed securities | $747,000 | 6,632 |
| 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 | $747,000 | 3,690 |
| CMOs issued by government agencies or sponsored agencies | $747,000 | 3,563 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $81,269,000 | 998 |
| Total debt securities | $80,657,000 | 1,377 |
| Structured notes | ||
| Amortized cost | $10,818,000 | 120 |
| Fair value | $10,644,000 | 120 |
| 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 | $72,733,000 | 1,666 |
| U.S. Government securities | $51,992,000 | 1,872 |
| U.S. Treasury securities | $8,234,000 | 2,628 |
| U.S. Government agency obligations | $43,758,000 | 1,679 |
| Securities issued by states & political subdivisions | $20,179,000 | 621 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $562,000 | 3,279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,756,000 | 3,886 |
| Mortgage-backed securities | $0 | 9,059 |
| 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 | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $72,733,000 | 1,130 |
| Total debt securities | $72,171,000 | 1,622 |
| Structured notes | ||
| Amortized cost | $12,799,000 | 117 |
| Fair value | $12,570,000 | 117 |
| 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 | $73,785,000 | 1,719 |
| U.S. Government securities | $56,163,000 | 1,800 |
| U.S. Treasury securities | $14,070,000 | 1,986 |
| U.S. Government agency obligations | $42,093,000 | 1,677 |
| Securities issued by states & political subdivisions | $17,088,000 | 747 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $534,000 | 3,160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,684,000 | 3,569 |
| Mortgage-backed securities | $0 | 9,533 |
| 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 | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $73,785,000 | 1,152 |
| Total debt securities | $73,251,000 | 1,677 |
| Structured notes | ||
| Amortized cost | $12,879,000 | 202 |
| Fair value | $12,587,000 | 202 |
| 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 | $69,258,000 | 1,904 |
| U.S. Government securities | $53,297,000 | 1,990 |
| U.S. Treasury securities | $18,016,000 | 1,956 |
| U.S. Government agency obligations | $35,281,000 | 1,926 |
| Securities issued by states & political subdivisions | $15,115,000 | 893 |
| Other domestic debt securities | $423,000 | 3,828 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $423,000 | 3,065 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $423,000 | 3,382 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,578,000 | 3,038 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,538,000 | 4,201 |
| Available-for-sale securities (fair market value) | $53,720,000 | 1,047 |
| Total debt securities | $68,835,000 | 1,860 |
| 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 | $74,291,000 | 1,868 |
| U.S. Government securities | $55,208,000 | 1,966 |
| U.S. Treasury securities | $22,118,000 | 1,681 |
| U.S. Government agency obligations | $33,090,000 | 2,105 |
| Securities issued by states & political subdivisions | $18,141,000 | 694 |
| Other domestic debt securities | $339,000 | 4,715 |
| 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 | $339,000 | 3,661 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $603,000 | 2,768 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,708,000 | 2,824 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $73,688,000 | 1,824 |
| 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 | $66,130,000 | 2,044 |
| U.S. Government securities | $52,479,000 | 2,036 |
| U.S. Treasury securities | $21,619,000 | 1,717 |
| U.S. Government agency obligations | $30,860,000 | 2,195 |
| Securities issued by states & political subdivisions | $12,390,000 | 1,056 |
| Other domestic debt securities | $992,000 | 4,136 |
| 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 | $992,000 | 3,021 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $269,000 | 3,497 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,591,000 | 3,021 |
| Mortgage-backed securities | $834,000 | 9,204 |
| Certificates of participation in pools of residential mortgages | $534,000 | 8,483 |
| Issued or guaranteed by U.S. | $534,000 | 8,423 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $300,000 | 6,335 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 5,898 |
| 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 | $65,861,000 | 1,999 |
| 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 |