Home > Alpine Capital Bank > Securities
Alpine Capital Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $27,074,000 | 3,295 |
| U.S. Government securities | $5,103,000 | 3,960 |
| U.S. Treasury securities | $5,103,000 | 1,812 |
| U.S. Government agency obligations | $0 | 4,259 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $18,312,000 | 744 |
| 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 | $18,312,000 | 429 |
| Foreign debt securities | $3,659,000 | 114 |
| 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 | $142,000 | 3,909 |
| Mortgage-backed securities | $0 | 3,879 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $27,074,000 | 3,041 |
| Total debt securities | $27,074,000 | 3,270 |
| 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 | $29,855,000 | 3,194 |
| U.S. Government securities | $5,096,000 | 3,979 |
| U.S. Treasury securities | $5,096,000 | 1,852 |
| U.S. Government agency obligations | $0 | 4,280 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $20,631,000 | 694 |
| 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 | $20,631,000 | 391 |
| Foreign debt securities | $4,128,000 | 114 |
| 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 | $136,000 | 3,927 |
| Mortgage-backed securities | $0 | 3,892 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $29,855,000 | 2,945 |
| Total debt securities | $29,855,000 | 3,173 |
| 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 | $33,612,000 | 3,122 |
| U.S. Government securities | $5,099,000 | 4,020 |
| U.S. Treasury securities | $5,099,000 | 1,887 |
| U.S. Government agency obligations | $0 | 4,313 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $23,170,000 | 655 |
| 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 | $23,170,000 | 364 |
| Foreign debt securities | $5,343,000 | 102 |
| 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 | $138,000 | 3,927 |
| Mortgage-backed securities | $0 | 3,920 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $33,612,000 | 2,874 |
| Total debt securities | $33,612,000 | 3,097 |
| 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 | $31,047,000 | 3,296 |
| U.S. Government securities | $348,000 | 4,438 |
| U.S. Treasury securities | $348,000 | 2,862 |
| U.S. Government agency obligations | $0 | 4,337 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $25,372,000 | 659 |
| 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 | $25,372,000 | 362 |
| Foreign debt securities | $5,327,000 | 87 |
| 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 | $348,000 | 3,888 |
| Mortgage-backed securities | $0 | 3,939 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $31,047,000 | 3,035 |
| Total debt securities | $31,047,000 | 3,272 |
| 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 | $34,052,000 | 3,227 |
| U.S. Government securities | $345,000 | 4,466 |
| U.S. Treasury securities | $345,000 | 2,903 |
| U.S. Government agency obligations | $0 | 4,362 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $27,668,000 | 641 |
| 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 | $27,668,000 | 353 |
| Foreign debt securities | $6,039,000 | 89 |
| 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 | $345,000 | 3,854 |
| Mortgage-backed securities | $0 | 3,973 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $34,052,000 | 2,973 |
| Total debt securities | $34,052,000 | 3,203 |
| 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 | $34,334,000 | 3,234 |
| U.S. Government securities | $342,000 | 4,507 |
| U.S. Treasury securities | $342,000 | 2,919 |
| U.S. Government agency obligations | $0 | 4,405 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $27,970,000 | 611 |
| 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 | $27,970,000 | 347 |
| Foreign debt securities | $6,022,000 | 87 |
| 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 | $342,000 | 3,875 |
| Mortgage-backed securities | $0 | 4,006 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $34,334,000 | 2,977 |
| Total debt securities | $34,334,000 | 3,211 |
| 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 | $36,104,000 | 3,214 |
| U.S. Government securities | $342,000 | 4,524 |
| U.S. Treasury securities | $342,000 | 2,883 |
| U.S. Government agency obligations | $0 | 4,450 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $30,880,000 | 537 |
| 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 | $30,880,000 | 326 |
| Foreign debt securities | $4,882,000 | 102 |
| 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 | $342,000 | 3,906 |
| Mortgage-backed securities | $0 | 4,060 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $36,104,000 | 2,977 |
| Total debt securities | $36,104,000 | 3,196 |
| 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 | $37,463,000 | 3,118 |
| U.S. Government securities | $343,000 | 4,505 |
| U.S. Treasury securities | $343,000 | 2,625 |
| U.S. Government agency obligations | $0 | 4,457 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $32,938,000 | 502 |
| 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 | $32,938,000 | 298 |
| Foreign debt securities | $4,182,000 | 103 |
| 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 | $343,000 | 3,930 |
| Mortgage-backed securities | $0 | 4,078 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $37,463,000 | 2,924 |
| Total debt securities | $37,463,000 | 3,102 |
| 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 | $40,364,000 | 2,960 |
| U.S. Government securities | $348,000 | 4,485 |
| U.S. Treasury securities | $348,000 | 2,162 |
| U.S. Government agency obligations | $0 | 4,476 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $35,488,000 | 470 |
| 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 | $35,488,000 | 270 |
| Foreign debt securities | $4,528,000 | 94 |
| 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 | $348,000 | 3,959 |
| Mortgage-backed securities | $0 | 4,098 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $40,364,000 | 2,795 |
| Total debt securities | $40,364,000 | 2,943 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $39,157,000 | 2,938 |
| U.S. Government securities | $349,000 | 4,531 |
| U.S. Treasury securities | $349,000 | 1,956 |
| U.S. Government agency obligations | $0 | 4,540 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $33,973,000 | 459 |
| 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 | $33,973,000 | 264 |
| Foreign debt securities | $4,835,000 | 88 |
| 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 | $349,000 | 3,987 |
| Mortgage-backed securities | $0 | 4,153 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $39,157,000 | 2,780 |
| Total debt securities | $39,157,000 | 2,918 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $51,791,000 | 2,512 |
| U.S. Government securities | $11,049,000 | 3,438 |
| U.S. Treasury securities | $11,049,000 | 720 |
| U.S. Government agency obligations | $0 | 4,577 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $34,683,000 | 436 |
| 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 | $34,683,000 | 247 |
| Foreign debt securities | $6,059,000 | 79 |
| 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 | $349,000 | 4,031 |
| Mortgage-backed securities | $0 | 4,171 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $51,791,000 | 2,367 |
| Total debt securities | $51,791,000 | 2,499 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $75,067,000 | 1,893 |
| U.S. Government securities | $36,048,000 | 1,983 |
| U.S. Treasury securities | $36,048,000 | 224 |
| U.S. Government agency obligations | $0 | 4,584 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $32,551,000 | 434 |
| 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 | $32,551,000 | 246 |
| Foreign debt securities | $6,468,000 | 79 |
| 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 | $350,000 | 4,048 |
| Mortgage-backed securities | $0 | 4,168 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $75,067,000 | 1,772 |
| Total debt securities | $75,067,000 | 1,872 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $75,178,000 | 1,772 |
| U.S. Government securities | $35,945,000 | 1,848 |
| U.S. Treasury securities | $35,945,000 | 179 |
| U.S. Government agency obligations | $0 | 4,582 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $31,797,000 | 411 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $31,797,000 | 234 |
| Foreign debt securities | $7,436,000 | 74 |
| 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 | $350,000 | 4,066 |
| Mortgage-backed securities | $0 | 4,176 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $75,178,000 | 1,658 |
| Total debt securities | $75,178,000 | 1,757 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $75,708,000 | 1,659 |
| U.S. Government securities | $35,945,000 | 1,790 |
| U.S. Treasury securities | $35,945,000 | 173 |
| U.S. Government agency obligations | $0 | 4,614 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $29,538,000 | 407 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $29,538,000 | 231 |
| Foreign debt securities | $10,225,000 | 66 |
| 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 | $350,000 | 4,092 |
| Mortgage-backed securities | $0 | 4,188 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $75,708,000 | 1,549 |
| Total debt securities | $75,708,000 | 1,644 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $95,062,000 | 1,357 |
| U.S. Government securities | $55,936,000 | 1,304 |
| U.S. Treasury securities | $55,936,000 | 138 |
| U.S. Government agency obligations | $0 | 4,647 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $28,360,000 | 415 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $28,360,000 | 235 |
| Foreign debt securities | $10,766,000 | 63 |
| 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 | $350,000 | 4,139 |
| Mortgage-backed securities | $0 | 4,205 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $95,062,000 | 1,252 |
| Total debt securities | $95,062,000 | 1,340 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $94,026,000 | 1,331 |
| U.S. Government securities | $55,595,000 | 1,312 |
| U.S. Treasury securities | $55,595,000 | 132 |
| U.S. Government agency obligations | $0 | 4,708 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $27,859,000 | 398 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $27,859,000 | 226 |
| Foreign debt securities | $10,572,000 | 61 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $0 | 4,242 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $94,026,000 | 1,234 |
| Total debt securities | $94,026,000 | 1,316 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $95,341,000 | 1,319 |
| U.S. Government securities | $55,814,000 | 1,336 |
| U.S. Treasury securities | $55,814,000 | 133 |
| U.S. Government agency obligations | $0 | 4,779 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $29,371,000 | 370 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $29,371,000 | 198 |
| Foreign debt securities | $10,156,000 | 57 |
| 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 | $330,000 | 4,242 |
| Mortgage-backed securities | $0 | 4,283 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $95,341,000 | 1,217 |
| Total debt securities | $95,341,000 | 1,307 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $73,818,000 | 1,592 |
| U.S. Government securities | $36,285,000 | 1,837 |
| U.S. Treasury securities | $35,785,000 | 187 |
| U.S. Government agency obligations | $500,000 | 4,679 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $27,384,000 | 371 |
| Privately issued residential mortgage-backed securities | $603,000 | 453 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $26,781,000 | 208 |
| Foreign debt securities | $10,149,000 | 57 |
| 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 | $330,000 | 4,309 |
| Mortgage-backed securities | $1,103,000 | 3,814 |
| Certificates of participation in pools of residential mortgages | $465,000 | 3,770 |
| Issued or guaranteed by U.S. | $465,000 | 3,692 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $638,000 | 2,533 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 2,797 |
| Privately issued | $603,000 | 261 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $73,818,000 | 1,474 |
| Total debt securities | $73,818,000 | 1,578 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $59,049,000 | 1,867 |
| U.S. Government securities | $25,760,000 | 2,307 |
| U.S. Treasury securities | $25,235,000 | 237 |
| U.S. Government agency obligations | $525,000 | 4,726 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $25,032,000 | 360 |
| Privately issued residential mortgage-backed securities | $606,000 | 412 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $24,426,000 | 222 |
| Foreign debt securities | $8,257,000 | 66 |
| 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 | $330,000 | 4,353 |
| Mortgage-backed securities | $1,131,000 | 3,807 |
| Certificates of participation in pools of residential mortgages | $488,000 | 3,773 |
| Issued or guaranteed by U.S. | $488,000 | 3,703 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $643,000 | 2,525 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 2,797 |
| Privately issued | $606,000 | 266 |
| 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) | $59,049,000 | 1,738 |
| Total debt securities | $59,049,000 | 1,851 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $58,321,000 | 1,917 |
| U.S. Government securities | $25,789,000 | 2,335 |
| U.S. Treasury securities | $25,249,000 | 239 |
| U.S. Government agency obligations | $540,000 | 4,781 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $23,850,000 | 370 |
| Privately issued residential mortgage-backed securities | $605,000 | 418 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $23,245,000 | 226 |
| Foreign debt securities | $8,682,000 | 71 |
| 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 | $330,000 | 4,404 |
| Mortgage-backed securities | $1,145,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $502,000 | 3,801 |
| Issued or guaranteed by U.S. | $502,000 | 3,718 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $643,000 | 2,535 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 2,812 |
| Privately issued | $605,000 | 272 |
| 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) | $58,321,000 | 1,776 |
| Total debt securities | $58,321,000 | 1,902 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $49,818,000 | 2,195 |
| U.S. Government securities | $15,772,000 | 3,005 |
| U.S. Treasury securities | $15,219,000 | 338 |
| U.S. Government agency obligations | $553,000 | 4,821 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $25,916,000 | 334 |
| Privately issued residential mortgage-backed securities | $621,000 | 390 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $25,295,000 | 207 |
| Foreign debt securities | $8,130,000 | 73 |
| 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 | $327,000 | 4,454 |
| Mortgage-backed securities | $1,174,000 | 3,846 |
| Certificates of participation in pools of residential mortgages | $515,000 | 3,822 |
| Issued or guaranteed by U.S. | $515,000 | 3,756 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $659,000 | 2,541 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 2,832 |
| Privately issued | $621,000 | 274 |
| 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) | $49,818,000 | 2,019 |
| Total debt securities | $49,818,000 | 2,176 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $31,992,000 | 2,916 |
| U.S. Government securities | $910,000 | 4,962 |
| U.S. Treasury securities | $328,000 | 1,438 |
| U.S. Government agency obligations | $582,000 | 4,894 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $24,734,000 | 340 |
| Privately issued residential mortgage-backed securities | $684,000 | 330 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $24,050,000 | 214 |
| Foreign debt securities | $6,348,000 | 76 |
| 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 | $328,000 | 4,515 |
| Mortgage-backed securities | $1,266,000 | 3,867 |
| Certificates of participation in pools of residential mortgages | $543,000 | 3,860 |
| Issued or guaranteed by U.S. | $543,000 | 3,835 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $723,000 | 2,516 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 2,841 |
| Privately issued | $684,000 | 266 |
| 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) | $31,992,000 | 2,701 |
| Total debt securities | $31,992,000 | 2,899 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $31,564,000 | 2,984 |
| U.S. Government securities | $934,000 | 5,007 |
| U.S. Treasury securities | $329,000 | 1,408 |
| U.S. Government agency obligations | $605,000 | 4,933 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $22,551,000 | 389 |
| Privately issued residential mortgage-backed securities | $719,000 | 545 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $21,832,000 | 231 |
| Foreign debt securities | $8,079,000 | 68 |
| 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 | $329,000 | 4,565 |
| Mortgage-backed securities | $1,324,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $564,000 | 3,905 |
| Issued or guaranteed by U.S. | $564,000 | 3,744 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $760,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 2,857 |
| Privately issued | $719,000 | 274 |
| 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) | $31,564,000 | 2,758 |
| Total debt securities | $31,564,000 | 2,962 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $33,046,000 | 2,938 |
| U.S. Government securities | $958,000 | 5,071 |
| U.S. Treasury securities | $330,000 | 1,355 |
| U.S. Government agency obligations | $628,000 | 5,005 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $24,642,000 | 339 |
| Privately issued residential mortgage-backed securities | $764,000 | 303 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $23,878,000 | 218 |
| Foreign debt securities | $7,446,000 | 74 |
| 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 | $330,000 | 4,631 |
| Mortgage-backed securities | $1,392,000 | 3,909 |
| Certificates of participation in pools of residential mortgages | $585,000 | 3,942 |
| Issued or guaranteed by U.S. | $585,000 | 3,934 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $807,000 | 2,509 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 2,856 |
| Privately issued | $764,000 | 282 |
| 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) | $33,046,000 | 2,709 |
| Total debt securities | $33,046,000 | 2,919 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $31,493,000 | 3,056 |
| U.S. Government securities | $989,000 | 5,111 |
| U.S. Treasury securities | $331,000 | 1,261 |
| U.S. Government agency obligations | $658,000 | 5,052 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $22,272,000 | 355 |
| Privately issued residential mortgage-backed securities | $777,000 | 299 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $21,495,000 | 242 |
| Foreign debt securities | $8,232,000 | 70 |
| 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 | $331,000 | 4,710 |
| Mortgage-backed securities | $1,435,000 | 3,942 |
| Certificates of participation in pools of residential mortgages | $610,000 | 3,973 |
| Issued or guaranteed by U.S. | $610,000 | 3,966 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $825,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 2,856 |
| Privately issued | $777,000 | 280 |
| 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) | $31,493,000 | 2,823 |
| Total debt securities | $31,493,000 | 3,039 |
| 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 | $31,948,000 | 3,067 |
| U.S. Government securities | $1,008,000 | 5,147 |
| U.S. Treasury securities | $333,000 | 1,239 |
| U.S. Government agency obligations | $675,000 | 5,104 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $23,179,000 | 350 |
| Privately issued residential mortgage-backed securities | $811,000 | 303 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $22,368,000 | 245 |
| Foreign debt securities | $7,761,000 | 75 |
| 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 | $333,000 | 4,760 |
| Mortgage-backed securities | $1,486,000 | 3,974 |
| Certificates of participation in pools of residential mortgages | $622,000 | 4,013 |
| Issued or guaranteed by U.S. | $622,000 | 4,008 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $864,000 | 2,479 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 2,879 |
| Privately issued | $811,000 | 284 |
| 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) | $31,948,000 | 2,822 |
| Total debt securities | $31,948,000 | 3,043 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $33,010,000 | 3,055 |
| U.S. Government securities | $1,048,000 | 5,184 |
| U.S. Treasury securities | $333,000 | 1,271 |
| U.S. Government agency obligations | $715,000 | 5,144 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $23,953,000 | 353 |
| Privately issued residential mortgage-backed securities | $821,000 | 313 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $23,132,000 | 247 |
| Foreign debt securities | $8,009,000 | 79 |
| 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 | $333,000 | 4,807 |
| Mortgage-backed securities | $1,536,000 | 4,008 |
| Certificates of participation in pools of residential mortgages | $657,000 | 4,038 |
| Issued or guaranteed by U.S. | $657,000 | 4,032 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $879,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 2,897 |
| Privately issued | $821,000 | 292 |
| 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) | $33,010,000 | 2,808 |
| Total debt securities | $33,010,000 | 3,030 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $33,523,000 | 3,060 |
| U.S. Government securities | $1,074,000 | 5,254 |
| U.S. Treasury securities | $335,000 | 1,306 |
| U.S. Government agency obligations | $739,000 | 5,214 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $24,698,000 | 366 |
| Privately issued residential mortgage-backed securities | $838,000 | 339 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $23,860,000 | 245 |
| Foreign debt securities | $7,751,000 | 81 |
| 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 | $335,000 | 4,864 |
| Mortgage-backed securities | $1,577,000 | 4,069 |
| Certificates of participation in pools of residential mortgages | $677,000 | 4,091 |
| Issued or guaranteed by U.S. | $677,000 | 4,087 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $900,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 2,936 |
| Privately issued | $838,000 | 319 |
| 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) | $33,523,000 | 2,806 |
| Total debt securities | $33,523,000 | 3,039 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $32,290,000 | 3,090 |
| U.S. Government securities | $1,108,000 | 5,287 |
| U.S. Treasury securities | $336,000 | 1,283 |
| U.S. Government agency obligations | $772,000 | 5,245 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $24,695,000 | 350 |
| Privately issued residential mortgage-backed securities | $849,000 | 352 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $23,846,000 | 239 |
| Foreign debt securities | $6,487,000 | 87 |
| 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 | $336,000 | 4,911 |
| Mortgage-backed securities | $1,621,000 | 4,090 |
| Certificates of participation in pools of residential mortgages | $705,000 | 4,106 |
| Issued or guaranteed by U.S. | $705,000 | 4,100 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $916,000 | 2,533 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 2,934 |
| Privately issued | $849,000 | 330 |
| 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) | $32,290,000 | 2,840 |
| Total debt securities | $32,290,000 | 3,070 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $31,628,000 | 3,124 |
| U.S. Government securities | $1,137,000 | 5,323 |
| U.S. Treasury securities | $339,000 | 1,128 |
| U.S. Government agency obligations | $798,000 | 5,298 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $24,718,000 | 351 |
| Privately issued residential mortgage-backed securities | $894,000 | 346 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $23,824,000 | 237 |
| Foreign debt securities | $5,773,000 | 87 |
| 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 | $339,000 | 4,984 |
| Mortgage-backed securities | $1,692,000 | 4,115 |
| Certificates of participation in pools of residential mortgages | $724,000 | 4,145 |
| Issued or guaranteed by U.S. | $724,000 | 4,142 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $968,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 2,960 |
| Privately issued | $894,000 | 328 |
| 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) | $31,628,000 | 2,864 |
| Total debt securities | $31,628,000 | 3,107 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $34,026,000 | 3,060 |
| U.S. Government securities | $1,182,000 | 5,413 |
| U.S. Treasury securities | $341,000 | 1,165 |
| U.S. Government agency obligations | $841,000 | 5,400 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $27,067,000 | 333 |
| Privately issued residential mortgage-backed securities | $946,000 | 352 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $26,121,000 | 222 |
| Foreign debt securities | $5,777,000 | 85 |
| 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 | $341,000 | 5,077 |
| Mortgage-backed securities | $1,787,000 | 4,128 |
| Certificates of participation in pools of residential mortgages | $762,000 | 4,182 |
| Issued or guaranteed by U.S. | $762,000 | 4,177 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,025,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 2,979 |
| Privately issued | $946,000 | 331 |
| 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) | $34,026,000 | 2,799 |
| Total debt securities | $34,026,000 | 3,038 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $34,069,000 | 3,110 |
| U.S. Government securities | $1,209,000 | 5,495 |
| U.S. Treasury securities | $340,000 | 1,205 |
| U.S. Government agency obligations | $869,000 | 5,471 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $27,103,000 | 331 |
| Privately issued residential mortgage-backed securities | $981,000 | 350 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $26,122,000 | 223 |
| Foreign debt securities | $5,757,000 | 84 |
| 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 | $340,000 | 5,133 |
| Mortgage-backed securities | $1,850,000 | 4,152 |
| Certificates of participation in pools of residential mortgages | $783,000 | 4,206 |
| Issued or guaranteed by U.S. | $783,000 | 4,202 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,067,000 | 2,525 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,001 |
| Privately issued | $981,000 | 331 |
| 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) | $34,069,000 | 2,832 |
| Total debt securities | $34,069,000 | 3,088 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $34,945,000 | 3,095 |
| U.S. Government securities | $902,000 | 5,626 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $902,000 | 5,530 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $27,302,000 | 323 |
| Privately issued residential mortgage-backed securities | $1,029,000 | 343 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $26,273,000 | 219 |
| Foreign debt securities | $6,741,000 | 76 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $1,931,000 | 4,143 |
| Certificates of participation in pools of residential mortgages | $810,000 | 4,224 |
| Issued or guaranteed by U.S. | $810,000 | 4,221 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,121,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 3,029 |
| Privately issued | $1,029,000 | 325 |
| 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) | $34,945,000 | 2,819 |
| Total debt securities | $34,945,000 | 3,076 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $35,994,000 | 3,072 |
| U.S. Government securities | $1,623,000 | 5,568 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,623,000 | 5,475 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $27,602,000 | 322 |
| Privately issued residential mortgage-backed securities | $1,075,000 | 339 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $26,527,000 | 216 |
| Foreign debt securities | $6,769,000 | 80 |
| 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 | $681,000 | 5,128 |
| Mortgage-backed securities | $2,017,000 | 4,185 |
| Certificates of participation in pools of residential mortgages | $842,000 | 4,273 |
| Issued or guaranteed by U.S. | $842,000 | 4,268 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,175,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 3,067 |
| Privately issued | $1,075,000 | 320 |
| 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) | $35,994,000 | 2,804 |
| Total debt securities | $35,994,000 | 3,047 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $37,707,000 | 3,025 |
| U.S. Government securities | $1,669,000 | 5,641 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,669,000 | 5,542 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $29,270,000 | 304 |
| Privately issued residential mortgage-backed securities | $1,114,000 | 349 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $19,000 | 238 |
| Other domestic debt securities - All other | $28,137,000 | 202 |
| Foreign debt securities | $6,768,000 | 84 |
| 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 | $683,000 | 5,169 |
| Mortgage-backed securities | $2,100,000 | 4,239 |
| Certificates of participation in pools of residential mortgages | $878,000 | 4,335 |
| Issued or guaranteed by U.S. | $878,000 | 4,331 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,222,000 | 2,595 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 3,097 |
| Privately issued | $1,114,000 | 330 |
| 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) | $37,707,000 | 2,767 |
| Total debt securities | $37,707,000 | 3,001 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $36,240,000 | 3,168 |
| U.S. Government securities | $1,701,000 | 5,719 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,701,000 | 5,624 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $28,501,000 | 311 |
| Privately issued residential mortgage-backed securities | $1,173,000 | 369 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $18,000 | 232 |
| Other domestic debt securities - All other | $27,310,000 | 207 |
| Foreign debt securities | $6,038,000 | 87 |
| 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 | $678,000 | 5,236 |
| Mortgage-backed securities | $2,196,000 | 4,288 |
| Certificates of participation in pools of residential mortgages | $904,000 | 4,385 |
| Issued or guaranteed by U.S. | $904,000 | 4,379 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,292,000 | 2,604 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 3,120 |
| Privately issued | $1,173,000 | 349 |
| 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) | $36,240,000 | 2,893 |
| Total debt securities | $36,240,000 | 3,140 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $34,068,000 | 3,314 |
| U.S. Government securities | $2,261,000 | 5,695 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,261,000 | 5,601 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $26,076,000 | 322 |
| Privately issued residential mortgage-backed securities | $1,163,000 | 379 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $67,000 | 227 |
| Other domestic debt securities - All other | $24,846,000 | 223 |
| Foreign debt securities | $5,731,000 | 76 |
| 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 | $687,000 | 5,315 |
| Mortgage-backed securities | $2,235,000 | 4,360 |
| Certificates of participation in pools of residential mortgages | $944,000 | 4,450 |
| Issued or guaranteed by U.S. | $944,000 | 4,443 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,291,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 3,159 |
| Privately issued | $1,163,000 | 357 |
| 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) | $34,068,000 | 3,020 |
| Total debt securities | $34,068,000 | 3,289 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $35,102,000 | 3,345 |
| U.S. Government securities | $2,309,000 | 5,775 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,309,000 | 5,683 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $27,041,000 | 321 |
| Privately issued residential mortgage-backed securities | $1,208,000 | 393 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $59,000 | 245 |
| Other domestic debt securities - All other | $25,774,000 | 217 |
| Foreign debt securities | $5,752,000 | 76 |
| 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 | $690,000 | 5,389 |
| Mortgage-backed securities | $2,321,000 | 4,428 |
| Certificates of participation in pools of residential mortgages | $973,000 | 4,521 |
| Issued or guaranteed by U.S. | $973,000 | 4,518 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,348,000 | 2,681 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 3,199 |
| Privately issued | $1,208,000 | 375 |
| 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) | $35,102,000 | 3,046 |
| Total debt securities | $35,102,000 | 3,321 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $35,410,000 | 3,356 |
| U.S. Government securities | $2,356,000 | 5,834 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,356,000 | 5,735 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $27,574,000 | 333 |
| Privately issued residential mortgage-backed securities | $1,249,000 | 394 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $123,000 | 246 |
| Other domestic debt securities - All other | $26,202,000 | 224 |
| Foreign debt securities | $5,480,000 | 77 |
| 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 | $692,000 | 5,439 |
| Mortgage-backed securities | $2,404,000 | 4,470 |
| Certificates of participation in pools of residential mortgages | $1,004,000 | 4,551 |
| Issued or guaranteed by U.S. | $1,004,000 | 4,549 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,400,000 | 2,695 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 3,230 |
| Privately issued | $1,249,000 | 378 |
| 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) | $35,410,000 | 3,063 |
| Total debt securities | $35,410,000 | 3,329 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $36,008,000 | 3,347 |
| U.S. Government securities | $2,395,000 | 5,876 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,395,000 | 5,781 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $28,879,000 | 330 |
| Privately issued residential mortgage-backed securities | $1,264,000 | 409 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $117,000 | 251 |
| Other domestic debt securities - All other | $27,498,000 | 231 |
| Foreign debt securities | $4,734,000 | 89 |
| 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 | $694,000 | 5,480 |
| Mortgage-backed securities | $2,454,000 | 4,486 |
| Certificates of participation in pools of residential mortgages | $1,023,000 | 4,577 |
| Issued or guaranteed by U.S. | $1,023,000 | 4,573 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,431,000 | 2,692 |
| CMOs issued by government agencies or sponsored agencies | $167,000 | 3,238 |
| Privately issued | $1,264,000 | 392 |
| 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) | $36,008,000 | 3,061 |
| Total debt securities | $36,008,000 | 3,322 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $31,533,000 | 3,595 |
| U.S. Government securities | $2,449,000 | 5,913 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,449,000 | 5,814 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $24,187,000 | 394 |
| Privately issued residential mortgage-backed securities | $1,310,000 | 434 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $183,000 | 264 |
| Other domestic debt securities - All other | $22,694,000 | 262 |
| Foreign debt securities | $4,897,000 | 87 |
| 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 | $695,000 | 5,546 |
| Mortgage-backed securities | $2,550,000 | 4,485 |
| Certificates of participation in pools of residential mortgages | $1,063,000 | 4,588 |
| Issued or guaranteed by U.S. | $1,063,000 | 4,583 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,487,000 | 2,664 |
| CMOs issued by government agencies or sponsored agencies | $177,000 | 3,238 |
| Privately issued | $1,310,000 | 414 |
| 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) | $31,533,000 | 3,295 |
| Total debt securities | $31,533,000 | 3,567 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| 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 | $31,983,000 | 3,579 |
| U.S. Government securities | $2,532,000 | 5,953 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,532,000 | 5,854 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $24,642,000 | 393 |
| Privately issued residential mortgage-backed securities | $1,406,000 | 451 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $182,000 | 281 |
| Other domestic debt securities - All other | $23,054,000 | 264 |
| Foreign debt securities | $4,809,000 | 95 |
| 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 | $1,202,000 | 5,381 |
| Mortgage-backed securities | $2,723,000 | 4,482 |
| Certificates of participation in pools of residential mortgages | $1,124,000 | 4,595 |
| Issued or guaranteed by U.S. | $1,124,000 | 4,591 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,599,000 | 2,644 |
| CMOs issued by government agencies or sponsored agencies | $193,000 | 3,255 |
| Privately issued | $1,406,000 | 432 |
| 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) | $31,983,000 | 3,291 |
| Total debt securities | $31,983,000 | 3,546 |
| 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 | $29,205,000 | 3,761 |
| U.S. Government securities | $2,618,000 | 5,956 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,618,000 | 5,856 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $18,870,000 | 471 |
| Privately issued residential mortgage-backed securities | $1,446,000 | 463 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $195,000 | 281 |
| Other domestic debt securities - All other | $17,229,000 | 328 |
| Foreign debt securities | $7,717,000 | 76 |
| 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 | $1,177,000 | 5,412 |
| Mortgage-backed securities | $2,847,000 | 4,470 |
| Certificates of participation in pools of residential mortgages | $1,184,000 | 4,556 |
| Issued or guaranteed by U.S. | $1,184,000 | 4,552 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,663,000 | 2,668 |
| CMOs issued by government agencies or sponsored agencies | $217,000 | 3,253 |
| Privately issued | $1,446,000 | 443 |
| 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) | $29,205,000 | 3,463 |
| Total debt securities | $29,205,000 | 3,731 |
| 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 | $35,317,000 | 3,404 |
| U.S. Government securities | $2,702,000 | 5,975 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,702,000 | 5,869 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $23,835,000 | 414 |
| Privately issued residential mortgage-backed securities | $1,492,000 | 480 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $175,000 | 284 |
| Other domestic debt securities - All other | $22,168,000 | 272 |
| Foreign debt securities | $8,780,000 | 72 |
| 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 | $1,227,000 | 5,452 |
| Mortgage-backed securities | $2,968,000 | 4,495 |
| Certificates of participation in pools of residential mortgages | $1,218,000 | 4,585 |
| Issued or guaranteed by U.S. | $1,218,000 | 4,583 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,750,000 | 2,698 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 3,259 |
| Privately issued | $1,492,000 | 463 |
| 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) | $35,317,000 | 3,150 |
| Total debt securities | $35,317,000 | 3,371 |
| 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 | $37,512,000 | 3,219 |
| U.S. Government securities | $2,774,000 | 5,993 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,774,000 | 5,888 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $25,610,000 | 376 |
| Privately issued residential mortgage-backed securities | $1,512,000 | 499 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $244,000 | 274 |
| Other domestic debt securities - All other | $23,854,000 | 249 |
| Foreign debt securities | $9,128,000 | 71 |
| 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 | $1,217,000 | 5,491 |
| Mortgage-backed securities | $3,057,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $1,252,000 | 4,603 |
| Issued or guaranteed by U.S. | $1,252,000 | 4,602 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,805,000 | 2,728 |
| CMOs issued by government agencies or sponsored agencies | $293,000 | 3,280 |
| Privately issued | $1,512,000 | 483 |
| 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) | $37,512,000 | 2,977 |
| Total debt securities | $37,512,000 | 3,187 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $40,556,000 | 3,100 |
| U.S. Government securities | $2,328,000 | 6,210 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,328,000 | 6,118 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $28,090,000 | 363 |
| Privately issued residential mortgage-backed securities | $1,957,000 | 495 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $191,000 | 288 |
| Other domestic debt securities - All other | $25,942,000 | 243 |
| Foreign debt securities | $10,138,000 | 68 |
| 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 | $1,228,000 | 5,561 |
| Mortgage-backed securities | $3,581,000 | 4,509 |
| Certificates of participation in pools of residential mortgages | $1,281,000 | 4,707 |
| Issued or guaranteed by U.S. | $1,281,000 | 4,705 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,300,000 | 2,674 |
| CMOs issued by government agencies or sponsored agencies | $343,000 | 3,322 |
| Privately issued | $1,957,000 | 476 |
| 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) | $40,556,000 | 2,869 |
| Total debt securities | $40,556,000 | 3,078 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $42,187,000 | 3,032 |
| U.S. Government securities | $2,411,000 | 6,300 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,411,000 | 6,207 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $29,165,000 | 352 |
| Privately issued residential mortgage-backed securities | $1,931,000 | 524 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $223,000 | 279 |
| Other domestic debt securities - All other | $27,011,000 | 232 |
| Foreign debt securities | $10,611,000 | 60 |
| 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 | $1,209,000 | 5,628 |
| Mortgage-backed securities | $3,639,000 | 4,535 |
| Certificates of participation in pools of residential mortgages | $1,325,000 | 4,722 |
| Issued or guaranteed by U.S. | $1,325,000 | 4,720 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,314,000 | 2,688 |
| CMOs issued by government agencies or sponsored agencies | $383,000 | 3,302 |
| Privately issued | $1,931,000 | 505 |
| 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) | $42,187,000 | 2,796 |
| Total debt securities | $42,187,000 | 3,007 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $43,537,000 | 2,977 |
| U.S. Government securities | $2,539,000 | 6,343 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,539,000 | 6,244 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $30,852,000 | 335 |
| Privately issued residential mortgage-backed securities | $2,057,000 | 542 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $223,000 | 282 |
| Other domestic debt securities - All other | $28,572,000 | 217 |
| Foreign debt securities | $10,146,000 | 60 |
| 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 | $1,235,000 | 5,652 |
| Mortgage-backed securities | $3,897,000 | 4,501 |
| Certificates of participation in pools of residential mortgages | $1,382,000 | 4,714 |
| Issued or guaranteed by U.S. | $1,382,000 | 4,711 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,515,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $458,000 | 3,278 |
| Privately issued | $2,057,000 | 523 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $43,537,000 | 2,740 |
| Total debt securities | $43,537,000 | 2,953 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $41,117,000 | 3,018 |
| U.S. Government securities | $2,718,000 | 6,343 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,718,000 | 6,247 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $28,351,000 | 373 |
| Privately issued residential mortgage-backed securities | $2,124,000 | 593 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $333,000 | 232 |
| Other domestic debt securities - All other | $25,894,000 | 218 |
| Foreign debt securities | $10,048,000 | 50 |
| 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 | $1,256,000 | 5,385 |
| Mortgage-backed securities | $4,145,000 | 4,386 |
| Certificates of participation in pools of residential mortgages | $1,403,000 | 4,648 |
| Issued or guaranteed by U.S. | $1,403,000 | 4,641 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,742,000 | 2,560 |
| CMOs issued by government agencies or sponsored agencies | $618,000 | 3,056 |
| Privately issued | $2,124,000 | 566 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $41,117,000 | 2,770 |
| Total debt securities | $41,117,000 | 3,000 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $38,893,000 | 3,064 |
| U.S. Government securities | $2,239,000 | 6,488 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,239,000 | 6,385 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $27,146,000 | 379 |
| Privately issued residential mortgage-backed securities | $2,445,000 | 598 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $300,000 | 244 |
| Other domestic debt securities - All other | $24,401,000 | 216 |
| Foreign debt securities | $9,508,000 | 53 |
| 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 | $613,000 | 5,667 |
| Mortgage-backed securities | $4,684,000 | 4,261 |
| Certificates of participation in pools of residential mortgages | $1,444,000 | 4,623 |
| Issued or guaranteed by U.S. | $1,444,000 | 4,611 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,240,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $795,000 | 2,963 |
| Privately issued | $2,445,000 | 565 |
| 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) | $38,893,000 | 2,804 |
| Total debt securities | $38,893,000 | 3,039 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $39,749,000 | 3,025 |
| U.S. Government securities | $3,169,000 | 6,407 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,169,000 | 6,293 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $27,422,000 | 373 |
| Privately issued residential mortgage-backed securities | $2,894,000 | 577 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $476,000 | 230 |
| Other domestic debt securities - All other | $24,052,000 | 199 |
| Foreign debt securities | $9,158,000 | 53 |
| 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 | $1,267,000 | 5,421 |
| Mortgage-backed securities | $5,358,000 | 4,080 |
| Certificates of participation in pools of residential mortgages | $1,477,000 | 4,602 |
| Issued or guaranteed by U.S. | $1,477,000 | 4,594 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,881,000 | 2,247 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 2,835 |
| Privately issued | $2,894,000 | 547 |
| 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) | $39,749,000 | 2,761 |
| Total debt securities | $39,749,000 | 3,000 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $38,472,000 | 3,063 |
| U.S. Government securities | $3,431,000 | 6,382 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,431,000 | 6,258 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $27,170,000 | 383 |
| Privately issued residential mortgage-backed securities | $3,412,000 | 564 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $456,000 | 226 |
| Other domestic debt securities - All other | $23,302,000 | 211 |
| Foreign debt securities | $7,871,000 | 52 |
| 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 | $1,409,000 | 5,411 |
| Mortgage-backed securities | $6,136,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $1,518,000 | 4,542 |
| Issued or guaranteed by U.S. | $1,518,000 | 4,534 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,618,000 | 2,058 |
| CMOs issued by government agencies or sponsored agencies | $1,206,000 | 2,670 |
| Privately issued | $3,412,000 | 539 |
| 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) | $38,472,000 | 2,786 |
| Total debt securities | $38,472,000 | 3,040 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $38,030,000 | 3,003 |
| U.S. Government securities | $3,871,000 | 6,198 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,871,000 | 6,072 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $27,794,000 | 409 |
| Privately issued residential mortgage-backed securities | $4,053,000 | 560 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $485,000 | 222 |
| Other domestic debt securities - All other | $23,256,000 | 208 |
| Foreign debt securities | $6,365,000 | 48 |
| 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 | $1,382,000 | 5,461 |
| Mortgage-backed securities | $7,214,000 | 3,601 |
| Certificates of participation in pools of residential mortgages | $1,587,000 | 4,425 |
| Issued or guaranteed by U.S. | $1,587,000 | 4,420 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,627,000 | 1,899 |
| CMOs issued by government agencies or sponsored agencies | $1,574,000 | 2,517 |
| Privately issued | $4,053,000 | 533 |
| 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) | $38,030,000 | 2,729 |
| Total debt securities | $38,030,000 | 2,982 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $38,570,000 | 2,932 |
| U.S. Government securities | $4,765,000 | 5,967 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,765,000 | 5,839 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $28,388,000 | 397 |
| Privately issued residential mortgage-backed securities | $5,328,000 | 546 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $485,000 | 252 |
| Other domestic debt securities - All other | $22,575,000 | 201 |
| Foreign debt securities | $5,417,000 | 50 |
| 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 | $1,337,000 | 5,556 |
| Mortgage-backed securities | $9,378,000 | 3,243 |
| Certificates of participation in pools of residential mortgages | $1,632,000 | 4,384 |
| Issued or guaranteed by U.S. | $1,632,000 | 4,377 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,746,000 | 1,662 |
| CMOs issued by government agencies or sponsored agencies | $2,418,000 | 2,230 |
| Privately issued | $5,328,000 | 522 |
| 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) | $38,570,000 | 2,649 |
| Total debt securities | $38,570,000 | 2,909 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $39,867,000 | 2,851 |
| U.S. Government securities | $5,687,000 | 5,867 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,687,000 | 5,757 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $30,291,000 | 375 |
| Privately issued residential mortgage-backed securities | $5,668,000 | 562 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $487,000 | 255 |
| Other domestic debt securities - All other | $24,136,000 | 185 |
| Foreign debt securities | $3,889,000 | 53 |
| 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 | $1,302,000 | 5,626 |
| Mortgage-backed securities | $10,642,000 | 3,057 |
| Certificates of participation in pools of residential mortgages | $1,684,000 | 4,422 |
| Issued or guaranteed by U.S. | $1,684,000 | 4,413 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $8,958,000 | 1,495 |
| CMOs issued by government agencies or sponsored agencies | $3,290,000 | 1,930 |
| Privately issued | $5,668,000 | 540 |
| 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) | $39,867,000 | 2,554 |
| Total debt securities | $39,867,000 | 2,826 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $1,998,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $38,352,000 | 2,952 |
| U.S. Government securities | $6,907,000 | 5,652 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,907,000 | 5,542 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $29,253,000 | 396 |
| Privately issued residential mortgage-backed securities | $5,435,000 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $484,000 | 262 |
| Other domestic debt securities - All other | $23,334,000 | 186 |
| Foreign debt securities | $2,192,000 | 62 |
| 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 | $1,356,000 | 5,676 |
| Mortgage-backed securities | $11,627,000 | 3,006 |
| Certificates of participation in pools of residential mortgages | $1,729,000 | 4,531 |
| Issued or guaranteed by U.S. | $1,729,000 | 4,522 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,898,000 | 1,375 |
| CMOs issued by government agencies or sponsored agencies | $4,463,000 | 1,680 |
| Privately issued | $5,435,000 | 578 |
| 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) | $38,352,000 | 2,647 |
| Total debt securities | $38,352,000 | 2,929 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $5,353,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $39,594,000 | 2,878 |
| U.S. Government securities | $8,192,000 | 5,333 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,192,000 | 5,236 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $29,193,000 | 418 |
| Privately issued residential mortgage-backed securities | $5,924,000 | 607 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $1,234,000 | 198 |
| Other domestic debt securities - All other | $22,035,000 | 192 |
| Foreign debt securities | $2,209,000 | 59 |
| 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 | $1,313,000 | 5,756 |
| Mortgage-backed securities | $13,415,000 | 2,866 |
| Certificates of participation in pools of residential mortgages | $1,793,000 | 4,587 |
| Issued or guaranteed by U.S. | $1,793,000 | 4,580 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $11,622,000 | 1,270 |
| CMOs issued by government agencies or sponsored agencies | $5,698,000 | 1,491 |
| Privately issued | $5,924,000 | 584 |
| 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) | $39,594,000 | 2,564 |
| Total debt securities | $39,594,000 | 2,861 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $5,564,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $37,144,000 | 3,017 |
| U.S. Government securities | $6,296,000 | 5,811 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,296,000 | 5,723 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $27,833,000 | 458 |
| Privately issued residential mortgage-backed securities | $6,391,000 | 630 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $838,000 | 245 |
| Other domestic debt securities - All other | $20,604,000 | 216 |
| Foreign debt securities | $3,015,000 | 57 |
| 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 | $602,000 | 6,102 |
| Mortgage-backed securities | $12,687,000 | 2,984 |
| Certificates of participation in pools of residential mortgages | $1,846,000 | 4,658 |
| Issued or guaranteed by U.S. | $1,846,000 | 4,650 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $10,841,000 | 1,311 |
| CMOs issued by government agencies or sponsored agencies | $4,450,000 | 1,619 |
| Privately issued | $6,391,000 | 605 |
| 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) | $37,144,000 | 2,694 |
| Total debt securities | $37,144,000 | 2,991 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $5,784,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $38,577,000 | 2,878 |
| U.S. Government securities | $7,121,000 | 5,603 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,121,000 | 5,519 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $28,448,000 | 476 |
| Privately issued residential mortgage-backed securities | $6,982,000 | 615 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $826,000 | 264 |
| Other domestic debt securities - All other | $20,640,000 | 237 |
| Foreign debt securities | $3,008,000 | 56 |
| 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 | $605,000 | 6,135 |
| Mortgage-backed securities | $14,103,000 | 2,860 |
| Certificates of participation in pools of residential mortgages | $1,909,000 | 4,690 |
| Issued or guaranteed by U.S. | $1,909,000 | 4,676 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $12,194,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $5,212,000 | 1,485 |
| Privately issued | $6,982,000 | 590 |
| 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) | $38,577,000 | 2,564 |
| Total debt securities | $38,577,000 | 2,848 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $5,701,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $37,728,000 | 2,928 |
| U.S. Government securities | $7,967,000 | 5,517 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,967,000 | 5,434 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $27,957,000 | 456 |
| Privately issued residential mortgage-backed securities | $7,272,000 | 615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,685,000 | 218 |
| Foreign debt securities | $1,804,000 | 56 |
| 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 | $611,000 | 6,170 |
| Mortgage-backed securities | $15,239,000 | 2,800 |
| Certificates of participation in pools of residential mortgages | $1,983,000 | 4,762 |
| Issued or guaranteed by U.S. | $1,983,000 | 4,748 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,256,000 | 1,168 |
| CMOs issued by government agencies or sponsored agencies | $5,984,000 | 1,394 |
| Privately issued | $7,272,000 | 587 |
| 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) | $37,728,000 | 2,610 |
| Total debt securities | $37,728,000 | 2,899 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $7,560,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $39,690,000 | 2,789 |
| U.S. Government securities | $8,990,000 | 5,362 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,990,000 | 5,280 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $29,381,000 | 428 |
| Privately issued residential mortgage-backed securities | $8,249,000 | 559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,132,000 | 207 |
| Foreign debt securities | $1,319,000 | 54 |
| 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 | $634,000 | 6,207 |
| Mortgage-backed securities | $17,239,000 | 2,556 |
| Certificates of participation in pools of residential mortgages | $2,138,000 | 4,682 |
| Issued or guaranteed by U.S. | $2,138,000 | 4,668 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $15,101,000 | 1,035 |
| CMOs issued by government agencies or sponsored agencies | $6,852,000 | 1,276 |
| Privately issued | $8,249,000 | 532 |
| 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) | $39,690,000 | 2,485 |
| Total debt securities | $39,690,000 | 2,758 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $7,038,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $50,892,000 | 2,207 |
| U.S. Government securities | $9,984,000 | 5,098 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,984,000 | 5,016 |
| Securities issued by states & political subdivisions | $7,695,000 | 2,450 |
| Other domestic debt securities | $32,871,000 | 398 |
| Privately issued residential mortgage-backed securities | $9,380,000 | 523 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,491,000 | 191 |
| Foreign debt securities | $342,000 | 100 |
| 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 | $962,000 | 6,120 |
| Mortgage-backed securities | $19,061,000 | 2,318 |
| Certificates of participation in pools of residential mortgages | $2,163,000 | 4,627 |
| Issued or guaranteed by U.S. | $2,163,000 | 4,613 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $16,898,000 | 912 |
| CMOs issued by government agencies or sponsored agencies | $7,518,000 | 1,157 |
| Privately issued | $9,380,000 | 497 |
| 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) | $50,892,000 | 1,934 |
| Total debt securities | $50,892,000 | 2,181 |
| 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 | $57,447,000 | 2,056 |
| U.S. Government securities | $12,960,000 | 4,561 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,960,000 | 4,484 |
| Securities issued by states & political subdivisions | $9,081,000 | 2,236 |
| Other domestic debt securities | $33,793,000 | 393 |
| Privately issued residential mortgage-backed securities | $10,022,000 | 512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,771,000 | 219 |
| Foreign debt securities | $1,613,000 | 55 |
| 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 | $1,020,000 | 6,056 |
| Mortgage-backed securities | $20,684,000 | 2,188 |
| Certificates of participation in pools of residential mortgages | $2,277,000 | 4,583 |
| Issued or guaranteed by U.S. | $2,277,000 | 4,565 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $18,407,000 | 858 |
| CMOs issued by government agencies or sponsored agencies | $8,385,000 | 1,092 |
| Privately issued | $10,022,000 | 484 |
| 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) | $57,447,000 | 1,809 |
| Total debt securities | $57,447,000 | 2,023 |
| 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 | $57,124,000 | 2,043 |
| U.S. Government securities | $12,288,000 | 4,696 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,288,000 | 4,609 |
| Securities issued by states & political subdivisions | $9,157,000 | 2,206 |
| Other domestic debt securities | $35,124,000 | 387 |
| Privately issued residential mortgage-backed securities | $10,771,000 | 473 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,353,000 | 216 |
| Foreign debt securities | $555,000 | 94 |
| 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 | $1,075,000 | 6,045 |
| Mortgage-backed securities | $20,761,000 | 2,110 |
| Certificates of participation in pools of residential mortgages | $2,489,000 | 4,398 |
| Issued or guaranteed by U.S. | $2,489,000 | 4,381 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $18,272,000 | 844 |
| CMOs issued by government agencies or sponsored agencies | $7,501,000 | 1,147 |
| Privately issued | $10,771,000 | 447 |
| 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) | $57,124,000 | 1,792 |
| Total debt securities | $57,124,000 | 1,994 |
| 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 | $58,707,000 | 1,992 |
| U.S. Government securities | $11,721,000 | 4,917 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,721,000 | 4,823 |
| Securities issued by states & political subdivisions | $10,850,000 | 1,935 |
| Other domestic debt securities | $35,933,000 | 372 |
| Privately issued residential mortgage-backed securities | $11,287,000 | 424 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,646,000 | 212 |
| Foreign debt securities | $203,000 | 142 |
| 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 | $1,048,000 | 6,123 |
| Mortgage-backed securities | $22,258,000 | 1,787 |
| Certificates of participation in pools of residential mortgages | $2,640,000 | 4,063 |
| Issued or guaranteed by U.S. | $2,640,000 | 4,047 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $19,618,000 | 745 |
| CMOs issued by government agencies or sponsored agencies | $8,331,000 | 1,034 |
| Privately issued | $11,287,000 | 397 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $58,707,000 | 1,729 |
| Total debt securities | $58,707,000 | 1,941 |
| 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 | $59,673,000 | 1,942 |
| U.S. Government securities | $12,757,000 | 4,812 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,757,000 | 4,717 |
| Securities issued by states & political subdivisions | $10,900,000 | 1,877 |
| Other domestic debt securities | $35,436,000 | 358 |
| Privately issued residential mortgage-backed securities | $11,776,000 | 388 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,660,000 | 209 |
| Foreign debt securities | $580,000 | 97 |
| 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 | $1,110,000 | 6,121 |
| Mortgage-backed securities | $23,783,000 | 1,590 |
| Certificates of participation in pools of residential mortgages | $2,960,000 | 3,773 |
| Issued or guaranteed by U.S. | $2,960,000 | 3,758 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $20,823,000 | 695 |
| CMOs issued by government agencies or sponsored agencies | $9,047,000 | 941 |
| Privately issued | $11,776,000 | 365 |
| 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) | $59,673,000 | 1,674 |
| Total debt securities | $59,673,000 | 1,897 |
| 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 | $61,217,000 | 1,877 |
| U.S. Government securities | $13,782,000 | 4,627 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,782,000 | 4,517 |
| Securities issued by states & political subdivisions | $10,900,000 | 1,847 |
| Other domestic debt securities | $35,953,000 | 352 |
| Privately issued residential mortgage-backed securities | $12,216,000 | 373 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,737,000 | 197 |
| Foreign debt securities | $582,000 | 95 |
| 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 | $4,153,000 | 4,839 |
| Mortgage-backed securities | $25,247,000 | 1,484 |
| Certificates of participation in pools of residential mortgages | $3,316,000 | 3,573 |
| Issued or guaranteed by U.S. | $3,316,000 | 3,559 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $21,931,000 | 663 |
| CMOs issued by government agencies or sponsored agencies | $9,715,000 | 875 |
| Privately issued | $12,216,000 | 352 |
| 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) | $61,217,000 | 1,621 |
| Total debt securities | $61,216,000 | 1,839 |
| 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 | $60,369,000 | 1,930 |
| U.S. Government securities | $15,030,000 | 4,429 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,030,000 | 4,318 |
| Securities issued by states & political subdivisions | $10,900,000 | 1,860 |
| Other domestic debt securities | $34,058,000 | 360 |
| Privately issued residential mortgage-backed securities | $9,417,000 | 412 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,641,000 | 205 |
| Foreign debt securities | $381,000 | 122 |
| 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 | $4,201,000 | 4,829 |
| Mortgage-backed securities | $23,696,000 | 1,538 |
| Certificates of participation in pools of residential mortgages | $3,818,000 | 3,375 |
| Issued or guaranteed by U.S. | $3,818,000 | 3,357 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $19,878,000 | 690 |
| CMOs issued by government agencies or sponsored agencies | $10,461,000 | 825 |
| Privately issued | $9,417,000 | 389 |
| 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) | $60,369,000 | 1,656 |
| Total debt securities | $60,369,000 | 1,893 |
| 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 | $64,226,000 | 1,847 |
| U.S. Government securities | $19,086,000 | 3,847 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,086,000 | 3,745 |
| Securities issued by states & political subdivisions | $9,550,000 | 2,087 |
| Other domestic debt securities | $35,207,000 | 346 |
| Privately issued residential mortgage-backed securities | $9,849,000 | 391 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,358,000 | 202 |
| Foreign debt securities | $383,000 | 122 |
| 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 | $3,872,000 | 4,977 |
| Mortgage-backed securities | $25,191,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | $4,229,000 | 3,243 |
| Issued or guaranteed by U.S. | $4,229,000 | 3,229 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $20,962,000 | 678 |
| CMOs issued by government agencies or sponsored agencies | $11,113,000 | 808 |
| Privately issued | $9,849,000 | 370 |
| 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) | $64,226,000 | 1,582 |
| Total debt securities | $64,226,000 | 1,813 |
| 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 | $66,502,000 | 1,794 |
| U.S. Government securities | $20,241,000 | 3,724 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $20,241,000 | 3,617 |
| Securities issued by states & political subdivisions | $9,600,000 | 2,069 |
| Other domestic debt securities | $36,661,000 | 340 |
| Privately issued residential mortgage-backed securities | $10,356,000 | 381 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,305,000 | 202 |
| 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 | $3,919,000 | 4,973 |
| Mortgage-backed securities | $26,872,000 | 1,441 |
| Certificates of participation in pools of residential mortgages | $4,815,000 | 3,058 |
| Issued or guaranteed by U.S. | $4,815,000 | 3,043 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $22,057,000 | 648 |
| CMOs issued by government agencies or sponsored agencies | $11,701,000 | 772 |
| Privately issued | $10,356,000 | 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 | 4,052 |
| Available-for-sale securities (fair market value) | $66,502,000 | 1,540 |
| Total debt securities | $66,502,000 | 1,760 |
| 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 | $70,066,000 | 1,714 |
| U.S. Government securities | $23,009,000 | 3,402 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $23,009,000 | 3,290 |
| Securities issued by states & political subdivisions | $10,400,000 | 1,881 |
| Other domestic debt securities | $36,657,000 | 341 |
| Privately issued residential mortgage-backed securities | $10,697,000 | 369 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,960,000 | 209 |
| 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 | $3,996,000 | 4,965 |
| Mortgage-backed securities | $28,004,000 | 1,417 |
| Certificates of participation in pools of residential mortgages | $5,286,000 | 2,939 |
| Issued or guaranteed by U.S. | $5,286,000 | 2,928 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $22,718,000 | 633 |
| CMOs issued by government agencies or sponsored agencies | $12,021,000 | 756 |
| Privately issued | $10,697,000 | 349 |
| 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) | $70,066,000 | 1,459 |
| Total debt securities | $70,066,000 | 1,680 |
| 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 | $66,702,000 | 1,820 |
| U.S. Government securities | $23,180,000 | 3,428 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $23,180,000 | 3,311 |
| Securities issued by states & political subdivisions | $10,450,000 | 1,880 |
| Other domestic debt securities | $33,072,000 | 367 |
| Privately issued residential mortgage-backed securities | $7,386,000 | 440 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,686,000 | 218 |
| 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 | $4,069,000 | 4,924 |
| Mortgage-backed securities | $24,874,000 | 1,544 |
| Certificates of participation in pools of residential mortgages | $5,963,000 | 2,833 |
| Issued or guaranteed by U.S. | $5,963,000 | 2,819 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $18,911,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $11,525,000 | 776 |
| Privately issued | $7,386,000 | 415 |
| 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) | $66,702,000 | 1,553 |
| Total debt securities | $66,702,000 | 1,780 |
| 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 | $53,100,000 | 2,249 |
| U.S. Government securities | $13,350,000 | 4,865 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,350,000 | 4,716 |
| Securities issued by states & political subdivisions | $10,550,000 | 1,859 |
| Other domestic debt securities | $29,200,000 | 406 |
| Privately issued residential mortgage-backed securities | $3,948,000 | 544 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,252,000 | 228 |
| 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 | $4,053,000 | 4,925 |
| Mortgage-backed securities | $14,547,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $6,595,000 | 2,738 |
| Issued or guaranteed by U.S. | $6,595,000 | 2,727 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $7,952,000 | 1,158 |
| CMOs issued by government agencies or sponsored agencies | $4,004,000 | 1,392 |
| Privately issued | $3,948,000 | 509 |
| 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) | $53,100,000 | 1,908 |
| Total debt securities | $53,100,000 | 2,205 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $53,501,000 | 2,191 |
| U.S. Government securities | $13,667,000 | 4,767 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,667,000 | 4,631 |
| Securities issued by states & political subdivisions | $10,650,000 | 1,826 |
| Other domestic debt securities | $29,184,000 | 401 |
| Privately issued residential mortgage-backed securities | $4,294,000 | 523 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,890,000 | 235 |
| 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 | $3,712,000 | 5,060 |
| Mortgage-backed securities | $15,209,000 | 2,129 |
| Certificates of participation in pools of residential mortgages | $8,798,000 | 2,377 |
| Issued or guaranteed by U.S. | $8,798,000 | 2,367 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,411,000 | 1,307 |
| CMOs issued by government agencies or sponsored agencies | $2,117,000 | 1,800 |
| Privately issued | $4,294,000 | 489 |
| 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) | $53,501,000 | 1,848 |
| Total debt securities | $53,501,000 | 2,149 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $56,316,000 | 2,111 |
| U.S. Government securities | $17,835,000 | 4,102 |
| U.S. Treasury securities | $1,997,000 | 915 |
| U.S. Government agency obligations | $15,838,000 | 4,292 |
| Securities issued by states & political subdivisions | $10,850,000 | 1,793 |
| Other domestic debt securities | $27,631,000 | 428 |
| Privately issued residential mortgage-backed securities | $2,512,000 | 610 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,119,000 | 233 |
| 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 | $3,774,000 | 5,016 |
| Mortgage-backed securities | $12,862,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $10,074,000 | 2,259 |
| Issued or guaranteed by U.S. | $10,074,000 | 2,248 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,788,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 2,839 |
| Privately issued | $2,512,000 | 573 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $56,316,000 | 1,778 |
| Total debt securities | $56,316,000 | 2,068 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $67,694,000 | 1,825 |
| U.S. Government securities | $29,707,000 | 2,875 |
| U.S. Treasury securities | $11,964,000 | 326 |
| U.S. Government agency obligations | $17,743,000 | 4,049 |
| Securities issued by states & political subdivisions | $10,851,000 | 1,790 |
| Other domestic debt securities | $27,136,000 | 439 |
| Privately issued residential mortgage-backed securities | $2,645,000 | 584 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,491,000 | 258 |
| 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 | $3,741,000 | 5,074 |
| Mortgage-backed securities | $13,930,000 | 2,406 |
| Certificates of participation in pools of residential mortgages | $10,964,000 | 2,202 |
| Issued or guaranteed by U.S. | $10,964,000 | 2,192 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,966,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $321,000 | 2,861 |
| Privately issued | $2,645,000 | 545 |
| 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) | $67,694,000 | 1,546 |
| Total debt securities | $67,694,000 | 1,782 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $1,000,000 | 2,025 |
| 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 | $66,718,000 | 1,871 |
| U.S. Government securities | $29,825,000 | 2,875 |
| U.S. Treasury securities | $13,018,000 | 321 |
| U.S. Government agency obligations | $16,807,000 | 4,182 |
| Securities issued by states & political subdivisions | $10,853,000 | 1,801 |
| Other domestic debt securities | $26,040,000 | 459 |
| Privately issued residential mortgage-backed securities | $1,713,000 | 661 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,327,000 | 273 |
| 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 | $3,731,000 | 5,063 |
| Mortgage-backed securities | $14,044,000 | 2,427 |
| Certificates of participation in pools of residential mortgages | $11,955,000 | 2,125 |
| Issued or guaranteed by U.S. | $11,955,000 | 2,117 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,089,000 | 2,149 |
| CMOs issued by government agencies or sponsored agencies | $376,000 | 2,858 |
| Privately issued | $1,713,000 | 616 |
| 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) | $66,718,000 | 1,578 |
| Total debt securities | $66,718,000 | 1,818 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $1,001,000 | 1,990 |
| 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 | $68,646,000 | 1,807 |
| U.S. Government securities | $35,085,000 | 2,481 |
| U.S. Treasury securities | $1,990,000 | 1,058 |
| U.S. Government agency obligations | $33,095,000 | 2,526 |
| Securities issued by states & political subdivisions | $10,855,000 | 1,799 |
| Other domestic debt securities | $22,706,000 | 505 |
| Privately issued residential mortgage-backed securities | $224,000 | 932 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,482,000 | 294 |
| 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 | $3,781,000 | 5,066 |
| Mortgage-backed securities | $18,880,000 | 2,011 |
| Certificates of participation in pools of residential mortgages | $13,340,000 | 1,991 |
| Issued or guaranteed by U.S. | $13,340,000 | 1,984 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,540,000 | 1,486 |
| CMOs issued by government agencies or sponsored agencies | $5,316,000 | 1,330 |
| Privately issued | $224,000 | 857 |
| 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) | $68,646,000 | 1,518 |
| Total debt securities | $68,646,000 | 1,754 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,001,000 | 2,039 |
| 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 | $94,510,000 | 1,384 |
| U.S. Government securities | $61,095,000 | 1,553 |
| U.S. Treasury securities | $38,696,000 | 146 |
| U.S. Government agency obligations | $22,399,000 | 3,501 |
| Securities issued by states & political subdivisions | $9,806,000 | 1,952 |
| Other domestic debt securities | $23,609,000 | 489 |
| Privately issued residential mortgage-backed securities | $213,000 | 933 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,396,000 | 289 |
| 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 | $9,234,000 | 3,465 |
| Mortgage-backed securities | $20,612,000 | 1,933 |
| Certificates of participation in pools of residential mortgages | $14,885,000 | 1,856 |
| Issued or guaranteed by U.S. | $14,885,000 | 1,847 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,727,000 | 1,475 |
| CMOs issued by government agencies or sponsored agencies | $5,514,000 | 1,327 |
| Privately issued | $213,000 | 865 |
| 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) | $94,510,000 | 1,173 |
| Total debt securities | $94,510,000 | 1,347 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,462 |
| Fair value | $2,000,000 | 1,462 |
| 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 | $65,041,000 | 1,937 |
| U.S. Government securities | $30,907,000 | 2,745 |
| U.S. Treasury securities | $6,999,000 | 493 |
| U.S. Government agency obligations | $23,908,000 | 3,279 |
| Securities issued by states & political subdivisions | $10,010,000 | 1,949 |
| Other domestic debt securities | $24,124,000 | 509 |
| Privately issued residential mortgage-backed securities | $230,000 | 985 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,894,000 | 309 |
| 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 | $9,903,000 | 3,278 |
| Mortgage-backed securities | $23,136,000 | 1,824 |
| Certificates of participation in pools of residential mortgages | $16,809,000 | 1,745 |
| Issued or guaranteed by U.S. | $16,809,000 | 1,736 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,327,000 | 1,444 |
| CMOs issued by government agencies or sponsored agencies | $6,097,000 | 1,307 |
| Privately issued | $230,000 | 906 |
| 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) | $65,041,000 | 1,646 |
| Total debt securities | $65,041,000 | 1,885 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,002,000 | 1,892 |
| 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 | $63,538,000 | 2,027 |
| U.S. Government securities | $29,694,000 | 2,930 |
| U.S. Treasury securities | $6,966,000 | 526 |
| U.S. Government agency obligations | $22,728,000 | 3,454 |
| Securities issued by states & political subdivisions | $10,011,000 | 1,940 |
| Other domestic debt securities | $23,833,000 | 493 |
| Privately issued residential mortgage-backed securities | $221,000 | 853 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,612,000 | 336 |
| 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 | $9,180,000 | 3,336 |
| Mortgage-backed securities | $21,947,000 | 1,896 |
| Certificates of participation in pools of residential mortgages | $18,416,000 | 1,648 |
| Issued or guaranteed by U.S. | $18,416,000 | 1,635 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,531,000 | 1,862 |
| CMOs issued by government agencies or sponsored agencies | $3,310,000 | 1,791 |
| Privately issued | $221,000 | 742 |
| 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) | $63,538,000 | 1,711 |
| Total debt securities | $63,538,000 | 1,972 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,002,000 | 1,700 |
| 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 | $67,115,000 | 1,894 |
| U.S. Government securities | $33,018,000 | 2,641 |
| U.S. Treasury securities | $6,973,000 | 519 |
| U.S. Government agency obligations | $26,045,000 | 3,021 |
| Securities issued by states & political subdivisions | $10,212,000 | 1,920 |
| Other domestic debt securities | $23,885,000 | 509 |
| Privately issued residential mortgage-backed securities | $225,000 | 919 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,660,000 | 358 |
| 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 | $8,615,000 | 3,365 |
| Mortgage-backed securities | $25,267,000 | 1,717 |
| Certificates of participation in pools of residential mortgages | $17,789,000 | 1,667 |
| Issued or guaranteed by U.S. | $17,789,000 | 1,657 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,478,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $7,253,000 | 1,247 |
| Privately issued | $225,000 | 806 |
| 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) | $67,115,000 | 1,600 |
| Total debt securities | $67,115,000 | 1,843 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $1,003,000 | 1,444 |
| 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 | $60,613,000 | 2,038 |
| U.S. Government securities | $30,282,000 | 2,715 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $30,282,000 | 2,615 |
| Securities issued by states & political subdivisions | $10,216,000 | 1,888 |
| Other domestic debt securities | $20,115,000 | 588 |
| Privately issued residential mortgage-backed securities | $315,000 | 912 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,800,000 | 424 |
| 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 | $8,691,000 | 3,312 |
| Mortgage-backed securities | $25,552,000 | 1,740 |
| Certificates of participation in pools of residential mortgages | $21,173,000 | 1,466 |
| Issued or guaranteed by U.S. | $21,173,000 | 1,460 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,379,000 | 1,855 |
| CMOs issued by government agencies or sponsored agencies | $4,064,000 | 1,790 |
| Privately issued | $315,000 | 805 |
| 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) | $60,613,000 | 1,728 |
| Total debt securities | $60,613,000 | 1,970 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,002,000 | 1,313 |
| 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 | $70,758,000 | 1,733 |
| U.S. Government securities | $41,845,000 | 2,052 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $41,845,000 | 1,985 |
| Securities issued by states & political subdivisions | $10,000,000 | 1,828 |
| Other domestic debt securities | $18,913,000 | 623 |
| Privately issued residential mortgage-backed securities | $489,000 | 863 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,424,000 | 457 |
| 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 | $9,314,000 | 3,212 |
| Mortgage-backed securities | $29,391,000 | 1,547 |
| Certificates of participation in pools of residential mortgages | $24,255,000 | 1,321 |
| Issued or guaranteed by U.S. | $24,255,000 | 1,316 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,136,000 | 1,779 |
| CMOs issued by government agencies or sponsored agencies | $4,647,000 | 1,745 |
| Privately issued | $489,000 | 760 |
| 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) | $70,758,000 | 1,479 |
| Total debt securities | $70,758,000 | 1,677 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,002,000 | 1,033 |
| 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 | $71,830,000 | 1,703 |
| U.S. Government securities | $43,565,000 | 1,965 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $43,565,000 | 1,887 |
| Securities issued by states & political subdivisions | $10,000,000 | 1,801 |
| Other domestic debt securities | $18,265,000 | 640 |
| Privately issued residential mortgage-backed securities | $982,000 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,283,000 | 483 |
| 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 | $9,184,000 | 3,217 |
| Mortgage-backed securities | $29,508,000 | 1,516 |
| Certificates of participation in pools of residential mortgages | $27,256,000 | 1,161 |
| Issued or guaranteed by U.S. | $27,256,000 | 1,152 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,252,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $1,270,000 | 2,829 |
| Privately issued | $982,000 | 655 |
| 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) | $71,830,000 | 1,440 |
| Total debt securities | $71,830,000 | 1,644 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,004,000 | 889 |
| 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 | $107,397,000 | 1,056 |
| U.S. Government securities | $83,625,000 | 967 |
| U.S. Treasury securities | $19,839,000 | 268 |
| U.S. Government agency obligations | $63,786,000 | 1,204 |
| Securities issued by states & political subdivisions | $10,000,000 | 1,722 |
| Other domestic debt securities | $13,772,000 | 773 |
| Privately issued residential mortgage-backed securities | $3,331,000 | 496 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,441,000 | 695 |
| 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 | $5,506,000 | 4,211 |
| Mortgage-backed securities | $41,013,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | $33,403,000 | 878 |
| Issued or guaranteed by U.S. | $33,403,000 | 871 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,610,000 | 1,489 |
| CMOs issued by government agencies or sponsored agencies | $4,279,000 | 1,898 |
| Privately issued | $3,331,000 | 444 |
| 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) | $107,397,000 | 895 |
| Total debt securities | $107,397,000 | 1,027 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 323 |
| Fair value | $1,003,000 | 359 |
| 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 | $26,753,000 | 3,764 |
| U.S. Government securities | $24,615,000 | 3,106 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $24,615,000 | 2,884 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $2,138,000 | 1,862 |
| Privately issued residential mortgage-backed securities | $236,000 | 1,072 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,902,000 | 1,699 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $18,996,000 | 1,544 |
| Certificates of participation in pools of residential mortgages | $14,627,000 | 1,346 |
| Issued or guaranteed by U.S. | $14,627,000 | 1,335 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,369,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $4,133,000 | 1,526 |
| Privately issued | $236,000 | 932 |
| 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) | $26,753,000 | 3,039 |
| Total debt securities | $26,753,000 | 3,650 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 317 |
| Fair value | $970,000 | 379 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |