Home > American National Bank & Trust > Securities
American National Bank & Trust, Securities
| 2023-12-31 | Rank | |
| Total securities | $101,020,000 | 1,697 |
| U.S. Government securities | $55,930,000 | 1,730 |
| U.S. Treasury securities | $4,945,000 | 1,838 |
| U.S. Government agency obligations | $50,985,000 | 1,590 |
| Securities issued by states & political subdivisions | $30,783,000 | 1,337 |
| Other domestic debt securities | $14,307,000 | 847 |
| 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 | $14,307,000 | 511 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,442,000 | 1,074 |
| Mortgage-backed securities | $21,054,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,914,000 | 1,614 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,140,000 | 1,514 |
| 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) | $101,020,000 | 1,503 |
| Total debt securities | $101,020,000 | 1,681 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $99,046,000 | 1,706 |
| U.S. Government securities | $54,873,000 | 1,747 |
| U.S. Treasury securities | $4,869,000 | 1,890 |
| U.S. Government agency obligations | $50,004,000 | 1,587 |
| Securities issued by states & political subdivisions | $30,366,000 | 1,329 |
| Other domestic debt securities | $13,807,000 | 855 |
| 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 | $13,807,000 | 518 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,944,000 | 1,049 |
| Mortgage-backed securities | $20,710,000 | 1,967 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,650,000 | 1,601 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,060,000 | 1,504 |
| 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) | $99,046,000 | 1,502 |
| Total debt securities | $99,045,000 | 1,693 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $101,720,000 | 1,709 |
| U.S. Government securities | $55,994,000 | 1,776 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $55,994,000 | 1,511 |
| Securities issued by states & political subdivisions | $32,214,000 | 1,332 |
| Other domestic debt securities | $13,512,000 | 870 |
| 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 | $13,512,000 | 530 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,031,000 | 1,019 |
| Mortgage-backed securities | $21,651,000 | 1,966 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,533,000 | 1,606 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,118,000 | 1,527 |
| 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) | $101,720,000 | 1,510 |
| Total debt securities | $101,718,000 | 1,694 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $104,533,000 | 1,748 |
| U.S. Government securities | $56,556,000 | 1,844 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $56,556,000 | 1,519 |
| Securities issued by states & political subdivisions | $33,634,000 | 1,323 |
| Other domestic debt securities | $14,343,000 | 878 |
| 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 | $14,343,000 | 529 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,232,000 | 950 |
| Mortgage-backed securities | $22,189,000 | 2,005 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,979,000 | 1,624 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,210,000 | 1,546 |
| 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) | $104,533,000 | 1,542 |
| Total debt securities | $104,532,000 | 1,732 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $100,837,000 | 1,827 |
| U.S. Government securities | $51,954,000 | 1,969 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $51,954,000 | 1,594 |
| Securities issued by states & political subdivisions | $34,500,000 | 1,338 |
| Other domestic debt securities | $14,383,000 | 904 |
| 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 | $14,383,000 | 543 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,547,000 | 867 |
| Mortgage-backed securities | $22,892,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,396,000 | 1,626 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,496,000 | 1,531 |
| 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) | $100,837,000 | 1,606 |
| Total debt securities | $100,837,000 | 1,807 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $100,868,000 | 1,820 |
| U.S. Government securities | $52,030,000 | 1,979 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $52,030,000 | 1,613 |
| Securities issued by states & political subdivisions | $34,391,000 | 1,341 |
| Other domestic debt securities | $14,447,000 | 864 |
| 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 | $14,447,000 | 541 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,783,000 | 834 |
| Mortgage-backed securities | $23,269,000 | 1,994 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,786,000 | 1,629 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,483,000 | 1,549 |
| 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) | $100,868,000 | 1,604 |
| Total debt securities | $100,868,000 | 1,800 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $104,616,000 | 1,795 |
| U.S. Government securities | $53,647,000 | 1,950 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $53,647,000 | 1,610 |
| Securities issued by states & political subdivisions | $35,976,000 | 1,348 |
| Other domestic debt securities | $14,993,000 | 804 |
| 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 | $14,993,000 | 542 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,563,000 | 831 |
| Mortgage-backed securities | $24,248,000 | 2,017 |
| Certificates of participation in pools of residential mortgages | $19,693,000 | 1,673 |
| Issued or guaranteed by U.S. | $19,693,000 | 1,637 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,555,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $4,555,000 | 1,547 |
| 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) | $104,616,000 | 1,627 |
| Total debt securities | $104,616,000 | 1,784 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $107,545,000 | 1,739 |
| U.S. Government securities | $56,942,000 | 1,839 |
| U.S. Treasury securities | $5,008,000 | 1,800 |
| U.S. Government agency obligations | $51,934,000 | 1,651 |
| Securities issued by states & political subdivisions | $36,947,000 | 1,337 |
| Other domestic debt securities | $13,656,000 | 835 |
| 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 | $13,656,000 | 557 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,122,000 | 791 |
| Mortgage-backed securities | $21,023,000 | 2,145 |
| Certificates of participation in pools of residential mortgages | $16,300,000 | 1,861 |
| Issued or guaranteed by U.S. | $16,300,000 | 1,823 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,723,000 | 1,613 |
| CMOs issued by government agencies or sponsored agencies | $4,723,000 | 1,546 |
| 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) | $107,545,000 | 1,592 |
| Total debt securities | $107,546,000 | 1,722 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $100,495,000 | 1,778 |
| U.S. Government securities | $48,810,000 | 1,889 |
| U.S. Treasury securities | $5,031,000 | 1,379 |
| U.S. Government agency obligations | $43,779,000 | 1,817 |
| Securities issued by states & political subdivisions | $38,642,000 | 1,348 |
| Other domestic debt securities | $13,043,000 | 822 |
| 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 | $13,043,000 | 545 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,226,000 | 846 |
| Mortgage-backed securities | $11,951,000 | 2,623 |
| Certificates of participation in pools of residential mortgages | $6,923,000 | 2,583 |
| Issued or guaranteed by U.S. | $6,923,000 | 2,503 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,028,000 | 1,571 |
| CMOs issued by government agencies or sponsored agencies | $5,028,000 | 1,517 |
| 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) | $100,495,000 | 1,650 |
| Total debt securities | $100,495,000 | 1,760 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $101,487,000 | 1,695 |
| U.S. Government securities | $49,411,000 | 1,820 |
| U.S. Treasury securities | $5,053,000 | 1,152 |
| U.S. Government agency obligations | $44,358,000 | 1,772 |
| Securities issued by states & political subdivisions | $40,278,000 | 1,269 |
| Other domestic debt securities | $11,798,000 | 824 |
| 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 | $11,798,000 | 551 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,208,000 | 850 |
| Mortgage-backed securities | $12,373,000 | 2,613 |
| Certificates of participation in pools of residential mortgages | $7,248,000 | 2,554 |
| Issued or guaranteed by U.S. | $7,248,000 | 2,485 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $5,125,000 | 1,567 |
| CMOs issued by government agencies or sponsored agencies | $5,125,000 | 1,526 |
| 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) | $101,487,000 | 1,571 |
| Total debt securities | $101,488,000 | 1,676 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $98,701,000 | 1,660 |
| U.S. Government securities | $47,229,000 | 1,804 |
| U.S. Treasury securities | $5,075,000 | 1,046 |
| U.S. Government agency obligations | $42,154,000 | 1,787 |
| Securities issued by states & political subdivisions | $42,845,000 | 1,165 |
| Other domestic debt securities | $8,627,000 | 944 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $8,627,000 | 621 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,352,000 | 889 |
| Mortgage-backed securities | $7,489,000 | 2,976 |
| Certificates of participation in pools of residential mortgages | $2,447,000 | 3,204 |
| Issued or guaranteed by U.S. | $2,447,000 | 3,107 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,042,000 | 1,533 |
| CMOs issued by government agencies or sponsored agencies | $5,042,000 | 1,495 |
| 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) | $98,701,000 | 1,540 |
| Total debt securities | $98,702,000 | 1,644 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $92,190,000 | 1,624 |
| U.S. Government securities | $42,564,000 | 1,808 |
| U.S. Treasury securities | $10,114,000 | 572 |
| U.S. Government agency obligations | $32,450,000 | 1,971 |
| Securities issued by states & political subdivisions | $44,013,000 | 1,082 |
| Other domestic debt securities | $5,613,000 | 1,096 |
| 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 | $5,613,000 | 746 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,703,000 | 800 |
| Mortgage-backed securities | $7,749,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $2,727,000 | 3,103 |
| Issued or guaranteed by U.S. | $2,727,000 | 3,012 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,022,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $5,022,000 | 1,459 |
| 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) | $92,190,000 | 1,507 |
| Total debt securities | $92,190,000 | 1,608 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $94,058,000 | 1,485 |
| U.S. Government securities | $43,257,000 | 1,656 |
| U.S. Treasury securities | $10,166,000 | 413 |
| U.S. Government agency obligations | $33,091,000 | 1,842 |
| Securities issued by states & political subdivisions | $45,234,000 | 1,011 |
| Other domestic debt securities | $5,567,000 | 1,031 |
| 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 | $5,567,000 | 702 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,364,000 | 819 |
| Mortgage-backed securities | $3,038,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $3,038,000 | 3,000 |
| Issued or guaranteed by U.S. | $3,038,000 | 2,924 |
| 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) | $94,058,000 | 1,384 |
| Total debt securities | $94,058,000 | 1,472 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $83,448,000 | 1,538 |
| U.S. Government securities | $38,726,000 | 1,711 |
| U.S. Treasury securities | $15,217,000 | 327 |
| U.S. Government agency obligations | $23,509,000 | 2,178 |
| Securities issued by states & political subdivisions | $41,716,000 | 1,008 |
| Other domestic debt securities | $3,006,000 | 1,269 |
| 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 | $3,006,000 | 908 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,156,000 | 812 |
| Mortgage-backed securities | $3,388,000 | 3,367 |
| Certificates of participation in pools of residential mortgages | $3,388,000 | 2,926 |
| Issued or guaranteed by U.S. | $3,388,000 | 2,839 |
| 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) | $83,448,000 | 1,440 |
| Total debt securities | $83,448,000 | 1,527 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $87,663,000 | 1,449 |
| U.S. Government securities | $44,198,000 | 1,565 |
| U.S. Treasury securities | $15,259,000 | 336 |
| U.S. Government agency obligations | $28,939,000 | 1,939 |
| Securities issued by states & political subdivisions | $43,465,000 | 905 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,065,000 | 836 |
| Mortgage-backed securities | $3,733,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $3,733,000 | 2,873 |
| Issued or guaranteed by U.S. | $3,733,000 | 2,793 |
| 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) | $87,663,000 | 1,337 |
| Total debt securities | $87,663,000 | 1,433 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $82,474,000 | 1,459 |
| U.S. Government securities | $39,644,000 | 1,703 |
| U.S. Treasury securities | $15,278,000 | 330 |
| U.S. Government agency obligations | $24,366,000 | 2,146 |
| Securities issued by states & political subdivisions | $42,830,000 | 815 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,082,000 | 865 |
| Mortgage-backed securities | $4,080,000 | 3,285 |
| Certificates of participation in pools of residential mortgages | $4,080,000 | 2,819 |
| Issued or guaranteed by U.S. | $4,080,000 | 2,727 |
| 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) | $82,474,000 | 1,356 |
| Total debt securities | $82,474,000 | 1,446 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $85,064,000 | 1,423 |
| U.S. Government securities | $39,377,000 | 1,730 |
| U.S. Treasury securities | $9,959,000 | 467 |
| U.S. Government agency obligations | $29,418,000 | 1,962 |
| Securities issued by states & political subdivisions | $45,687,000 | 728 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,802,000 | 792 |
| Mortgage-backed securities | $4,250,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $4,250,000 | 2,734 |
| Issued or guaranteed by U.S. | $4,250,000 | 2,652 |
| 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) | $85,064,000 | 1,318 |
| Total debt securities | $85,064,000 | 1,412 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $95,589,000 | 1,310 |
| U.S. Government securities | $49,556,000 | 1,468 |
| U.S. Treasury securities | $19,865,000 | 290 |
| U.S. Government agency obligations | $29,691,000 | 1,987 |
| Securities issued by states & political subdivisions | $46,033,000 | 724 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,299,000 | 645 |
| Mortgage-backed securities | $4,576,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $4,576,000 | 2,675 |
| Issued or guaranteed by U.S. | $4,576,000 | 2,592 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $95,589,000 | 1,198 |
| Total debt securities | $95,589,000 | 1,292 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $96,947,000 | 1,310 |
| U.S. Government securities | $49,858,000 | 1,465 |
| U.S. Treasury securities | $19,865,000 | 290 |
| U.S. Government agency obligations | $29,993,000 | 1,997 |
| Securities issued by states & political subdivisions | $47,089,000 | 716 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,707,000 | 659 |
| Mortgage-backed securities | $4,886,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $4,886,000 | 2,612 |
| Issued or guaranteed by U.S. | $4,886,000 | 2,545 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $96,947,000 | 1,185 |
| Total debt securities | $96,947,000 | 1,292 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $113,268,000 | 1,149 |
| U.S. Government securities | $54,904,000 | 1,369 |
| U.S. Treasury securities | $24,828,000 | 251 |
| U.S. Government agency obligations | $30,076,000 | 2,004 |
| Securities issued by states & political subdivisions | $58,364,000 | 593 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,101,000 | 669 |
| Mortgage-backed securities | $5,125,000 | 3,137 |
| Certificates of participation in pools of residential mortgages | $5,125,000 | 2,592 |
| Issued or guaranteed by U.S. | $5,125,000 | 2,526 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $113,268,000 | 1,031 |
| Total debt securities | $113,268,000 | 1,132 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $113,116,000 | 1,160 |
| U.S. Government securities | $54,998,000 | 1,372 |
| U.S. Treasury securities | $24,728,000 | 247 |
| U.S. Government agency obligations | $30,270,000 | 2,016 |
| Securities issued by states & political subdivisions | $58,118,000 | 618 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,761,000 | 625 |
| Mortgage-backed securities | $5,399,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | $5,399,000 | 2,559 |
| Issued or guaranteed by U.S. | $5,399,000 | 2,516 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $113,116,000 | 1,039 |
| Total debt securities | $113,116,000 | 1,142 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $113,706,000 | 1,147 |
| U.S. Government securities | $55,275,000 | 1,370 |
| U.S. Treasury securities | $19,832,000 | 279 |
| U.S. Government agency obligations | $35,443,000 | 1,844 |
| Securities issued by states & political subdivisions | $58,431,000 | 611 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,104,000 | 635 |
| Mortgage-backed securities | $5,665,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | $5,665,000 | 2,552 |
| Issued or guaranteed by U.S. | $5,665,000 | 2,535 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $113,706,000 | 1,033 |
| Total debt securities | $113,706,000 | 1,126 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $118,734,000 | 1,124 |
| U.S. Government securities | $55,794,000 | 1,363 |
| U.S. Treasury securities | $19,822,000 | 277 |
| U.S. Government agency obligations | $35,972,000 | 1,801 |
| Securities issued by states & political subdivisions | $62,940,000 | 577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,300,000 | 640 |
| Mortgage-backed securities | $6,070,000 | 3,091 |
| Certificates of participation in pools of residential mortgages | $6,070,000 | 2,539 |
| Issued or guaranteed by U.S. | $6,070,000 | 2,417 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $118,734,000 | 1,015 |
| Total debt securities | $118,734,000 | 1,105 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $124,924,000 | 1,082 |
| U.S. Government securities | $61,290,000 | 1,301 |
| U.S. Treasury securities | $19,828,000 | 278 |
| U.S. Government agency obligations | $41,462,000 | 1,673 |
| Securities issued by states & political subdivisions | $63,634,000 | 579 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,212,000 | 652 |
| Mortgage-backed securities | $6,515,000 | 3,047 |
| Certificates of participation in pools of residential mortgages | $6,515,000 | 2,518 |
| Issued or guaranteed by U.S. | $6,515,000 | 2,516 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $124,924,000 | 960 |
| Total debt securities | $124,924,000 | 1,066 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $124,607,000 | 1,098 |
| U.S. Government securities | $56,564,000 | 1,393 |
| U.S. Treasury securities | $14,934,000 | 315 |
| U.S. Government agency obligations | $41,630,000 | 1,687 |
| Securities issued by states & political subdivisions | $68,043,000 | 567 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,624,000 | 667 |
| Mortgage-backed securities | $1,456,000 | 3,931 |
| Certificates of participation in pools of residential mortgages | $1,456,000 | 3,632 |
| Issued or guaranteed by U.S. | $1,456,000 | 3,626 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $124,607,000 | 973 |
| Total debt securities | $124,607,000 | 1,082 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $175,763,000 | 816 |
| U.S. Government securities | $100,921,000 | 885 |
| U.S. Treasury securities | $64,040,000 | 119 |
| U.S. Government agency obligations | $36,881,000 | 1,850 |
| Securities issued by states & political subdivisions | $74,842,000 | 497 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,820,000 | 450 |
| Mortgage-backed securities | $1,940,000 | 3,876 |
| Certificates of participation in pools of residential mortgages | $1,866,000 | 3,556 |
| Issued or guaranteed by U.S. | $1,866,000 | 3,551 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $74,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 2,857 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $175,763,000 | 710 |
| Total debt securities | $175,763,000 | 805 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $124,899,000 | 1,124 |
| U.S. Government securities | $47,057,000 | 1,665 |
| U.S. Treasury securities | $10,061,000 | 378 |
| U.S. Government agency obligations | $36,996,000 | 1,873 |
| Securities issued by states & political subdivisions | $77,842,000 | 477 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,141,000 | 717 |
| Mortgage-backed securities | $2,065,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | $1,976,000 | 3,573 |
| Issued or guaranteed by U.S. | $1,976,000 | 3,568 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $89,000 | 2,955 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 2,871 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $124,899,000 | 984 |
| Total debt securities | $124,899,000 | 1,108 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $125,106,000 | 1,124 |
| U.S. Government securities | $52,061,000 | 1,576 |
| U.S. Treasury securities | $10,052,000 | 397 |
| U.S. Government agency obligations | $42,009,000 | 1,760 |
| Securities issued by states & political subdivisions | $73,045,000 | 514 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,757,000 | 688 |
| Mortgage-backed securities | $2,168,000 | 3,913 |
| Certificates of participation in pools of residential mortgages | $2,070,000 | 3,601 |
| Issued or guaranteed by U.S. | $2,070,000 | 3,599 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $98,000 | 2,990 |
| CMOs issued by government agencies or sponsored agencies | $98,000 | 2,904 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $125,106,000 | 991 |
| Total debt securities | $125,106,000 | 1,109 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $146,251,000 | 971 |
| U.S. Government securities | $72,131,000 | 1,187 |
| U.S. Treasury securities | $10,049,000 | 393 |
| U.S. Government agency obligations | $62,082,000 | 1,276 |
| Securities issued by states & political subdivisions | $74,120,000 | 500 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,414,000 | 613 |
| Mortgage-backed securities | $2,295,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $2,183,000 | 3,583 |
| Issued or guaranteed by U.S. | $2,183,000 | 3,578 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $112,000 | 2,988 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 2,891 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $146,251,000 | 844 |
| Total debt securities | $146,251,000 | 961 |
| 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 | $118,592,000 | 1,162 |
| U.S. Government securities | $52,904,000 | 1,503 |
| U.S. Treasury securities | $10,231,000 | 342 |
| U.S. Government agency obligations | $42,673,000 | 1,711 |
| Securities issued by states & political subdivisions | $65,688,000 | 602 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,463,000 | 751 |
| Mortgage-backed securities | $2,519,000 | 3,914 |
| Certificates of participation in pools of residential mortgages | $2,391,000 | 3,572 |
| Issued or guaranteed by U.S. | $2,391,000 | 3,568 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $128,000 | 3,011 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 2,917 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $118,592,000 | 1,028 |
| Total debt securities | $118,592,000 | 1,145 |
| 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 | $125,319,000 | 1,129 |
| U.S. Government securities | $58,254,000 | 1,427 |
| U.S. Treasury securities | $10,253,000 | 346 |
| U.S. Government agency obligations | $48,001,000 | 1,607 |
| Securities issued by states & political subdivisions | $67,065,000 | 579 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,504,000 | 755 |
| Mortgage-backed securities | $2,697,000 | 3,912 |
| Certificates of participation in pools of residential mortgages | $2,553,000 | 3,577 |
| Issued or guaranteed by U.S. | $2,553,000 | 3,571 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $144,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 2,929 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $125,319,000 | 999 |
| Total debt securities | $125,319,000 | 1,116 |
| 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 | $130,299,000 | 1,094 |
| U.S. Government securities | $63,156,000 | 1,380 |
| U.S. Treasury securities | $10,190,000 | 352 |
| U.S. Government agency obligations | $52,966,000 | 1,527 |
| Securities issued by states & political subdivisions | $67,143,000 | 562 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,753,000 | 694 |
| Mortgage-backed securities | $2,855,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $2,686,000 | 3,577 |
| Issued or guaranteed by U.S. | $2,686,000 | 3,573 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $169,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $169,000 | 2,939 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $130,299,000 | 968 |
| Total debt securities | $130,299,000 | 1,083 |
| 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 | $136,361,000 | 1,054 |
| U.S. Government securities | $72,767,000 | 1,245 |
| U.S. Treasury securities | $10,067,000 | 387 |
| U.S. Government agency obligations | $62,700,000 | 1,333 |
| Securities issued by states & political subdivisions | $63,594,000 | 603 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,311,000 | 711 |
| Mortgage-backed securities | $2,982,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $2,791,000 | 3,565 |
| Issued or guaranteed by U.S. | $2,791,000 | 3,561 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $191,000 | 3,044 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 2,955 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $136,361,000 | 926 |
| Total debt securities | $136,361,000 | 1,045 |
| 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 | $120,157,000 | 1,201 |
| U.S. Government securities | $73,430,000 | 1,234 |
| U.S. Treasury securities | $5,028,000 | 536 |
| U.S. Government agency obligations | $68,402,000 | 1,242 |
| Securities issued by states & political subdivisions | $46,727,000 | 855 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,350,000 | 757 |
| Mortgage-backed securities | $3,181,000 | 3,912 |
| Certificates of participation in pools of residential mortgages | $2,956,000 | 3,566 |
| Issued or guaranteed by U.S. | $2,956,000 | 3,562 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $225,000 | 3,067 |
| CMOs issued by government agencies or sponsored agencies | $225,000 | 2,974 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $120,157,000 | 1,052 |
| Total debt securities | $120,157,000 | 1,187 |
| 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 | $107,560,000 | 1,342 |
| U.S. Government securities | $87,719,000 | 1,099 |
| U.S. Treasury securities | $5,032,000 | 543 |
| U.S. Government agency obligations | $82,687,000 | 1,108 |
| Securities issued by states & political subdivisions | $19,841,000 | 1,848 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,966,000 | 853 |
| Mortgage-backed securities | $2,646,000 | 4,113 |
| Certificates of participation in pools of residential mortgages | $2,646,000 | 3,731 |
| Issued or guaranteed by U.S. | $2,646,000 | 3,728 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $725,000 | 2,003 |
| Available-for-sale securities (fair market value) | $106,835,000 | 1,182 |
| Total debt securities | $107,560,000 | 1,318 |
| 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 | $102,821,000 | 1,400 |
| U.S. Government securities | $82,872,000 | 1,169 |
| U.S. Treasury securities | $10,048,000 | 361 |
| U.S. Government agency obligations | $72,824,000 | 1,239 |
| Securities issued by states & political subdivisions | $19,949,000 | 1,822 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,884,000 | 823 |
| Mortgage-backed securities | $2,815,000 | 4,142 |
| Certificates of participation in pools of residential mortgages | $2,815,000 | 3,750 |
| Issued or guaranteed by U.S. | $2,815,000 | 3,746 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $725,000 | 2,007 |
| Available-for-sale securities (fair market value) | $102,096,000 | 1,249 |
| Total debt securities | $102,821,000 | 1,375 |
| 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 | $97,670,000 | 1,471 |
| U.S. Government securities | $72,744,000 | 1,299 |
| U.S. Treasury securities | $20,053,000 | 244 |
| U.S. Government agency obligations | $52,691,000 | 1,657 |
| Securities issued by states & political subdivisions | $22,407,000 | 1,661 |
| Other domestic debt securities | $2,519,000 | 1,214 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,519,000 | 935 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,701,000 | 772 |
| Mortgage-backed securities | $2,926,000 | 4,200 |
| Certificates of participation in pools of residential mortgages | $2,926,000 | 3,797 |
| Issued or guaranteed by U.S. | $2,926,000 | 3,792 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $725,000 | 2,026 |
| Available-for-sale securities (fair market value) | $96,945,000 | 1,317 |
| Total debt securities | $97,670,000 | 1,456 |
| 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 | $87,900,000 | 1,667 |
| U.S. Government securities | $62,760,000 | 1,520 |
| U.S. Treasury securities | $20,082,000 | 240 |
| U.S. Government agency obligations | $42,678,000 | 2,045 |
| Securities issued by states & political subdivisions | $22,591,000 | 1,655 |
| Other domestic debt securities | $2,549,000 | 1,253 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,549,000 | 958 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,513,000 | 965 |
| Mortgage-backed securities | $3,028,000 | 4,257 |
| Certificates of participation in pools of residential mortgages | $3,028,000 | 3,848 |
| Issued or guaranteed by U.S. | $3,028,000 | 3,846 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $725,000 | 2,053 |
| Available-for-sale securities (fair market value) | $87,175,000 | 1,493 |
| Total debt securities | $87,900,000 | 1,647 |
| 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 | $93,335,000 | 1,582 |
| U.S. Government securities | $68,071,000 | 1,438 |
| U.S. Treasury securities | $20,098,000 | 213 |
| U.S. Government agency obligations | $47,973,000 | 1,863 |
| Securities issued by states & political subdivisions | $22,688,000 | 1,653 |
| Other domestic debt securities | $2,576,000 | 1,282 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,576,000 | 979 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,171,000 | 900 |
| Mortgage-backed securities | $3,182,000 | 4,280 |
| Certificates of participation in pools of residential mortgages | $3,182,000 | 3,857 |
| Issued or guaranteed by U.S. | $3,182,000 | 3,857 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $775,000 | 2,053 |
| Available-for-sale securities (fair market value) | $92,560,000 | 1,426 |
| Total debt securities | $93,335,000 | 1,562 |
| 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 | $106,693,000 | 1,396 |
| U.S. Government securities | $78,630,000 | 1,272 |
| U.S. Treasury securities | $20,131,000 | 209 |
| U.S. Government agency obligations | $58,499,000 | 1,584 |
| Securities issued by states & political subdivisions | $22,944,000 | 1,637 |
| Other domestic debt securities | $5,119,000 | 925 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $5,119,000 | 671 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,755,000 | 783 |
| Mortgage-backed securities | $3,282,000 | 4,291 |
| Certificates of participation in pools of residential mortgages | $3,282,000 | 3,873 |
| Issued or guaranteed by U.S. | $3,282,000 | 3,873 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $775,000 | 2,059 |
| Available-for-sale securities (fair market value) | $105,918,000 | 1,242 |
| Total debt securities | $106,693,000 | 1,374 |
| 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 | $107,883,000 | 1,379 |
| U.S. Government securities | $78,405,000 | 1,251 |
| U.S. Treasury securities | $20,145,000 | 189 |
| U.S. Government agency obligations | $58,260,000 | 1,582 |
| Securities issued by states & political subdivisions | $24,308,000 | 1,557 |
| Other domestic debt securities | $5,170,000 | 957 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $5,170,000 | 690 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,914,000 | 784 |
| Mortgage-backed securities | $3,355,000 | 4,294 |
| Certificates of participation in pools of residential mortgages | $3,355,000 | 3,872 |
| Issued or guaranteed by U.S. | $3,355,000 | 3,867 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $775,000 | 2,057 |
| Available-for-sale securities (fair market value) | $107,108,000 | 1,218 |
| Total debt securities | $107,883,000 | 1,361 |
| 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 | $107,291,000 | 1,400 |
| U.S. Government securities | $78,470,000 | 1,264 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $78,470,000 | 1,225 |
| Securities issued by states & political subdivisions | $23,598,000 | 1,606 |
| Other domestic debt securities | $5,223,000 | 991 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,223,000 | 706 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,970,000 | 822 |
| Mortgage-backed securities | $3,495,000 | 4,313 |
| Certificates of participation in pools of residential mortgages | $3,495,000 | 3,857 |
| Issued or guaranteed by U.S. | $3,495,000 | 3,851 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $775,000 | 2,045 |
| Available-for-sale securities (fair market value) | $106,516,000 | 1,246 |
| Total debt securities | $107,291,000 | 1,377 |
| 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 | $106,548,000 | 1,407 |
| U.S. Government securities | $78,515,000 | 1,270 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $78,515,000 | 1,234 |
| Securities issued by states & political subdivisions | $22,763,000 | 1,640 |
| Other domestic debt securities | $5,270,000 | 1,012 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,270,000 | 716 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,295,000 | 800 |
| Mortgage-backed securities | $3,715,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $3,715,000 | 3,789 |
| Issued or guaranteed by U.S. | $3,715,000 | 3,784 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $800,000 | 1,982 |
| Available-for-sale securities (fair market value) | $105,748,000 | 1,267 |
| Total debt securities | $106,548,000 | 1,386 |
| 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 | $107,175,000 | 1,418 |
| U.S. Government securities | $80,010,000 | 1,262 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $80,010,000 | 1,222 |
| Securities issued by states & political subdivisions | $21,838,000 | 1,691 |
| Other domestic debt securities | $5,327,000 | 1,015 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,327,000 | 700 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,938,000 | 732 |
| Mortgage-backed securities | $4,055,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $4,055,000 | 3,758 |
| Issued or guaranteed by U.S. | $4,055,000 | 3,754 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $800,000 | 1,967 |
| Available-for-sale securities (fair market value) | $106,375,000 | 1,296 |
| Total debt securities | $107,175,000 | 1,402 |
| 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 | $102,778,000 | 1,445 |
| U.S. Government securities | $75,691,000 | 1,314 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $75,691,000 | 1,280 |
| Securities issued by states & political subdivisions | $21,739,000 | 1,666 |
| Other domestic debt securities | $5,348,000 | 982 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $5,348,000 | 678 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,585,000 | 807 |
| Mortgage-backed securities | $4,458,000 | 4,200 |
| Certificates of participation in pools of residential mortgages | $4,458,000 | 3,655 |
| Issued or guaranteed by U.S. | $4,458,000 | 3,653 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $800,000 | 1,996 |
| Available-for-sale securities (fair market value) | $101,978,000 | 1,315 |
| Total debt securities | $102,778,000 | 1,427 |
| 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 | $97,372,000 | 1,524 |
| U.S. Government securities | $71,321,000 | 1,412 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $71,321,000 | 1,371 |
| Securities issued by states & political subdivisions | $20,678,000 | 1,702 |
| Other domestic debt securities | $5,373,000 | 1,015 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $5,373,000 | 707 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,340,000 | 742 |
| Mortgage-backed securities | $4,915,000 | 4,236 |
| Certificates of participation in pools of residential mortgages | $4,915,000 | 3,702 |
| Issued or guaranteed by U.S. | $4,915,000 | 3,701 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $97,372,000 | 1,384 |
| Total debt securities | $97,372,000 | 1,505 |
| 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 | $102,727,000 | 1,457 |
| U.S. Government securities | $76,678,000 | 1,335 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $76,678,000 | 1,301 |
| Securities issued by states & political subdivisions | $20,918,000 | 1,644 |
| Other domestic debt securities | $5,131,000 | 1,050 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $5,131,000 | 744 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,658,000 | 773 |
| Mortgage-backed securities | $5,169,000 | 4,213 |
| Certificates of participation in pools of residential mortgages | $5,169,000 | 3,657 |
| Issued or guaranteed by U.S. | $5,169,000 | 3,654 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $102,727,000 | 1,323 |
| Total debt securities | $102,727,000 | 1,437 |
| 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 | $112,871,000 | 1,357 |
| U.S. Government securities | $87,548,000 | 1,217 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $87,548,000 | 1,178 |
| Securities issued by states & political subdivisions | $20,130,000 | 1,645 |
| Other domestic debt securities | $5,193,000 | 1,040 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $5,193,000 | 724 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,381,000 | 744 |
| Mortgage-backed securities | $5,261,000 | 4,234 |
| Certificates of participation in pools of residential mortgages | $5,261,000 | 3,639 |
| Issued or guaranteed by U.S. | $5,261,000 | 3,635 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $112,871,000 | 1,237 |
| Total debt securities | $112,871,000 | 1,341 |
| 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 | $105,329,000 | 1,392 |
| U.S. Government securities | $82,448,000 | 1,235 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $82,448,000 | 1,197 |
| Securities issued by states & political subdivisions | $17,758,000 | 1,778 |
| Other domestic debt securities | $5,123,000 | 1,024 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $5,123,000 | 682 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,933,000 | 772 |
| Mortgage-backed securities | $59,000 | 5,751 |
| Certificates of participation in pools of residential mortgages | $59,000 | 5,500 |
| Issued or guaranteed by U.S. | $59,000 | 5,486 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $105,329,000 | 1,260 |
| Total debt securities | $105,329,000 | 1,380 |
| 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 | $84,600,000 | 1,632 |
| U.S. Government securities | $63,723,000 | 1,506 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $63,723,000 | 1,457 |
| Securities issued by states & political subdivisions | $18,347,000 | 1,667 |
| Other domestic debt securities | $2,530,000 | 1,454 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,530,000 | 976 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,470,000 | 848 |
| Mortgage-backed securities | $6,432,000 | 3,915 |
| Certificates of participation in pools of residential mortgages | $6,432,000 | 3,239 |
| Issued or guaranteed by U.S. | $6,432,000 | 3,236 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $84,600,000 | 1,482 |
| Total debt securities | $84,600,000 | 1,612 |
| 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 | $97,299,000 | 1,462 |
| U.S. Government securities | $71,110,000 | 1,380 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $71,110,000 | 1,340 |
| Securities issued by states & political subdivisions | $16,852,000 | 1,757 |
| Other domestic debt securities | $9,337,000 | 731 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $9,337,000 | 404 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,182,000 | 743 |
| Mortgage-backed securities | $4,188,000 | 4,331 |
| Certificates of participation in pools of residential mortgages | $4,188,000 | 3,713 |
| Issued or guaranteed by U.S. | $4,188,000 | 3,701 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $97,299,000 | 1,310 |
| Total debt securities | $97,299,000 | 1,443 |
| 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 | $95,138,000 | 1,473 |
| U.S. Government securities | $68,530,000 | 1,426 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $68,530,000 | 1,372 |
| Securities issued by states & political subdivisions | $17,245,000 | 1,675 |
| Other domestic debt securities | $9,363,000 | 749 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $9,363,000 | 401 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,792,000 | 675 |
| Mortgage-backed securities | $1,820,000 | 4,888 |
| Certificates of participation in pools of residential mortgages | $1,820,000 | 4,407 |
| Issued or guaranteed by U.S. | $1,820,000 | 4,398 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $95,138,000 | 1,317 |
| Total debt securities | $95,138,000 | 1,453 |
| 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 | $80,533,000 | 1,609 |
| U.S. Government securities | $57,503,000 | 1,561 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $57,503,000 | 1,508 |
| Securities issued by states & political subdivisions | $14,741,000 | 1,864 |
| Other domestic debt securities | $8,289,000 | 844 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $8,289,000 | 431 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,103,000 | 756 |
| Mortgage-backed securities | $837,000 | 5,241 |
| Certificates of participation in pools of residential mortgages | $837,000 | 4,803 |
| Issued or guaranteed by U.S. | $837,000 | 4,795 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $80,533,000 | 1,447 |
| Total debt securities | $80,533,000 | 1,596 |
| 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 | $94,174,000 | 1,402 |
| U.S. Government securities | $71,268,000 | 1,273 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $71,268,000 | 1,220 |
| Securities issued by states & political subdivisions | $14,547,000 | 1,807 |
| Other domestic debt securities | $8,359,000 | 878 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $8,359,000 | 423 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,661,000 | 705 |
| Mortgage-backed securities | $68,000 | 5,896 |
| Certificates of participation in pools of residential mortgages | $68,000 | 5,553 |
| Issued or guaranteed by U.S. | $68,000 | 5,539 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $94,174,000 | 1,245 |
| Total debt securities | $94,174,000 | 1,382 |
| 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 | $100,222,000 | 1,306 |
| U.S. Government securities | $76,868,000 | 1,218 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $76,868,000 | 1,169 |
| Securities issued by states & political subdivisions | $14,950,000 | 1,697 |
| Other domestic debt securities | $8,404,000 | 867 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $8,404,000 | 388 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,914,000 | 658 |
| Mortgage-backed securities | $3,864,000 | 4,293 |
| Certificates of participation in pools of residential mortgages | $3,864,000 | 3,663 |
| Issued or guaranteed by U.S. | $3,864,000 | 3,654 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $100,222,000 | 1,160 |
| Total debt securities | $100,222,000 | 1,284 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $106,648,000 | 1,245 |
| U.S. Government securities | $83,109,000 | 1,137 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $83,109,000 | 1,093 |
| Securities issued by states & political subdivisions | $15,144,000 | 1,658 |
| Other domestic debt securities | $8,395,000 | 895 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $8,395,000 | 401 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,991,000 | 648 |
| Mortgage-backed securities | $73,000 | 6,019 |
| Certificates of participation in pools of residential mortgages | $73,000 | 5,705 |
| Issued or guaranteed by U.S. | $73,000 | 5,693 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $106,648,000 | 1,100 |
| Total debt securities | $106,648,000 | 1,227 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $73,420,000 | 1,721 |
| U.S. Government securities | $62,026,000 | 1,440 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $62,026,000 | 1,396 |
| Securities issued by states & political subdivisions | $11,394,000 | 2,065 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,549,000 | 920 |
| Mortgage-backed securities | $76,000 | 6,066 |
| Certificates of participation in pools of residential mortgages | $76,000 | 5,759 |
| Issued or guaranteed by U.S. | $76,000 | 5,744 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $73,420,000 | 1,518 |
| Total debt securities | $73,420,000 | 1,696 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $66,628,000 | 1,863 |
| U.S. Government securities | $55,217,000 | 1,578 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $55,217,000 | 1,536 |
| Securities issued by states & political subdivisions | $11,411,000 | 2,067 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,485,000 | 1,500 |
| Mortgage-backed securities | $3,172,000 | 4,722 |
| Certificates of participation in pools of residential mortgages | $3,172,000 | 4,168 |
| Issued or guaranteed by U.S. | $3,172,000 | 4,160 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $121,000 | 3,089 |
| Available-for-sale securities (fair market value) | $66,507,000 | 1,645 |
| Total debt securities | $66,628,000 | 1,836 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $52,147,000 | 2,250 |
| U.S. Government securities | $41,770,000 | 1,975 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $41,770,000 | 1,928 |
| Securities issued by states & political subdivisions | $10,377,000 | 2,155 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,430,000 | 1,514 |
| Mortgage-backed securities | $14,803,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $14,803,000 | 2,184 |
| Issued or guaranteed by U.S. | $14,803,000 | 2,174 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $125,000 | 3,131 |
| Available-for-sale securities (fair market value) | $52,022,000 | 1,976 |
| Total debt securities | $52,147,000 | 2,216 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $49,593,000 | 2,349 |
| U.S. Government securities | $42,525,000 | 1,966 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $42,525,000 | 1,923 |
| Securities issued by states & political subdivisions | $7,068,000 | 2,648 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,203,000 | 1,724 |
| Mortgage-backed securities | $20,238,000 | 2,381 |
| Certificates of participation in pools of residential mortgages | $20,238,000 | 1,802 |
| Issued or guaranteed by U.S. | $20,238,000 | 1,791 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $127,000 | 3,168 |
| Available-for-sale securities (fair market value) | $49,466,000 | 2,065 |
| Total debt securities | $49,593,000 | 2,318 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $59,981,000 | 1,965 |
| U.S. Government securities | $52,481,000 | 1,617 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $52,481,000 | 1,597 |
| Securities issued by states & political subdivisions | $7,500,000 | 2,513 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,661,000 | 1,543 |
| Mortgage-backed securities | $30,264,000 | 1,762 |
| Certificates of participation in pools of residential mortgages | $30,264,000 | 1,270 |
| Issued or guaranteed by U.S. | $30,264,000 | 1,261 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $131,000 | 3,197 |
| Available-for-sale securities (fair market value) | $59,850,000 | 1,727 |
| Total debt securities | $59,981,000 | 1,946 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $52,994,000 | 2,135 |
| U.S. Government securities | $45,372,000 | 1,815 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $45,372,000 | 1,781 |
| Securities issued by states & political subdivisions | $7,622,000 | 2,472 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,411,000 | 1,520 |
| Mortgage-backed securities | $25,811,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $25,811,000 | 1,377 |
| Issued or guaranteed by U.S. | $25,811,000 | 1,365 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $136,000 | 3,209 |
| Available-for-sale securities (fair market value) | $52,858,000 | 1,884 |
| Total debt securities | $52,994,000 | 2,109 |
| 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 | $56,045,000 | 2,091 |
| U.S. Government securities | $47,548,000 | 1,748 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $47,548,000 | 1,720 |
| Securities issued by states & political subdivisions | $8,497,000 | 2,333 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,913,000 | 1,484 |
| Mortgage-backed securities | $26,413,000 | 1,832 |
| Certificates of participation in pools of residential mortgages | $26,413,000 | 1,352 |
| Issued or guaranteed by U.S. | $26,413,000 | 1,340 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $142,000 | 3,216 |
| Available-for-sale securities (fair market value) | $55,903,000 | 1,849 |
| Total debt securities | $56,045,000 | 2,057 |
| 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 | $50,866,000 | 2,279 |
| U.S. Government securities | $45,555,000 | 1,813 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $45,555,000 | 1,777 |
| Securities issued by states & political subdivisions | $5,311,000 | 3,037 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,780,000 | 1,381 |
| Mortgage-backed securities | $23,755,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $23,746,000 | 1,422 |
| Issued or guaranteed by U.S. | $23,746,000 | 1,410 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,000 | 3,667 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,309 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $147,000 | 3,256 |
| Available-for-sale securities (fair market value) | $50,719,000 | 2,011 |
| Total debt securities | $50,866,000 | 2,224 |
| 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 | $41,831,000 | 2,666 |
| U.S. Government securities | $35,988,000 | 2,261 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $35,988,000 | 2,217 |
| Securities issued by states & political subdivisions | $5,843,000 | 2,892 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,325,000 | 1,543 |
| Mortgage-backed securities | $14,742,000 | 2,350 |
| Certificates of participation in pools of residential mortgages | $14,713,000 | 1,781 |
| Issued or guaranteed by U.S. | $14,713,000 | 1,771 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $29,000 | 3,517 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,187 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $274,000 | 3,130 |
| Available-for-sale securities (fair market value) | $41,557,000 | 2,351 |
| Total debt securities | $41,831,000 | 2,625 |
| 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 | $51,984,000 | 2,219 |
| U.S. Government securities | $46,112,000 | 1,815 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $46,112,000 | 1,770 |
| Securities issued by states & political subdivisions | $5,872,000 | 2,847 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,262,000 | 1,429 |
| Mortgage-backed securities | $15,148,000 | 2,158 |
| Certificates of participation in pools of residential mortgages | $15,094,000 | 1,625 |
| Issued or guaranteed by U.S. | $15,094,000 | 1,616 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $54,000 | 3,438 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,107 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $284,000 | 3,189 |
| Available-for-sale securities (fair market value) | $51,700,000 | 1,923 |
| Total debt securities | $51,984,000 | 2,172 |
| 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 | $46,365,000 | 2,433 |
| U.S. Government securities | $40,522,000 | 2,055 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $40,522,000 | 2,000 |
| Securities issued by states & political subdivisions | $5,843,000 | 2,852 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,981,000 | 1,498 |
| Mortgage-backed securities | $5,226,000 | 3,572 |
| Certificates of participation in pools of residential mortgages | $5,145,000 | 2,971 |
| Issued or guaranteed by U.S. | $5,145,000 | 2,957 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $81,000 | 3,363 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,043 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $298,000 | 3,212 |
| Available-for-sale securities (fair market value) | $46,067,000 | 2,127 |
| Total debt securities | $46,365,000 | 2,392 |
| 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 | $51,245,000 | 2,255 |
| U.S. Government securities | $45,318,000 | 1,898 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $45,318,000 | 1,835 |
| Securities issued by states & political subdivisions | $5,927,000 | 2,837 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,212,000 | 1,364 |
| Mortgage-backed securities | $5,435,000 | 3,514 |
| Certificates of participation in pools of residential mortgages | $5,322,000 | 2,919 |
| Issued or guaranteed by U.S. | $5,322,000 | 2,904 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $113,000 | 3,281 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 2,985 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $315,000 | 3,251 |
| Available-for-sale securities (fair market value) | $50,930,000 | 1,959 |
| Total debt securities | $51,245,000 | 2,222 |
| 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 | $61,073,000 | 1,939 |
| U.S. Government securities | $54,586,000 | 1,608 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $54,586,000 | 1,568 |
| Securities issued by states & political subdivisions | $6,487,000 | 2,703 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,001,000 | 1,480 |
| Mortgage-backed securities | $5,762,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $5,611,000 | 2,862 |
| Issued or guaranteed by U.S. | $5,611,000 | 2,849 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $151,000 | 3,231 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 2,944 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $335,000 | 3,300 |
| Available-for-sale securities (fair market value) | $60,738,000 | 1,674 |
| Total debt securities | $61,073,000 | 1,897 |
| 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 | $70,219,000 | 1,711 |
| U.S. Government securities | $63,633,000 | 1,396 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $63,633,000 | 1,358 |
| Securities issued by states & political subdivisions | $6,586,000 | 2,665 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,125,000 | 1,413 |
| Mortgage-backed securities | $5,959,000 | 3,363 |
| Certificates of participation in pools of residential mortgages | $5,776,000 | 2,813 |
| Issued or guaranteed by U.S. | $5,776,000 | 2,800 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $183,000 | 3,157 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 2,874 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $352,000 | 3,369 |
| Available-for-sale securities (fair market value) | $69,867,000 | 1,474 |
| Total debt securities | $70,219,000 | 1,676 |
| 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 | $73,619,000 | 1,634 |
| U.S. Government securities | $66,279,000 | 1,348 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $66,279,000 | 1,312 |
| Securities issued by states & political subdivisions | $7,340,000 | 2,484 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,908,000 | 1,304 |
| Mortgage-backed securities | $6,189,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $6,006,000 | 2,779 |
| Issued or guaranteed by U.S. | $6,006,000 | 2,767 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $183,000 | 3,168 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 2,864 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $371,000 | 3,411 |
| Available-for-sale securities (fair market value) | $73,248,000 | 1,414 |
| Total debt securities | $73,619,000 | 1,605 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $68,956,000 | 1,767 |
| U.S. Government securities | $61,562,000 | 1,495 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $61,562,000 | 1,437 |
| Securities issued by states & political subdivisions | $7,394,000 | 2,457 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,410,000 | 1,647 |
| Mortgage-backed securities | $6,469,000 | 3,292 |
| Certificates of participation in pools of residential mortgages | $6,283,000 | 2,765 |
| Issued or guaranteed by U.S. | $6,283,000 | 2,751 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $186,000 | 3,182 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 2,878 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $393,000 | 3,447 |
| Available-for-sale securities (fair market value) | $68,563,000 | 1,513 |
| Total debt securities | $68,956,000 | 1,732 |
| 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 | $74,141,000 | 1,639 |
| U.S. Government securities | $65,721,000 | 1,384 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $65,721,000 | 1,337 |
| Securities issued by states & political subdivisions | $7,921,000 | 2,347 |
| Other domestic debt securities | $499,000 | 2,564 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $499,000 | 2,071 |
| 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 | $37,132,000 | 1,247 |
| Mortgage-backed securities | $6,650,000 | 3,296 |
| Certificates of participation in pools of residential mortgages | $6,469,000 | 2,759 |
| Issued or guaranteed by U.S. | $6,469,000 | 2,749 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $181,000 | 3,205 |
| CMOs issued by government agencies or sponsored agencies | $181,000 | 2,906 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $413,000 | 3,504 |
| Available-for-sale securities (fair market value) | $73,728,000 | 1,411 |
| Total debt securities | $74,141,000 | 1,598 |
| 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 | $64,850,000 | 1,852 |
| U.S. Government securities | $56,257,000 | 1,588 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $56,257,000 | 1,529 |
| Securities issued by states & political subdivisions | $8,090,000 | 2,274 |
| Other domestic debt securities | $503,000 | 2,546 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 2,071 |
| 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 | $21,896,000 | 1,947 |
| Mortgage-backed securities | $1,826,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $1,640,000 | 4,517 |
| Issued or guaranteed by U.S. | $1,640,000 | 4,501 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $186,000 | 3,223 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 2,920 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $445,000 | 3,512 |
| Available-for-sale securities (fair market value) | $64,405,000 | 1,573 |
| Total debt securities | $64,850,000 | 1,810 |
| 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 | $23,075,000 | 4,243 |
| U.S. Government securities | $13,175,000 | 4,913 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,175,000 | 4,771 |
| Securities issued by states & political subdivisions | $8,896,000 | 2,096 |
| Other domestic debt securities | $1,004,000 | 2,181 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,004,000 | 1,734 |
| 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 | $12,432,000 | 2,947 |
| Mortgage-backed securities | $2,010,000 | 4,930 |
| Certificates of participation in pools of residential mortgages | $1,825,000 | 4,481 |
| Issued or guaranteed by U.S. | $1,825,000 | 4,463 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $185,000 | 3,255 |
| CMOs issued by government agencies or sponsored agencies | $185,000 | 2,958 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $478,000 | 3,554 |
| Available-for-sale securities (fair market value) | $22,597,000 | 3,734 |
| Total debt securities | $23,075,000 | 4,189 |
| 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 | $23,342,000 | 4,288 |
| U.S. Government securities | $13,460,000 | 4,904 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,460,000 | 4,760 |
| Securities issued by states & political subdivisions | $8,874,000 | 2,107 |
| Other domestic debt securities | $1,008,000 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,008,000 | 1,805 |
| 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 | $12,608,000 | 2,921 |
| Mortgage-backed securities | $2,273,000 | 4,867 |
| Certificates of participation in pools of residential mortgages | $2,087,000 | 4,390 |
| Issued or guaranteed by U.S. | $2,087,000 | 4,378 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $186,000 | 3,304 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 3,016 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $521,000 | 3,527 |
| Available-for-sale securities (fair market value) | $22,821,000 | 3,776 |
| Total debt securities | $23,342,000 | 4,235 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $21,420,000 | 4,540 |
| U.S. Government securities | $11,020,000 | 5,483 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,020,000 | 5,315 |
| Securities issued by states & political subdivisions | $9,368,000 | 2,051 |
| Other domestic debt securities | $1,032,000 | 2,245 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,032,000 | 1,841 |
| 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 | $12,786,000 | 2,871 |
| Mortgage-backed securities | $2,481,000 | 4,820 |
| Certificates of participation in pools of residential mortgages | $2,295,000 | 4,321 |
| Issued or guaranteed by U.S. | $2,295,000 | 4,306 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $186,000 | 3,333 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 3,035 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $558,000 | 3,538 |
| Available-for-sale securities (fair market value) | $20,862,000 | 4,002 |
| Total debt securities | $21,420,000 | 4,472 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $20,588,000 | 4,638 |
| U.S. Government securities | $12,340,000 | 5,184 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,340,000 | 5,027 |
| Securities issued by states & political subdivisions | $7,205,000 | 2,480 |
| Other domestic debt securities | $1,043,000 | 2,266 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,043,000 | 1,894 |
| 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 | $12,561,000 | 2,859 |
| Mortgage-backed securities | $2,721,000 | 4,742 |
| Certificates of participation in pools of residential mortgages | $2,535,000 | 4,236 |
| Issued or guaranteed by U.S. | $2,535,000 | 4,226 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $186,000 | 3,359 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 3,062 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $605,000 | 3,577 |
| Available-for-sale securities (fair market value) | $19,983,000 | 4,084 |
| Total debt securities | $20,588,000 | 4,578 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $21,469,000 | 4,600 |
| U.S. Government securities | $12,578,000 | 5,171 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,578,000 | 5,017 |
| Securities issued by states & political subdivisions | $7,838,000 | 2,335 |
| Other domestic debt securities | $1,053,000 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,053,000 | 1,978 |
| 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 | $12,788,000 | 2,818 |
| Mortgage-backed securities | $3,030,000 | 4,671 |
| Certificates of participation in pools of residential mortgages | $2,844,000 | 4,141 |
| Issued or guaranteed by U.S. | $2,844,000 | 4,132 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $186,000 | 3,429 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 3,142 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $673,000 | 3,557 |
| Available-for-sale securities (fair market value) | $20,796,000 | 4,074 |
| Total debt securities | $21,469,000 | 4,531 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $27,981,000 | 3,862 |
| U.S. Government securities | $20,017,000 | 3,846 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $20,017,000 | 3,715 |
| Securities issued by states & political subdivisions | $6,304,000 | 2,701 |
| Other domestic debt securities | $1,660,000 | 2,113 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,660,000 | 1,763 |
| 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 | $19,284,000 | 2,063 |
| Mortgage-backed securities | $3,403,000 | 4,603 |
| Certificates of participation in pools of residential mortgages | $3,217,000 | 4,051 |
| Issued or guaranteed by U.S. | $3,217,000 | 4,042 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $186,000 | 3,499 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 3,195 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $739,000 | 3,544 |
| Available-for-sale securities (fair market value) | $27,242,000 | 3,403 |
| Total debt securities | $27,981,000 | 3,782 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $35,640,000 | 3,270 |
| U.S. Government securities | $27,485,000 | 3,107 |
| U.S. Treasury securities | $7,500,000 | 494 |
| U.S. Government agency obligations | $19,985,000 | 3,777 |
| Securities issued by states & political subdivisions | $6,486,000 | 2,673 |
| Other domestic debt securities | $1,669,000 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,669,000 | 1,857 |
| 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 | $17,796,000 | 2,141 |
| Mortgage-backed securities | $3,764,000 | 4,454 |
| Certificates of participation in pools of residential mortgages | $3,578,000 | 3,887 |
| Issued or guaranteed by U.S. | $3,578,000 | 3,876 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $186,000 | 3,559 |
| CMOs issued by government agencies or sponsored agencies | $186,000 | 3,385 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $822,000 | 3,526 |
| Available-for-sale securities (fair market value) | $34,818,000 | 2,863 |
| Total debt securities | $35,640,000 | 3,208 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $39,238,000 | 2,983 |
| U.S. Government securities | $30,937,000 | 2,758 |
| U.S. Treasury securities | $9,999,000 | 420 |
| U.S. Government agency obligations | $20,938,000 | 3,536 |
| Securities issued by states & political subdivisions | $6,619,000 | 2,631 |
| Other domestic debt securities | $1,682,000 | 2,252 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,682,000 | 1,969 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,240,000 | 1,944 |
| Mortgage-backed securities | $4,275,000 | 4,271 |
| Certificates of participation in pools of residential mortgages | $4,051,000 | 3,726 |
| Issued or guaranteed by U.S. | $4,051,000 | 3,714 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $224,000 | 3,595 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 3,416 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $937,000 | 3,471 |
| Available-for-sale securities (fair market value) | $38,301,000 | 2,618 |
| Total debt securities | $39,238,000 | 2,908 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $23,787,000 | 4,192 |
| U.S. Government securities | $17,688,000 | 3,997 |
| U.S. Treasury securities | $7,500,000 | 494 |
| U.S. Government agency obligations | $10,188,000 | 5,340 |
| Securities issued by states & political subdivisions | $4,410,000 | 3,243 |
| Other domestic debt securities | $1,689,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,689,000 | 2,032 |
| 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 | $10,871,000 | 2,879 |
| Mortgage-backed securities | $5,141,000 | 4,090 |
| Certificates of participation in pools of residential mortgages | $4,805,000 | 3,496 |
| Issued or guaranteed by U.S. | $4,805,000 | 3,485 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $336,000 | 3,623 |
| CMOs issued by government agencies or sponsored agencies | $336,000 | 3,449 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,058,000 | 3,399 |
| Available-for-sale securities (fair market value) | $22,729,000 | 3,739 |
| Total debt securities | $23,787,000 | 4,099 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $21,620,000 | 4,429 |
| U.S. Government securities | $17,141,000 | 4,126 |
| U.S. Treasury securities | $5,000,000 | 696 |
| U.S. Government agency obligations | $12,141,000 | 4,886 |
| Securities issued by states & political subdivisions | $2,848,000 | 3,851 |
| Other domestic debt securities | $1,631,000 | 2,360 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,631,000 | 2,057 |
| 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 | $11,560,000 | 2,780 |
| Mortgage-backed securities | $6,082,000 | 3,864 |
| Certificates of participation in pools of residential mortgages | $5,601,000 | 3,249 |
| Issued or guaranteed by U.S. | $5,601,000 | 3,238 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $481,000 | 3,591 |
| CMOs issued by government agencies or sponsored agencies | $481,000 | 3,425 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,197,000 | 3,380 |
| Available-for-sale securities (fair market value) | $20,423,000 | 3,980 |
| Total debt securities | $21,620,000 | 4,338 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $28,340,000 | 3,661 |
| U.S. Government securities | $23,880,000 | 3,242 |
| U.S. Treasury securities | $9,999,000 | 453 |
| U.S. Government agency obligations | $13,881,000 | 4,502 |
| Securities issued by states & political subdivisions | $2,825,000 | 3,840 |
| Other domestic debt securities | $1,635,000 | 2,376 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,635,000 | 2,078 |
| 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 | $12,854,000 | 2,605 |
| Mortgage-backed securities | $7,833,000 | 3,408 |
| Certificates of participation in pools of residential mortgages | $7,243,000 | 2,791 |
| Issued or guaranteed by U.S. | $7,243,000 | 2,780 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $590,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $590,000 | 3,342 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,578,000 | 3,219 |
| Available-for-sale securities (fair market value) | $26,762,000 | 3,268 |
| Total debt securities | $28,340,000 | 3,589 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $29,427,000 | 3,400 |
| U.S. Government securities | $19,857,000 | 3,545 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $19,857,000 | 3,379 |
| Securities issued by states & political subdivisions | $3,070,000 | 3,710 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $6,500,000 | 558 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,752,000 | 1,833 |
| Mortgage-backed securities | $12,677,000 | 2,495 |
| Certificates of participation in pools of residential mortgages | $11,697,000 | 1,897 |
| Issued or guaranteed by U.S. | $11,697,000 | 1,885 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $980,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $980,000 | 3,170 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,574,000 | 2,950 |
| Available-for-sale securities (fair market value) | $26,853,000 | 3,088 |
| Total debt securities | $22,927,000 | 4,031 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $31,294,000 | 3,335 |
| U.S. Government securities | $28,279,000 | 2,767 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $28,279,000 | 2,572 |
| Securities issued by states & political subdivisions | $2,156,000 | 4,286 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $859,000 | 2,783 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,579,000 | 1,659 |
| Mortgage-backed securities | $12,327,000 | 2,053 |
| Certificates of participation in pools of residential mortgages | $11,348,000 | 1,606 |
| Issued or guaranteed by U.S. | $11,348,000 | 1,594 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $979,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $979,000 | 2,727 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,097,000 | 2,752 |
| Available-for-sale securities (fair market value) | $26,197,000 | 3,091 |
| Total debt securities | $30,435,000 | 3,301 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $36,097,000 | 3,063 |
| U.S. Government securities | $32,472,000 | 2,560 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $32,472,000 | 2,281 |
| Securities issued by states & political subdivisions | $2,772,000 | 4,064 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $853,000 | 2,712 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,687,000 | 3,222 |
| Mortgage-backed securities | $14,676,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $13,721,000 | 1,506 |
| Issued or guaranteed by U.S. | $13,721,000 | 1,492 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $955,000 | 3,084 |
| CMOs issued by government agencies or sponsored agencies | $955,000 | 2,937 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,405,000 | 2,339 |
| Available-for-sale securities (fair market value) | $27,692,000 | 3,011 |
| Total debt securities | $35,244,000 | 3,041 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $36,879,000 | 3,035 |
| U.S. Government securities | $32,567,000 | 2,627 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $32,567,000 | 2,200 |
| Securities issued by states & political subdivisions | $3,495,000 | 3,683 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $817,000 | 2,680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,114,000 | 1,829 |
| Mortgage-backed securities | $16,401,000 | 1,952 |
| Certificates of participation in pools of residential mortgages | $15,450,000 | 1,470 |
| Issued or guaranteed by U.S. | $15,450,000 | 1,460 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $951,000 | 3,348 |
| CMOs issued by government agencies or sponsored agencies | $951,000 | 3,197 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,623,000 | 1,459 |
| Available-for-sale securities (fair market value) | $18,256,000 | 4,078 |
| Total debt securities | $36,062,000 | 3,009 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $44,934,000 | 2,528 |
| U.S. Government securities | $39,945,000 | 2,254 |
| U.S. Treasury securities | $2,999,000 | 4,335 |
| U.S. Government agency obligations | $36,946,000 | 1,885 |
| Securities issued by states & political subdivisions | $4,208,000 | 3,103 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $781,000 | 2,756 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,276,000 | 1,823 |
| Mortgage-backed securities | $19,270,000 | 1,718 |
| Certificates of participation in pools of residential mortgages | $18,321,000 | 1,315 |
| Issued or guaranteed by U.S. | $18,321,000 | 1,303 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $949,000 | 3,494 |
| CMOs issued by government agencies or sponsored agencies | $949,000 | 3,375 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,248,000 | 1,080 |
| Available-for-sale securities (fair market value) | $12,686,000 | 4,999 |
| Total debt securities | $44,153,000 | 2,499 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $55,394,000 | 2,200 |
| U.S. Government securities | $48,673,000 | 1,998 |
| U.S. Treasury securities | $11,033,000 | 2,039 |
| U.S. Government agency obligations | $37,640,000 | 1,923 |
| Securities issued by states & political subdivisions | $5,976,000 | 2,456 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $745,000 | 2,800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,081,000 | 2,513 |
| Mortgage-backed securities | $22,970,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $21,035,000 | 1,281 |
| Issued or guaranteed by U.S. | $21,035,000 | 1,264 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,935,000 | 3,125 |
| CMOs issued by government agencies or sponsored agencies | $1,935,000 | 2,993 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,068,000 | 1,165 |
| Available-for-sale securities (fair market value) | $20,326,000 | 3,769 |
| Total debt securities | $54,649,000 | 2,158 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $60,149,000 | 2,069 |
| U.S. Government securities | $52,785,000 | 1,907 |
| U.S. Treasury securities | $21,613,000 | 1,313 |
| U.S. Government agency obligations | $31,172,000 | 2,234 |
| Securities issued by states & political subdivisions | $6,653,000 | 2,206 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $711,000 | 2,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,658,000 | 2,794 |
| Mortgage-backed securities | $23,611,000 | 1,727 |
| Certificates of participation in pools of residential mortgages | $21,175,000 | 1,271 |
| Issued or guaranteed by U.S. | $21,175,000 | 1,243 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,436,000 | 3,150 |
| CMOs issued by government agencies or sponsored agencies | $2,436,000 | 3,009 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,906,000 | 1,784 |
| Available-for-sale securities (fair market value) | $37,243,000 | 2,313 |
| Total debt securities | $59,438,000 | 2,035 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,026 |
| Fair value | $3,488,000 | 1,016 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $68,426,000 | 1,915 |
| U.S. Government securities | $60,826,000 | 1,753 |
| U.S. Treasury securities | $27,139,000 | 1,296 |
| U.S. Government agency obligations | $33,687,000 | 2,027 |
| Securities issued by states & political subdivisions | $6,921,000 | 2,210 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $679,000 | 2,579 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,072,000 | 2,188 |
| Mortgage-backed securities | $27,283,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | $23,670,000 | 1,221 |
| Issued or guaranteed by U.S. | $23,670,000 | 1,201 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,613,000 | 2,765 |
| CMOs issued by government agencies or sponsored agencies | $3,613,000 | 2,623 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,408,000 | 1,872 |
| Available-for-sale securities (fair market value) | $29,018,000 | 1,982 |
| Total debt securities | $67,747,000 | 1,889 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $72,084,000 | 1,916 |
| U.S. Government securities | $64,002,000 | 1,721 |
| U.S. Treasury securities | $24,810,000 | 1,516 |
| U.S. Government agency obligations | $39,192,000 | 1,797 |
| Securities issued by states & political subdivisions | $7,492,000 | 2,081 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $590,000 | 2,794 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,833,000 | 3,732 |
| Mortgage-backed securities | $32,625,000 | 1,555 |
| Certificates of participation in pools of residential mortgages | $24,656,000 | 1,285 |
| Issued or guaranteed by U.S. | $24,656,000 | 1,261 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $7,969,000 | 1,966 |
| CMOs issued by government agencies or sponsored agencies | $7,969,000 | 1,853 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $71,494,000 | 1,871 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $60,603,000 | 2,224 |
| U.S. Government securities | $56,012,000 | 1,900 |
| U.S. Treasury securities | $23,858,000 | 1,573 |
| U.S. Government agency obligations | $32,154,000 | 2,106 |
| Securities issued by states & political subdivisions | $4,047,000 | 3,296 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $544,000 | 2,528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,017,000 | 7,072 |
| Mortgage-backed securities | $21,044,000 | 2,212 |
| Certificates of participation in pools of residential mortgages | $13,051,000 | 2,099 |
| Issued or guaranteed by U.S. | $13,051,000 | 2,059 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $7,993,000 | 1,973 |
| CMOs issued by government agencies or sponsored agencies | $7,993,000 | 1,777 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $60,059,000 | 2,185 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |