Home > The Denison State Bank > Securities
The Denison State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $123,699,000 | 1,463 |
| U.S. Government securities | $99,003,000 | 1,174 |
| U.S. Treasury securities | $12,560,000 | 1,206 |
| U.S. Government agency obligations | $86,443,000 | 1,088 |
| Securities issued by states & political subdivisions | $24,483,000 | 1,582 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,292,000 | 774 |
| Mortgage-backed securities | $40,762,000 | 1,432 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,492,000 | 1,797 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $23,614,000 | 666 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,623,000 | 1,074 |
| Other commercial mortgage-backed securities | $2,033,000 | 933 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $123,486,000 | 1,283 |
| Total debt securities | $123,486,000 | 1,452 |
| 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 | $124,246,000 | 1,448 |
| U.S. Government securities | $96,859,000 | 1,183 |
| U.S. Treasury securities | $12,115,000 | 1,277 |
| U.S. Government agency obligations | $84,744,000 | 1,093 |
| Securities issued by states & political subdivisions | $27,176,000 | 1,452 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,749,000 | 773 |
| Mortgage-backed securities | $40,406,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,224,000 | 1,788 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $25,554,000 | 613 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,628,000 | 1,044 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $124,035,000 | 1,262 |
| Total debt securities | $124,035,000 | 1,433 |
| 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 | $137,158,000 | 1,376 |
| U.S. Government securities | $104,123,000 | 1,153 |
| U.S. Treasury securities | $14,288,000 | 1,183 |
| U.S. Government agency obligations | $89,835,000 | 1,082 |
| Securities issued by states & political subdivisions | $32,826,000 | 1,311 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $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 | $119,452,000 | 754 |
| Mortgage-backed securities | $43,243,000 | 1,402 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,090,000 | 1,776 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $27,438,000 | 597 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,715,000 | 1,027 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $136,949,000 | 1,203 |
| Total debt securities | $136,949,000 | 1,359 |
| 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 | $140,713,000 | 1,414 |
| U.S. Government securities | $107,288,000 | 1,185 |
| U.S. Treasury securities | $14,383,000 | 1,252 |
| U.S. Government agency obligations | $92,905,000 | 1,063 |
| Securities issued by states & political subdivisions | $33,219,000 | 1,339 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $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 | $122,092,000 | 696 |
| Mortgage-backed securities | $45,264,000 | 1,412 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,654,000 | 1,795 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,891,000 | 604 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,719,000 | 1,057 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $140,507,000 | 1,225 |
| Total debt securities | $140,507,000 | 1,395 |
| 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 | $140,131,000 | 1,444 |
| U.S. Government securities | $106,629,000 | 1,192 |
| U.S. Treasury securities | $12,186,000 | 1,421 |
| U.S. Government agency obligations | $94,443,000 | 1,052 |
| Securities issued by states & political subdivisions | $33,297,000 | 1,370 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $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 | $104,374,000 | 720 |
| Mortgage-backed securities | $46,067,000 | 1,408 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,829,000 | 1,800 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $29,514,000 | 597 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,724,000 | 1,049 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $139,926,000 | 1,258 |
| Total debt securities | $139,926,000 | 1,425 |
| 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 | $144,441,000 | 1,411 |
| U.S. Government securities | $108,339,000 | 1,200 |
| U.S. Treasury securities | $11,967,000 | 1,454 |
| U.S. Government agency obligations | $96,372,000 | 1,038 |
| Securities issued by states & political subdivisions | $35,897,000 | 1,294 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $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 | $101,177,000 | 708 |
| Mortgage-backed securities | $47,260,000 | 1,395 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,900,000 | 1,827 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $30,632,000 | 591 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,728,000 | 1,069 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $144,236,000 | 1,234 |
| Total debt securities | $144,236,000 | 1,397 |
| 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 | $161,899,000 | 1,299 |
| U.S. Government securities | $117,124,000 | 1,142 |
| U.S. Treasury securities | $12,478,000 | 1,404 |
| U.S. Government agency obligations | $104,646,000 | 998 |
| Securities issued by states & political subdivisions | $44,576,000 | 1,123 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,959,000 | 655 |
| Mortgage-backed securities | $51,230,000 | 1,378 |
| Certificates of participation in pools of residential mortgages | $16,110,000 | 1,850 |
| Issued or guaranteed by U.S. | $16,110,000 | 1,809 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $33,389,000 | 627 |
| CMOs issued by government agencies or sponsored agencies | $33,389,000 | 564 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,731,000 | 1,572 |
| Commercial mortgage pass-through securities | $1,731,000 | 1,074 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $161,700,000 | 1,155 |
| Total debt securities | $161,700,000 | 1,288 |
| 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 | $165,058,000 | 1,263 |
| U.S. Government securities | $121,096,000 | 1,096 |
| U.S. Treasury securities | $12,885,000 | 1,223 |
| U.S. Government agency obligations | $108,211,000 | 983 |
| Securities issued by states & political subdivisions | $43,765,000 | 1,165 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,005,000 | 741 |
| Mortgage-backed securities | $53,936,000 | 1,364 |
| Certificates of participation in pools of residential mortgages | $17,373,000 | 1,799 |
| Issued or guaranteed by U.S. | $17,373,000 | 1,766 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $35,057,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $35,057,000 | 553 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,506,000 | 1,598 |
| Commercial mortgage pass-through securities | $1,506,000 | 1,113 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $164,861,000 | 1,140 |
| Total debt securities | $164,861,000 | 1,251 |
| 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 | $166,641,000 | 1,213 |
| U.S. Government securities | $123,324,000 | 1,001 |
| U.S. Treasury securities | $13,776,000 | 864 |
| U.S. Government agency obligations | $109,548,000 | 961 |
| Securities issued by states & political subdivisions | $43,120,000 | 1,236 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,780,000 | 706 |
| Mortgage-backed securities | $48,789,000 | 1,395 |
| Certificates of participation in pools of residential mortgages | $19,275,000 | 1,715 |
| Issued or guaranteed by U.S. | $19,275,000 | 1,676 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $27,937,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $27,937,000 | 622 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,577,000 | 1,554 |
| Commercial mortgage pass-through securities | $1,577,000 | 1,085 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $166,444,000 | 1,109 |
| Total debt securities | $166,444,000 | 1,197 |
| Structured notes | ||
| Amortized cost | $164,000 | 964 |
| Fair value | $164,000 | 963 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $157,730,000 | 1,205 |
| U.S. Government securities | $112,554,000 | 1,014 |
| U.S. Treasury securities | $7,896,000 | 971 |
| U.S. Government agency obligations | $104,658,000 | 964 |
| Securities issued by states & political subdivisions | $44,981,000 | 1,142 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,944,000 | 670 |
| Mortgage-backed securities | $44,331,000 | 1,454 |
| Certificates of participation in pools of residential mortgages | $17,351,000 | 1,793 |
| Issued or guaranteed by U.S. | $17,351,000 | 1,748 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $25,370,000 | 691 |
| CMOs issued by government agencies or sponsored agencies | $25,370,000 | 653 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,610,000 | 1,565 |
| Commercial mortgage pass-through securities | $1,610,000 | 1,084 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $157,535,000 | 1,114 |
| Total debt securities | $157,534,000 | 1,191 |
| Structured notes | ||
| Amortized cost | $176,000 | 855 |
| Fair value | $177,000 | 856 |
| 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 | $159,253,000 | 1,142 |
| U.S. Government securities | $110,578,000 | 970 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $110,578,000 | 887 |
| Securities issued by states & political subdivisions | $48,485,000 | 1,038 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,696,000 | 629 |
| Mortgage-backed securities | $47,078,000 | 1,364 |
| Certificates of participation in pools of residential mortgages | $16,492,000 | 1,805 |
| Issued or guaranteed by U.S. | $16,492,000 | 1,760 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $28,961,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $28,961,000 | 573 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,625,000 | 1,551 |
| Commercial mortgage pass-through securities | $1,625,000 | 1,076 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $159,063,000 | 1,057 |
| Total debt securities | $159,064,000 | 1,129 |
| Structured notes | ||
| Amortized cost | $193,000 | 788 |
| Fair value | $194,000 | 790 |
| 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 | $157,250,000 | 1,083 |
| U.S. Government securities | $110,409,000 | 876 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $110,409,000 | 826 |
| Securities issued by states & political subdivisions | $46,656,000 | 1,012 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,779,000 | 587 |
| Mortgage-backed securities | $52,594,000 | 1,232 |
| Certificates of participation in pools of residential mortgages | $17,171,000 | 1,691 |
| Issued or guaranteed by U.S. | $17,171,000 | 1,637 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $33,787,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $33,787,000 | 501 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,636,000 | 1,531 |
| Commercial mortgage pass-through securities | $1,636,000 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $157,065,000 | 1,000 |
| Total debt securities | $157,065,000 | 1,072 |
| Structured notes | ||
| Amortized cost | $207,000 | 580 |
| Fair value | $208,000 | 579 |
| 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 | $150,117,000 | 1,034 |
| U.S. Government securities | $87,555,000 | 971 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $87,555,000 | 920 |
| Securities issued by states & political subdivisions | $46,815,000 | 985 |
| Other domestic debt securities | $15,562,000 | 620 |
| Privately issued residential mortgage-backed securities | $15,562,000 | 142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,023,000 | 546 |
| Mortgage-backed securities | $53,079,000 | 1,137 |
| Certificates of participation in pools of residential mortgages | $16,573,000 | 1,644 |
| Issued or guaranteed by U.S. | $1,011,000 | 3,432 |
| Privately issued | $15,562,000 | 46 |
| Collaterized mortgage obligations | $34,855,000 | 516 |
| CMOs issued by government agencies or sponsored agencies | $34,855,000 | 483 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,651,000 | 1,479 |
| Commercial mortgage pass-through securities | $1,651,000 | 1,010 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $149,932,000 | 944 |
| Total debt securities | $149,932,000 | 1,020 |
| Structured notes | ||
| Amortized cost | $219,000 | 340 |
| Fair value | $221,000 | 340 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $135,159,000 | 1,062 |
| U.S. Government securities | $81,505,000 | 965 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $81,505,000 | 909 |
| Securities issued by states & political subdivisions | $46,864,000 | 906 |
| Other domestic debt securities | $6,608,000 | 907 |
| Privately issued residential mortgage-backed securities | $6,608,000 | 222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,302,000 | 623 |
| Mortgage-backed securities | $45,336,000 | 1,236 |
| Certificates of participation in pools of residential mortgages | $7,724,000 | 2,309 |
| Issued or guaranteed by U.S. | $1,116,000 | 3,384 |
| Privately issued | $6,608,000 | 88 |
| Collaterized mortgage obligations | $35,955,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $35,955,000 | 474 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,657,000 | 1,468 |
| Commercial mortgage pass-through securities | $1,657,000 | 993 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $134,977,000 | 981 |
| Total debt securities | $134,977,000 | 1,049 |
| Structured notes | ||
| Amortized cost | $233,000 | 330 |
| Fair value | $236,000 | 330 |
| 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 | $118,994,000 | 1,150 |
| U.S. Government securities | $67,214,000 | 1,134 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $67,214,000 | 1,063 |
| Securities issued by states & political subdivisions | $47,886,000 | 826 |
| Other domestic debt securities | $3,714,000 | 1,117 |
| Privately issued residential mortgage-backed securities | $3,714,000 | 265 |
| 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 | $98,334,000 | 613 |
| Mortgage-backed securities | $42,972,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | $5,137,000 | 2,641 |
| Issued or guaranteed by U.S. | $1,423,000 | 3,295 |
| Privately issued | $3,714,000 | 109 |
| Collaterized mortgage obligations | $36,170,000 | 519 |
| CMOs issued by government agencies or sponsored agencies | $36,170,000 | 486 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,665,000 | 1,453 |
| Commercial mortgage pass-through securities | $1,665,000 | 993 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $118,814,000 | 1,044 |
| Total debt securities | $118,815,000 | 1,133 |
| Structured notes | ||
| Amortized cost | $247,000 | 363 |
| Fair value | $252,000 | 349 |
| 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 | $115,226,000 | 1,143 |
| U.S. Government securities | $66,655,000 | 1,148 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $66,655,000 | 1,083 |
| Securities issued by states & political subdivisions | $44,549,000 | 789 |
| Other domestic debt securities | $3,846,000 | 1,054 |
| Privately issued residential mortgage-backed securities | $3,846,000 | 271 |
| 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 | $81,563,000 | 670 |
| Mortgage-backed securities | $47,155,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $5,361,000 | 2,612 |
| Issued or guaranteed by U.S. | $1,515,000 | 3,270 |
| Privately issued | $3,846,000 | 121 |
| Collaterized mortgage obligations | $40,159,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $40,159,000 | 465 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,635,000 | 1,441 |
| Commercial mortgage pass-through securities | $1,635,000 | 967 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $115,050,000 | 1,040 |
| Total debt securities | $115,050,000 | 1,129 |
| Structured notes | ||
| Amortized cost | $259,000 | 501 |
| Fair value | $263,000 | 501 |
| 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 | $103,170,000 | 1,236 |
| U.S. Government securities | $55,809,000 | 1,337 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $55,809,000 | 1,260 |
| Securities issued by states & political subdivisions | $44,570,000 | 744 |
| Other domestic debt securities | $2,614,000 | 1,166 |
| Privately issued residential mortgage-backed securities | $2,614,000 | 293 |
| 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 | $83,841,000 | 629 |
| Mortgage-backed securities | $39,502,000 | 1,323 |
| Certificates of participation in pools of residential mortgages | $4,210,000 | 2,742 |
| Issued or guaranteed by U.S. | $1,596,000 | 3,233 |
| Privately issued | $2,614,000 | 122 |
| Collaterized mortgage obligations | $33,683,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $33,683,000 | 527 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,609,000 | 1,414 |
| Commercial mortgage pass-through securities | $1,609,000 | 966 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $102,993,000 | 1,133 |
| Total debt securities | $102,993,000 | 1,219 |
| Structured notes | ||
| Amortized cost | $270,000 | 634 |
| Fair value | $269,000 | 634 |
| 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 | $100,458,000 | 1,260 |
| U.S. Government securities | $54,167,000 | 1,364 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $54,167,000 | 1,277 |
| Securities issued by states & political subdivisions | $44,721,000 | 748 |
| Other domestic debt securities | $1,570,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $1,570,000 | 353 |
| 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 | $79,996,000 | 649 |
| Mortgage-backed securities | $40,480,000 | 1,267 |
| Certificates of participation in pools of residential mortgages | $3,300,000 | 2,917 |
| Issued or guaranteed by U.S. | $1,730,000 | 3,210 |
| Privately issued | $1,570,000 | 158 |
| Collaterized mortgage obligations | $35,558,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $35,558,000 | 509 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,622,000 | 1,394 |
| Commercial mortgage pass-through securities | $1,622,000 | 964 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $100,458,000 | 1,144 |
| Total debt securities | $100,458,000 | 1,240 |
| Structured notes | ||
| Amortized cost | $280,000 | 791 |
| Fair value | $278,000 | 791 |
| 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 | $102,114,000 | 1,250 |
| U.S. Government securities | $54,551,000 | 1,376 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $54,551,000 | 1,293 |
| Securities issued by states & political subdivisions | $47,563,000 | 707 |
| 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 | $83,196,000 | 634 |
| Mortgage-backed securities | $40,236,000 | 1,260 |
| Certificates of participation in pools of residential mortgages | $5,155,000 | 2,572 |
| Issued or guaranteed by U.S. | $5,155,000 | 2,507 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $35,081,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $35,081,000 | 499 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $102,114,000 | 1,133 |
| Total debt securities | $102,114,000 | 1,228 |
| Structured notes | ||
| Amortized cost | $295,000 | 851 |
| Fair value | $293,000 | 851 |
| 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 | $95,147,000 | 1,340 |
| U.S. Government securities | $48,862,000 | 1,499 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $48,862,000 | 1,410 |
| Securities issued by states & political subdivisions | $46,285,000 | 750 |
| 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 | $79,981,000 | 670 |
| Mortgage-backed securities | $34,683,000 | 1,360 |
| Certificates of participation in pools of residential mortgages | $3,852,000 | 2,845 |
| Issued or guaranteed by U.S. | $3,852,000 | 2,761 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $30,831,000 | 568 |
| CMOs issued by government agencies or sponsored agencies | $30,831,000 | 544 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $95,147,000 | 1,217 |
| Total debt securities | $95,147,000 | 1,325 |
| Structured notes | ||
| Amortized cost | $307,000 | 858 |
| Fair value | $301,000 | 858 |
| 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 | $96,452,000 | 1,333 |
| U.S. Government securities | $50,609,000 | 1,463 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $50,609,000 | 1,393 |
| Securities issued by states & political subdivisions | $45,843,000 | 782 |
| 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 | $79,477,000 | 677 |
| Mortgage-backed securities | $34,289,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $4,133,000 | 2,799 |
| Issued or guaranteed by U.S. | $4,133,000 | 2,746 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $30,156,000 | 577 |
| CMOs issued by government agencies or sponsored agencies | $30,156,000 | 552 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $96,452,000 | 1,217 |
| Total debt securities | $96,452,000 | 1,317 |
| Structured notes | ||
| Amortized cost | $319,000 | 877 |
| Fair value | $309,000 | 879 |
| 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 | $95,903,000 | 1,341 |
| U.S. Government securities | $49,150,000 | 1,506 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $49,150,000 | 1,429 |
| Securities issued by states & political subdivisions | $46,753,000 | 752 |
| 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 | $73,116,000 | 730 |
| Mortgage-backed securities | $32,877,000 | 1,420 |
| Certificates of participation in pools of residential mortgages | $4,502,000 | 2,761 |
| Issued or guaranteed by U.S. | $4,502,000 | 2,742 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $28,375,000 | 594 |
| CMOs issued by government agencies or sponsored agencies | $28,375,000 | 565 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $95,903,000 | 1,214 |
| Total debt securities | $95,903,000 | 1,320 |
| Structured notes | ||
| Amortized cost | $340,000 | 850 |
| Fair value | $327,000 | 850 |
| 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 | $104,957,000 | 1,248 |
| U.S. Government securities | $50,813,000 | 1,456 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $50,813,000 | 1,387 |
| Securities issued by states & political subdivisions | $51,448,000 | 709 |
| Other domestic debt securities | $2,696,000 | 1,232 |
| Privately issued residential mortgage-backed securities | $2,696,000 | 360 |
| 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 | $75,581,000 | 721 |
| Mortgage-backed securities | $35,246,000 | 1,372 |
| Certificates of participation in pools of residential mortgages | $4,976,000 | 2,729 |
| Issued or guaranteed by U.S. | $2,280,000 | 3,147 |
| Privately issued | $2,696,000 | 193 |
| Collaterized mortgage obligations | $30,270,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $30,270,000 | 537 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $104,957,000 | 1,130 |
| Total debt securities | $104,958,000 | 1,230 |
| Structured notes | ||
| Amortized cost | $359,000 | 849 |
| Fair value | $346,000 | 849 |
| 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 | $106,029,000 | 1,254 |
| U.S. Government securities | $54,904,000 | 1,405 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $54,904,000 | 1,350 |
| Securities issued by states & political subdivisions | $51,125,000 | 734 |
| 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 | $70,146,000 | 789 |
| Mortgage-backed securities | $36,394,000 | 1,343 |
| Certificates of participation in pools of residential mortgages | $5,377,000 | 2,706 |
| Issued or guaranteed by U.S. | $5,377,000 | 2,704 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $31,017,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $31,017,000 | 526 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $106,029,000 | 1,129 |
| Total debt securities | $106,029,000 | 1,235 |
| Structured notes | ||
| Amortized cost | $380,000 | 810 |
| Fair value | $368,000 | 812 |
| 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 | $105,894,000 | 1,266 |
| U.S. Government securities | $54,508,000 | 1,428 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $54,508,000 | 1,370 |
| Securities issued by states & political subdivisions | $51,386,000 | 772 |
| 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 | $69,393,000 | 813 |
| Mortgage-backed securities | $35,364,000 | 1,364 |
| Certificates of participation in pools of residential mortgages | $5,835,000 | 2,647 |
| Issued or guaranteed by U.S. | $5,835,000 | 2,645 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $29,529,000 | 577 |
| CMOs issued by government agencies or sponsored agencies | $29,529,000 | 545 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $105,894,000 | 1,138 |
| Total debt securities | $105,894,000 | 1,245 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $109,545,000 | 1,242 |
| U.S. Government securities | $56,753,000 | 1,407 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $56,753,000 | 1,348 |
| Securities issued by states & political subdivisions | $52,792,000 | 760 |
| 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 | $67,006,000 | 849 |
| Mortgage-backed securities | $36,930,000 | 1,328 |
| Certificates of participation in pools of residential mortgages | $6,378,000 | 2,618 |
| Issued or guaranteed by U.S. | $6,378,000 | 2,617 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $30,552,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $30,552,000 | 541 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $109,545,000 | 1,105 |
| Total debt securities | $109,545,000 | 1,219 |
| Structured notes | ||
| Amortized cost | $427,000 | 841 |
| Fair value | $423,000 | 842 |
| 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 | $109,167,000 | 1,263 |
| U.S. Government securities | $52,864,000 | 1,526 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $52,864,000 | 1,460 |
| Securities issued by states & political subdivisions | $56,303,000 | 720 |
| 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 | $68,986,000 | 832 |
| Mortgage-backed securities | $34,409,000 | 1,406 |
| Certificates of participation in pools of residential mortgages | $6,872,000 | 2,587 |
| Issued or guaranteed by U.S. | $6,872,000 | 2,586 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $27,537,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $27,537,000 | 572 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $109,167,000 | 1,123 |
| Total debt securities | $109,167,000 | 1,243 |
| Structured notes | ||
| Amortized cost | $459,000 | 893 |
| Fair value | $455,000 | 892 |
| 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 | $109,998,000 | 1,258 |
| U.S. Government securities | $54,144,000 | 1,522 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $54,144,000 | 1,451 |
| Securities issued by states & political subdivisions | $55,854,000 | 712 |
| 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 | $64,768,000 | 893 |
| Mortgage-backed securities | $35,630,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $7,326,000 | 2,573 |
| Issued or guaranteed by U.S. | $7,326,000 | 2,573 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $28,304,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $28,304,000 | 570 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $109,998,000 | 1,120 |
| Total debt securities | $109,998,000 | 1,237 |
| Structured notes | ||
| Amortized cost | $493,000 | 929 |
| Fair value | $489,000 | 915 |
| 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 | $107,004,000 | 1,281 |
| U.S. Government securities | $51,339,000 | 1,571 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $51,339,000 | 1,497 |
| Securities issued by states & political subdivisions | $55,665,000 | 711 |
| 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 | $59,547,000 | 940 |
| Mortgage-backed securities | $37,222,000 | 1,345 |
| Certificates of participation in pools of residential mortgages | $8,010,000 | 2,482 |
| Issued or guaranteed by U.S. | $8,010,000 | 2,480 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $29,212,000 | 584 |
| CMOs issued by government agencies or sponsored agencies | $29,212,000 | 543 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $107,004,000 | 1,135 |
| Total debt securities | $107,005,000 | 1,257 |
| Structured notes | ||
| Amortized cost | $533,000 | 840 |
| Fair value | $529,000 | 838 |
| 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 | $109,909,000 | 1,236 |
| U.S. Government securities | $52,375,000 | 1,512 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $52,375,000 | 1,451 |
| Securities issued by states & political subdivisions | $57,534,000 | 695 |
| 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 | $63,239,000 | 904 |
| Mortgage-backed securities | $38,777,000 | 1,313 |
| Certificates of participation in pools of residential mortgages | $9,045,000 | 2,387 |
| Issued or guaranteed by U.S. | $9,045,000 | 2,387 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $29,732,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $29,732,000 | 540 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $109,909,000 | 1,095 |
| Total debt securities | $109,909,000 | 1,214 |
| Structured notes | ||
| Amortized cost | $570,000 | 819 |
| Fair value | $578,000 | 818 |
| 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 | $112,129,000 | 1,233 |
| U.S. Government securities | $50,534,000 | 1,608 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $50,534,000 | 1,532 |
| Securities issued by states & political subdivisions | $61,595,000 | 637 |
| 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 | $64,243,000 | 909 |
| Mortgage-backed securities | $37,511,000 | 1,370 |
| Certificates of participation in pools of residential mortgages | $9,755,000 | 2,345 |
| Issued or guaranteed by U.S. | $9,755,000 | 2,341 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $27,756,000 | 627 |
| CMOs issued by government agencies or sponsored agencies | $27,756,000 | 588 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $112,129,000 | 1,087 |
| Total debt securities | $112,129,000 | 1,208 |
| Structured notes | ||
| Amortized cost | $611,000 | 935 |
| Fair value | $620,000 | 934 |
| 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 | $110,662,000 | 1,259 |
| U.S. Government securities | $51,680,000 | 1,634 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $51,680,000 | 1,559 |
| Securities issued by states & political subdivisions | $58,982,000 | 663 |
| 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 | $57,850,000 | 1,011 |
| Mortgage-backed securities | $36,957,000 | 1,394 |
| Certificates of participation in pools of residential mortgages | $10,283,000 | 2,314 |
| Issued or guaranteed by U.S. | $10,283,000 | 2,313 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $26,674,000 | 641 |
| CMOs issued by government agencies or sponsored agencies | $26,674,000 | 605 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $110,662,000 | 1,111 |
| Total debt securities | $110,662,000 | 1,241 |
| Structured notes | ||
| Amortized cost | $654,000 | 1,087 |
| Fair value | $656,000 | 1,087 |
| 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 | $106,330,000 | 1,316 |
| U.S. Government securities | $49,396,000 | 1,702 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $49,396,000 | 1,630 |
| Securities issued by states & political subdivisions | $56,934,000 | 682 |
| 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 | $51,595,000 | 1,108 |
| Mortgage-backed securities | $37,598,000 | 1,397 |
| Certificates of participation in pools of residential mortgages | $10,785,000 | 2,238 |
| Issued or guaranteed by U.S. | $10,785,000 | 2,236 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $26,813,000 | 644 |
| CMOs issued by government agencies or sponsored agencies | $26,813,000 | 615 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $106,330,000 | 1,155 |
| Total debt securities | $106,330,000 | 1,295 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,202 |
| Fair value | $691,000 | 1,209 |
| 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 | $105,326,000 | 1,340 |
| U.S. Government securities | $48,752,000 | 1,736 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $48,752,000 | 1,666 |
| Securities issued by states & political subdivisions | $56,574,000 | 677 |
| 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 | $51,987,000 | 1,111 |
| Mortgage-backed securities | $35,831,000 | 1,442 |
| Certificates of participation in pools of residential mortgages | $11,664,000 | 2,186 |
| Issued or guaranteed by U.S. | $11,664,000 | 2,185 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $24,167,000 | 705 |
| CMOs issued by government agencies or sponsored agencies | $24,167,000 | 669 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $105,326,000 | 1,179 |
| Total debt securities | $105,326,000 | 1,320 |
| Structured notes | ||
| Amortized cost | $762,000 | 1,324 |
| Fair value | $762,000 | 1,323 |
| 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 | $101,986,000 | 1,416 |
| U.S. Government securities | $45,484,000 | 1,903 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $45,484,000 | 1,821 |
| Securities issued by states & political subdivisions | $56,502,000 | 672 |
| 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 | $46,977,000 | 1,186 |
| Mortgage-backed securities | $36,523,000 | 1,470 |
| Certificates of participation in pools of residential mortgages | $12,579,000 | 2,152 |
| Issued or guaranteed by U.S. | $12,579,000 | 2,151 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $23,944,000 | 744 |
| CMOs issued by government agencies or sponsored agencies | $23,944,000 | 706 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $101,986,000 | 1,246 |
| Total debt securities | $101,986,000 | 1,393 |
| Structured notes | ||
| Amortized cost | $836,000 | 1,456 |
| Fair value | $846,000 | 1,450 |
| 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 | $102,307,000 | 1,406 |
| U.S. Government securities | $49,124,000 | 1,833 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $49,124,000 | 1,759 |
| Securities issued by states & political subdivisions | $53,183,000 | 703 |
| 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 | $48,441,000 | 1,197 |
| Mortgage-backed securities | $38,875,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $13,338,000 | 2,106 |
| Issued or guaranteed by U.S. | $13,338,000 | 2,106 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $25,537,000 | 734 |
| CMOs issued by government agencies or sponsored agencies | $25,537,000 | 696 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $102,307,000 | 1,245 |
| Total debt securities | $102,307,000 | 1,384 |
| Structured notes | ||
| Amortized cost | $914,000 | 1,519 |
| Fair value | $923,000 | 1,520 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $97,058,000 | 1,484 |
| U.S. Government securities | $46,138,000 | 1,938 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $46,138,000 | 1,860 |
| Securities issued by states & political subdivisions | $50,920,000 | 734 |
| 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 | $49,504,000 | 1,182 |
| Mortgage-backed securities | $39,076,000 | 1,461 |
| Certificates of participation in pools of residential mortgages | $13,937,000 | 2,106 |
| Issued or guaranteed by U.S. | $13,937,000 | 2,104 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $25,139,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $25,139,000 | 725 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $97,058,000 | 1,313 |
| Total debt securities | $97,058,000 | 1,469 |
| Structured notes | ||
| Amortized cost | $980,000 | 1,584 |
| Fair value | $989,000 | 1,527 |
| 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 | $97,369,000 | 1,507 |
| U.S. Government securities | $46,199,000 | 1,974 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $46,199,000 | 1,895 |
| Securities issued by states & political subdivisions | $51,170,000 | 728 |
| 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 | $48,897,000 | 1,195 |
| Mortgage-backed securities | $40,487,000 | 1,462 |
| Certificates of participation in pools of residential mortgages | $13,797,000 | 2,197 |
| Issued or guaranteed by U.S. | $13,797,000 | 2,196 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $26,690,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $26,690,000 | 701 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $97,369,000 | 1,333 |
| Total debt securities | $97,369,000 | 1,490 |
| Structured notes | ||
| Amortized cost | $1,070,000 | 1,515 |
| Fair value | $1,080,000 | 1,510 |
| 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 | $100,604,000 | 1,478 |
| U.S. Government securities | $47,481,000 | 1,949 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $47,481,000 | 1,884 |
| Securities issued by states & political subdivisions | $53,123,000 | 693 |
| 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 | $50,794,000 | 1,167 |
| Mortgage-backed securities | $41,624,000 | 1,459 |
| Certificates of participation in pools of residential mortgages | $14,683,000 | 2,154 |
| Issued or guaranteed by U.S. | $14,683,000 | 2,153 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $26,941,000 | 747 |
| CMOs issued by government agencies or sponsored agencies | $26,941,000 | 710 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $100,604,000 | 1,305 |
| Total debt securities | $100,604,000 | 1,458 |
| Structured notes | ||
| Amortized cost | $1,184,000 | 1,529 |
| Fair value | $1,194,000 | 1,522 |
| 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 | $96,058,000 | 1,555 |
| U.S. Government securities | $44,970,000 | 2,066 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $44,970,000 | 2,008 |
| Securities issued by states & political subdivisions | $51,088,000 | 737 |
| Other domestic debt securities | $0 | 2,593 |
| 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 | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,783,000 | 1,158 |
| Mortgage-backed securities | $38,992,000 | 1,529 |
| Certificates of participation in pools of residential mortgages | $13,922,000 | 2,246 |
| Issued or guaranteed by U.S. | $13,922,000 | 2,245 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $25,070,000 | 778 |
| CMOs issued by government agencies or sponsored agencies | $25,070,000 | 739 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $96,058,000 | 1,378 |
| Total debt securities | $96,055,000 | 1,539 |
| Structured notes | ||
| Amortized cost | $1,313,000 | 1,494 |
| Fair value | $1,324,000 | 1,491 |
| 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 | $84,942,000 | 1,730 |
| U.S. Government securities | $36,389,000 | 2,403 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $36,389,000 | 2,340 |
| Securities issued by states & political subdivisions | $48,553,000 | 776 |
| Other domestic debt securities | $0 | 2,651 |
| 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 | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,942,000 | 1,152 |
| Mortgage-backed securities | $31,258,000 | 1,805 |
| Certificates of participation in pools of residential mortgages | $8,729,000 | 2,840 |
| Issued or guaranteed by U.S. | $8,729,000 | 2,839 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $22,529,000 | 840 |
| CMOs issued by government agencies or sponsored agencies | $22,529,000 | 789 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $84,942,000 | 1,544 |
| Total debt securities | $84,942,000 | 1,710 |
| Structured notes | ||
| Amortized cost | $1,474,000 | 1,455 |
| Fair value | $1,484,000 | 1,406 |
| 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 | $81,353,000 | 1,833 |
| U.S. Government securities | $32,980,000 | 2,596 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $32,980,000 | 2,530 |
| Securities issued by states & political subdivisions | $48,373,000 | 781 |
| Other domestic debt securities | $0 | 2,731 |
| 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 | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,202,000 | 1,171 |
| Mortgage-backed securities | $28,954,000 | 1,914 |
| Certificates of participation in pools of residential mortgages | $7,800,000 | 2,974 |
| Issued or guaranteed by U.S. | $7,800,000 | 2,971 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $21,154,000 | 900 |
| CMOs issued by government agencies or sponsored agencies | $21,154,000 | 853 |
| 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) | $81,353,000 | 1,643 |
| Total debt securities | $81,353,000 | 1,812 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| 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 | $82,722,000 | 1,790 |
| U.S. Government securities | $31,748,000 | 2,653 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $31,748,000 | 2,587 |
| Securities issued by states & political subdivisions | $50,974,000 | 735 |
| Other domestic debt securities | $0 | 2,792 |
| 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 | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,399,000 | 1,145 |
| Mortgage-backed securities | $27,682,000 | 1,948 |
| Certificates of participation in pools of residential mortgages | $4,845,000 | 3,505 |
| Issued or guaranteed by U.S. | $4,845,000 | 3,502 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $22,837,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $22,837,000 | 821 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $82,722,000 | 1,607 |
| Total debt securities | $82,722,000 | 1,768 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| 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 | $80,377,000 | 1,843 |
| U.S. Government securities | $30,294,000 | 2,799 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $30,294,000 | 2,732 |
| Securities issued by states & political subdivisions | $50,083,000 | 729 |
| Other domestic debt securities | $0 | 2,789 |
| 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 | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,137,000 | 1,147 |
| Mortgage-backed securities | $26,090,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | $5,565,000 | 3,398 |
| Issued or guaranteed by U.S. | $5,565,000 | 3,393 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $20,525,000 | 983 |
| CMOs issued by government agencies or sponsored agencies | $20,525,000 | 923 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $80,377,000 | 1,671 |
| Total debt securities | $80,377,000 | 1,820 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| 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 | $83,533,000 | 1,749 |
| U.S. Government securities | $30,434,000 | 2,705 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $30,434,000 | 2,640 |
| Securities issued by states & political subdivisions | $53,099,000 | 659 |
| Other domestic debt securities | $0 | 2,785 |
| 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 | $0 | 2,093 |
| 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 | $49,554,000 | 1,140 |
| Mortgage-backed securities | $28,167,000 | 1,955 |
| Certificates of participation in pools of residential mortgages | $6,472,000 | 3,207 |
| Issued or guaranteed by U.S. | $6,472,000 | 3,205 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $21,695,000 | 957 |
| CMOs issued by government agencies or sponsored agencies | $21,695,000 | 892 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $83,533,000 | 1,591 |
| Total debt securities | $83,533,000 | 1,727 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,439 |
| Fair value | $1,501,000 | 1,468 |
| 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 | $87,820,000 | 1,686 |
| U.S. Government securities | $33,948,000 | 2,590 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $33,948,000 | 2,532 |
| Securities issued by states & political subdivisions | $53,872,000 | 608 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 2,173 |
| 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 | $50,999,000 | 1,103 |
| Mortgage-backed securities | $31,621,000 | 1,923 |
| Certificates of participation in pools of residential mortgages | $7,321,000 | 3,209 |
| Issued or guaranteed by U.S. | $7,321,000 | 3,208 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $24,300,000 | 943 |
| CMOs issued by government agencies or sponsored agencies | $24,300,000 | 877 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $87,820,000 | 1,532 |
| Total debt securities | $87,820,000 | 1,662 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,551 |
| Fair value | $1,502,000 | 1,582 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $90,435,000 | 1,626 |
| U.S. Government securities | $36,883,000 | 2,466 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $36,883,000 | 2,414 |
| Securities issued by states & political subdivisions | $53,552,000 | 590 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| 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 | $52,050,000 | 1,094 |
| Mortgage-backed securities | $34,500,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $8,011,000 | 3,114 |
| Issued or guaranteed by U.S. | $8,011,000 | 3,114 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $26,489,000 | 895 |
| CMOs issued by government agencies or sponsored agencies | $26,489,000 | 833 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $90,435,000 | 1,478 |
| Total debt securities | $90,435,000 | 1,606 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,729 |
| Fair value | $1,500,000 | 1,785 |
| 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 | $88,879,000 | 1,649 |
| U.S. Government securities | $39,990,000 | 2,327 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $39,990,000 | 2,272 |
| Securities issued by states & political subdivisions | $48,889,000 | 639 |
| Other domestic debt securities | $0 | 2,874 |
| 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 | $0 | 2,176 |
| 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 | $46,184,000 | 1,221 |
| Mortgage-backed securities | $37,553,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $8,669,000 | 3,007 |
| Issued or guaranteed by U.S. | $8,669,000 | 3,005 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $27,915,000 | 879 |
| CMOs issued by government agencies or sponsored agencies | $27,915,000 | 817 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $969,000 | 410 |
| Commercial mortgage pass-through securities | $969,000 | 273 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $88,879,000 | 1,492 |
| Total debt securities | $88,879,000 | 1,624 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,934 |
| Fair value | $1,495,000 | 1,985 |
| 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 | $80,914,000 | 1,730 |
| U.S. Government securities | $35,171,000 | 2,471 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $35,171,000 | 2,414 |
| Securities issued by states & political subdivisions | $45,743,000 | 682 |
| Other domestic debt securities | $0 | 2,876 |
| 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 | $0 | 2,125 |
| 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 | $42,036,000 | 1,228 |
| Mortgage-backed securities | $34,171,000 | 1,771 |
| Certificates of participation in pools of residential mortgages | $8,152,000 | 2,989 |
| Issued or guaranteed by U.S. | $8,152,000 | 2,989 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $25,017,000 | 927 |
| CMOs issued by government agencies or sponsored agencies | $25,017,000 | 828 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $1,002,000 | 347 |
| Commercial mortgage pass-through securities | $1,002,000 | 229 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $80,914,000 | 1,580 |
| Total debt securities | $80,913,000 | 1,717 |
| Structured notes | ||
| Amortized cost | $587,000 | 2,535 |
| Fair value | $620,000 | 2,510 |
| 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 | $72,347,000 | 1,872 |
| U.S. Government securities | $28,454,000 | 2,834 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $28,454,000 | 2,764 |
| Securities issued by states & political subdivisions | $43,893,000 | 666 |
| Other domestic debt securities | $0 | 2,858 |
| 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 | $0 | 2,094 |
| 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 | $39,711,000 | 1,265 |
| Mortgage-backed securities | $26,418,000 | 2,010 |
| Certificates of participation in pools of residential mortgages | $5,652,000 | 3,406 |
| Issued or guaranteed by U.S. | $5,652,000 | 3,402 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $20,766,000 | 1,039 |
| CMOs issued by government agencies or sponsored agencies | $20,766,000 | 913 |
| 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) | $72,347,000 | 1,701 |
| Total debt securities | $72,347,000 | 1,854 |
| Structured notes | ||
| Amortized cost | $1,638,000 | 1,953 |
| Fair value | $1,653,000 | 1,949 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $72,246,000 | 1,870 |
| U.S. Government securities | $29,062,000 | 2,872 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $29,062,000 | 2,787 |
| Securities issued by states & political subdivisions | $43,184,000 | 626 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 2,028 |
| 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 | $37,863,000 | 1,342 |
| Mortgage-backed securities | $20,923,000 | 2,291 |
| Certificates of participation in pools of residential mortgages | $6,014,000 | 3,306 |
| Issued or guaranteed by U.S. | $6,014,000 | 3,298 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $14,909,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $14,909,000 | 1,095 |
| 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) | $72,246,000 | 1,690 |
| Total debt securities | $72,246,000 | 1,851 |
| Structured notes | ||
| Amortized cost | $2,628,000 | 1,753 |
| Fair value | $2,642,000 | 1,747 |
| 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 | $65,901,000 | 2,015 |
| U.S. Government securities | $26,441,000 | 3,054 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $26,441,000 | 2,960 |
| Securities issued by states & political subdivisions | $39,460,000 | 685 |
| Other domestic debt securities | $0 | 2,880 |
| 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 | $0 | 2,072 |
| 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 | $36,100,000 | 1,373 |
| Mortgage-backed securities | $19,214,000 | 2,366 |
| Certificates of participation in pools of residential mortgages | $6,196,000 | 3,200 |
| Issued or guaranteed by U.S. | $6,196,000 | 3,193 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $13,018,000 | 1,315 |
| CMOs issued by government agencies or sponsored agencies | $13,018,000 | 1,138 |
| 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) | $65,901,000 | 1,823 |
| Total debt securities | $65,902,000 | 1,997 |
| Structured notes | ||
| Amortized cost | $1,217,000 | 2,411 |
| Fair value | $1,228,000 | 2,403 |
| 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 | $64,260,000 | 1,965 |
| U.S. Government securities | $25,012,000 | 3,006 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $25,012,000 | 2,913 |
| Securities issued by states & political subdivisions | $39,248,000 | 667 |
| Other domestic debt securities | $0 | 3,063 |
| 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 | $0 | 2,087 |
| 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 | $34,797,000 | 1,412 |
| Mortgage-backed securities | $17,692,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $5,435,000 | 3,250 |
| Issued or guaranteed by U.S. | $5,435,000 | 3,243 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $12,257,000 | 1,331 |
| CMOs issued by government agencies or sponsored agencies | $12,257,000 | 1,154 |
| 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) | $64,260,000 | 1,778 |
| Total debt securities | $64,260,000 | 1,948 |
| Structured notes | ||
| Amortized cost | $1,284,000 | 2,234 |
| Fair value | $1,274,000 | 2,232 |
| 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 | $60,449,000 | 2,039 |
| U.S. Government securities | $24,848,000 | 2,994 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $24,848,000 | 2,899 |
| Securities issued by states & political subdivisions | $35,601,000 | 740 |
| Other domestic debt securities | $0 | 3,145 |
| 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 | $0 | 2,145 |
| 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 | $33,921,000 | 1,437 |
| Mortgage-backed securities | $15,068,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $3,780,000 | 3,658 |
| Issued or guaranteed by U.S. | $3,780,000 | 3,651 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,288,000 | 1,384 |
| CMOs issued by government agencies or sponsored agencies | $11,288,000 | 1,199 |
| 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) | $60,449,000 | 1,815 |
| Total debt securities | $60,449,000 | 2,019 |
| Structured notes | ||
| Amortized cost | $872,000 | 2,615 |
| Fair value | $872,000 | 2,613 |
| 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 | $57,558,000 | 2,108 |
| U.S. Government securities | $24,424,000 | 3,068 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $24,424,000 | 2,981 |
| Securities issued by states & political subdivisions | $33,086,000 | 742 |
| Other domestic debt securities | $48,000 | 3,023 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $48,000 | 208 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| 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 | $34,003,000 | 1,462 |
| Mortgage-backed securities | $10,313,000 | 3,111 |
| Certificates of participation in pools of residential mortgages | $1,738,000 | 4,397 |
| Issued or guaranteed by U.S. | $1,738,000 | 4,389 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $8,575,000 | 1,534 |
| CMOs issued by government agencies or sponsored agencies | $8,575,000 | 1,318 |
| 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) | $57,558,000 | 1,885 |
| Total debt securities | $57,558,000 | 2,088 |
| Structured notes | ||
| Amortized cost | $2,632,000 | 1,759 |
| Fair value | $2,636,000 | 1,759 |
| 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 | $51,572,000 | 2,338 |
| U.S. Government securities | $21,592,000 | 3,394 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $21,592,000 | 3,306 |
| Securities issued by states & political subdivisions | $29,932,000 | 807 |
| Other domestic debt securities | $48,000 | 3,081 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $48,000 | 212 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| 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 | $36,481,000 | 1,444 |
| Mortgage-backed securities | $6,198,000 | 3,856 |
| Certificates of participation in pools of residential mortgages | $1,928,000 | 4,442 |
| Issued or guaranteed by U.S. | $1,928,000 | 4,434 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,270,000 | 1,970 |
| CMOs issued by government agencies or sponsored agencies | $4,270,000 | 1,712 |
| 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) | $51,572,000 | 2,090 |
| Total debt securities | $51,572,000 | 2,312 |
| Structured notes | ||
| Amortized cost | $1,699,000 | 1,982 |
| Fair value | $1,687,000 | 1,985 |
| 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 | $44,180,000 | 2,642 |
| U.S. Government securities | $15,419,000 | 4,058 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,419,000 | 3,975 |
| Securities issued by states & political subdivisions | $28,713,000 | 842 |
| Other domestic debt securities | $48,000 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $48,000 | 237 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| 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 | $32,193,000 | 1,572 |
| Mortgage-backed securities | $4,098,000 | 4,372 |
| Certificates of participation in pools of residential mortgages | $2,105,000 | 4,452 |
| Issued or guaranteed by U.S. | $2,105,000 | 4,446 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,993,000 | 2,488 |
| CMOs issued by government agencies or sponsored agencies | $1,993,000 | 2,171 |
| 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) | $44,180,000 | 2,354 |
| Total debt securities | $44,180,000 | 2,618 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $44,407,000 | 2,634 |
| U.S. Government securities | $14,210,000 | 4,254 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,210,000 | 4,169 |
| Securities issued by states & political subdivisions | $30,125,000 | 795 |
| Other domestic debt securities | $72,000 | 3,204 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $72,000 | 237 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| 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 | $33,228,000 | 1,508 |
| Mortgage-backed securities | $3,284,000 | 4,674 |
| Certificates of participation in pools of residential mortgages | $1,867,000 | 4,650 |
| Issued or guaranteed by U.S. | $1,867,000 | 4,642 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,417,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $1,417,000 | 2,343 |
| 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) | $44,407,000 | 2,324 |
| Total debt securities | $44,407,000 | 2,602 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $41,608,000 | 2,701 |
| U.S. Government securities | $14,540,000 | 4,168 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,540,000 | 4,074 |
| Securities issued by states & political subdivisions | $26,996,000 | 860 |
| Other domestic debt securities | $72,000 | 3,286 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $72,000 | 262 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| 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 | $32,745,000 | 1,540 |
| Mortgage-backed securities | $2,562,000 | 4,936 |
| Certificates of participation in pools of residential mortgages | $2,078,000 | 4,616 |
| Issued or guaranteed by U.S. | $2,078,000 | 4,602 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $484,000 | 3,203 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 2,846 |
| 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) | $41,608,000 | 2,391 |
| Total debt securities | $41,608,000 | 2,676 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $500,000 | 1,569 |
| 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 | $42,031,000 | 2,674 |
| U.S. Government securities | $16,822,000 | 3,915 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,822,000 | 3,843 |
| Securities issued by states & political subdivisions | $25,137,000 | 879 |
| Other domestic debt securities | $72,000 | 3,230 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $72,000 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| 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 | $34,611,000 | 1,497 |
| Mortgage-backed securities | $2,923,000 | 4,911 |
| Certificates of participation in pools of residential mortgages | $2,347,000 | 4,610 |
| Issued or guaranteed by U.S. | $2,347,000 | 4,599 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $576,000 | 3,171 |
| CMOs issued by government agencies or sponsored agencies | $576,000 | 2,806 |
| 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) | $42,031,000 | 2,387 |
| Total debt securities | $42,031,000 | 2,646 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $43,157,000 | 2,596 |
| U.S. Government securities | $18,272,000 | 3,779 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $18,272,000 | 3,701 |
| Securities issued by states & political subdivisions | $24,813,000 | 869 |
| Other domestic debt securities | $72,000 | 3,156 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $72,000 | 305 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| 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 | $33,779,000 | 1,531 |
| Mortgage-backed securities | $3,259,000 | 4,779 |
| Certificates of participation in pools of residential mortgages | $2,564,000 | 4,518 |
| Issued or guaranteed by U.S. | $2,564,000 | 4,506 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $695,000 | 3,047 |
| CMOs issued by government agencies or sponsored agencies | $695,000 | 2,717 |
| 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) | $43,157,000 | 2,307 |
| Total debt securities | $43,157,000 | 2,568 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $44,107,000 | 2,517 |
| U.S. Government securities | $18,577,000 | 3,685 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $18,577,000 | 3,615 |
| Securities issued by states & political subdivisions | $25,431,000 | 829 |
| Other domestic debt securities | $99,000 | 3,082 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $99,000 | 284 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,093,000 | 1,489 |
| Mortgage-backed securities | $3,401,000 | 4,669 |
| Certificates of participation in pools of residential mortgages | $2,593,000 | 4,442 |
| Issued or guaranteed by U.S. | $2,593,000 | 4,429 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $808,000 | 2,898 |
| CMOs issued by government agencies or sponsored agencies | $808,000 | 2,563 |
| 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) | $44,107,000 | 2,221 |
| Total debt securities | $44,107,000 | 2,484 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $47,956,000 | 2,397 |
| U.S. Government securities | $20,681,000 | 3,463 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $20,681,000 | 3,401 |
| Securities issued by states & political subdivisions | $27,173,000 | 780 |
| Other domestic debt securities | $102,000 | 3,028 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $102,000 | 270 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,307,000 | 1,326 |
| Mortgage-backed securities | $3,600,000 | 4,616 |
| Certificates of participation in pools of residential mortgages | $2,694,000 | 4,409 |
| Issued or guaranteed by U.S. | $2,694,000 | 4,393 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $906,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $906,000 | 2,516 |
| 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) | $47,956,000 | 2,112 |
| Total debt securities | $47,956,000 | 2,350 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $46,136,000 | 2,467 |
| U.S. Government securities | $20,670,000 | 3,435 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $20,670,000 | 3,374 |
| Securities issued by states & political subdivisions | $25,356,000 | 841 |
| Other domestic debt securities | $110,000 | 2,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $110,000 | 265 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,321,000 | 1,301 |
| Mortgage-backed securities | $3,803,000 | 4,463 |
| Certificates of participation in pools of residential mortgages | $2,770,000 | 4,295 |
| Issued or guaranteed by U.S. | $2,770,000 | 4,278 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,033,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $1,033,000 | 2,409 |
| 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) | $46,136,000 | 2,181 |
| Total debt securities | $46,136,000 | 2,417 |
| 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 | $45,755,000 | 2,477 |
| U.S. Government securities | $21,810,000 | 3,364 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $21,810,000 | 3,299 |
| Securities issued by states & political subdivisions | $23,832,000 | 880 |
| Other domestic debt securities | $113,000 | 2,815 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $113,000 | 245 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,828,000 | 1,272 |
| Mortgage-backed securities | $2,440,000 | 4,685 |
| Certificates of participation in pools of residential mortgages | $1,313,000 | 4,737 |
| Issued or guaranteed by U.S. | $1,313,000 | 4,717 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,127,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $1,127,000 | 2,260 |
| 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) | $45,755,000 | 2,172 |
| Total debt securities | $45,755,000 | 2,430 |
| 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 | $42,790,000 | 2,611 |
| U.S. Government securities | $22,518,000 | 3,331 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $22,518,000 | 3,266 |
| Securities issued by states & political subdivisions | $20,148,000 | 1,040 |
| Other domestic debt securities | $124,000 | 2,770 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $124,000 | 241 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,153,000 | 1,301 |
| Mortgage-backed securities | $2,830,000 | 4,425 |
| Certificates of participation in pools of residential mortgages | $1,603,000 | 4,442 |
| Issued or guaranteed by U.S. | $1,603,000 | 4,429 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,227,000 | 2,464 |
| CMOs issued by government agencies or sponsored agencies | $1,227,000 | 2,165 |
| 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) | $42,790,000 | 2,280 |
| Total debt securities | $42,791,000 | 2,572 |
| 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 | $42,168,000 | 2,641 |
| U.S. Government securities | $23,074,000 | 3,284 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $23,074,000 | 3,207 |
| Securities issued by states & political subdivisions | $18,924,000 | 1,090 |
| Other domestic debt securities | $170,000 | 2,687 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $170,000 | 231 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,392,000 | 1,372 |
| Mortgage-backed securities | $3,149,000 | 4,263 |
| Certificates of participation in pools of residential mortgages | $1,771,000 | 4,317 |
| Issued or guaranteed by U.S. | $1,771,000 | 4,303 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,378,000 | 2,361 |
| CMOs issued by government agencies or sponsored agencies | $1,378,000 | 2,081 |
| 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) | $42,168,000 | 2,298 |
| Total debt securities | $42,168,000 | 2,599 |
| 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 | $42,082,000 | 2,676 |
| U.S. Government securities | $24,009,000 | 3,222 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $24,009,000 | 3,126 |
| Securities issued by states & political subdivisions | $17,867,000 | 1,167 |
| Other domestic debt securities | $206,000 | 2,656 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $206,000 | 240 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,053,000 | 1,438 |
| Mortgage-backed securities | $3,498,000 | 4,106 |
| Certificates of participation in pools of residential mortgages | $1,891,000 | 4,242 |
| Issued or guaranteed by U.S. | $1,891,000 | 4,225 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,607,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $1,607,000 | 1,965 |
| 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) | $42,082,000 | 2,325 |
| Total debt securities | $42,082,000 | 2,631 |
| 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 | $43,602,000 | 2,610 |
| U.S. Government securities | $25,275,000 | 3,138 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $25,275,000 | 3,052 |
| Securities issued by states & political subdivisions | $18,087,000 | 1,130 |
| Other domestic debt securities | $240,000 | 2,661 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $240,000 | 229 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,941,000 | 1,531 |
| Mortgage-backed securities | $3,849,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $2,023,000 | 4,161 |
| Issued or guaranteed by U.S. | $2,023,000 | 4,148 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,826,000 | 2,172 |
| CMOs issued by government agencies or sponsored agencies | $1,826,000 | 1,899 |
| 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) | $43,602,000 | 2,263 |
| Total debt securities | $43,602,000 | 2,573 |
| 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 | $44,108,000 | 2,605 |
| U.S. Government securities | $26,282,000 | 3,076 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $26,282,000 | 2,989 |
| Securities issued by states & political subdivisions | $17,547,000 | 1,142 |
| Other domestic debt securities | $279,000 | 2,627 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $279,000 | 236 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,920,000 | 1,499 |
| Mortgage-backed securities | $4,233,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $2,152,000 | 4,082 |
| Issued or guaranteed by U.S. | $2,152,000 | 4,061 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,081,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $2,081,000 | 1,792 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $44,108,000 | 2,242 |
| Total debt securities | $44,108,000 | 2,562 |
| 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 | $43,678,000 | 2,623 |
| U.S. Government securities | $24,983,000 | 3,191 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $24,983,000 | 3,089 |
| Securities issued by states & political subdivisions | $18,359,000 | 1,079 |
| Other domestic debt securities | $336,000 | 2,604 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $336,000 | 226 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,563,000 | 1,580 |
| Mortgage-backed securities | $4,615,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | $2,307,000 | 4,001 |
| Issued or guaranteed by U.S. | $2,307,000 | 3,986 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,308,000 | 1,988 |
| CMOs issued by government agencies or sponsored agencies | $2,308,000 | 1,734 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $43,678,000 | 2,255 |
| Total debt securities | $43,678,000 | 2,584 |
| 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 | $44,990,000 | 2,594 |
| U.S. Government securities | $26,616,000 | 3,067 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $26,616,000 | 2,973 |
| Securities issued by states & political subdivisions | $17,967,000 | 1,098 |
| Other domestic debt securities | $407,000 | 2,600 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $407,000 | 230 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| 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 | $32,397,000 | 1,436 |
| Mortgage-backed securities | $5,164,000 | 3,601 |
| Certificates of participation in pools of residential mortgages | $2,555,000 | 3,925 |
| Issued or guaranteed by U.S. | $2,555,000 | 3,910 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,609,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $2,609,000 | 1,673 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $44,990,000 | 2,220 |
| Total debt securities | $44,990,000 | 2,546 |
| 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 | $42,697,000 | 2,707 |
| U.S. Government securities | $25,787,000 | 3,154 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $25,787,000 | 3,060 |
| Securities issued by states & political subdivisions | $16,437,000 | 1,214 |
| Other domestic debt securities | $473,000 | 2,621 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $473,000 | 223 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,725,000 | 1,487 |
| Mortgage-backed securities | $5,612,000 | 3,538 |
| Certificates of participation in pools of residential mortgages | $2,719,000 | 3,871 |
| Issued or guaranteed by U.S. | $2,719,000 | 3,856 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,893,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $2,893,000 | 1,609 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $42,697,000 | 2,336 |
| Total debt securities | $42,697,000 | 2,665 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $498,000 | 2,590 |
| 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 | $40,631,000 | 2,785 |
| U.S. Government securities | $25,080,000 | 3,179 |
| U.S. Treasury securities | $502,000 | 1,366 |
| U.S. Government agency obligations | $24,578,000 | 3,120 |
| Securities issued by states & political subdivisions | $14,997,000 | 1,354 |
| Other domestic debt securities | $554,000 | 2,467 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $554,000 | 213 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,372,000 | 1,556 |
| Mortgage-backed securities | $5,598,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $2,975,000 | 3,816 |
| Issued or guaranteed by U.S. | $2,975,000 | 3,802 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,623,000 | 1,910 |
| CMOs issued by government agencies or sponsored agencies | $2,623,000 | 1,675 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $40,631,000 | 2,394 |
| Total debt securities | $40,631,000 | 2,744 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $498,000 | 2,567 |
| 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 | $40,212,000 | 2,829 |
| U.S. Government securities | $25,104,000 | 3,226 |
| U.S. Treasury securities | $1,004,000 | 1,167 |
| U.S. Government agency obligations | $24,100,000 | 3,215 |
| Securities issued by states & political subdivisions | $14,530,000 | 1,372 |
| Other domestic debt securities | $578,000 | 2,521 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $578,000 | 217 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,843,000 | 1,561 |
| Mortgage-backed securities | $6,011,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $3,326,000 | 3,760 |
| Issued or guaranteed by U.S. | $3,326,000 | 3,746 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,685,000 | 1,939 |
| CMOs issued by government agencies or sponsored agencies | $2,685,000 | 1,710 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $40,212,000 | 2,425 |
| Total debt securities | $40,212,000 | 2,784 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $498,000 | 2,596 |
| 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 | $39,654,000 | 2,909 |
| U.S. Government securities | $26,261,000 | 3,152 |
| U.S. Treasury securities | $1,005,000 | 1,242 |
| U.S. Government agency obligations | $25,256,000 | 3,128 |
| Securities issued by states & political subdivisions | $12,766,000 | 1,540 |
| Other domestic debt securities | $627,000 | 2,561 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $627,000 | 204 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,170,000 | 1,623 |
| Mortgage-backed securities | $6,772,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $4,094,000 | 3,555 |
| Issued or guaranteed by U.S. | $4,094,000 | 3,545 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,678,000 | 1,967 |
| CMOs issued by government agencies or sponsored agencies | $2,678,000 | 1,749 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $39,654,000 | 2,485 |
| Total debt securities | $39,654,000 | 2,850 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $497,000 | 2,529 |
| 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 | $39,509,000 | 2,928 |
| U.S. Government securities | $26,333,000 | 3,142 |
| U.S. Treasury securities | $1,011,000 | 1,266 |
| U.S. Government agency obligations | $25,322,000 | 3,111 |
| Securities issued by states & political subdivisions | $12,455,000 | 1,589 |
| Other domestic debt securities | $721,000 | 2,546 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $721,000 | 207 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,515,000 | 1,750 |
| Mortgage-backed securities | $6,650,000 | 3,539 |
| Certificates of participation in pools of residential mortgages | $3,927,000 | 3,659 |
| Issued or guaranteed by U.S. | $3,927,000 | 3,651 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,723,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $2,723,000 | 1,758 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $39,509,000 | 2,511 |
| Total debt securities | $39,509,000 | 2,879 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $501,000 | 2,445 |
| 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 | $40,808,000 | 2,847 |
| U.S. Government securities | $28,211,000 | 2,978 |
| U.S. Treasury securities | $1,019,000 | 1,262 |
| U.S. Government agency obligations | $27,192,000 | 2,955 |
| Securities issued by states & political subdivisions | $11,740,000 | 1,671 |
| Other domestic debt securities | $857,000 | 2,467 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $857,000 | 209 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,299,000 | 1,715 |
| Mortgage-backed securities | $6,574,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $4,317,000 | 3,547 |
| Issued or guaranteed by U.S. | $4,317,000 | 3,540 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,257,000 | 2,091 |
| CMOs issued by government agencies or sponsored agencies | $2,257,000 | 1,874 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $40,808,000 | 2,437 |
| Total debt securities | $40,808,000 | 2,793 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $504,000 | 2,424 |
| 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 | $40,775,000 | 2,896 |
| U.S. Government securities | $27,704,000 | 3,052 |
| U.S. Treasury securities | $1,022,000 | 1,335 |
| U.S. Government agency obligations | $26,682,000 | 3,041 |
| Securities issued by states & political subdivisions | $12,156,000 | 1,616 |
| Other domestic debt securities | $915,000 | 2,546 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $915,000 | 217 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| 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 | $26,641,000 | 1,585 |
| Mortgage-backed securities | $6,109,000 | 3,743 |
| Certificates of participation in pools of residential mortgages | $3,837,000 | 3,791 |
| Issued or guaranteed by U.S. | $3,837,000 | 3,782 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,272,000 | 2,128 |
| CMOs issued by government agencies or sponsored agencies | $2,272,000 | 1,915 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $40,775,000 | 2,461 |
| Total debt securities | $40,775,000 | 2,839 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $499,000 | 2,421 |
| 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 | $39,109,000 | 2,986 |
| U.S. Government securities | $26,271,000 | 3,152 |
| U.S. Treasury securities | $1,041,000 | 1,303 |
| U.S. Government agency obligations | $25,230,000 | 3,152 |
| Securities issued by states & political subdivisions | $11,885,000 | 1,666 |
| Other domestic debt securities | $953,000 | 2,607 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $953,000 | 224 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,468,000 | 1,825 |
| Mortgage-backed securities | $5,683,000 | 3,878 |
| Certificates of participation in pools of residential mortgages | $3,603,000 | 3,894 |
| Issued or guaranteed by U.S. | $3,603,000 | 3,886 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,080,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $2,080,000 | 2,008 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $39,109,000 | 2,574 |
| Total debt securities | $39,108,000 | 2,922 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $514,000 | 2,161 |
| 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 | $45,614,000 | 2,679 |
| U.S. Government securities | $31,284,000 | 2,823 |
| U.S. Treasury securities | $1,040,000 | 1,388 |
| U.S. Government agency obligations | $30,244,000 | 2,783 |
| Securities issued by states & political subdivisions | $13,306,000 | 1,488 |
| Other domestic debt securities | $1,024,000 | 2,554 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,024,000 | 228 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| 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 | $23,423,000 | 1,728 |
| Mortgage-backed securities | $6,002,000 | 3,781 |
| Certificates of participation in pools of residential mortgages | $3,950,000 | 3,742 |
| Issued or guaranteed by U.S. | $3,950,000 | 3,729 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,052,000 | 2,249 |
| CMOs issued by government agencies or sponsored agencies | $2,052,000 | 2,123 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $45,614,000 | 2,315 |
| Total debt securities | $45,614,000 | 2,625 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,008,000 | 1,634 |
| 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 | $48,081,000 | 2,528 |
| U.S. Government securities | $34,363,000 | 2,551 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $34,363,000 | 2,468 |
| Securities issued by states & political subdivisions | $13,155,000 | 1,510 |
| Other domestic debt securities | $563,000 | 3,056 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $563,000 | 296 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| 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 | $22,993,000 | 1,678 |
| Mortgage-backed securities | $6,638,000 | 3,609 |
| Certificates of participation in pools of residential mortgages | $4,553,000 | 3,563 |
| Issued or guaranteed by U.S. | $4,553,000 | 3,550 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,085,000 | 2,273 |
| CMOs issued by government agencies or sponsored agencies | $2,085,000 | 2,142 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $48,081,000 | 2,158 |
| Total debt securities | $48,081,000 | 2,466 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $1,014,000 | 1,395 |
| 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 | $51,701,000 | 2,322 |
| U.S. Government securities | $37,052,000 | 2,311 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $37,052,000 | 2,230 |
| Securities issued by states & political subdivisions | $14,063,000 | 1,368 |
| Other domestic debt securities | $586,000 | 3,121 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $586,000 | 303 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,318,000 | 1,826 |
| Mortgage-backed securities | $5,999,000 | 3,870 |
| Certificates of participation in pools of residential mortgages | $4,905,000 | 3,464 |
| Issued or guaranteed by U.S. | $4,905,000 | 3,453 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,094,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $1,094,000 | 2,784 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $51,701,000 | 1,973 |
| Total debt securities | $51,701,000 | 2,258 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,011,000 | 1,242 |
| 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 | $48,987,000 | 2,426 |
| U.S. Government securities | $34,586,000 | 2,434 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $34,586,000 | 2,338 |
| Securities issued by states & political subdivisions | $14,401,000 | 1,288 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,351,000 | 1,833 |
| Mortgage-backed securities | $6,585,000 | 3,731 |
| Certificates of participation in pools of residential mortgages | $6,318,000 | 3,048 |
| Issued or guaranteed by U.S. | $6,318,000 | 3,035 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $267,000 | 3,805 |
| CMOs issued by government agencies or sponsored agencies | $267,000 | 3,635 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $48,987,000 | 2,054 |
| Total debt securities | $48,987,000 | 2,358 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,016,000 | 955 |
| 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 | $51,299,000 | 2,293 |
| U.S. Government securities | $36,163,000 | 2,328 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $36,163,000 | 2,239 |
| Securities issued by states & political subdivisions | $15,136,000 | 1,183 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $20,187,000 | 1,826 |
| Mortgage-backed securities | $7,140,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $5,952,000 | 3,089 |
| Issued or guaranteed by U.S. | $5,952,000 | 3,077 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,188,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $1,188,000 | 2,870 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $51,299,000 | 1,944 |
| Total debt securities | $51,299,000 | 2,224 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,020,000 | 801 |
| 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 | $43,530,000 | 2,474 |
| U.S. Government securities | $26,858,000 | 2,785 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $26,858,000 | 2,634 |
| Securities issued by states & political subdivisions | $16,672,000 | 1,020 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $20,037,000 | 1,719 |
| Mortgage-backed securities | $3,475,000 | 4,502 |
| Certificates of participation in pools of residential mortgages | $1,512,000 | 4,834 |
| Issued or guaranteed by U.S. | $1,512,000 | 4,809 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,963,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $1,963,000 | 2,595 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $43,530,000 | 2,055 |
| Total debt securities | $43,530,000 | 2,414 |
| 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 | $40,930,000 | 2,640 |
| U.S. Government securities | $22,159,000 | 3,383 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $22,159,000 | 3,126 |
| Securities issued by states & political subdivisions | $18,384,000 | 855 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $387,000 | 4,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,279,000 | 2,596 |
| Mortgage-backed securities | $2,039,000 | 4,753 |
| Certificates of participation in pools of residential mortgages | $867,000 | 4,938 |
| Issued or guaranteed by U.S. | $867,000 | 4,924 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,172,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $1,172,000 | 2,557 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $40,930,000 | 2,098 |
| Total debt securities | $40,543,000 | 2,554 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $46,398,000 | 2,444 |
| U.S. Government securities | $26,044,000 | 3,134 |
| U.S. Treasury securities | $3,198,000 | 2,086 |
| U.S. Government agency obligations | $22,846,000 | 3,118 |
| Securities issued by states & political subdivisions | $19,974,000 | 807 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $380,000 | 4,314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,413,000 | 1,417 |
| Mortgage-backed securities | $3,175,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $1,481,000 | 4,595 |
| Issued or guaranteed by U.S. | $1,481,000 | 4,582 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,694,000 | 2,589 |
| CMOs issued by government agencies or sponsored agencies | $1,694,000 | 2,444 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $46,398,000 | 1,870 |
| Total debt securities | $46,018,000 | 2,373 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $45,462,000 | 2,532 |
| U.S. Government securities | $23,202,000 | 3,517 |
| U.S. Treasury securities | $6,774,000 | 1,798 |
| U.S. Government agency obligations | $16,428,000 | 3,856 |
| Securities issued by states & political subdivisions | $21,930,000 | 721 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $330,000 | 4,435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,150,000 | 1,824 |
| Mortgage-backed securities | $6,604,000 | 3,376 |
| Certificates of participation in pools of residential mortgages | $1,984,000 | 4,398 |
| Issued or guaranteed by U.S. | $1,984,000 | 4,378 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,620,000 | 1,833 |
| CMOs issued by government agencies or sponsored agencies | $4,620,000 | 1,719 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $45,462,000 | 1,893 |
| Total debt securities | $45,132,000 | 2,458 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $41,424,000 | 2,736 |
| U.S. Government securities | $23,312,000 | 3,633 |
| U.S. Treasury securities | $10,333,000 | 1,794 |
| U.S. Government agency obligations | $12,979,000 | 4,434 |
| Securities issued by states & political subdivisions | $17,828,000 | 764 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $284,000 | 4,758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,809,000 | 2,520 |
| Mortgage-backed securities | $5,229,000 | 3,760 |
| Certificates of participation in pools of residential mortgages | $1,739,000 | 4,594 |
| Issued or guaranteed by U.S. | $1,739,000 | 4,578 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,490,000 | 2,078 |
| CMOs issued by government agencies or sponsored agencies | $3,490,000 | 1,996 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $41,424,000 | 1,931 |
| Total debt securities | $41,140,000 | 2,665 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $31,756,000 | 3,746 |
| U.S. Government securities | $18,285,000 | 4,736 |
| U.S. Treasury securities | $8,762,000 | 2,511 |
| U.S. Government agency obligations | $9,523,000 | 5,668 |
| Securities issued by states & political subdivisions | $13,205,000 | 1,063 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $266,000 | 4,754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,700,000 | 2,572 |
| Mortgage-backed securities | $5,187,000 | 4,155 |
| Certificates of participation in pools of residential mortgages | $1,730,000 | 4,968 |
| Issued or guaranteed by U.S. | $1,730,000 | 4,949 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,457,000 | 2,374 |
| CMOs issued by government agencies or sponsored agencies | $3,457,000 | 2,269 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $31,756,000 | 2,613 |
| Total debt securities | $31,490,000 | 3,681 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $30,118,000 | 4,054 |
| U.S. Government securities | $18,857,000 | 4,872 |
| U.S. Treasury securities | $9,419,000 | 2,880 |
| U.S. Government agency obligations | $9,438,000 | 5,689 |
| Securities issued by states & political subdivisions | $10,663,000 | 1,383 |
| Other domestic debt securities | $361,000 | 3,515 |
| Privately issued residential mortgage-backed securities | $361,000 | 1,321 |
| 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 | $237,000 | 4,735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,451,000 | 2,458 |
| Mortgage-backed securities | $5,009,000 | 4,481 |
| Certificates of participation in pools of residential mortgages | $1,175,000 | 5,844 |
| Issued or guaranteed by U.S. | $1,175,000 | 5,808 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,834,000 | 2,518 |
| CMOs issued by government agencies or sponsored agencies | $3,473,000 | 2,529 |
| Privately issued | $361,000 | 1,055 |
| 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) | $30,118,000 | 2,810 |
| Total debt securities | $29,881,000 | 3,979 |
| 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 | $29,432,000 | 4,333 |
| U.S. Government securities | $18,891,000 | 5,151 |
| U.S. Treasury securities | $7,966,000 | 4,040 |
| U.S. Government agency obligations | $10,925,000 | 5,044 |
| Securities issued by states & political subdivisions | $9,877,000 | 1,518 |
| Other domestic debt securities | $455,000 | 3,756 |
| Privately issued residential mortgage-backed securities | $455,000 | 1,352 |
| 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 | $209,000 | 4,719 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,715,000 | 2,784 |
| Mortgage-backed securities | $5,269,000 | 4,601 |
| Certificates of participation in pools of residential mortgages | $1,446,000 | 5,804 |
| Issued or guaranteed by U.S. | $1,446,000 | 5,778 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,823,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $3,368,000 | 2,720 |
| Privately issued | $455,000 | 1,100 |
| 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 | 11,523 |
| Available-for-sale securities (fair market value) | $29,432,000 | 1,956 |
| Total debt securities | $29,223,000 | 4,277 |
| 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 | $28,056,000 | 4,744 |
| U.S. Government securities | $18,058,000 | 5,502 |
| U.S. Treasury securities | $6,004,000 | 5,111 |
| U.S. Government agency obligations | $12,054,000 | 4,870 |
| Securities issued by states & political subdivisions | $9,306,000 | 1,645 |
| Other domestic debt securities | $692,000 | 3,817 |
| Privately issued residential mortgage-backed securities | $692,000 | 1,460 |
| 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 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,103,000 | 2,981 |
| Mortgage-backed securities | $6,356,000 | 4,672 |
| Certificates of participation in pools of residential mortgages | $1,918,000 | 5,836 |
| Issued or guaranteed by U.S. | $1,918,000 | 5,788 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,438,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $3,746,000 | 2,918 |
| Privately issued | $692,000 | 1,147 |
| 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 | $28,056,000 | 4,619 |
| 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 | $26,780,000 | 4,897 |
| U.S. Government securities | $17,055,000 | 5,707 |
| U.S. Treasury securities | $5,885,000 | 5,258 |
| U.S. Government agency obligations | $11,170,000 | 5,142 |
| Securities issued by states & political subdivisions | $8,722,000 | 1,555 |
| Other domestic debt securities | $1,003,000 | 4,065 |
| Privately issued residential mortgage-backed securities | $1,003,000 | 1,774 |
| 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 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,673,000 | 3,670 |
| Mortgage-backed securities | $6,686,000 | 4,703 |
| Certificates of participation in pools of residential mortgages | $2,693,000 | 5,422 |
| Issued or guaranteed by U.S. | $2,693,000 | 5,364 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,993,000 | 2,989 |
| CMOs issued by government agencies or sponsored agencies | $2,990,000 | 3,167 |
| Privately issued | $1,003,000 | 1,443 |
| 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 | $26,780,000 | 4,813 |
| 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 |