Home > The Citizens National Bank of Lebanon > Securities
The Citizens National Bank of Lebanon, Securities
| 2023-12-31 | Rank | |
| Total securities | $89,025,000 | 1,844 |
| U.S. Government securities | $48,123,000 | 1,922 |
| U.S. Treasury securities | $995,000 | 2,499 |
| U.S. Government agency obligations | $47,128,000 | 1,664 |
| Securities issued by states & political subdivisions | $36,211,000 | 1,186 |
| Other domestic debt securities | $4,691,000 | 1,383 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,691,000 | 332 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,586,000 | 1,210 |
| Mortgage-backed securities | $41,259,000 | 1,418 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,911,000 | 2,048 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $30,013,000 | 555 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $585,000 | 1,351 |
| Other commercial mortgage-backed securities | $750,000 | 1,154 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $89,025,000 | 1,647 |
| Total debt securities | $89,025,000 | 1,827 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $85,732,000 | 1,877 |
| U.S. Government securities | $46,848,000 | 1,945 |
| U.S. Treasury securities | $983,000 | 2,576 |
| U.S. Government agency obligations | $45,865,000 | 1,670 |
| Securities issued by states & political subdivisions | $33,881,000 | 1,217 |
| Other domestic debt securities | $5,003,000 | 1,335 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,003,000 | 317 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,953,000 | 1,199 |
| Mortgage-backed securities | $39,677,000 | 1,434 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,211,000 | 2,016 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,112,000 | 572 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $559,000 | 1,333 |
| Other commercial mortgage-backed securities | $795,000 | 1,140 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $85,732,000 | 1,668 |
| Total debt securities | $85,732,000 | 1,863 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $88,996,000 | 1,875 |
| U.S. Government securities | $47,836,000 | 1,957 |
| U.S. Treasury securities | $973,000 | 2,604 |
| U.S. Government agency obligations | $46,863,000 | 1,691 |
| Securities issued by states & political subdivisions | $35,939,000 | 1,225 |
| Other domestic debt securities | $5,221,000 | 1,324 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,221,000 | 306 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,188,000 | 1,351 |
| Mortgage-backed securities | $40,474,000 | 1,456 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,190,000 | 2,057 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $29,355,000 | 570 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $88,000 | 1,515 |
| Other commercial mortgage-backed securities | $841,000 | 1,131 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $88,996,000 | 1,668 |
| Total debt securities | $88,996,000 | 1,859 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $91,236,000 | 1,920 |
| U.S. Government securities | $48,835,000 | 2,025 |
| U.S. Treasury securities | $969,000 | 2,689 |
| U.S. Government agency obligations | $47,866,000 | 1,687 |
| Securities issued by states & political subdivisions | $36,965,000 | 1,232 |
| Other domestic debt securities | $5,436,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,436,000 | 311 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,824,000 | 1,313 |
| Mortgage-backed securities | $41,926,000 | 1,483 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,234,000 | 2,100 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $30,710,000 | 581 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $89,000 | 1,535 |
| Other commercial mortgage-backed securities | $893,000 | 1,132 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $91,236,000 | 1,702 |
| Total debt securities | $91,236,000 | 1,902 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $91,223,000 | 1,945 |
| U.S. Government securities | $47,958,000 | 2,069 |
| U.S. Treasury securities | $960,000 | 2,735 |
| U.S. Government agency obligations | $46,998,000 | 1,717 |
| Securities issued by states & political subdivisions | $37,459,000 | 1,247 |
| Other domestic debt securities | $5,806,000 | 1,347 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,806,000 | 303 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,975,000 | 1,249 |
| Mortgage-backed securities | $41,373,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,351,000 | 2,108 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $29,990,000 | 593 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $91,000 | 1,533 |
| Other commercial mortgage-backed securities | $941,000 | 1,118 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $91,223,000 | 1,729 |
| Total debt securities | $91,223,000 | 1,930 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $91,983,000 | 1,939 |
| U.S. Government securities | $50,406,000 | 2,022 |
| U.S. Treasury securities | $957,000 | 2,752 |
| U.S. Government agency obligations | $49,449,000 | 1,676 |
| Securities issued by states & political subdivisions | $37,537,000 | 1,241 |
| Other domestic debt securities | $4,040,000 | 1,478 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,040,000 | 341 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,814,000 | 1,195 |
| Mortgage-backed securities | $43,294,000 | 1,471 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,668,000 | 2,087 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $31,514,000 | 580 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $92,000 | 1,549 |
| Other commercial mortgage-backed securities | $1,020,000 | 1,133 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $91,983,000 | 1,727 |
| Total debt securities | $91,983,000 | 1,923 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $98,745,000 | 1,889 |
| U.S. Government securities | $53,093,000 | 1,963 |
| U.S. Treasury securities | $5,957,000 | 1,904 |
| U.S. Government agency obligations | $47,136,000 | 1,749 |
| Securities issued by states & political subdivisions | $41,764,000 | 1,186 |
| Other domestic debt securities | $3,888,000 | 1,429 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,888,000 | 354 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,863,000 | 1,103 |
| Mortgage-backed securities | $40,857,000 | 1,559 |
| Certificates of participation in pools of residential mortgages | $11,297,000 | 2,152 |
| Issued or guaranteed by U.S. | $11,297,000 | 2,097 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $29,222,000 | 682 |
| CMOs issued by government agencies or sponsored agencies | $29,222,000 | 614 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $338,000 | 1,952 |
| Commercial mortgage pass-through securities | $94,000 | 1,540 |
| Other commercial mortgage-backed securities | $244,000 | 1,412 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $98,745,000 | 1,705 |
| Total debt securities | $98,745,000 | 1,877 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $104,180,000 | 1,790 |
| U.S. Government securities | $53,886,000 | 1,915 |
| U.S. Treasury securities | $5,959,000 | 1,695 |
| U.S. Government agency obligations | $47,927,000 | 1,742 |
| Securities issued by states & political subdivisions | $46,163,000 | 1,105 |
| Other domestic debt securities | $4,131,000 | 1,390 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,131,000 | 355 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,660,000 | 1,284 |
| Mortgage-backed securities | $40,782,000 | 1,582 |
| Certificates of participation in pools of residential mortgages | $12,866,000 | 2,059 |
| Issued or guaranteed by U.S. | $12,866,000 | 2,014 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $27,732,000 | 709 |
| CMOs issued by government agencies or sponsored agencies | $27,732,000 | 643 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $184,000 | 1,970 |
| Commercial mortgage pass-through securities | $96,000 | 1,510 |
| Other commercial mortgage-backed securities | $88,000 | 1,422 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $104,180,000 | 1,635 |
| Total debt securities | $104,180,000 | 1,772 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $101,683,000 | 1,759 |
| U.S. Government securities | $49,639,000 | 1,869 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $49,639,000 | 1,667 |
| Securities issued by states & political subdivisions | $50,232,000 | 1,073 |
| Other domestic debt securities | $1,812,000 | 1,682 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,812,000 | 442 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,770,000 | 1,214 |
| Mortgage-backed securities | $41,454,000 | 1,547 |
| Certificates of participation in pools of residential mortgages | $14,299,000 | 1,974 |
| Issued or guaranteed by U.S. | $14,299,000 | 1,919 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $26,967,000 | 685 |
| CMOs issued by government agencies or sponsored agencies | $26,967,000 | 635 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $188,000 | 1,936 |
| Commercial mortgage pass-through securities | $96,000 | 1,479 |
| Other commercial mortgage-backed securities | $92,000 | 1,404 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $101,683,000 | 1,632 |
| Total debt securities | $101,683,000 | 1,740 |
| Structured notes | ||
| Amortized cost | $221,000 | 958 |
| Fair value | $222,000 | 958 |
| 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 | $97,297,000 | 1,746 |
| U.S. Government securities | $45,621,000 | 1,911 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $45,621,000 | 1,740 |
| Securities issued by states & political subdivisions | $49,280,000 | 1,054 |
| Other domestic debt securities | $2,396,000 | 1,507 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,396,000 | 430 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,107,000 | 1,329 |
| Mortgage-backed securities | $36,629,000 | 1,642 |
| Certificates of participation in pools of residential mortgages | $13,249,000 | 2,044 |
| Issued or guaranteed by U.S. | $13,249,000 | 1,990 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $23,143,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $23,143,000 | 698 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $237,000 | 1,935 |
| Commercial mortgage pass-through securities | $98,000 | 1,491 |
| Other commercial mortgage-backed securities | $139,000 | 1,394 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $97,297,000 | 1,622 |
| Total debt securities | $97,297,000 | 1,728 |
| Structured notes | ||
| Amortized cost | $238,000 | 846 |
| Fair value | $240,000 | 847 |
| 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 | $93,013,000 | 1,729 |
| U.S. Government securities | $42,638,000 | 1,929 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $42,638,000 | 1,767 |
| Securities issued by states & political subdivisions | $47,900,000 | 1,048 |
| Other domestic debt securities | $2,475,000 | 1,457 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,475,000 | 435 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,850,000 | 1,291 |
| Mortgage-backed securities | $33,544,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $13,944,000 | 1,956 |
| Issued or guaranteed by U.S. | $13,944,000 | 1,910 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $19,337,000 | 778 |
| CMOs issued by government agencies or sponsored agencies | $19,337,000 | 746 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $263,000 | 1,929 |
| Commercial mortgage pass-through securities | $99,000 | 1,501 |
| Other commercial mortgage-backed securities | $164,000 | 1,375 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $93,013,000 | 1,605 |
| Total debt securities | $93,013,000 | 1,710 |
| Structured notes | ||
| Amortized cost | $261,000 | 761 |
| Fair value | $264,000 | 764 |
| 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 | $83,712,000 | 1,744 |
| U.S. Government securities | $40,168,000 | 1,875 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $40,168,000 | 1,752 |
| Securities issued by states & political subdivisions | $41,369,000 | 1,146 |
| Other domestic debt securities | $2,175,000 | 1,447 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,175,000 | 430 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,901,000 | 1,261 |
| Mortgage-backed securities | $30,960,000 | 1,703 |
| Certificates of participation in pools of residential mortgages | $13,288,000 | 1,936 |
| Issued or guaranteed by U.S. | $13,288,000 | 1,880 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $17,314,000 | 831 |
| CMOs issued by government agencies or sponsored agencies | $17,314,000 | 790 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $358,000 | 1,896 |
| Commercial mortgage pass-through securities | $100,000 | 1,495 |
| Other commercial mortgage-backed securities | $258,000 | 1,336 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $83,712,000 | 1,620 |
| Total debt securities | $83,712,000 | 1,728 |
| Structured notes | ||
| Amortized cost | $279,000 | 557 |
| Fair value | $284,000 | 555 |
| 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 | $78,911,000 | 1,705 |
| U.S. Government securities | $40,448,000 | 1,727 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $40,448,000 | 1,638 |
| Securities issued by states & political subdivisions | $36,249,000 | 1,240 |
| Other domestic debt securities | $2,214,000 | 1,399 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,214,000 | 407 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,605,000 | 1,230 |
| Mortgage-backed securities | $30,831,000 | 1,642 |
| Certificates of participation in pools of residential mortgages | $11,169,000 | 1,984 |
| Issued or guaranteed by U.S. | $11,169,000 | 1,933 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $19,264,000 | 777 |
| CMOs issued by government agencies or sponsored agencies | $19,264,000 | 740 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $398,000 | 1,853 |
| Commercial mortgage pass-through securities | $102,000 | 1,448 |
| Other commercial mortgage-backed securities | $296,000 | 1,295 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $78,911,000 | 1,594 |
| Total debt securities | $78,911,000 | 1,687 |
| Structured notes | ||
| Amortized cost | $295,000 | 318 |
| Fair value | $301,000 | 317 |
| 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 | $68,793,000 | 1,780 |
| U.S. Government securities | $36,579,000 | 1,769 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $36,579,000 | 1,689 |
| Securities issued by states & political subdivisions | $30,009,000 | 1,320 |
| Other domestic debt securities | $2,205,000 | 1,378 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,205,000 | 388 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,568,000 | 1,207 |
| Mortgage-backed securities | $28,153,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $7,612,000 | 2,327 |
| Issued or guaranteed by U.S. | $7,612,000 | 2,255 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $19,596,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $19,596,000 | 743 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $945,000 | 1,654 |
| Commercial mortgage pass-through securities | $645,000 | 1,276 |
| Other commercial mortgage-backed securities | $300,000 | 1,262 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $68,793,000 | 1,669 |
| Total debt securities | $68,793,000 | 1,765 |
| Structured notes | ||
| Amortized cost | $314,000 | 305 |
| Fair value | $321,000 | 305 |
| 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 | $65,009,000 | 1,805 |
| U.S. Government securities | $32,130,000 | 1,925 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $32,130,000 | 1,825 |
| Securities issued by states & political subdivisions | $32,879,000 | 1,155 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,681,000 | 1,209 |
| Mortgage-backed securities | $25,950,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | $5,993,000 | 2,517 |
| Issued or guaranteed by U.S. | $5,993,000 | 2,441 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $18,770,000 | 825 |
| CMOs issued by government agencies or sponsored agencies | $18,770,000 | 789 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,187,000 | 1,549 |
| Commercial mortgage pass-through securities | $651,000 | 1,266 |
| Other commercial mortgage-backed securities | $536,000 | 1,183 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $65,009,000 | 1,685 |
| Total debt securities | $65,009,000 | 1,786 |
| Structured notes | ||
| Amortized cost | $333,000 | 340 |
| Fair value | $338,000 | 340 |
| 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 | $62,288,000 | 1,801 |
| U.S. Government securities | $30,183,000 | 2,004 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $30,183,000 | 1,905 |
| Securities issued by states & political subdivisions | $32,105,000 | 1,071 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,643,000 | 1,179 |
| Mortgage-backed securities | $24,676,000 | 1,782 |
| Certificates of participation in pools of residential mortgages | $4,196,000 | 2,800 |
| Issued or guaranteed by U.S. | $4,196,000 | 2,709 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $19,258,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $19,258,000 | 795 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,222,000 | 1,527 |
| Commercial mortgage pass-through securities | $554,000 | 1,251 |
| Other commercial mortgage-backed securities | $668,000 | 1,131 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $62,288,000 | 1,672 |
| Total debt securities | $62,288,000 | 1,788 |
| Structured notes | ||
| Amortized cost | $349,000 | 490 |
| Fair value | $358,000 | 487 |
| 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 | $61,303,000 | 1,813 |
| U.S. Government securities | $27,082,000 | 2,189 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $27,082,000 | 2,072 |
| Securities issued by states & political subdivisions | $34,221,000 | 977 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,735,000 | 1,278 |
| Mortgage-backed securities | $21,351,000 | 1,897 |
| Certificates of participation in pools of residential mortgages | $4,496,000 | 2,692 |
| Issued or guaranteed by U.S. | $4,496,000 | 2,609 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $15,509,000 | 919 |
| CMOs issued by government agencies or sponsored agencies | $15,509,000 | 890 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,346,000 | 1,467 |
| Commercial mortgage pass-through securities | $545,000 | 1,250 |
| Other commercial mortgage-backed securities | $801,000 | 1,066 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $61,303,000 | 1,673 |
| Total debt securities | $61,303,000 | 1,795 |
| Structured notes | ||
| Amortized cost | $364,000 | 617 |
| Fair value | $367,000 | 616 |
| 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 | $63,220,000 | 1,764 |
| U.S. Government securities | $25,830,000 | 2,267 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $25,830,000 | 2,151 |
| Securities issued by states & political subdivisions | $37,390,000 | 876 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,346,000 | 1,267 |
| Mortgage-backed securities | $19,336,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $2,604,000 | 3,073 |
| Issued or guaranteed by U.S. | $2,604,000 | 2,976 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $15,349,000 | 936 |
| CMOs issued by government agencies or sponsored agencies | $15,349,000 | 905 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,383,000 | 1,445 |
| Commercial mortgage pass-through securities | $550,000 | 1,239 |
| Other commercial mortgage-backed securities | $833,000 | 1,029 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $63,220,000 | 1,628 |
| Total debt securities | $63,220,000 | 1,745 |
| Structured notes | ||
| Amortized cost | $377,000 | 768 |
| Fair value | $379,000 | 768 |
| 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 | $67,548,000 | 1,707 |
| U.S. Government securities | $26,700,000 | 2,263 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $26,700,000 | 2,147 |
| Securities issued by states & political subdivisions | $40,848,000 | 810 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,191,000 | 1,286 |
| Mortgage-backed securities | $19,821,000 | 1,913 |
| Certificates of participation in pools of residential mortgages | $2,846,000 | 3,037 |
| Issued or guaranteed by U.S. | $2,846,000 | 2,954 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $15,604,000 | 900 |
| CMOs issued by government agencies or sponsored agencies | $15,604,000 | 860 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,371,000 | 1,443 |
| Commercial mortgage pass-through securities | $553,000 | 1,230 |
| Other commercial mortgage-backed securities | $818,000 | 1,016 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $67,548,000 | 1,571 |
| Total debt securities | $67,548,000 | 1,687 |
| Structured notes | ||
| Amortized cost | $396,000 | 827 |
| Fair value | $398,000 | 823 |
| 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 | $66,235,000 | 1,756 |
| U.S. Government securities | $25,920,000 | 2,327 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $25,920,000 | 2,200 |
| Securities issued by states & political subdivisions | $40,315,000 | 856 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,257,000 | 1,346 |
| Mortgage-backed securities | $18,839,000 | 1,974 |
| Certificates of participation in pools of residential mortgages | $3,070,000 | 3,016 |
| Issued or guaranteed by U.S. | $3,070,000 | 2,928 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $14,903,000 | 922 |
| CMOs issued by government agencies or sponsored agencies | $14,903,000 | 876 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $866,000 | 1,522 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $866,000 | 939 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $66,235,000 | 1,617 |
| Total debt securities | $66,235,000 | 1,742 |
| Structured notes | ||
| Amortized cost | $412,000 | 833 |
| Fair value | $410,000 | 833 |
| 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 | $64,014,000 | 1,811 |
| U.S. Government securities | $25,383,000 | 2,382 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $25,383,000 | 2,256 |
| Securities issued by states & political subdivisions | $38,631,000 | 916 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,506,000 | 1,317 |
| Mortgage-backed securities | $18,431,000 | 2,001 |
| Certificates of participation in pools of residential mortgages | $3,316,000 | 2,976 |
| Issued or guaranteed by U.S. | $3,316,000 | 2,915 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $14,213,000 | 936 |
| CMOs issued by government agencies or sponsored agencies | $14,213,000 | 900 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $902,000 | 1,477 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $902,000 | 887 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $64,014,000 | 1,673 |
| Total debt securities | $64,014,000 | 1,797 |
| Structured notes | ||
| Amortized cost | $208,000 | 919 |
| Fair value | $203,000 | 921 |
| 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 | $63,551,000 | 1,838 |
| U.S. Government securities | $25,764,000 | 2,368 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $25,764,000 | 2,252 |
| Securities issued by states & political subdivisions | $37,787,000 | 936 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,637,000 | 1,281 |
| Mortgage-backed securities | $18,088,000 | 2,010 |
| Certificates of participation in pools of residential mortgages | $3,516,000 | 2,976 |
| Issued or guaranteed by U.S. | $3,516,000 | 2,954 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,571,000 | 960 |
| CMOs issued by government agencies or sponsored agencies | $13,571,000 | 925 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,001,000 | 1,403 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $1,001,000 | 827 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $63,551,000 | 1,691 |
| Total debt securities | $63,551,000 | 1,820 |
| Structured notes | ||
| Amortized cost | $222,000 | 899 |
| Fair value | $216,000 | 899 |
| 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 | $65,223,000 | 1,826 |
| U.S. Government securities | $26,527,000 | 2,314 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $26,527,000 | 2,212 |
| Securities issued by states & political subdivisions | $38,696,000 | 955 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,655,000 | 1,244 |
| Mortgage-backed securities | $18,269,000 | 2,033 |
| Certificates of participation in pools of residential mortgages | $3,496,000 | 3,029 |
| Issued or guaranteed by U.S. | $3,496,000 | 2,876 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $13,713,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $13,713,000 | 906 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,060,000 | 1,352 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,060,000 | 803 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $65,223,000 | 1,681 |
| Total debt securities | $65,223,000 | 1,809 |
| Structured notes | ||
| Amortized cost | $234,000 | 903 |
| Fair value | $228,000 | 904 |
| 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 | $65,733,000 | 1,847 |
| U.S. Government securities | $26,124,000 | 2,408 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $26,124,000 | 2,307 |
| Securities issued by states & political subdivisions | $39,609,000 | 963 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,026,000 | 1,442 |
| Mortgage-backed securities | $18,416,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $3,807,000 | 3,007 |
| Issued or guaranteed by U.S. | $3,807,000 | 3,000 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,726,000 | 939 |
| CMOs issued by government agencies or sponsored agencies | $13,726,000 | 893 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $883,000 | 1,279 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $883,000 | 856 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $65,733,000 | 1,697 |
| Total debt securities | $65,733,000 | 1,829 |
| Structured notes | ||
| Amortized cost | $247,000 | 864 |
| Fair value | $243,000 | 863 |
| 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 | $65,696,000 | 1,875 |
| U.S. Government securities | $25,204,000 | 2,478 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $25,204,000 | 2,368 |
| Securities issued by states & political subdivisions | $40,492,000 | 988 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,726,000 | 1,576 |
| Mortgage-backed securities | $17,596,000 | 2,084 |
| Certificates of participation in pools of residential mortgages | $4,172,000 | 2,964 |
| Issued or guaranteed by U.S. | $4,172,000 | 2,961 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $12,167,000 | 1,026 |
| CMOs issued by government agencies or sponsored agencies | $12,167,000 | 988 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,257,000 | 1,149 |
| Commercial mortgage pass-through securities | $238,000 | 1,015 |
| Other commercial mortgage-backed securities | $1,019,000 | 780 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $65,696,000 | 1,740 |
| Total debt securities | $65,696,000 | 1,859 |
| Structured notes | ||
| Amortized cost | $261,000 | 847 |
| Fair value | $259,000 | 849 |
| 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 | $65,403,000 | 1,892 |
| U.S. Government securities | $24,019,000 | 2,559 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $24,019,000 | 2,456 |
| Securities issued by states & political subdivisions | $41,384,000 | 981 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,207,000 | 1,526 |
| Mortgage-backed securities | $18,204,000 | 2,055 |
| Certificates of participation in pools of residential mortgages | $4,552,000 | 2,938 |
| Issued or guaranteed by U.S. | $4,552,000 | 2,936 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $12,534,000 | 1,002 |
| CMOs issued by government agencies or sponsored agencies | $12,534,000 | 965 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,118,000 | 1,152 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $1,118,000 | 745 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $65,403,000 | 1,746 |
| Total debt securities | $65,403,000 | 1,873 |
| Structured notes | ||
| Amortized cost | $278,000 | 876 |
| Fair value | $279,000 | 877 |
| 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 | $64,618,000 | 1,950 |
| U.S. Government securities | $22,678,000 | 2,685 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $22,678,000 | 2,580 |
| Securities issued by states & political subdivisions | $41,940,000 | 979 |
| Other domestic debt securities | $0 | 2,100 |
| 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 | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,272,000 | 1,452 |
| Mortgage-backed securities | $17,910,000 | 2,119 |
| Certificates of participation in pools of residential mortgages | $6,892,000 | 2,585 |
| Issued or guaranteed by U.S. | $6,892,000 | 2,584 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,613,000 | 1,175 |
| CMOs issued by government agencies or sponsored agencies | $9,613,000 | 1,124 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,405,000 | 1,090 |
| Commercial mortgage pass-through securities | $1,405,000 | 739 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $64,618,000 | 1,792 |
| Total debt securities | $64,618,000 | 1,933 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,021 |
| Fair value | $100,000 | 1,022 |
| 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 | $63,415,000 | 2,022 |
| U.S. Government securities | $21,239,000 | 2,823 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $21,239,000 | 2,707 |
| Securities issued by states & political subdivisions | $42,176,000 | 987 |
| Other domestic debt securities | $0 | 2,154 |
| 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 | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,883,000 | 1,611 |
| Mortgage-backed securities | $18,598,000 | 2,099 |
| Certificates of participation in pools of residential mortgages | $7,056,000 | 2,605 |
| Issued or guaranteed by U.S. | $7,056,000 | 2,605 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,360,000 | 1,116 |
| CMOs issued by government agencies or sponsored agencies | $10,360,000 | 1,068 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,182,000 | 1,071 |
| Commercial mortgage pass-through securities | $1,182,000 | 722 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $63,415,000 | 1,850 |
| Total debt securities | $63,415,000 | 1,999 |
| Structured notes | ||
| Amortized cost | $108,000 | 1,100 |
| Fair value | $107,000 | 1,102 |
| 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 | $61,962,000 | 2,040 |
| U.S. Government securities | $20,464,000 | 2,878 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $20,464,000 | 2,747 |
| Securities issued by states & political subdivisions | $41,498,000 | 996 |
| Other domestic debt securities | $0 | 2,175 |
| 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 | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,598,000 | 1,611 |
| Mortgage-backed securities | $19,969,000 | 2,014 |
| Certificates of participation in pools of residential mortgages | $7,321,000 | 2,572 |
| Issued or guaranteed by U.S. | $7,321,000 | 2,568 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,438,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $11,438,000 | 1,001 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,210,000 | 1,042 |
| Commercial mortgage pass-through securities | $1,210,000 | 699 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $61,962,000 | 1,875 |
| Total debt securities | $61,962,000 | 2,016 |
| Structured notes | ||
| Amortized cost | $116,000 | 1,099 |
| Fair value | $116,000 | 1,096 |
| 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 | $64,298,000 | 1,970 |
| U.S. Government securities | $22,322,000 | 2,722 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $22,322,000 | 2,614 |
| Securities issued by states & political subdivisions | $41,976,000 | 969 |
| Other domestic debt securities | $0 | 2,187 |
| 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 | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,832,000 | 1,572 |
| Mortgage-backed securities | $22,272,000 | 1,920 |
| Certificates of participation in pools of residential mortgages | $8,238,000 | 2,483 |
| Issued or guaranteed by U.S. | $8,238,000 | 2,482 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,696,000 | 999 |
| CMOs issued by government agencies or sponsored agencies | $12,696,000 | 951 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,338,000 | 982 |
| Commercial mortgage pass-through securities | $1,338,000 | 635 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $64,298,000 | 1,811 |
| Total debt securities | $64,298,000 | 1,949 |
| Structured notes | ||
| Amortized cost | $124,000 | 1,083 |
| Fair value | $125,000 | 1,081 |
| 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 | $63,592,000 | 2,025 |
| U.S. Government securities | $22,079,000 | 2,807 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $22,079,000 | 2,692 |
| Securities issued by states & political subdivisions | $41,513,000 | 982 |
| Other domestic debt securities | $0 | 2,228 |
| 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 | $0 | 1,761 |
| 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 | $32,934,000 | 1,533 |
| Mortgage-backed securities | $22,026,000 | 1,952 |
| Certificates of participation in pools of residential mortgages | $8,379,000 | 2,514 |
| Issued or guaranteed by U.S. | $8,379,000 | 2,510 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $12,217,000 | 1,029 |
| CMOs issued by government agencies or sponsored agencies | $12,217,000 | 982 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,430,000 | 915 |
| Commercial mortgage pass-through securities | $1,430,000 | 573 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $63,592,000 | 1,835 |
| Total debt securities | $63,592,000 | 2,000 |
| Structured notes | ||
| Amortized cost | $133,000 | 1,219 |
| Fair value | $135,000 | 1,217 |
| 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 | $65,349,000 | 2,031 |
| U.S. Government securities | $23,975,000 | 2,756 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $23,975,000 | 2,655 |
| Securities issued by states & political subdivisions | $41,374,000 | 967 |
| Other domestic debt securities | $0 | 2,247 |
| 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 | $0 | 1,776 |
| 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 | $34,425,000 | 1,494 |
| Mortgage-backed securities | $23,920,000 | 1,880 |
| Certificates of participation in pools of residential mortgages | $7,995,000 | 2,565 |
| Issued or guaranteed by U.S. | $7,995,000 | 2,563 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,046,000 | 1,009 |
| CMOs issued by government agencies or sponsored agencies | $13,046,000 | 955 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $2,879,000 | 714 |
| Commercial mortgage pass-through securities | $2,879,000 | 423 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $65,349,000 | 1,834 |
| Total debt securities | $65,349,000 | 1,998 |
| Structured notes | ||
| Amortized cost | $143,000 | 1,396 |
| Fair value | $144,000 | 1,402 |
| 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 | $64,346,000 | 2,055 |
| U.S. Government securities | $25,306,000 | 2,695 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $25,306,000 | 2,599 |
| Securities issued by states & political subdivisions | $39,040,000 | 1,034 |
| Other domestic debt securities | $0 | 2,244 |
| 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 | $0 | 1,770 |
| 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 | $31,748,000 | 1,590 |
| Mortgage-backed securities | $25,249,000 | 1,806 |
| Certificates of participation in pools of residential mortgages | $8,097,000 | 2,568 |
| Issued or guaranteed by U.S. | $8,097,000 | 2,565 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,117,000 | 974 |
| CMOs issued by government agencies or sponsored agencies | $14,117,000 | 928 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $3,035,000 | 652 |
| Commercial mortgage pass-through securities | $3,035,000 | 387 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $64,346,000 | 1,877 |
| Total debt securities | $64,346,000 | 2,024 |
| 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 | $64,966,000 | 2,059 |
| U.S. Government securities | $26,643,000 | 2,667 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $26,643,000 | 2,576 |
| Securities issued by states & political subdivisions | $38,323,000 | 1,045 |
| Other domestic debt securities | $0 | 2,283 |
| 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 | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,920,000 | 1,551 |
| Mortgage-backed securities | $26,466,000 | 1,765 |
| Certificates of participation in pools of residential mortgages | $8,248,000 | 2,587 |
| Issued or guaranteed by U.S. | $8,248,000 | 2,584 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $15,096,000 | 961 |
| CMOs issued by government agencies or sponsored agencies | $15,096,000 | 906 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $3,122,000 | 624 |
| Commercial mortgage pass-through securities | $3,122,000 | 375 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $64,966,000 | 1,872 |
| Total debt securities | $64,966,000 | 2,035 |
| Structured notes | ||
| Amortized cost | $115,000 | 1,771 |
| Fair value | $115,000 | 1,773 |
| 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 | $64,778,000 | 2,099 |
| U.S. Government securities | $29,607,000 | 2,573 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $29,607,000 | 2,485 |
| Securities issued by states & political subdivisions | $35,171,000 | 1,100 |
| Other domestic debt securities | $0 | 2,307 |
| 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 | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,289,000 | 1,735 |
| Mortgage-backed securities | $29,417,000 | 1,700 |
| Certificates of participation in pools of residential mortgages | $8,997,000 | 2,548 |
| Issued or guaranteed by U.S. | $8,997,000 | 2,544 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,964,000 | 924 |
| CMOs issued by government agencies or sponsored agencies | $16,964,000 | 873 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $3,456,000 | 576 |
| Commercial mortgage pass-through securities | $3,456,000 | 344 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $64,778,000 | 1,896 |
| Total debt securities | $64,778,000 | 2,076 |
| Structured notes | ||
| Amortized cost | $123,000 | 1,909 |
| Fair value | $124,000 | 1,911 |
| 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 | $65,365,000 | 2,109 |
| U.S. Government securities | $32,840,000 | 2,470 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $32,840,000 | 2,388 |
| Securities issued by states & political subdivisions | $32,525,000 | 1,174 |
| Other domestic debt securities | $0 | 2,369 |
| 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 | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,165,000 | 1,636 |
| Mortgage-backed securities | $32,637,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | $10,056,000 | 2,469 |
| Issued or guaranteed by U.S. | $10,056,000 | 2,467 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $18,889,000 | 887 |
| CMOs issued by government agencies or sponsored agencies | $18,889,000 | 844 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $3,692,000 | 551 |
| Commercial mortgage pass-through securities | $3,692,000 | 319 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $65,365,000 | 1,905 |
| Total debt securities | $65,365,000 | 2,085 |
| Structured notes | ||
| Amortized cost | $133,000 | 2,030 |
| Fair value | $134,000 | 2,033 |
| 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 | $66,069,000 | 2,112 |
| U.S. Government securities | $33,158,000 | 2,465 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $33,158,000 | 2,386 |
| Securities issued by states & political subdivisions | $32,911,000 | 1,169 |
| Other domestic debt securities | $0 | 2,403 |
| 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 | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,232,000 | 1,571 |
| Mortgage-backed securities | $32,941,000 | 1,638 |
| Certificates of participation in pools of residential mortgages | $10,417,000 | 2,468 |
| Issued or guaranteed by U.S. | $10,417,000 | 2,464 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $18,758,000 | 914 |
| CMOs issued by government agencies or sponsored agencies | $18,758,000 | 869 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $3,766,000 | 531 |
| Commercial mortgage pass-through securities | $3,766,000 | 317 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $66,069,000 | 1,902 |
| Total debt securities | $66,069,000 | 2,091 |
| Structured notes | ||
| Amortized cost | $142,000 | 2,123 |
| Fair value | $144,000 | 2,126 |
| 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 | $65,998,000 | 2,147 |
| U.S. Government securities | $31,659,000 | 2,603 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $31,659,000 | 2,523 |
| Securities issued by states & political subdivisions | $34,339,000 | 1,127 |
| Other domestic debt securities | $0 | 2,460 |
| 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 | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,891,000 | 1,784 |
| Mortgage-backed securities | $31,425,000 | 1,753 |
| Certificates of participation in pools of residential mortgages | $9,778,000 | 2,615 |
| Issued or guaranteed by U.S. | $9,778,000 | 2,612 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $18,036,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $18,036,000 | 900 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $3,611,000 | 520 |
| Commercial mortgage pass-through securities | $3,611,000 | 325 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $65,998,000 | 1,929 |
| Total debt securities | $65,998,000 | 2,123 |
| Structured notes | ||
| Amortized cost | $152,000 | 2,218 |
| Fair value | $154,000 | 2,220 |
| 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 | $67,571,000 | 2,110 |
| U.S. Government securities | $32,013,000 | 2,625 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $32,013,000 | 2,542 |
| Securities issued by states & political subdivisions | $35,558,000 | 1,091 |
| Other domestic debt securities | $0 | 2,520 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,111,000 | 1,826 |
| Mortgage-backed securities | $31,764,000 | 1,771 |
| Certificates of participation in pools of residential mortgages | $10,097,000 | 2,617 |
| Issued or guaranteed by U.S. | $10,097,000 | 2,617 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $18,985,000 | 931 |
| CMOs issued by government agencies or sponsored agencies | $18,985,000 | 882 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $2,682,000 | 580 |
| Commercial mortgage pass-through securities | $2,682,000 | 370 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $67,571,000 | 1,897 |
| Total debt securities | $67,571,000 | 2,089 |
| Structured notes | ||
| Amortized cost | $162,000 | 2,273 |
| Fair value | $165,000 | 2,274 |
| 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 | $68,547,000 | 2,096 |
| U.S. Government securities | $33,490,000 | 2,579 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $33,490,000 | 2,507 |
| Securities issued by states & political subdivisions | $34,657,000 | 1,121 |
| Other domestic debt securities | $400,000 | 2,247 |
| 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 | $400,000 | 1,811 |
| 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 | $25,116,000 | 1,946 |
| Mortgage-backed securities | $33,224,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | $9,930,000 | 2,670 |
| Issued or guaranteed by U.S. | $9,930,000 | 2,670 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $20,505,000 | 906 |
| CMOs issued by government agencies or sponsored agencies | $20,505,000 | 859 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $2,789,000 | 549 |
| Commercial mortgage pass-through securities | $2,789,000 | 351 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $68,547,000 | 1,888 |
| Total debt securities | $68,547,000 | 2,073 |
| Structured notes | ||
| Amortized cost | $172,000 | 2,327 |
| Fair value | $175,000 | 2,328 |
| 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 | $66,533,000 | 2,138 |
| U.S. Government securities | $30,056,000 | 2,743 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,056,000 | 2,672 |
| Securities issued by states & political subdivisions | $36,077,000 | 1,059 |
| Other domestic debt securities | $400,000 | 2,304 |
| 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 | $400,000 | 1,847 |
| 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 | $26,231,000 | 1,858 |
| Mortgage-backed securities | $29,768,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $7,565,000 | 3,003 |
| Issued or guaranteed by U.S. | $7,565,000 | 3,001 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $19,900,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $19,900,000 | 862 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $2,303,000 | 544 |
| Commercial mortgage pass-through securities | $2,303,000 | 337 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $66,533,000 | 1,923 |
| Total debt securities | $66,533,000 | 2,114 |
| Structured notes | ||
| Amortized cost | $183,000 | 2,312 |
| Fair value | $186,000 | 2,310 |
| 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 | $67,065,000 | 2,142 |
| U.S. Government securities | $31,844,000 | 2,665 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $31,844,000 | 2,596 |
| Securities issued by states & political subdivisions | $34,821,000 | 1,096 |
| Other domestic debt securities | $400,000 | 2,357 |
| 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 | $400,000 | 1,883 |
| 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 | $25,393,000 | 1,903 |
| Mortgage-backed securities | $31,522,000 | 1,809 |
| Certificates of participation in pools of residential mortgages | $10,196,000 | 2,638 |
| Issued or guaranteed by U.S. | $10,196,000 | 2,635 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $21,326,000 | 898 |
| CMOs issued by government agencies or sponsored agencies | $21,326,000 | 848 |
| 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) | $67,065,000 | 1,935 |
| Total debt securities | $67,065,000 | 2,118 |
| Structured notes | ||
| Amortized cost | $199,000 | 2,301 |
| Fair value | $203,000 | 2,287 |
| 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 | $73,826,000 | 1,969 |
| U.S. Government securities | $37,246,000 | 2,379 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $37,246,000 | 2,304 |
| Securities issued by states & political subdivisions | $36,181,000 | 1,055 |
| Other domestic debt securities | $399,000 | 2,432 |
| 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 | $399,000 | 1,934 |
| 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 | $24,239,000 | 1,947 |
| Mortgage-backed securities | $36,877,000 | 1,601 |
| Certificates of participation in pools of residential mortgages | $11,268,000 | 2,486 |
| Issued or guaranteed by U.S. | $11,268,000 | 2,485 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $25,197,000 | 816 |
| CMOs issued by government agencies or sponsored agencies | $25,197,000 | 765 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $412,000 | 798 |
| Commercial mortgage pass-through securities | $412,000 | 553 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $73,826,000 | 1,776 |
| Total debt securities | $73,826,000 | 1,943 |
| Structured notes | ||
| Amortized cost | $226,000 | 2,260 |
| Fair value | $229,000 | 2,258 |
| 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 | $77,440,000 | 1,908 |
| U.S. Government securities | $43,541,000 | 2,126 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $43,541,000 | 2,067 |
| Securities issued by states & political subdivisions | $33,499,000 | 1,129 |
| Other domestic debt securities | $400,000 | 2,416 |
| 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 | $400,000 | 1,904 |
| 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 | $23,392,000 | 2,027 |
| Mortgage-backed securities | $43,126,000 | 1,459 |
| Certificates of participation in pools of residential mortgages | $11,731,000 | 2,441 |
| Issued or guaranteed by U.S. | $11,731,000 | 2,440 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $30,862,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $30,862,000 | 686 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $533,000 | 675 |
| Commercial mortgage pass-through securities | $533,000 | 477 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $77,440,000 | 1,727 |
| Total debt securities | $77,440,000 | 1,884 |
| Structured notes | ||
| Amortized cost | $260,000 | 2,255 |
| Fair value | $263,000 | 2,255 |
| 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 | $73,511,000 | 1,969 |
| U.S. Government securities | $36,930,000 | 2,376 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $36,930,000 | 2,319 |
| Securities issued by states & political subdivisions | $36,183,000 | 1,006 |
| Other domestic debt securities | $398,000 | 2,420 |
| 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 | $398,000 | 1,880 |
| 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 | $23,799,000 | 1,984 |
| Mortgage-backed securities | $36,766,000 | 1,635 |
| Certificates of participation in pools of residential mortgages | $8,750,000 | 2,839 |
| Issued or guaranteed by U.S. | $8,750,000 | 2,837 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $27,389,000 | 813 |
| CMOs issued by government agencies or sponsored agencies | $27,389,000 | 756 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $627,000 | 548 |
| Commercial mortgage pass-through securities | $627,000 | 401 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $73,511,000 | 1,792 |
| Total debt securities | $73,511,000 | 1,951 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $69,601,000 | 2,061 |
| U.S. Government securities | $34,901,000 | 2,537 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $34,901,000 | 2,481 |
| Securities issued by states & political subdivisions | $33,636,000 | 1,064 |
| Other domestic debt securities | $1,064,000 | 1,965 |
| 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 | $1,064,000 | 1,471 |
| 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 | $23,368,000 | 2,006 |
| Mortgage-backed securities | $34,699,000 | 1,803 |
| Certificates of participation in pools of residential mortgages | $6,423,000 | 3,388 |
| Issued or guaranteed by U.S. | $6,423,000 | 3,387 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $27,531,000 | 867 |
| CMOs issued by government agencies or sponsored agencies | $27,531,000 | 800 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $745,000 | 509 |
| Commercial mortgage pass-through securities | $745,000 | 361 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $69,601,000 | 1,867 |
| Total debt securities | $69,601,000 | 2,035 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $74,754,000 | 1,932 |
| U.S. Government securities | $33,685,000 | 2,625 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $33,685,000 | 2,575 |
| Securities issued by states & political subdivisions | $39,550,000 | 866 |
| Other domestic debt securities | $1,519,000 | 1,789 |
| 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 | $1,519,000 | 1,342 |
| 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 | $24,979,000 | 1,941 |
| Mortgage-backed securities | $33,219,000 | 1,877 |
| Certificates of participation in pools of residential mortgages | $5,881,000 | 3,510 |
| Issued or guaranteed by U.S. | $5,881,000 | 3,509 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $26,428,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $26,428,000 | 834 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $910,000 | 455 |
| Commercial mortgage pass-through securities | $910,000 | 309 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $74,754,000 | 1,761 |
| Total debt securities | $74,754,000 | 1,912 |
| Structured notes | ||
| Amortized cost | $241,000 | 2,787 |
| Fair value | $242,000 | 2,787 |
| 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 | $74,633,000 | 1,931 |
| U.S. Government securities | $31,417,000 | 2,802 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $31,417,000 | 2,742 |
| Securities issued by states & political subdivisions | $41,681,000 | 786 |
| Other domestic debt securities | $1,535,000 | 1,770 |
| 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 | $1,535,000 | 1,318 |
| 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 | $24,932,000 | 1,961 |
| Mortgage-backed securities | $30,123,000 | 1,999 |
| Certificates of participation in pools of residential mortgages | $1,602,000 | 4,636 |
| Issued or guaranteed by U.S. | $1,602,000 | 4,632 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $27,495,000 | 887 |
| CMOs issued by government agencies or sponsored agencies | $27,495,000 | 826 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $1,026,000 | 396 |
| Commercial mortgage pass-through securities | $1,026,000 | 259 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $74,633,000 | 1,760 |
| Total debt securities | $74,633,000 | 1,912 |
| Structured notes | ||
| Amortized cost | $1,030,000 | 2,157 |
| Fair value | $1,036,000 | 2,161 |
| 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 | $68,585,000 | 2,026 |
| U.S. Government securities | $26,569,000 | 3,042 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $26,569,000 | 2,972 |
| Securities issued by states & political subdivisions | $40,498,000 | 779 |
| Other domestic debt securities | $1,518,000 | 1,742 |
| 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 | $1,518,000 | 1,237 |
| 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 | $25,131,000 | 1,841 |
| Mortgage-backed securities | $25,179,000 | 2,145 |
| Certificates of participation in pools of residential mortgages | $290,000 | 5,225 |
| Issued or guaranteed by U.S. | $290,000 | 5,212 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $24,889,000 | 928 |
| CMOs issued by government agencies or sponsored agencies | $24,889,000 | 829 |
| 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) | $68,585,000 | 1,834 |
| Total debt securities | $68,585,000 | 2,008 |
| Structured notes | ||
| Amortized cost | $1,103,000 | 2,089 |
| Fair value | $1,113,000 | 2,086 |
| 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 | $66,693,000 | 2,008 |
| U.S. Government securities | $24,327,000 | 3,168 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $24,327,000 | 3,088 |
| Securities issued by states & political subdivisions | $40,806,000 | 727 |
| Other domestic debt securities | $1,560,000 | 1,727 |
| 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 | $1,560,000 | 1,206 |
| 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 | $25,691,000 | 1,768 |
| Mortgage-backed securities | $22,836,000 | 2,210 |
| Certificates of participation in pools of residential mortgages | $348,000 | 5,192 |
| Issued or guaranteed by U.S. | $348,000 | 5,177 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $22,488,000 | 973 |
| CMOs issued by government agencies or sponsored agencies | $22,488,000 | 851 |
| 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) | $66,693,000 | 1,823 |
| Total debt securities | $66,693,000 | 1,985 |
| Structured notes | ||
| Amortized cost | $1,181,000 | 2,142 |
| Fair value | $1,198,000 | 2,143 |
| 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 | $69,200,000 | 1,944 |
| U.S. Government securities | $27,332,000 | 2,998 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $27,332,000 | 2,913 |
| Securities issued by states & political subdivisions | $39,980,000 | 686 |
| Other domestic debt securities | $1,888,000 | 1,597 |
| 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 | $1,888,000 | 1,074 |
| 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 | $27,548,000 | 1,716 |
| Mortgage-backed securities | $25,757,000 | 2,025 |
| Certificates of participation in pools of residential mortgages | $407,000 | 5,166 |
| Issued or guaranteed by U.S. | $407,000 | 5,152 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $25,350,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $25,350,000 | 773 |
| 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) | $69,200,000 | 1,759 |
| Total debt securities | $69,200,000 | 1,924 |
| Structured notes | ||
| Amortized cost | $1,247,000 | 2,355 |
| Fair value | $1,266,000 | 2,343 |
| 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 | $67,945,000 | 1,955 |
| U.S. Government securities | $28,136,000 | 2,909 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $28,136,000 | 2,824 |
| Securities issued by states & political subdivisions | $36,886,000 | 737 |
| Other domestic debt securities | $2,923,000 | 1,337 |
| 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 | $2,923,000 | 863 |
| 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 | $27,079,000 | 1,739 |
| Mortgage-backed securities | $26,467,000 | 1,959 |
| Certificates of participation in pools of residential mortgages | $483,000 | 5,087 |
| Issued or guaranteed by U.S. | $483,000 | 5,075 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $25,984,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $25,984,000 | 733 |
| 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) | $67,945,000 | 1,769 |
| Total debt securities | $67,945,000 | 1,939 |
| Structured notes | ||
| Amortized cost | $1,318,000 | 2,360 |
| Fair value | $1,339,000 | 2,356 |
| 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 | $66,910,000 | 1,914 |
| U.S. Government securities | $30,207,000 | 2,635 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $30,207,000 | 2,552 |
| Securities issued by states & political subdivisions | $32,693,000 | 824 |
| Other domestic debt securities | $4,010,000 | 1,230 |
| 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 | $4,010,000 | 700 |
| 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 | $27,086,000 | 1,728 |
| Mortgage-backed securities | $28,415,000 | 1,801 |
| Certificates of participation in pools of residential mortgages | $567,000 | 4,967 |
| Issued or guaranteed by U.S. | $567,000 | 4,955 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $27,848,000 | 814 |
| CMOs issued by government agencies or sponsored agencies | $27,848,000 | 689 |
| 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) | $66,910,000 | 1,731 |
| Total debt securities | $66,910,000 | 1,896 |
| Structured notes | ||
| Amortized cost | $1,421,000 | 2,188 |
| Fair value | $1,439,000 | 2,177 |
| 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 | $66,130,000 | 1,872 |
| U.S. Government securities | $31,641,000 | 2,519 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $31,641,000 | 2,437 |
| Securities issued by states & political subdivisions | $29,305,000 | 924 |
| Other domestic debt securities | $5,184,000 | 1,126 |
| 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 | $5,184,000 | 594 |
| 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 | $26,214,000 | 1,770 |
| Mortgage-backed securities | $28,185,000 | 1,799 |
| Certificates of participation in pools of residential mortgages | $736,000 | 4,869 |
| Issued or guaranteed by U.S. | $736,000 | 4,861 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $27,449,000 | 829 |
| CMOs issued by government agencies or sponsored agencies | $27,449,000 | 700 |
| 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) | $66,130,000 | 1,672 |
| Total debt securities | $66,130,000 | 1,850 |
| Structured notes | ||
| Amortized cost | $3,028,000 | 1,526 |
| Fair value | $3,063,000 | 1,530 |
| 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 | $68,180,000 | 1,815 |
| U.S. Government securities | $35,289,000 | 2,359 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $35,289,000 | 2,283 |
| Securities issued by states & political subdivisions | $27,719,000 | 918 |
| Other domestic debt securities | $5,172,000 | 1,124 |
| 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 | $5,172,000 | 554 |
| 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 | $26,641,000 | 1,762 |
| Mortgage-backed securities | $31,382,000 | 1,629 |
| Certificates of participation in pools of residential mortgages | $910,000 | 4,812 |
| Issued or guaranteed by U.S. | $910,000 | 4,805 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $30,472,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $30,472,000 | 620 |
| 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) | $68,180,000 | 1,612 |
| Total debt securities | $68,180,000 | 1,795 |
| Structured notes | ||
| Amortized cost | $3,391,000 | 1,540 |
| Fair value | $3,430,000 | 1,539 |
| 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 | $69,273,000 | 1,815 |
| U.S. Government securities | $36,764,000 | 2,316 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $36,764,000 | 2,254 |
| Securities issued by states & political subdivisions | $25,463,000 | 975 |
| Other domestic debt securities | $7,046,000 | 989 |
| 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 | $7,046,000 | 462 |
| 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 | $23,101,000 | 2,033 |
| Mortgage-backed securities | $32,443,000 | 1,635 |
| Certificates of participation in pools of residential mortgages | $1,051,000 | 4,854 |
| Issued or guaranteed by U.S. | $1,051,000 | 4,845 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $31,392,000 | 733 |
| CMOs issued by government agencies or sponsored agencies | $31,392,000 | 597 |
| 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) | $69,273,000 | 1,618 |
| Total debt securities | $69,273,000 | 1,796 |
| Structured notes | ||
| Amortized cost | $3,788,000 | 1,235 |
| Fair value | $3,821,000 | 1,232 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $71,600,000 | 1,755 |
| U.S. Government securities | $41,673,000 | 2,033 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $41,673,000 | 1,968 |
| Securities issued by states & political subdivisions | $22,821,000 | 1,086 |
| Other domestic debt securities | $7,106,000 | 1,031 |
| 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 | $7,106,000 | 469 |
| 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 | $25,881,000 | 1,866 |
| Mortgage-backed securities | $37,003,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $1,201,000 | 4,852 |
| Issued or guaranteed by U.S. | $1,201,000 | 4,842 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $35,802,000 | 652 |
| CMOs issued by government agencies or sponsored agencies | $35,802,000 | 514 |
| 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) | $71,600,000 | 1,552 |
| Total debt securities | $71,600,000 | 1,735 |
| Structured notes | ||
| Amortized cost | $4,105,000 | 918 |
| Fair value | $4,143,000 | 911 |
| 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 | $60,150,000 | 2,068 |
| U.S. Government securities | $31,595,000 | 2,566 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $31,595,000 | 2,506 |
| Securities issued by states & political subdivisions | $21,262,000 | 1,177 |
| Other domestic debt securities | $7,293,000 | 1,078 |
| 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 | $7,293,000 | 481 |
| 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 | $27,374,000 | 1,773 |
| Mortgage-backed securities | $28,870,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $1,351,000 | 4,888 |
| Issued or guaranteed by U.S. | $1,351,000 | 4,875 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $27,519,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $27,519,000 | 598 |
| 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) | $60,150,000 | 1,815 |
| Total debt securities | $60,150,000 | 2,038 |
| Structured notes | ||
| Amortized cost | $2,152,000 | 1,049 |
| Fair value | $2,168,000 | 1,043 |
| 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 | $62,282,000 | 1,950 |
| U.S. Government securities | $33,034,000 | 2,422 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $33,034,000 | 2,366 |
| Securities issued by states & political subdivisions | $21,845,000 | 1,080 |
| Other domestic debt securities | $7,403,000 | 1,081 |
| 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 | $7,403,000 | 496 |
| 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 | $24,792,000 | 1,921 |
| Mortgage-backed securities | $31,903,000 | 1,715 |
| Certificates of participation in pools of residential mortgages | $3,449,000 | 4,127 |
| Issued or guaranteed by U.S. | $3,449,000 | 4,114 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $28,454,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $28,454,000 | 538 |
| 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) | $62,282,000 | 1,711 |
| Total debt securities | $62,282,000 | 1,932 |
| Structured notes | ||
| Amortized cost | $540,000 | 1,514 |
| Fair value | $550,000 | 1,511 |
| 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 | $59,848,000 | 2,000 |
| U.S. Government securities | $33,370,000 | 2,424 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $33,370,000 | 2,373 |
| Securities issued by states & political subdivisions | $19,502,000 | 1,161 |
| Other domestic debt securities | $6,976,000 | 1,071 |
| 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 | $6,976,000 | 525 |
| 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 | $24,293,000 | 1,981 |
| Mortgage-backed securities | $32,058,000 | 1,718 |
| Certificates of participation in pools of residential mortgages | $3,739,000 | 4,129 |
| Issued or guaranteed by U.S. | $3,739,000 | 4,115 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $28,319,000 | 717 |
| CMOs issued by government agencies or sponsored agencies | $28,319,000 | 530 |
| 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) | $59,848,000 | 1,752 |
| Total debt securities | $59,848,000 | 1,983 |
| Structured notes | ||
| Amortized cost | $586,000 | 1,241 |
| Fair value | $594,000 | 1,233 |
| 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 | $57,894,000 | 2,040 |
| U.S. Government securities | $32,750,000 | 2,479 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $32,750,000 | 2,428 |
| Securities issued by states & political subdivisions | $17,623,000 | 1,280 |
| Other domestic debt securities | $7,521,000 | 991 |
| 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 | $7,521,000 | 481 |
| 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 | $23,152,000 | 2,063 |
| Mortgage-backed securities | $30,796,000 | 1,738 |
| Certificates of participation in pools of residential mortgages | $3,978,000 | 4,021 |
| Issued or guaranteed by U.S. | $3,978,000 | 4,008 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $26,818,000 | 722 |
| CMOs issued by government agencies or sponsored agencies | $26,818,000 | 533 |
| 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) | $57,894,000 | 1,790 |
| Total debt securities | $57,894,000 | 2,018 |
| Structured notes | ||
| Amortized cost | $612,000 | 1,271 |
| Fair value | $620,000 | 1,268 |
| 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 | $58,513,000 | 1,984 |
| U.S. Government securities | $34,427,000 | 2,326 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $34,427,000 | 2,275 |
| Securities issued by states & political subdivisions | $16,862,000 | 1,316 |
| Other domestic debt securities | $7,224,000 | 977 |
| 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 | $7,224,000 | 475 |
| 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 | $23,184,000 | 2,048 |
| Mortgage-backed securities | $32,056,000 | 1,599 |
| Certificates of participation in pools of residential mortgages | $4,233,000 | 3,866 |
| Issued or guaranteed by U.S. | $4,233,000 | 3,856 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $27,823,000 | 673 |
| CMOs issued by government agencies or sponsored agencies | $27,823,000 | 492 |
| 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) | $58,513,000 | 1,740 |
| Total debt securities | $58,513,000 | 1,956 |
| Structured notes | ||
| Amortized cost | $629,000 | 1,238 |
| Fair value | $628,000 | 1,238 |
| 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 | $58,541,000 | 2,024 |
| U.S. Government securities | $34,576,000 | 2,330 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $34,576,000 | 2,279 |
| Securities issued by states & political subdivisions | $16,881,000 | 1,327 |
| Other domestic debt securities | $7,084,000 | 1,040 |
| 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 | $7,084,000 | 553 |
| 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 | $21,983,000 | 2,090 |
| Mortgage-backed securities | $32,155,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $4,567,000 | 3,770 |
| Issued or guaranteed by U.S. | $4,567,000 | 3,759 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $27,588,000 | 660 |
| CMOs issued by government agencies or sponsored agencies | $27,588,000 | 481 |
| 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) | $58,541,000 | 1,771 |
| Total debt securities | $58,541,000 | 1,989 |
| Structured notes | ||
| Amortized cost | $648,000 | 1,285 |
| Fair value | $635,000 | 1,290 |
| 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 | $56,356,000 | 2,071 |
| U.S. Government securities | $35,019,000 | 2,295 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $35,019,000 | 2,252 |
| Securities issued by states & political subdivisions | $17,541,000 | 1,280 |
| Other domestic debt securities | $3,796,000 | 1,358 |
| 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 | $3,796,000 | 823 |
| 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 | $23,624,000 | 1,981 |
| Mortgage-backed securities | $33,108,000 | 1,488 |
| Certificates of participation in pools of residential mortgages | $5,203,000 | 3,472 |
| Issued or guaranteed by U.S. | $5,203,000 | 3,457 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $27,905,000 | 642 |
| CMOs issued by government agencies or sponsored agencies | $27,905,000 | 465 |
| 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) | $56,356,000 | 1,821 |
| Total debt securities | $56,356,000 | 2,022 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $54,711,000 | 2,123 |
| U.S. Government securities | $35,294,000 | 2,306 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $35,294,000 | 2,257 |
| Securities issued by states & political subdivisions | $17,444,000 | 1,274 |
| Other domestic debt securities | $1,973,000 | 1,636 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,973,000 | 1,083 |
| 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 | $23,098,000 | 1,987 |
| Mortgage-backed securities | $31,153,000 | 1,400 |
| Certificates of participation in pools of residential mortgages | $5,529,000 | 3,100 |
| Issued or guaranteed by U.S. | $5,529,000 | 3,085 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $25,624,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $25,624,000 | 474 |
| 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) | $54,711,000 | 1,860 |
| Total debt securities | $54,711,000 | 2,078 |
| 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 | $54,473,000 | 2,118 |
| U.S. Government securities | $34,881,000 | 2,343 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $34,881,000 | 2,295 |
| Securities issued by states & political subdivisions | $16,811,000 | 1,279 |
| Other domestic debt securities | $2,781,000 | 1,399 |
| 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 | $2,781,000 | 889 |
| 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 | $19,011,000 | 2,269 |
| Mortgage-backed securities | $30,578,000 | 1,334 |
| Certificates of participation in pools of residential mortgages | $5,912,000 | 2,869 |
| Issued or guaranteed by U.S. | $5,912,000 | 2,855 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $24,666,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $24,666,000 | 476 |
| 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) | $54,473,000 | 1,836 |
| Total debt securities | $54,473,000 | 2,074 |
| 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 | $54,926,000 | 2,086 |
| U.S. Government securities | $36,036,000 | 2,274 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $36,036,000 | 2,214 |
| Securities issued by states & political subdivisions | $15,472,000 | 1,365 |
| Other domestic debt securities | $3,418,000 | 1,218 |
| 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 | $3,418,000 | 759 |
| 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 | $19,297,000 | 2,254 |
| Mortgage-backed securities | $28,695,000 | 1,372 |
| Certificates of participation in pools of residential mortgages | $6,338,000 | 2,687 |
| Issued or guaranteed by U.S. | $6,338,000 | 2,674 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $22,357,000 | 657 |
| CMOs issued by government agencies or sponsored agencies | $22,357,000 | 504 |
| 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) | $54,926,000 | 1,796 |
| Total debt securities | $54,926,000 | 2,043 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $56,190,000 | 2,059 |
| U.S. Government securities | $37,467,000 | 2,238 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $37,467,000 | 2,174 |
| Securities issued by states & political subdivisions | $15,177,000 | 1,369 |
| Other domestic debt securities | $3,546,000 | 1,202 |
| 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 | $3,546,000 | 755 |
| 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 | $20,030,000 | 2,198 |
| Mortgage-backed securities | $27,770,000 | 1,389 |
| Certificates of participation in pools of residential mortgages | $6,916,000 | 2,563 |
| Issued or guaranteed by U.S. | $6,916,000 | 2,553 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $20,854,000 | 670 |
| CMOs issued by government agencies or sponsored agencies | $20,854,000 | 523 |
| 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) | $56,190,000 | 1,770 |
| Total debt securities | $56,190,000 | 2,017 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $54,472,000 | 2,154 |
| U.S. Government securities | $35,092,000 | 2,422 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $35,092,000 | 2,353 |
| Securities issued by states & political subdivisions | $15,731,000 | 1,327 |
| Other domestic debt securities | $3,649,000 | 1,195 |
| 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 | $3,649,000 | 771 |
| 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 | $20,630,000 | 2,149 |
| Mortgage-backed securities | $27,363,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $7,416,000 | 2,469 |
| Issued or guaranteed by U.S. | $7,416,000 | 2,457 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $19,947,000 | 698 |
| CMOs issued by government agencies or sponsored agencies | $19,947,000 | 559 |
| 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) | $54,472,000 | 1,852 |
| Total debt securities | $54,472,000 | 2,109 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $54,948,000 | 2,158 |
| U.S. Government securities | $33,890,000 | 2,507 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $33,890,000 | 2,436 |
| Securities issued by states & political subdivisions | $16,109,000 | 1,254 |
| Other domestic debt securities | $4,949,000 | 1,042 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,948,000 | 665 |
| 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 | $18,678,000 | 2,297 |
| Mortgage-backed securities | $25,538,000 | 1,491 |
| Certificates of participation in pools of residential mortgages | $7,953,000 | 2,392 |
| Issued or guaranteed by U.S. | $7,953,000 | 2,380 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $17,585,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $17,584,000 | 592 |
| Privately issued | $1,000 | 1,240 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $54,948,000 | 1,835 |
| Total debt securities | $54,948,000 | 2,116 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $56,545,000 | 2,088 |
| U.S. Government securities | $34,957,000 | 2,446 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $34,957,000 | 2,375 |
| Securities issued by states & political subdivisions | $16,001,000 | 1,240 |
| Other domestic debt securities | $5,587,000 | 970 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,584,000 | 625 |
| 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 | $22,329,000 | 1,974 |
| Mortgage-backed securities | $24,026,000 | 1,559 |
| Certificates of participation in pools of residential mortgages | $8,443,000 | 2,324 |
| Issued or guaranteed by U.S. | $8,443,000 | 2,313 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $15,583,000 | 800 |
| CMOs issued by government agencies or sponsored agencies | $15,580,000 | 643 |
| Privately issued | $3,000 | 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 | 4,097 |
| Available-for-sale securities (fair market value) | $56,545,000 | 1,783 |
| Total debt securities | $56,545,000 | 2,048 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $58,799,000 | 2,044 |
| U.S. Government securities | $37,559,000 | 2,324 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $37,559,000 | 2,262 |
| Securities issued by states & political subdivisions | $15,642,000 | 1,287 |
| Other domestic debt securities | $5,598,000 | 993 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,303 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,594,000 | 651 |
| 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 | $22,807,000 | 1,929 |
| Mortgage-backed securities | $24,405,000 | 1,559 |
| Certificates of participation in pools of residential mortgages | $9,219,000 | 2,263 |
| Issued or guaranteed by U.S. | $9,219,000 | 2,253 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,186,000 | 814 |
| CMOs issued by government agencies or sponsored agencies | $15,182,000 | 659 |
| Privately issued | $4,000 | 1,209 |
| 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) | $58,799,000 | 1,742 |
| Total debt securities | $58,799,000 | 2,003 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $61,388,000 | 1,967 |
| U.S. Government securities | $39,766,000 | 2,204 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $39,766,000 | 2,129 |
| Securities issued by states & political subdivisions | $15,786,000 | 1,273 |
| Other domestic debt securities | $5,836,000 | 985 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,283 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,830,000 | 657 |
| 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 | $23,126,000 | 1,895 |
| Mortgage-backed securities | $24,665,000 | 1,568 |
| Certificates of participation in pools of residential mortgages | $10,001,000 | 2,161 |
| Issued or guaranteed by U.S. | $10,001,000 | 2,149 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $14,664,000 | 823 |
| CMOs issued by government agencies or sponsored agencies | $14,658,000 | 668 |
| Privately issued | $6,000 | 1,180 |
| 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) | $61,388,000 | 1,679 |
| Total debt securities | $61,388,000 | 1,927 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $59,345,000 | 2,021 |
| U.S. Government securities | $37,102,000 | 2,320 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $37,102,000 | 2,255 |
| Securities issued by states & political subdivisions | $16,094,000 | 1,240 |
| Other domestic debt securities | $6,149,000 | 978 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,141,000 | 646 |
| 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 | $22,058,000 | 1,924 |
| Mortgage-backed securities | $24,546,000 | 1,590 |
| Certificates of participation in pools of residential mortgages | $10,907,000 | 2,084 |
| Issued or guaranteed by U.S. | $10,907,000 | 2,073 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,639,000 | 874 |
| CMOs issued by government agencies or sponsored agencies | $13,631,000 | 718 |
| Privately issued | $8,000 | 1,149 |
| 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) | $59,345,000 | 1,694 |
| Total debt securities | $59,345,000 | 1,973 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $56,573,000 | 2,103 |
| U.S. Government securities | $36,056,000 | 2,406 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $36,056,000 | 2,326 |
| Securities issued by states & political subdivisions | $14,339,000 | 1,393 |
| Other domestic debt securities | $6,178,000 | 984 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,212 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,166,000 | 661 |
| 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 | $19,214,000 | 2,158 |
| Mortgage-backed securities | $26,238,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $11,987,000 | 2,039 |
| Issued or guaranteed by U.S. | $11,987,000 | 2,027 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $14,251,000 | 867 |
| CMOs issued by government agencies or sponsored agencies | $14,239,000 | 717 |
| Privately issued | $12,000 | 1,099 |
| 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) | $56,573,000 | 1,772 |
| Total debt securities | $56,573,000 | 2,058 |
| 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 | $58,015,000 | 2,111 |
| U.S. Government securities | $37,788,000 | 2,352 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $37,788,000 | 2,274 |
| Securities issued by states & political subdivisions | $13,757,000 | 1,433 |
| Other domestic debt securities | $6,470,000 | 998 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,456,000 | 692 |
| 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 | $16,998,000 | 2,380 |
| Mortgage-backed securities | $27,597,000 | 1,548 |
| Certificates of participation in pools of residential mortgages | $12,968,000 | 1,984 |
| Issued or guaranteed by U.S. | $12,968,000 | 1,973 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $14,629,000 | 879 |
| CMOs issued by government agencies or sponsored agencies | $14,615,000 | 731 |
| Privately issued | $14,000 | 1,095 |
| 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) | $58,015,000 | 1,775 |
| Total debt securities | $58,015,000 | 2,063 |
| 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 | $56,966,000 | 2,171 |
| U.S. Government securities | $36,653,000 | 2,421 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $36,653,000 | 2,328 |
| Securities issued by states & political subdivisions | $13,554,000 | 1,465 |
| Other domestic debt securities | $6,759,000 | 990 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,742,000 | 696 |
| 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 | $18,224,000 | 2,215 |
| Mortgage-backed securities | $25,797,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $14,248,000 | 1,880 |
| Issued or guaranteed by U.S. | $14,248,000 | 1,871 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $11,549,000 | 1,019 |
| CMOs issued by government agencies or sponsored agencies | $11,532,000 | 874 |
| Privately issued | $17,000 | 1,081 |
| 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) | $56,966,000 | 1,823 |
| Total debt securities | $56,966,000 | 2,117 |
| 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 | $59,886,000 | 2,051 |
| U.S. Government securities | $39,822,000 | 2,217 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $39,822,000 | 2,141 |
| Securities issued by states & political subdivisions | $13,215,000 | 1,497 |
| Other domestic debt securities | $6,849,000 | 989 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,829,000 | 705 |
| 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 | $18,508,000 | 2,166 |
| Mortgage-backed securities | $28,608,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $17,408,000 | 1,654 |
| Issued or guaranteed by U.S. | $17,408,000 | 1,645 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,200,000 | 1,032 |
| CMOs issued by government agencies or sponsored agencies | $11,180,000 | 900 |
| Privately issued | $20,000 | 1,037 |
| 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) | $59,886,000 | 1,722 |
| Total debt securities | $59,886,000 | 2,000 |
| 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 | $61,361,000 | 2,042 |
| U.S. Government securities | $41,789,000 | 2,154 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $41,789,000 | 2,082 |
| Securities issued by states & political subdivisions | $12,028,000 | 1,633 |
| Other domestic debt securities | $7,544,000 | 947 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,521,000 | 680 |
| 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 | $19,218,000 | 2,099 |
| Mortgage-backed securities | $29,647,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $18,712,000 | 1,589 |
| Issued or guaranteed by U.S. | $18,712,000 | 1,579 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,935,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $10,912,000 | 913 |
| Privately issued | $23,000 | 1,031 |
| 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) | $61,361,000 | 1,720 |
| Total debt securities | $61,361,000 | 1,987 |
| 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 | $62,164,000 | 2,005 |
| U.S. Government securities | $42,392,000 | 2,140 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $42,392,000 | 2,069 |
| Securities issued by states & political subdivisions | $11,577,000 | 1,704 |
| Other domestic debt securities | $8,195,000 | 980 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,163,000 | 697 |
| 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 | $20,511,000 | 1,958 |
| Mortgage-backed securities | $27,845,000 | 1,609 |
| Certificates of participation in pools of residential mortgages | $21,015,000 | 1,476 |
| Issued or guaranteed by U.S. | $21,015,000 | 1,465 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,830,000 | 1,390 |
| CMOs issued by government agencies or sponsored agencies | $6,798,000 | 1,236 |
| Privately issued | $32,000 | 1,068 |
| 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) | $62,164,000 | 1,716 |
| Total debt securities | $62,164,000 | 1,948 |
| 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 | $60,817,000 | 2,104 |
| U.S. Government securities | $41,522,000 | 2,242 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $41,522,000 | 2,160 |
| Securities issued by states & political subdivisions | $11,316,000 | 1,759 |
| Other domestic debt securities | $7,979,000 | 974 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,024 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,943,000 | 763 |
| 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 | $20,745,000 | 1,894 |
| Mortgage-backed securities | $27,788,000 | 1,623 |
| Certificates of participation in pools of residential mortgages | $23,276,000 | 1,383 |
| Issued or guaranteed by U.S. | $23,276,000 | 1,372 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,512,000 | 1,692 |
| CMOs issued by government agencies or sponsored agencies | $4,476,000 | 1,586 |
| Privately issued | $36,000 | 888 |
| 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) | $60,817,000 | 1,767 |
| Total debt securities | $60,817,000 | 2,045 |
| 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 | $54,491,000 | 2,279 |
| U.S. Government securities | $36,675,000 | 2,416 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $36,675,000 | 2,334 |
| Securities issued by states & political subdivisions | $9,602,000 | 2,023 |
| Other domestic debt securities | $8,214,000 | 1,006 |
| Privately issued residential mortgage-backed securities | $46,000 | 1,093 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,168,000 | 797 |
| 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 | $19,172,000 | 1,952 |
| Mortgage-backed securities | $19,576,000 | 2,032 |
| Certificates of participation in pools of residential mortgages | $18,458,000 | 1,620 |
| Issued or guaranteed by U.S. | $18,458,000 | 1,610 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,118,000 | 2,738 |
| CMOs issued by government agencies or sponsored agencies | $1,072,000 | 2,603 |
| Privately issued | $46,000 | 950 |
| 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) | $54,491,000 | 1,934 |
| Total debt securities | $54,491,000 | 2,224 |
| 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 | $51,913,000 | 2,319 |
| U.S. Government securities | $36,280,000 | 2,347 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $36,280,000 | 2,262 |
| Securities issued by states & political subdivisions | $7,641,000 | 2,358 |
| Other domestic debt securities | $7,992,000 | 1,059 |
| Privately issued residential mortgage-backed securities | $50,000 | 1,142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,942,000 | 818 |
| 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 | $15,736,000 | 2,194 |
| Mortgage-backed securities | $20,786,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $19,054,000 | 1,579 |
| Issued or guaranteed by U.S. | $19,054,000 | 1,572 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,732,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $1,682,000 | 2,519 |
| Privately issued | $50,000 | 1,003 |
| 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) | $51,913,000 | 1,968 |
| Total debt securities | $51,913,000 | 2,253 |
| 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 | $52,151,000 | 2,292 |
| U.S. Government securities | $40,212,000 | 2,142 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $40,212,000 | 2,062 |
| Securities issued by states & political subdivisions | $6,219,000 | 2,602 |
| Other domestic debt securities | $5,720,000 | 1,293 |
| Privately issued residential mortgage-backed securities | $65,000 | 1,140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,655,000 | 1,047 |
| 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 | $15,139,000 | 2,298 |
| Mortgage-backed securities | $24,979,000 | 1,757 |
| Certificates of participation in pools of residential mortgages | $22,901,000 | 1,378 |
| Issued or guaranteed by U.S. | $22,901,000 | 1,373 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,078,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $2,013,000 | 2,455 |
| Privately issued | $65,000 | 1,009 |
| 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) | $52,151,000 | 1,934 |
| Total debt securities | $52,151,000 | 2,217 |
| 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 | $51,421,000 | 2,289 |
| U.S. Government securities | $42,863,000 | 1,992 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $42,863,000 | 1,909 |
| Securities issued by states & political subdivisions | $6,243,000 | 2,574 |
| Other domestic debt securities | $2,315,000 | 2,062 |
| Privately issued residential mortgage-backed securities | $108,000 | 1,127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,207,000 | 1,819 |
| 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 | $16,941,000 | 2,098 |
| Mortgage-backed securities | $25,022,000 | 1,710 |
| Certificates of participation in pools of residential mortgages | $22,533,000 | 1,340 |
| Issued or guaranteed by U.S. | $22,533,000 | 1,336 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,489,000 | 2,446 |
| CMOs issued by government agencies or sponsored agencies | $2,381,000 | 2,376 |
| Privately issued | $108,000 | 1,007 |
| 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) | $51,421,000 | 1,940 |
| Total debt securities | $51,421,000 | 2,221 |
| 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 | $41,983,000 | 2,562 |
| U.S. Government securities | $30,084,000 | 2,538 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $30,084,000 | 2,409 |
| Securities issued by states & political subdivisions | $11,668,000 | 1,478 |
| Other domestic debt securities | $231,000 | 3,746 |
| Privately issued residential mortgage-backed securities | $231,000 | 1,125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,087,000 | 1,718 |
| Mortgage-backed securities | $15,742,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | $11,108,000 | 1,965 |
| Issued or guaranteed by U.S. | $11,108,000 | 1,954 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,634,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $4,403,000 | 1,871 |
| Privately issued | $231,000 | 1,011 |
| 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) | $41,983,000 | 2,137 |
| Total debt securities | $41,983,000 | 2,498 |
| 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 | $42,162,000 | 2,565 |
| U.S. Government securities | $28,786,000 | 2,721 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $28,786,000 | 2,524 |
| Securities issued by states & political subdivisions | $12,454,000 | 1,338 |
| Other domestic debt securities | $351,000 | 3,183 |
| Privately issued residential mortgage-backed securities | $351,000 | 992 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $571,000 | 3,558 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,634,000 | 1,513 |
| Mortgage-backed securities | $7,282,000 | 2,802 |
| Certificates of participation in pools of residential mortgages | $455,000 | 5,517 |
| Issued or guaranteed by U.S. | $455,000 | 5,498 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $6,827,000 | 1,274 |
| CMOs issued by government agencies or sponsored agencies | $6,476,000 | 1,193 |
| Privately issued | $351,000 | 863 |
| 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) | $42,162,000 | 2,038 |
| Total debt securities | $41,591,000 | 2,499 |
| Structured notes | ||
| Amortized cost | $108,000 | 878 |
| Fair value | $116,000 | 877 |
| 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 | $41,833,000 | 2,690 |
| U.S. Government securities | $30,562,000 | 2,707 |
| U.S. Treasury securities | $1,000,000 | 3,642 |
| U.S. Government agency obligations | $29,562,000 | 2,486 |
| Securities issued by states & political subdivisions | $10,323,000 | 1,622 |
| Other domestic debt securities | $415,000 | 2,998 |
| Privately issued residential mortgage-backed securities | $415,000 | 982 |
| 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 | NA | NA |
| Equity securities | $533,000 | 3,603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,312,000 | 1,802 |
| Mortgage-backed securities | $8,845,000 | 2,715 |
| Certificates of participation in pools of residential mortgages | $558,000 | 5,650 |
| Issued or guaranteed by U.S. | $558,000 | 5,637 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,287,000 | 1,227 |
| CMOs issued by government agencies or sponsored agencies | $7,872,000 | 1,139 |
| Privately issued | $415,000 | 861 |
| 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) | $41,833,000 | 2,086 |
| Total debt securities | $41,300,000 | 2,643 |
| Structured notes | ||
| Amortized cost | $139,000 | 1,264 |
| Fair value | $135,000 | 1,267 |
| 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 | $41,566,000 | 2,755 |
| U.S. Government securities | $30,876,000 | 2,751 |
| U.S. Treasury securities | $3,573,000 | 2,795 |
| U.S. Government agency obligations | $27,303,000 | 2,562 |
| Securities issued by states & political subdivisions | $9,496,000 | 1,776 |
| Other domestic debt securities | $696,000 | 2,487 |
| Privately issued residential mortgage-backed securities | $696,000 | 827 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $498,000 | 3,580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,444,000 | 2,359 |
| Mortgage-backed securities | $13,246,000 | 2,245 |
| Certificates of participation in pools of residential mortgages | $689,000 | 5,675 |
| Issued or guaranteed by U.S. | $689,000 | 5,658 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $12,557,000 | 1,010 |
| CMOs issued by government agencies or sponsored agencies | $11,861,000 | 967 |
| Privately issued | $696,000 | 703 |
| 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) | $41,566,000 | 2,057 |
| Total debt securities | $41,068,000 | 2,697 |
| Structured notes | ||
| Amortized cost | $2,224,000 | 311 |
| Fair value | $2,226,000 | 309 |
| 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 | $36,014,000 | 3,103 |
| U.S. Government securities | $23,919,000 | 3,568 |
| U.S. Treasury securities | $4,547,000 | 3,376 |
| U.S. Government agency obligations | $19,372,000 | 3,300 |
| Securities issued by states & political subdivisions | $10,090,000 | 1,459 |
| Other domestic debt securities | $1,541,000 | 1,528 |
| Privately issued residential mortgage-backed securities | $1,541,000 | 514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $464,000 | 3,788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,819,000 | 2,097 |
| Mortgage-backed securities | $12,164,000 | 2,329 |
| Certificates of participation in pools of residential mortgages | $904,000 | 5,524 |
| Issued or guaranteed by U.S. | $904,000 | 5,505 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $11,260,000 | 1,027 |
| CMOs issued by government agencies or sponsored agencies | $9,719,000 | 1,078 |
| Privately issued | $1,541,000 | 388 |
| 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) | $36,014,000 | 2,222 |
| Total debt securities | $35,550,000 | 3,071 |
| Structured notes | ||
| Amortized cost | $6,340,000 | 217 |
| Fair value | $6,351,000 | 214 |
| 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 | $35,954,000 | 3,365 |
| U.S. Government securities | $20,958,000 | 4,324 |
| U.S. Treasury securities | $5,000,000 | 3,808 |
| U.S. Government agency obligations | $15,958,000 | 3,986 |
| Securities issued by states & political subdivisions | $12,285,000 | 1,157 |
| Other domestic debt securities | $2,315,000 | 1,394 |
| Privately issued residential mortgage-backed securities | $2,315,000 | 512 |
| 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 | NA | NA |
| Equity securities | $396,000 | 3,979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,330,000 | 1,750 |
| Mortgage-backed securities | $13,250,000 | 2,452 |
| Certificates of participation in pools of residential mortgages | $1,353,000 | 5,362 |
| Issued or guaranteed by U.S. | $1,279,000 | 5,433 |
| Privately issued | $74,000 | 412 |
| Collaterized mortgage obligations | $11,897,000 | 1,101 |
| CMOs issued by government agencies or sponsored agencies | $9,656,000 | 1,226 |
| Privately issued | $2,241,000 | 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 | 8,064 |
| Available-for-sale securities (fair market value) | $35,954,000 | 2,300 |
| Total debt securities | $35,558,000 | 3,306 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 882 |
| Fair value | $2,500,000 | 833 |
| 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 | $37,438,000 | 3,379 |
| U.S. Government securities | $24,040,000 | 4,002 |
| U.S. Treasury securities | $8,057,000 | 3,231 |
| U.S. Government agency obligations | $15,983,000 | 3,987 |
| Securities issued by states & political subdivisions | $10,287,000 | 1,435 |
| Other domestic debt securities | $2,822,000 | 1,501 |
| Privately issued residential mortgage-backed securities | $2,822,000 | 519 |
| 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 | NA | NA |
| Equity securities | $289,000 | 4,316 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,311,000 | 1,572 |
| Mortgage-backed securities | $14,770,000 | 2,415 |
| Certificates of participation in pools of residential mortgages | $1,932,000 | 4,971 |
| Issued or guaranteed by U.S. | $1,701,000 | 5,190 |
| Privately issued | $231,000 | 401 |
| Collaterized mortgage obligations | $12,838,000 | 1,164 |
| CMOs issued by government agencies or sponsored agencies | $10,247,000 | 1,311 |
| Privately issued | $2,591,000 | 385 |
| 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) | $37,438,000 | 2,300 |
| Total debt securities | $37,149,000 | 3,316 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $31,983,000 | 4,054 |
| U.S. Government securities | $17,994,000 | 5,352 |
| U.S. Treasury securities | $8,797,000 | 3,794 |
| U.S. Government agency obligations | $9,197,000 | 5,668 |
| Securities issued by states & political subdivisions | $10,153,000 | 1,464 |
| Other domestic debt securities | $3,565,000 | 1,437 |
| Privately issued residential mortgage-backed securities | $3,565,000 | 489 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $271,000 | 4,220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,732,000 | 1,604 |
| Mortgage-backed securities | $11,216,000 | 3,005 |
| Certificates of participation in pools of residential mortgages | $2,596,000 | 4,680 |
| Issued or guaranteed by U.S. | $2,028,000 | 5,149 |
| Privately issued | $568,000 | 318 |
| Collaterized mortgage obligations | $8,620,000 | 1,614 |
| CMOs issued by government agencies or sponsored agencies | $5,623,000 | 2,041 |
| Privately issued | $2,997,000 | 385 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,292,000 | 5,578 |
| Available-for-sale securities (fair market value) | $21,691,000 | 2,603 |
| Total debt securities | $31,712,000 | 3,990 |
| 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 | $28,941,000 | 4,625 |
| U.S. Government securities | $14,042,000 | 6,529 |
| U.S. Treasury securities | $3,084,000 | 7,238 |
| U.S. Government agency obligations | $10,958,000 | 5,247 |
| Securities issued by states & political subdivisions | $12,359,000 | 1,181 |
| Other domestic debt securities | $2,290,000 | 2,203 |
| Privately issued residential mortgage-backed securities | $1,032,000 | 1,183 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,258,000 | 2,292 |
| Foreign debt securities | NA | NA |
| Equity securities | $250,000 | 4,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,788,000 | 1,970 |
| Mortgage-backed securities | $9,928,000 | 3,653 |
| Certificates of participation in pools of residential mortgages | $2,722,000 | 5,099 |
| Issued or guaranteed by U.S. | $2,722,000 | 5,061 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $7,206,000 | 2,101 |
| CMOs issued by government agencies or sponsored agencies | $6,174,000 | 2,183 |
| Privately issued | $1,032,000 | 904 |
| 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 | $28,691,000 | 4,547 |
| 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 | $29,922,000 | 4,474 |
| U.S. Government securities | $15,022,000 | 6,225 |
| U.S. Treasury securities | $2,808,000 | 7,774 |
| U.S. Government agency obligations | $12,214,000 | 4,803 |
| Securities issued by states & political subdivisions | $11,707,000 | 1,129 |
| Other domestic debt securities | $2,953,000 | 2,365 |
| Privately issued residential mortgage-backed securities | $1,822,000 | 1,279 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,131,000 | 2,754 |
| Foreign debt securities | NA | NA |
| Equity securities | $240,000 | 3,670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,109,000 | 2,279 |
| Mortgage-backed securities | $13,458,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $2,291,000 | 5,824 |
| Issued or guaranteed by U.S. | $2,291,000 | 5,758 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $11,167,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $9,345,000 | 1,594 |
| Privately issued | $1,822,000 | 982 |
| 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 | $29,682,000 | 4,397 |
| 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 |