Home > Central Bank > Securities
Central Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $161,308,000 | 1,182 |
| U.S. Government securities | $38,777,000 | 2,165 |
| U.S. Treasury securities | $14,820,000 | 1,096 |
| U.S. Government agency obligations | $23,957,000 | 2,400 |
| Securities issued by states & political subdivisions | $116,991,000 | 380 |
| Other domestic debt securities | $5,540,000 | 1,301 |
| 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 | $5,540,000 | 922 |
| 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 | $123,911,000 | 757 |
| Mortgage-backed securities | $23,716,000 | 1,890 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,530,000 | 1,431 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,272,000 | 2,090 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $914,000 | 1,257 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $161,308,000 | 1,017 |
| Total debt securities | $161,306,000 | 1,166 |
| 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 | $156,302,000 | 1,203 |
| U.S. Government securities | $31,238,000 | 2,422 |
| U.S. Treasury securities | $14,354,000 | 1,172 |
| U.S. Government agency obligations | $16,884,000 | 2,767 |
| Securities issued by states & political subdivisions | $119,535,000 | 348 |
| Other domestic debt securities | $5,529,000 | 1,289 |
| 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 | $5,529,000 | 917 |
| 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 | $110,585,000 | 790 |
| Mortgage-backed securities | $16,635,000 | 2,160 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,496,000 | 1,698 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,234,000 | 2,065 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $905,000 | 1,228 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $156,302,000 | 1,043 |
| Total debt securities | $156,304,000 | 1,191 |
| 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 | $160,316,000 | 1,214 |
| U.S. Government securities | $32,280,000 | 2,432 |
| U.S. Treasury securities | $14,559,000 | 1,167 |
| U.S. Government agency obligations | $17,721,000 | 2,774 |
| Securities issued by states & political subdivisions | $123,471,000 | 365 |
| Other domestic debt securities | $4,565,000 | 1,388 |
| 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 | $4,565,000 | 1,003 |
| 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 | $102,773,000 | 865 |
| Mortgage-backed securities | $17,454,000 | 2,154 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,251,000 | 1,709 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,291,000 | 2,057 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $912,000 | 1,229 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $160,316,000 | 1,059 |
| Total debt securities | $160,317,000 | 1,199 |
| 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 | $165,890,000 | 1,240 |
| U.S. Government securities | $33,351,000 | 2,473 |
| U.S. Treasury securities | $14,875,000 | 1,227 |
| U.S. Government agency obligations | $18,476,000 | 2,730 |
| Securities issued by states & political subdivisions | $127,558,000 | 371 |
| Other domestic debt securities | $4,981,000 | 1,393 |
| 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 | $4,981,000 | 1,000 |
| 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 | $106,533,000 | 775 |
| Mortgage-backed securities | $18,195,000 | 2,174 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,929,000 | 1,717 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,338,000 | 2,081 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $928,000 | 1,245 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $165,890,000 | 1,082 |
| Total debt securities | $165,890,000 | 1,226 |
| 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 | $162,370,000 | 1,279 |
| U.S. Government securities | $32,914,000 | 2,492 |
| U.S. Treasury securities | $14,438,000 | 1,297 |
| U.S. Government agency obligations | $18,476,000 | 2,724 |
| Securities issued by states & political subdivisions | $124,766,000 | 391 |
| Other domestic debt securities | $4,690,000 | 1,448 |
| 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 | $4,690,000 | 1,047 |
| 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 | $126,733,000 | 626 |
| Mortgage-backed securities | $18,162,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,927,000 | 1,743 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,312,000 | 2,108 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $923,000 | 1,230 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $162,370,000 | 1,113 |
| Total debt securities | $162,369,000 | 1,263 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 428 |
| Fair value | $4,201,000 | 419 |
| 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 | $161,115,000 | 1,303 |
| U.S. Government securities | $38,109,000 | 2,357 |
| U.S. Treasury securities | $19,025,000 | 1,123 |
| U.S. Government agency obligations | $19,084,000 | 2,716 |
| Securities issued by states & political subdivisions | $118,560,000 | 419 |
| Other domestic debt securities | $4,446,000 | 1,443 |
| 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 | $4,446,000 | 1,075 |
| 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 | $118,868,000 | 617 |
| Mortgage-backed securities | $18,759,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,488,000 | 1,735 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,341,000 | 2,112 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $930,000 | 1,237 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $161,115,000 | 1,143 |
| Total debt securities | $161,116,000 | 1,289 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 426 |
| Fair value | $4,014,000 | 427 |
| 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 | $166,927,000 | 1,272 |
| U.S. Government securities | $38,558,000 | 2,365 |
| U.S. Treasury securities | $19,447,000 | 1,100 |
| U.S. Government agency obligations | $19,111,000 | 2,758 |
| Securities issued by states & political subdivisions | $123,668,000 | 422 |
| Other domestic debt securities | $4,701,000 | 1,343 |
| 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 | $4,701,000 | 1,056 |
| 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 | $116,634,000 | 623 |
| Mortgage-backed securities | $18,779,000 | 2,220 |
| Certificates of participation in pools of residential mortgages | $16,388,000 | 1,826 |
| Issued or guaranteed by U.S. | $16,388,000 | 1,787 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,433,000 | 2,187 |
| CMOs issued by government agencies or sponsored agencies | $1,433,000 | 2,112 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $958,000 | 1,723 |
| Commercial mortgage pass-through securities | $958,000 | 1,222 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $166,927,000 | 1,126 |
| Total debt securities | $166,927,000 | 1,260 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 409 |
| Fair value | $4,241,000 | 405 |
| 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 | $169,300,000 | 1,238 |
| U.S. Government securities | $40,667,000 | 2,246 |
| U.S. Treasury securities | $20,030,000 | 940 |
| U.S. Government agency obligations | $20,637,000 | 2,664 |
| Securities issued by states & political subdivisions | $123,633,000 | 432 |
| Other domestic debt securities | $5,000,000 | 1,302 |
| 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 | $5,000,000 | 1,010 |
| 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 | $106,812,000 | 625 |
| Mortgage-backed securities | $20,231,000 | 2,188 |
| Certificates of participation in pools of residential mortgages | $15,918,000 | 1,879 |
| Issued or guaranteed by U.S. | $15,918,000 | 1,841 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,331,000 | 1,816 |
| CMOs issued by government agencies or sponsored agencies | $3,331,000 | 1,747 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $982,000 | 1,705 |
| Commercial mortgage pass-through securities | $982,000 | 1,206 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $169,300,000 | 1,110 |
| Total debt securities | $169,300,000 | 1,224 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 317 |
| Fair value | $5,000,000 | 307 |
| 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 | $163,167,000 | 1,234 |
| U.S. Government securities | $33,695,000 | 2,342 |
| U.S. Treasury securities | $11,339,000 | 951 |
| U.S. Government agency obligations | $22,356,000 | 2,563 |
| Securities issued by states & political subdivisions | $126,507,000 | 435 |
| Other domestic debt securities | $2,965,000 | 1,484 |
| 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 | $2,965,000 | 1,168 |
| 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 | $96,914,000 | 679 |
| Mortgage-backed securities | $21,942,000 | 2,131 |
| Certificates of participation in pools of residential mortgages | $19,246,000 | 1,716 |
| Issued or guaranteed by U.S. | $19,246,000 | 1,677 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,698,000 | 2,105 |
| CMOs issued by government agencies or sponsored agencies | $1,698,000 | 2,051 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $998,000 | 1,683 |
| Commercial mortgage pass-through securities | $998,000 | 1,199 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $163,167,000 | 1,127 |
| Total debt securities | $163,169,000 | 1,219 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 383 |
| Fair value | $2,965,000 | 398 |
| 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 | $166,513,000 | 1,156 |
| U.S. Government securities | $35,073,000 | 2,201 |
| U.S. Treasury securities | $11,548,000 | 793 |
| U.S. Government agency obligations | $23,525,000 | 2,487 |
| Securities issued by states & political subdivisions | $128,345,000 | 405 |
| Other domestic debt securities | $3,095,000 | 1,414 |
| 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 | $3,095,000 | 1,089 |
| 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 | $91,647,000 | 695 |
| Mortgage-backed securities | $23,103,000 | 2,073 |
| Certificates of participation in pools of residential mortgages | $20,278,000 | 1,666 |
| Issued or guaranteed by U.S. | $20,278,000 | 1,628 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,773,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $1,773,000 | 2,058 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,052,000 | 1,677 |
| Commercial mortgage pass-through securities | $1,052,000 | 1,185 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $166,513,000 | 1,066 |
| Total debt securities | $166,512,000 | 1,141 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 331 |
| Fair value | $3,095,000 | 328 |
| 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 | $165,626,000 | 1,106 |
| U.S. Government securities | $29,022,000 | 2,363 |
| U.S. Treasury securities | $5,545,000 | 1,017 |
| U.S. Government agency obligations | $23,477,000 | 2,443 |
| Securities issued by states & political subdivisions | $133,604,000 | 375 |
| Other domestic debt securities | $3,000,000 | 1,388 |
| 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 | $3,000,000 | 1,038 |
| 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 | $113,265,000 | 580 |
| Mortgage-backed securities | $23,019,000 | 2,038 |
| Certificates of participation in pools of residential mortgages | $20,156,000 | 1,634 |
| Issued or guaranteed by U.S. | $20,156,000 | 1,594 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,800,000 | 2,086 |
| CMOs issued by government agencies or sponsored agencies | $1,800,000 | 2,033 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,063,000 | 1,665 |
| Commercial mortgage pass-through securities | $1,063,000 | 1,183 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $165,626,000 | 1,011 |
| Total debt securities | $165,624,000 | 1,090 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 286 |
| Fair value | $3,000,000 | 291 |
| 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 | $159,576,000 | 1,074 |
| U.S. Government securities | $24,374,000 | 2,436 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $24,374,000 | 2,279 |
| Securities issued by states & political subdivisions | $133,202,000 | 350 |
| Other domestic debt securities | $2,000,000 | 1,494 |
| 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 | $2,000,000 | 1,131 |
| 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 | $101,806,000 | 605 |
| Mortgage-backed securities | $23,913,000 | 1,925 |
| Certificates of participation in pools of residential mortgages | $21,114,000 | 1,516 |
| Issued or guaranteed by U.S. | $21,114,000 | 1,474 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,730,000 | 2,073 |
| CMOs issued by government agencies or sponsored agencies | $1,730,000 | 2,021 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,069,000 | 1,646 |
| Commercial mortgage pass-through securities | $1,069,000 | 1,166 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $159,576,000 | 990 |
| Total debt securities | $159,577,000 | 1,064 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 247 |
| Fair value | $2,000,000 | 252 |
| 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 | $153,054,000 | 1,021 |
| U.S. Government securities | $28,157,000 | 2,133 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $28,157,000 | 2,016 |
| Securities issued by states & political subdivisions | $122,897,000 | 364 |
| Other domestic debt securities | $2,000,000 | 1,441 |
| 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 | $2,000,000 | 1,089 |
| 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 | $54,762,000 | 988 |
| Mortgage-backed securities | $27,688,000 | 1,727 |
| Certificates of participation in pools of residential mortgages | $15,322,000 | 1,704 |
| Issued or guaranteed by U.S. | $15,322,000 | 1,662 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $871,000 | 2,344 |
| CMOs issued by government agencies or sponsored agencies | $871,000 | 2,290 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $11,495,000 | 720 |
| Commercial mortgage pass-through securities | $11,495,000 | 385 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $153,054,000 | 931 |
| Total debt securities | $153,055,000 | 1,007 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 137 |
| Fair value | $2,000,000 | 148 |
| 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 | $135,862,000 | 1,053 |
| U.S. Government securities | $42,158,000 | 1,626 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $42,158,000 | 1,550 |
| Securities issued by states & political subdivisions | $93,704,000 | 449 |
| Other domestic debt securities | $0 | 2,116 |
| 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 | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,359,000 | 899 |
| Mortgage-backed securities | $41,687,000 | 1,328 |
| Certificates of participation in pools of residential mortgages | $18,786,000 | 1,478 |
| Issued or guaranteed by U.S. | $18,786,000 | 1,442 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $909,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,299 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $21,992,000 | 473 |
| Commercial mortgage pass-through securities | $21,992,000 | 235 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $135,862,000 | 971 |
| Total debt securities | $135,862,000 | 1,041 |
| 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 | $130,452,000 | 1,062 |
| U.S. Government securities | $45,854,000 | 1,531 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $45,854,000 | 1,441 |
| Securities issued by states & political subdivisions | $84,598,000 | 459 |
| 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 | $42,297,000 | 1,178 |
| Mortgage-backed securities | $45,375,000 | 1,227 |
| Certificates of participation in pools of residential mortgages | $20,411,000 | 1,349 |
| Issued or guaranteed by U.S. | $20,411,000 | 1,312 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $951,000 | 2,355 |
| CMOs issued by government agencies or sponsored agencies | $951,000 | 2,312 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $24,013,000 | 441 |
| Commercial mortgage pass-through securities | $24,013,000 | 223 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $130,452,000 | 966 |
| Total debt securities | $130,452,000 | 1,042 |
| 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 | $118,000,000 | 1,125 |
| U.S. Government securities | $52,354,000 | 1,377 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $52,354,000 | 1,301 |
| Securities issued by states & political subdivisions | $65,646,000 | 540 |
| 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 | $66,833,000 | 800 |
| Mortgage-backed securities | $51,715,000 | 1,110 |
| Certificates of participation in pools of residential mortgages | $26,969,000 | 1,112 |
| Issued or guaranteed by U.S. | $26,969,000 | 1,082 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $966,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $966,000 | 2,314 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $23,780,000 | 453 |
| Commercial mortgage pass-through securities | $23,780,000 | 219 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $118,000,000 | 1,009 |
| Total debt securities | $117,999,000 | 1,109 |
| 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 | $112,062,000 | 1,152 |
| U.S. Government securities | $53,422,000 | 1,389 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $53,422,000 | 1,311 |
| Securities issued by states & political subdivisions | $58,640,000 | 569 |
| 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 | $50,643,000 | 945 |
| Mortgage-backed securities | $52,639,000 | 1,076 |
| Certificates of participation in pools of residential mortgages | $28,583,000 | 1,048 |
| Issued or guaranteed by U.S. | $28,583,000 | 1,024 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $966,000 | 2,372 |
| CMOs issued by government agencies or sponsored agencies | $966,000 | 2,326 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $23,090,000 | 450 |
| Commercial mortgage pass-through securities | $23,090,000 | 230 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $112,062,000 | 1,038 |
| Total debt securities | $112,061,000 | 1,131 |
| 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 | $108,786,000 | 1,173 |
| U.S. Government securities | $52,932,000 | 1,388 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $52,932,000 | 1,301 |
| Securities issued by states & political subdivisions | $55,854,000 | 594 |
| 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 | $51,373,000 | 942 |
| Mortgage-backed securities | $52,113,000 | 1,064 |
| Certificates of participation in pools of residential mortgages | $51,121,000 | 658 |
| Issued or guaranteed by U.S. | $51,121,000 | 640 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $992,000 | 2,378 |
| CMOs issued by government agencies or sponsored agencies | $992,000 | 2,334 |
| 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) | $108,786,000 | 1,060 |
| Total debt securities | $108,786,000 | 1,156 |
| 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 | $111,404,000 | 1,162 |
| U.S. Government securities | $55,725,000 | 1,353 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $55,725,000 | 1,276 |
| Securities issued by states & political subdivisions | $55,679,000 | 599 |
| 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 | $68,818,000 | 761 |
| Mortgage-backed securities | $54,799,000 | 1,010 |
| Certificates of participation in pools of residential mortgages | $53,782,000 | 637 |
| Issued or guaranteed by U.S. | $53,782,000 | 632 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,017,000 | 2,356 |
| CMOs issued by government agencies or sponsored agencies | $1,017,000 | 2,311 |
| 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) | $111,404,000 | 1,048 |
| Total debt securities | $111,403,000 | 1,143 |
| 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 | $102,674,000 | 1,251 |
| U.S. Government securities | $55,361,000 | 1,358 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $55,361,000 | 1,288 |
| Securities issued by states & political subdivisions | $47,313,000 | 730 |
| 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 | $66,240,000 | 789 |
| Mortgage-backed securities | $54,515,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $53,049,000 | 644 |
| Issued or guaranteed by U.S. | $53,049,000 | 641 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,014,000 | 2,358 |
| CMOs issued by government agencies or sponsored agencies | $1,014,000 | 2,310 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $452,000 | 1,642 |
| Commercial mortgage pass-through securities | $452,000 | 1,260 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $102,674,000 | 1,129 |
| Total debt securities | $102,674,000 | 1,230 |
| 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 | $95,535,000 | 1,340 |
| U.S. Government securities | $54,238,000 | 1,388 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $54,238,000 | 1,325 |
| Securities issued by states & political subdivisions | $41,297,000 | 854 |
| 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 | $52,417,000 | 981 |
| Mortgage-backed securities | $53,378,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $52,609,000 | 650 |
| Issued or guaranteed by U.S. | $52,609,000 | 647 |
| 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 | $769,000 | 1,508 |
| Commercial mortgage pass-through securities | $769,000 | 1,147 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $95,535,000 | 1,224 |
| Total debt securities | $95,534,000 | 1,325 |
| 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 | $90,894,000 | 1,406 |
| U.S. Government securities | $52,842,000 | 1,421 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $52,842,000 | 1,349 |
| Securities issued by states & political subdivisions | $38,052,000 | 927 |
| 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 | $50,262,000 | 1,008 |
| Mortgage-backed securities | $51,973,000 | 1,020 |
| Certificates of participation in pools of residential mortgages | $51,192,000 | 667 |
| Issued or guaranteed by U.S. | $51,192,000 | 664 |
| 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 | $781,000 | 1,493 |
| Commercial mortgage pass-through securities | $781,000 | 1,125 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $90,894,000 | 1,283 |
| Total debt securities | $90,891,000 | 1,380 |
| 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 | $98,708,000 | 1,326 |
| U.S. Government securities | $61,431,000 | 1,265 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $61,431,000 | 1,198 |
| Securities issued by states & political subdivisions | $37,277,000 | 997 |
| 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 | $52,232,000 | 995 |
| Mortgage-backed securities | $60,542,000 | 923 |
| Certificates of participation in pools of residential mortgages | $59,749,000 | 607 |
| Issued or guaranteed by U.S. | $59,749,000 | 600 |
| 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 | $793,000 | 1,464 |
| Commercial mortgage pass-through securities | $793,000 | 1,099 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $98,708,000 | 1,201 |
| Total debt securities | $98,711,000 | 1,304 |
| 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 | $98,018,000 | 1,343 |
| U.S. Government securities | $63,332,000 | 1,270 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $63,332,000 | 1,210 |
| Securities issued by states & political subdivisions | $34,686,000 | 1,079 |
| 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 | $55,192,000 | 966 |
| Mortgage-backed securities | $62,432,000 | 900 |
| Certificates of participation in pools of residential mortgages | $61,552,000 | 612 |
| Issued or guaranteed by U.S. | $61,552,000 | 612 |
| 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 | $880,000 | 1,280 |
| Commercial mortgage pass-through securities | $880,000 | 884 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $98,018,000 | 1,210 |
| Total debt securities | $98,015,000 | 1,321 |
| 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 | $94,895,000 | 1,381 |
| U.S. Government securities | $67,113,000 | 1,219 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $67,113,000 | 1,162 |
| Securities issued by states & political subdivisions | $27,782,000 | 1,386 |
| 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 | $54,706,000 | 978 |
| Mortgage-backed securities | $66,132,000 | 869 |
| Certificates of participation in pools of residential mortgages | $65,241,000 | 591 |
| Issued or guaranteed by U.S. | $65,241,000 | 591 |
| 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 | $891,000 | 1,271 |
| Commercial mortgage pass-through securities | $891,000 | 883 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $94,895,000 | 1,245 |
| Total debt securities | $94,895,000 | 1,361 |
| 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 | $98,932,000 | 1,360 |
| U.S. Government securities | $70,112,000 | 1,196 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $70,112,000 | 1,143 |
| Securities issued by states & political subdivisions | $28,820,000 | 1,360 |
| 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 | $62,112,000 | 897 |
| Mortgage-backed securities | $70,112,000 | 834 |
| Certificates of participation in pools of residential mortgages | $69,130,000 | 563 |
| Issued or guaranteed by U.S. | $69,130,000 | 563 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $982,000 | 1,213 |
| Commercial mortgage pass-through securities | $982,000 | 824 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $98,932,000 | 1,212 |
| Total debt securities | $98,933,000 | 1,342 |
| 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 | $103,934,000 | 1,322 |
| U.S. Government securities | $73,544,000 | 1,175 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $73,544,000 | 1,126 |
| Securities issued by states & political subdivisions | $30,390,000 | 1,297 |
| 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 | $70,171,000 | 818 |
| Mortgage-backed securities | $73,544,000 | 835 |
| Certificates of participation in pools of residential mortgages | $72,549,000 | 554 |
| Issued or guaranteed by U.S. | $72,549,000 | 554 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $995,000 | 1,167 |
| Commercial mortgage pass-through securities | $995,000 | 800 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $103,934,000 | 1,179 |
| Total debt securities | $103,934,000 | 1,302 |
| 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 | $96,236,000 | 1,435 |
| U.S. Government securities | $68,624,000 | 1,258 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $68,624,000 | 1,200 |
| Securities issued by states & political subdivisions | $27,612,000 | 1,447 |
| 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 | $65,151,000 | 892 |
| Mortgage-backed securities | $68,624,000 | 885 |
| Certificates of participation in pools of residential mortgages | $67,606,000 | 600 |
| Issued or guaranteed by U.S. | $67,606,000 | 600 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,018,000 | 1,096 |
| Commercial mortgage pass-through securities | $1,018,000 | 744 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $96,236,000 | 1,280 |
| Total debt securities | $96,236,000 | 1,419 |
| 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 | $91,373,000 | 1,493 |
| U.S. Government securities | $64,714,000 | 1,301 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $64,714,000 | 1,245 |
| Securities issued by states & political subdivisions | $26,659,000 | 1,475 |
| 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 | $51,968,000 | 1,054 |
| Mortgage-backed securities | $64,714,000 | 920 |
| Certificates of participation in pools of residential mortgages | $63,684,000 | 635 |
| Issued or guaranteed by U.S. | $63,684,000 | 635 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,030,000 | 1,066 |
| Commercial mortgage pass-through securities | $1,030,000 | 715 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $91,373,000 | 1,330 |
| Total debt securities | $91,373,000 | 1,469 |
| 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 | $92,602,000 | 1,476 |
| U.S. Government securities | $66,875,000 | 1,253 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $66,875,000 | 1,204 |
| Securities issued by states & political subdivisions | $25,727,000 | 1,529 |
| 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 | $56,974,000 | 971 |
| Mortgage-backed securities | $66,875,000 | 901 |
| Certificates of participation in pools of residential mortgages | $65,751,000 | 615 |
| Issued or guaranteed by U.S. | $65,751,000 | 615 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,124,000 | 1,006 |
| Commercial mortgage pass-through securities | $1,124,000 | 647 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $92,602,000 | 1,315 |
| Total debt securities | $92,600,000 | 1,456 |
| 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 | $100,893,000 | 1,370 |
| U.S. Government securities | $72,455,000 | 1,191 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $72,455,000 | 1,134 |
| Securities issued by states & political subdivisions | $28,438,000 | 1,409 |
| 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 | $65,713,000 | 893 |
| Mortgage-backed securities | $72,455,000 | 848 |
| Certificates of participation in pools of residential mortgages | $71,276,000 | 571 |
| Issued or guaranteed by U.S. | $71,276,000 | 570 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,179,000 | 940 |
| Commercial mortgage pass-through securities | $1,179,000 | 600 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $100,893,000 | 1,215 |
| Total debt securities | $100,893,000 | 1,352 |
| 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 | $99,542,000 | 1,405 |
| U.S. Government securities | $71,100,000 | 1,249 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $71,100,000 | 1,191 |
| Securities issued by states & political subdivisions | $28,442,000 | 1,391 |
| 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 | $55,196,000 | 1,047 |
| Mortgage-backed securities | $71,100,000 | 855 |
| Certificates of participation in pools of residential mortgages | $69,855,000 | 593 |
| Issued or guaranteed by U.S. | $69,855,000 | 593 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,245,000 | 920 |
| Commercial mortgage pass-through securities | $1,245,000 | 578 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $99,542,000 | 1,242 |
| Total debt securities | $99,541,000 | 1,384 |
| 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 | $100,897,000 | 1,385 |
| U.S. Government securities | $71,451,000 | 1,266 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $71,451,000 | 1,202 |
| Securities issued by states & political subdivisions | $29,446,000 | 1,362 |
| 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 | $60,494,000 | 974 |
| Mortgage-backed securities | $71,451,000 | 849 |
| Certificates of participation in pools of residential mortgages | $70,143,000 | 592 |
| Issued or guaranteed by U.S. | $70,143,000 | 591 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,308,000 | 875 |
| Commercial mortgage pass-through securities | $1,308,000 | 546 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $100,897,000 | 1,217 |
| Total debt securities | $100,896,000 | 1,366 |
| 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 | $102,635,000 | 1,364 |
| U.S. Government securities | $73,203,000 | 1,236 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $73,203,000 | 1,169 |
| Securities issued by states & political subdivisions | $29,432,000 | 1,352 |
| 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 | $54,810,000 | 1,064 |
| Mortgage-backed securities | $73,203,000 | 822 |
| Certificates of participation in pools of residential mortgages | $71,740,000 | 577 |
| Issued or guaranteed by U.S. | $71,740,000 | 577 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,463,000 | 814 |
| Commercial mortgage pass-through securities | $1,463,000 | 505 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $102,635,000 | 1,209 |
| Total debt securities | $102,635,000 | 1,341 |
| 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 | $102,022,000 | 1,414 |
| U.S. Government securities | $71,245,000 | 1,306 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $71,245,000 | 1,245 |
| Securities issued by states & political subdivisions | $30,777,000 | 1,261 |
| 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 | $51,884,000 | 1,110 |
| Mortgage-backed securities | $71,245,000 | 854 |
| Certificates of participation in pools of residential mortgages | $69,758,000 | 599 |
| Issued or guaranteed by U.S. | $69,758,000 | 598 |
| 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 | $1,487,000 | 768 |
| Commercial mortgage pass-through securities | $1,487,000 | 474 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $102,022,000 | 1,244 |
| Total debt securities | $102,022,000 | 1,391 |
| 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 | $99,771,000 | 1,445 |
| U.S. Government securities | $69,540,000 | 1,347 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $69,540,000 | 1,289 |
| Securities issued by states & political subdivisions | $30,231,000 | 1,275 |
| 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 | $55,384,000 | 1,086 |
| Mortgage-backed securities | $69,540,000 | 883 |
| Certificates of participation in pools of residential mortgages | $68,025,000 | 630 |
| Issued or guaranteed by U.S. | $68,025,000 | 629 |
| 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 | $1,515,000 | 741 |
| Commercial mortgage pass-through securities | $1,515,000 | 449 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $99,771,000 | 1,280 |
| Total debt securities | $99,773,000 | 1,428 |
| 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 | $105,210,000 | 1,360 |
| U.S. Government securities | $76,065,000 | 1,255 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $76,065,000 | 1,196 |
| Securities issued by states & political subdivisions | $28,642,000 | 1,334 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $503,000 | 694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,905,000 | 1,244 |
| Mortgage-backed securities | $76,065,000 | 836 |
| Certificates of participation in pools of residential mortgages | $74,382,000 | 589 |
| Issued or guaranteed by U.S. | $74,382,000 | 587 |
| 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 | $1,683,000 | 708 |
| Commercial mortgage pass-through securities | $1,683,000 | 438 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $105,210,000 | 1,197 |
| Total debt securities | $104,708,000 | 1,340 |
| 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 | $107,085,000 | 1,359 |
| U.S. Government securities | $78,744,000 | 1,235 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $78,744,000 | 1,169 |
| Securities issued by states & political subdivisions | $27,843,000 | 1,376 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $498,000 | 715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,596,000 | 836 |
| Mortgage-backed securities | $78,744,000 | 829 |
| Certificates of participation in pools of residential mortgages | $76,977,000 | 586 |
| Issued or guaranteed by U.S. | $76,977,000 | 586 |
| 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 | $1,767,000 | 678 |
| Commercial mortgage pass-through securities | $1,767,000 | 434 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $107,085,000 | 1,195 |
| Total debt securities | $106,587,000 | 1,351 |
| 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 | $117,620,000 | 1,266 |
| U.S. Government securities | $87,148,000 | 1,163 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $87,148,000 | 1,109 |
| Securities issued by states & political subdivisions | $29,978,000 | 1,297 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $494,000 | 735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,662,000 | 655 |
| Mortgage-backed securities | $87,148,000 | 786 |
| Certificates of participation in pools of residential mortgages | $85,357,000 | 534 |
| Issued or guaranteed by U.S. | $85,357,000 | 534 |
| 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 | $1,791,000 | 664 |
| Commercial mortgage pass-through securities | $1,791,000 | 436 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $117,620,000 | 1,109 |
| Total debt securities | $117,123,000 | 1,255 |
| 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 | $122,179,000 | 1,229 |
| U.S. Government securities | $90,912,000 | 1,123 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $90,912,000 | 1,071 |
| Securities issued by states & political subdivisions | $30,778,000 | 1,255 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $489,000 | 741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,880,000 | 675 |
| Mortgage-backed securities | $90,912,000 | 749 |
| Certificates of participation in pools of residential mortgages | $89,100,000 | 528 |
| Issued or guaranteed by U.S. | $89,100,000 | 528 |
| 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 | $1,812,000 | 652 |
| Commercial mortgage pass-through securities | $1,812,000 | 419 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $122,179,000 | 1,082 |
| Total debt securities | $121,688,000 | 1,218 |
| 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 | $127,831,000 | 1,179 |
| U.S. Government securities | $95,687,000 | 1,061 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $95,687,000 | 1,014 |
| Securities issued by states & political subdivisions | $31,663,000 | 1,222 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $481,000 | 757 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,101,000 | 723 |
| Mortgage-backed securities | $95,687,000 | 702 |
| Certificates of participation in pools of residential mortgages | $93,853,000 | 479 |
| Issued or guaranteed by U.S. | $93,853,000 | 479 |
| 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 | $1,834,000 | 610 |
| Commercial mortgage pass-through securities | $1,834,000 | 379 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $127,831,000 | 1,044 |
| Total debt securities | $127,348,000 | 1,168 |
| 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 | $130,034,000 | 1,177 |
| U.S. Government securities | $97,885,000 | 1,039 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $97,885,000 | 1,000 |
| Securities issued by states & political subdivisions | $31,668,000 | 1,224 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $481,000 | 769 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,082,000 | 638 |
| Mortgage-backed securities | $97,885,000 | 686 |
| Certificates of participation in pools of residential mortgages | $96,030,000 | 470 |
| Issued or guaranteed by U.S. | $96,030,000 | 470 |
| 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 | $1,855,000 | 594 |
| Commercial mortgage pass-through securities | $1,855,000 | 362 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $130,034,000 | 1,038 |
| Total debt securities | $129,550,000 | 1,164 |
| 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 | $143,101,000 | 1,073 |
| U.S. Government securities | $108,865,000 | 943 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $108,865,000 | 909 |
| Securities issued by states & political subdivisions | $33,752,000 | 1,138 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $484,000 | 770 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,781,000 | 639 |
| Mortgage-backed securities | $108,865,000 | 644 |
| Certificates of participation in pools of residential mortgages | $106,937,000 | 423 |
| Issued or guaranteed by U.S. | $106,937,000 | 422 |
| 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 | $1,928,000 | 564 |
| Commercial mortgage pass-through securities | $1,928,000 | 355 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $143,101,000 | 961 |
| Total debt securities | $142,617,000 | 1,067 |
| 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 | $144,759,000 | 1,065 |
| U.S. Government securities | $109,583,000 | 949 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $109,583,000 | 916 |
| Securities issued by states & political subdivisions | $34,678,000 | 1,097 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $498,000 | 772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,556,000 | 654 |
| Mortgage-backed securities | $109,583,000 | 665 |
| Certificates of participation in pools of residential mortgages | $107,440,000 | 430 |
| Issued or guaranteed by U.S. | $107,440,000 | 428 |
| 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 | $2,143,000 | 468 |
| Commercial mortgage pass-through securities | $2,143,000 | 308 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $144,759,000 | 956 |
| Total debt securities | $144,263,000 | 1,059 |
| 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 | $143,049,000 | 1,056 |
| U.S. Government securities | $111,612,000 | 904 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $111,612,000 | 871 |
| Securities issued by states & political subdivisions | $30,938,000 | 1,193 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $499,000 | 758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,557,000 | 665 |
| Mortgage-backed securities | $111,612,000 | 635 |
| Certificates of participation in pools of residential mortgages | $109,354,000 | 415 |
| Issued or guaranteed by U.S. | $109,354,000 | 414 |
| 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 | $2,258,000 | 380 |
| Commercial mortgage pass-through securities | $2,258,000 | 256 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $143,049,000 | 943 |
| Total debt securities | $142,550,000 | 1,046 |
| 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 | $174,698,000 | 882 |
| U.S. Government securities | $142,076,000 | 736 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $142,076,000 | 713 |
| Securities issued by states & political subdivisions | $32,622,000 | 1,102 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,459,000 | 633 |
| Mortgage-backed securities | $142,076,000 | 548 |
| Certificates of participation in pools of residential mortgages | $136,252,000 | 362 |
| Issued or guaranteed by U.S. | $136,252,000 | 361 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,534,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $3,534,000 | 2,273 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $2,290,000 | 365 |
| Commercial mortgage pass-through securities | $2,290,000 | 234 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $174,698,000 | 785 |
| Total debt securities | $174,697,000 | 872 |
| 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 | $163,568,000 | 942 |
| U.S. Government securities | $131,867,000 | 814 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $131,867,000 | 786 |
| Securities issued by states & political subdivisions | $31,701,000 | 1,104 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,111,000 | 652 |
| Mortgage-backed securities | $131,867,000 | 595 |
| Certificates of participation in pools of residential mortgages | $125,747,000 | 395 |
| Issued or guaranteed by U.S. | $125,747,000 | 394 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,774,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $3,774,000 | 2,239 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $2,346,000 | 347 |
| Commercial mortgage pass-through securities | $2,346,000 | 211 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $163,568,000 | 835 |
| Total debt securities | $163,565,000 | 930 |
| 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 | $156,331,000 | 996 |
| U.S. Government securities | $126,678,000 | 871 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $126,678,000 | 841 |
| Securities issued by states & political subdivisions | $29,653,000 | 1,123 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,471,000 | 669 |
| Mortgage-backed securities | $124,668,000 | 643 |
| Certificates of participation in pools of residential mortgages | $118,192,000 | 422 |
| Issued or guaranteed by U.S. | $118,192,000 | 420 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,107,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $4,107,000 | 2,193 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $2,369,000 | 315 |
| Commercial mortgage pass-through securities | $2,369,000 | 188 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $156,331,000 | 884 |
| Total debt securities | $156,333,000 | 982 |
| 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 | $171,994,000 | 877 |
| U.S. Government securities | $141,025,000 | 759 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $141,025,000 | 738 |
| Securities issued by states & political subdivisions | $27,483,000 | 1,178 |
| Other domestic debt securities | $3,486,000 | 1,247 |
| 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 | $3,486,000 | 841 |
| 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 | $90,396,000 | 637 |
| Mortgage-backed securities | $139,004,000 | 567 |
| Certificates of participation in pools of residential mortgages | $132,203,000 | 363 |
| Issued or guaranteed by U.S. | $132,203,000 | 362 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,411,000 | 2,212 |
| CMOs issued by government agencies or sponsored agencies | $4,411,000 | 2,035 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $2,390,000 | 256 |
| Commercial mortgage pass-through securities | $2,390,000 | 152 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $171,994,000 | 769 |
| Total debt securities | $171,994,000 | 866 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 1,951 |
| Fair value | $1,440,000 | 1,973 |
| 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 | $169,385,000 | 860 |
| U.S. Government securities | $139,577,000 | 749 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $139,577,000 | 726 |
| Securities issued by states & political subdivisions | $26,280,000 | 1,170 |
| Other domestic debt securities | $3,528,000 | 1,251 |
| 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 | $3,528,000 | 812 |
| 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 | $100,293,000 | 574 |
| Mortgage-backed securities | $137,544,000 | 562 |
| Certificates of participation in pools of residential mortgages | $130,401,000 | 350 |
| Issued or guaranteed by U.S. | $130,401,000 | 347 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,729,000 | 2,126 |
| CMOs issued by government agencies or sponsored agencies | $4,729,000 | 1,946 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $2,414,000 | 221 |
| Commercial mortgage pass-through securities | $2,414,000 | 136 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $169,385,000 | 761 |
| Total debt securities | $169,381,000 | 850 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 2,052 |
| Fair value | $1,470,000 | 2,060 |
| 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 | $155,790,000 | 921 |
| U.S. Government securities | $131,015,000 | 801 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $131,015,000 | 775 |
| Securities issued by states & political subdivisions | $23,180,000 | 1,289 |
| Other domestic debt securities | $1,595,000 | 1,669 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,595,000 | 1,123 |
| 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 | $91,561,000 | 626 |
| Mortgage-backed securities | $123,985,000 | 598 |
| Certificates of participation in pools of residential mortgages | $116,778,000 | 378 |
| Issued or guaranteed by U.S. | $116,778,000 | 375 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,773,000 | 2,089 |
| CMOs issued by government agencies or sponsored agencies | $4,773,000 | 1,905 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $2,434,000 | 194 |
| Commercial mortgage pass-through securities | $2,434,000 | 123 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $155,790,000 | 820 |
| Total debt securities | $155,791,000 | 914 |
| Structured notes | ||
| Amortized cost | $4,497,000 | 1,273 |
| Fair value | $4,594,000 | 1,249 |
| 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 | $150,508,000 | 946 |
| U.S. Government securities | $132,185,000 | 788 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $132,185,000 | 757 |
| Securities issued by states & political subdivisions | $16,733,000 | 1,722 |
| Other domestic debt securities | $1,590,000 | 1,711 |
| 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 | $1,590,000 | 1,142 |
| 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 | $90,666,000 | 634 |
| Mortgage-backed securities | $123,698,000 | 583 |
| Certificates of participation in pools of residential mortgages | $116,510,000 | 372 |
| Issued or guaranteed by U.S. | $116,510,000 | 369 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,750,000 | 2,041 |
| CMOs issued by government agencies or sponsored agencies | $4,750,000 | 1,852 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $2,438,000 | 184 |
| Commercial mortgage pass-through securities | $2,438,000 | 119 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $150,508,000 | 845 |
| Total debt securities | $150,507,000 | 936 |
| Structured notes | ||
| Amortized cost | $4,496,000 | 1,348 |
| Fair value | $4,556,000 | 1,308 |
| 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 | $127,785,000 | 1,080 |
| U.S. Government securities | $112,977,000 | 866 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $112,977,000 | 831 |
| Securities issued by states & political subdivisions | $10,759,000 | 2,359 |
| Other domestic debt securities | $4,049,000 | 1,229 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $2,455,000 | 164 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,594,000 | 1,142 |
| 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 | $79,160,000 | 693 |
| Mortgage-backed securities | $111,406,000 | 611 |
| Certificates of participation in pools of residential mortgages | $104,050,000 | 397 |
| Issued or guaranteed by U.S. | $104,050,000 | 394 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,901,000 | 1,990 |
| CMOs issued by government agencies or sponsored agencies | $4,901,000 | 1,785 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $2,455,000 | 164 |
| Commercial mortgage pass-through securities | $2,455,000 | 107 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $127,785,000 | 953 |
| Total debt securities | $127,784,000 | 1,070 |
| Structured notes | ||
| Amortized cost | $3,496,000 | 1,444 |
| Fair value | $3,594,000 | 1,404 |
| 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 | $115,907,000 | 1,152 |
| U.S. Government securities | $104,107,000 | 896 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $104,107,000 | 859 |
| Securities issued by states & political subdivisions | $6,220,000 | 3,053 |
| Other domestic debt securities | $5,580,000 | 1,084 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $2,470,000 | 142 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,110,000 | 819 |
| 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 | $74,251,000 | 728 |
| Mortgage-backed securities | $104,520,000 | 632 |
| Certificates of participation in pools of residential mortgages | $99,051,000 | 407 |
| Issued or guaranteed by U.S. | $99,051,000 | 405 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,999,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $2,999,000 | 2,074 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $2,470,000 | 142 |
| Commercial mortgage pass-through securities | $2,470,000 | 91 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $115,907,000 | 1,021 |
| Total debt securities | $115,907,000 | 1,136 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 2,220 |
| Fair value | $1,610,000 | 2,111 |
| 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 | $114,983,000 | 1,154 |
| U.S. Government securities | $109,414,000 | 873 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $109,414,000 | 839 |
| Securities issued by states & political subdivisions | $1,623,000 | 4,466 |
| Other domestic debt securities | $3,946,000 | 1,290 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $2,449,000 | 141 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,497,000 | 1,134 |
| 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 | $80,267,000 | 687 |
| Mortgage-backed securities | $109,830,000 | 595 |
| Certificates of participation in pools of residential mortgages | $107,381,000 | 370 |
| Issued or guaranteed by U.S. | $107,381,000 | 367 |
| 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 | $2,449,000 | 141 |
| Commercial mortgage pass-through securities | $2,449,000 | 87 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $114,983,000 | 1,011 |
| Total debt securities | $114,982,000 | 1,138 |
| 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 | $118,836,000 | 1,116 |
| U.S. Government securities | $113,236,000 | 827 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $113,236,000 | 796 |
| Securities issued by states & political subdivisions | $1,610,000 | 4,476 |
| Other domestic debt securities | $3,990,000 | 1,329 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $2,492,000 | 148 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,498,000 | 1,156 |
| 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 | $87,718,000 | 656 |
| Mortgage-backed securities | $115,728,000 | 591 |
| Certificates of participation in pools of residential mortgages | $113,236,000 | 377 |
| Issued or guaranteed by U.S. | $113,236,000 | 375 |
| 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 | $2,492,000 | 148 |
| Commercial mortgage pass-through securities | $2,492,000 | 90 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $118,836,000 | 976 |
| Total debt securities | $118,835,000 | 1,100 |
| 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 | $119,176,000 | 1,085 |
| U.S. Government securities | $113,483,000 | 803 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $113,483,000 | 775 |
| Securities issued by states & political subdivisions | $1,573,000 | 4,531 |
| Other domestic debt securities | $4,120,000 | 1,347 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $2,626,000 | 135 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,494,000 | 1,188 |
| 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 | $59,123,000 | 927 |
| Mortgage-backed securities | $116,109,000 | 583 |
| Certificates of participation in pools of residential mortgages | $113,483,000 | 380 |
| Issued or guaranteed by U.S. | $113,483,000 | 377 |
| 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 | $2,626,000 | 135 |
| Commercial mortgage pass-through securities | $2,626,000 | 81 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $119,176,000 | 945 |
| Total debt securities | $119,176,000 | 1,071 |
| 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 | $115,393,000 | 1,109 |
| U.S. Government securities | $109,620,000 | 811 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $109,620,000 | 789 |
| Securities issued by states & political subdivisions | $1,602,000 | 4,561 |
| Other domestic debt securities | $4,171,000 | 1,413 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $2,683,000 | 149 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,488,000 | 1,285 |
| 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 | $13,594,000 | 2,828 |
| Mortgage-backed securities | $112,303,000 | 597 |
| Certificates of participation in pools of residential mortgages | $109,620,000 | 405 |
| Issued or guaranteed by U.S. | $109,620,000 | 402 |
| 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 | $2,683,000 | 149 |
| Commercial mortgage pass-through securities | $2,683,000 | 85 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $115,393,000 | 963 |
| Total debt securities | $115,392,000 | 1,094 |
| 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 | $100,813,000 | 1,245 |
| U.S. Government securities | $96,135,000 | 888 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $96,135,000 | 856 |
| Securities issued by states & political subdivisions | $1,522,000 | 4,584 |
| Other domestic debt securities | $3,156,000 | 1,621 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $1,687,000 | 173 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,469,000 | 1,318 |
| 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 | $13,535,000 | 2,849 |
| Mortgage-backed securities | $97,822,000 | 651 |
| Certificates of participation in pools of residential mortgages | $96,135,000 | 462 |
| Issued or guaranteed by U.S. | $96,135,000 | 458 |
| 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 | $1,687,000 | 173 |
| Commercial mortgage pass-through securities | $1,687,000 | 97 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $100,813,000 | 1,076 |
| Total debt securities | $100,812,000 | 1,221 |
| 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 | $61,353,000 | 1,963 |
| U.S. Government securities | $56,985,000 | 1,494 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $56,985,000 | 1,458 |
| Securities issued by states & political subdivisions | $1,497,000 | 4,537 |
| Other domestic debt securities | $2,871,000 | 1,612 |
| 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 | $2,871,000 | 936 |
| 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 | $13,328,000 | 2,908 |
| Mortgage-backed securities | $56,985,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | $56,985,000 | 754 |
| Issued or guaranteed by U.S. | $56,985,000 | 742 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $61,353,000 | 1,721 |
| Total debt securities | $61,354,000 | 1,946 |
| 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 | $91,330,000 | 1,334 |
| U.S. Government securities | $78,505,000 | 1,091 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $78,505,000 | 1,064 |
| Securities issued by states & political subdivisions | $9,936,000 | 2,076 |
| Other domestic debt securities | $2,889,000 | 1,575 |
| 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 | $2,889,000 | 909 |
| 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 | $11,656,000 | 3,191 |
| Mortgage-backed securities | $75,219,000 | 841 |
| Certificates of participation in pools of residential mortgages | $75,219,000 | 572 |
| Issued or guaranteed by U.S. | $75,219,000 | 565 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $91,330,000 | 1,158 |
| Total debt securities | $91,328,000 | 1,317 |
| Structured notes | ||
| Amortized cost | $2,304,000 | 568 |
| Fair value | $2,285,000 | 565 |
| 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 | $82,930,000 | 1,432 |
| U.S. Government securities | $73,020,000 | 1,136 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $73,020,000 | 1,113 |
| Securities issued by states & political subdivisions | $9,910,000 | 2,064 |
| 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 | $11,150,000 | 3,268 |
| Mortgage-backed securities | $68,714,000 | 869 |
| Certificates of participation in pools of residential mortgages | $68,714,000 | 586 |
| Issued or guaranteed by U.S. | $68,714,000 | 577 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $82,930,000 | 1,232 |
| Total debt securities | $82,930,000 | 1,412 |
| Structured notes | ||
| Amortized cost | $2,344,000 | 562 |
| Fair value | $2,305,000 | 558 |
| 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 | $93,554,000 | 1,291 |
| U.S. Government securities | $80,265,000 | 1,033 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $80,265,000 | 1,013 |
| Securities issued by states & political subdivisions | $13,289,000 | 1,660 |
| 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 | $9,174,000 | 3,517 |
| Mortgage-backed securities | $72,828,000 | 805 |
| Certificates of participation in pools of residential mortgages | $72,828,000 | 549 |
| Issued or guaranteed by U.S. | $72,828,000 | 542 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $93,554,000 | 1,120 |
| Total debt securities | $93,555,000 | 1,262 |
| Structured notes | ||
| Amortized cost | $2,404,000 | 581 |
| Fair value | $2,362,000 | 580 |
| 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 | $95,877,000 | 1,267 |
| U.S. Government securities | $82,072,000 | 1,010 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $82,072,000 | 982 |
| Securities issued by states & political subdivisions | $13,805,000 | 1,613 |
| 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 | $9,471,000 | 3,463 |
| Mortgage-backed securities | $74,436,000 | 772 |
| Certificates of participation in pools of residential mortgages | $74,436,000 | 522 |
| Issued or guaranteed by U.S. | $74,436,000 | 516 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $95,877,000 | 1,101 |
| Total debt securities | $95,876,000 | 1,232 |
| Structured notes | ||
| Amortized cost | $2,512,000 | 584 |
| Fair value | $2,483,000 | 613 |
| 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 | $70,439,000 | 1,672 |
| U.S. Government securities | $56,573,000 | 1,491 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $56,573,000 | 1,465 |
| Securities issued by states & political subdivisions | $13,866,000 | 1,590 |
| 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 | $3,165,000 | 5,145 |
| Mortgage-backed securities | $48,254,000 | 1,014 |
| Certificates of participation in pools of residential mortgages | $48,254,000 | 710 |
| Issued or guaranteed by U.S. | $48,254,000 | 701 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $70,439,000 | 1,456 |
| Total debt securities | $70,437,000 | 1,627 |
| 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 | $70,156,000 | 1,691 |
| U.S. Government securities | $60,541,000 | 1,407 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $60,541,000 | 1,378 |
| Securities issued by states & political subdivisions | $9,615,000 | 2,089 |
| 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 | $898,000 | 6,265 |
| Mortgage-backed securities | $44,859,000 | 1,007 |
| Certificates of participation in pools of residential mortgages | $44,859,000 | 720 |
| Issued or guaranteed by U.S. | $44,859,000 | 711 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $70,156,000 | 1,463 |
| Total debt securities | $70,156,000 | 1,654 |
| 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 | $65,192,000 | 1,783 |
| U.S. Government securities | $55,679,000 | 1,521 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $55,679,000 | 1,495 |
| Securities issued by states & political subdivisions | $9,513,000 | 2,091 |
| 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 | $1,227,000 | 6,117 |
| Mortgage-backed securities | $40,302,000 | 1,064 |
| Certificates of participation in pools of residential mortgages | $40,302,000 | 775 |
| Issued or guaranteed by U.S. | $40,302,000 | 764 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $65,192,000 | 1,545 |
| Total debt securities | $65,192,000 | 1,747 |
| 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 | $62,544,000 | 1,871 |
| U.S. Government securities | $52,916,000 | 1,613 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $52,916,000 | 1,572 |
| Securities issued by states & political subdivisions | $9,628,000 | 2,076 |
| 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 | $1,423,000 | 6,042 |
| Mortgage-backed securities | $37,315,000 | 1,129 |
| Certificates of participation in pools of residential mortgages | $37,315,000 | 815 |
| Issued or guaranteed by U.S. | $37,315,000 | 805 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $62,544,000 | 1,604 |
| Total debt securities | $62,544,000 | 1,836 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $64,038,000 | 1,853 |
| U.S. Government securities | $54,417,000 | 1,613 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $54,417,000 | 1,572 |
| Securities issued by states & political subdivisions | $9,621,000 | 2,073 |
| 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 | $1,266,000 | 6,127 |
| Mortgage-backed securities | $38,858,000 | 1,120 |
| Certificates of participation in pools of residential mortgages | $38,858,000 | 804 |
| Issued or guaranteed by U.S. | $38,858,000 | 793 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $64,038,000 | 1,587 |
| Total debt securities | $64,038,000 | 1,818 |
| 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 | $53,455,000 | 2,213 |
| U.S. Government securities | $44,082,000 | 1,985 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $44,082,000 | 1,921 |
| Securities issued by states & political subdivisions | $9,373,000 | 2,104 |
| 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 | $1,161,000 | 6,234 |
| Mortgage-backed securities | $29,816,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $29,816,000 | 967 |
| Issued or guaranteed by U.S. | $29,816,000 | 957 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $53,455,000 | 1,884 |
| Total debt securities | $53,455,000 | 2,169 |
| 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 | $47,398,000 | 2,439 |
| U.S. Government securities | $39,578,000 | 2,190 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $39,578,000 | 2,120 |
| Securities issued by states & political subdivisions | $7,820,000 | 2,377 |
| 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 | $1,478,000 | 6,112 |
| Mortgage-backed securities | $25,550,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $25,550,000 | 1,111 |
| Issued or guaranteed by U.S. | $25,550,000 | 1,104 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $47,398,000 | 2,079 |
| Total debt securities | $47,399,000 | 2,396 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $44,626,000 | 2,612 |
| U.S. Government securities | $36,724,000 | 2,374 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $36,724,000 | 2,311 |
| Securities issued by states & political subdivisions | $7,902,000 | 2,364 |
| 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 | $2,040,000 | 5,784 |
| Mortgage-backed securities | $22,525,000 | 1,646 |
| Certificates of participation in pools of residential mortgages | $22,525,000 | 1,235 |
| Issued or guaranteed by U.S. | $22,525,000 | 1,225 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $44,626,000 | 2,235 |
| Total debt securities | $44,627,000 | 2,563 |
| 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 | $40,693,000 | 2,802 |
| U.S. Government securities | $32,790,000 | 2,581 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $32,790,000 | 2,501 |
| Securities issued by states & political subdivisions | $7,903,000 | 2,354 |
| Other domestic debt securities | $0 | 3,344 |
| 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 | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,886,000 | 5,934 |
| Mortgage-backed securities | $21,516,000 | 1,716 |
| Certificates of participation in pools of residential mortgages | $21,516,000 | 1,301 |
| Issued or guaranteed by U.S. | $21,516,000 | 1,293 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $40,693,000 | 2,424 |
| Total debt securities | $40,692,000 | 2,765 |
| 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 | $35,780,000 | 3,078 |
| U.S. Government securities | $27,825,000 | 2,931 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $27,825,000 | 2,843 |
| Securities issued by states & political subdivisions | $7,955,000 | 2,312 |
| Other domestic debt securities | $0 | 3,411 |
| 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 | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,995,000 | 5,859 |
| Mortgage-backed securities | $17,399,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $17,399,000 | 1,521 |
| Issued or guaranteed by U.S. | $17,399,000 | 1,511 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $35,780,000 | 2,645 |
| Total debt securities | $35,780,000 | 3,027 |
| 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 | $26,001,000 | 3,944 |
| U.S. Government securities | $18,020,000 | 4,074 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $18,020,000 | 3,943 |
| Securities issued by states & political subdivisions | $7,981,000 | 2,272 |
| Other domestic debt securities | $0 | 3,466 |
| 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 | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,097,000 | 5,775 |
| Mortgage-backed securities | $18,020,000 | 1,980 |
| Certificates of participation in pools of residential mortgages | $18,020,000 | 1,538 |
| Issued or guaranteed by U.S. | $18,020,000 | 1,525 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $26,001,000 | 3,412 |
| Total debt securities | $26,001,000 | 3,876 |
| 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 | $27,260,000 | 3,871 |
| U.S. Government securities | $19,298,000 | 3,980 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,298,000 | 3,838 |
| Securities issued by states & political subdivisions | $7,962,000 | 2,284 |
| Other domestic debt securities | $0 | 3,519 |
| 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 | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,196,000 | 5,794 |
| Mortgage-backed securities | $19,298,000 | 1,951 |
| Certificates of participation in pools of residential mortgages | $19,298,000 | 1,511 |
| Issued or guaranteed by U.S. | $19,298,000 | 1,500 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $27,260,000 | 3,350 |
| Total debt securities | $27,260,000 | 3,816 |
| 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 | $33,752,000 | 3,321 |
| U.S. Government securities | $20,760,000 | 3,784 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,760,000 | 3,652 |
| Securities issued by states & political subdivisions | $12,992,000 | 1,523 |
| Other domestic debt securities | $0 | 3,573 |
| 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 | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,286,000 | 5,738 |
| Mortgage-backed securities | $20,760,000 | 1,889 |
| Certificates of participation in pools of residential mortgages | $20,760,000 | 1,453 |
| Issued or guaranteed by U.S. | $20,760,000 | 1,440 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $33,752,000 | 2,860 |
| Total debt securities | $33,752,000 | 3,263 |
| 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 | $35,329,000 | 3,207 |
| U.S. Government securities | $22,330,000 | 3,577 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $22,330,000 | 3,456 |
| Securities issued by states & political subdivisions | $12,999,000 | 1,527 |
| Other domestic debt securities | $0 | 3,638 |
| 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 | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,365,000 | 5,695 |
| Mortgage-backed securities | $22,330,000 | 1,812 |
| Certificates of participation in pools of residential mortgages | $22,330,000 | 1,387 |
| Issued or guaranteed by U.S. | $22,330,000 | 1,378 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $35,329,000 | 2,748 |
| Total debt securities | $35,329,000 | 3,151 |
| 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 | $35,890,000 | 3,205 |
| U.S. Government securities | $23,358,000 | 3,533 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $23,358,000 | 3,408 |
| Securities issued by states & political subdivisions | $12,532,000 | 1,563 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,235,000 | 2,747 |
| Mortgage-backed securities | $23,358,000 | 1,780 |
| Certificates of participation in pools of residential mortgages | $23,358,000 | 1,356 |
| Issued or guaranteed by U.S. | $23,358,000 | 1,345 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $35,890,000 | 2,765 |
| Total debt securities | $35,890,000 | 3,141 |
| 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 | $39,190,000 | 2,980 |
| U.S. Government securities | $25,972,000 | 3,181 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $25,972,000 | 3,075 |
| Securities issued by states & political subdivisions | $13,218,000 | 1,504 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,676,000 | 2,427 |
| Mortgage-backed securities | $25,972,000 | 1,689 |
| Certificates of participation in pools of residential mortgages | $25,972,000 | 1,268 |
| Issued or guaranteed by U.S. | $25,972,000 | 1,259 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $39,190,000 | 2,568 |
| Total debt securities | $39,190,000 | 2,916 |
| 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 | $66,963,000 | 1,925 |
| U.S. Government securities | $50,611,000 | 1,879 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $50,611,000 | 1,811 |
| Securities issued by states & political subdivisions | $16,352,000 | 1,197 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,474,000 | 2,624 |
| Mortgage-backed securities | $50,611,000 | 1,061 |
| Certificates of participation in pools of residential mortgages | $50,611,000 | 770 |
| Issued or guaranteed by U.S. | $50,611,000 | 762 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $66,963,000 | 1,636 |
| Total debt securities | $66,963,000 | 1,875 |
| 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 | $76,612,000 | 1,713 |
| U.S. Government securities | $59,270,000 | 1,595 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $59,270,000 | 1,539 |
| Securities issued by states & political subdivisions | $17,342,000 | 1,119 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,787,000 | 2,605 |
| Mortgage-backed securities | $59,270,000 | 930 |
| Certificates of participation in pools of residential mortgages | $59,270,000 | 680 |
| Issued or guaranteed by U.S. | $59,270,000 | 677 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $76,612,000 | 1,460 |
| Total debt securities | $76,612,000 | 1,654 |
| 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 | $61,629,000 | 2,016 |
| U.S. Government securities | $44,254,000 | 1,992 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $44,254,000 | 1,924 |
| Securities issued by states & political subdivisions | $17,375,000 | 1,101 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,236,000 | 2,677 |
| Mortgage-backed securities | $44,254,000 | 1,163 |
| Certificates of participation in pools of residential mortgages | $44,254,000 | 843 |
| Issued or guaranteed by U.S. | $44,254,000 | 837 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $61,629,000 | 1,705 |
| Total debt securities | $61,629,000 | 1,943 |
| 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 | $83,694,000 | 1,496 |
| U.S. Government securities | $78,629,000 | 1,178 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $78,629,000 | 1,128 |
| Securities issued by states & political subdivisions | $5,065,000 | 2,917 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,102,000 | 2,562 |
| Mortgage-backed securities | $78,629,000 | 762 |
| Certificates of participation in pools of residential mortgages | $78,629,000 | 538 |
| Issued or guaranteed by U.S. | $78,629,000 | 533 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $83,694,000 | 1,267 |
| Total debt securities | $83,694,000 | 1,455 |
| 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 | $32,717,000 | 3,294 |
| U.S. Government securities | $27,748,000 | 2,869 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $27,748,000 | 2,743 |
| Securities issued by states & political subdivisions | $4,969,000 | 2,937 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,117,000 | 3,708 |
| Mortgage-backed securities | $27,748,000 | 1,594 |
| Certificates of participation in pools of residential mortgages | $27,748,000 | 1,146 |
| Issued or guaranteed by U.S. | $27,748,000 | 1,139 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $32,717,000 | 2,823 |
| Total debt securities | $32,717,000 | 3,212 |
| 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 | $34,193,000 | 3,033 |
| U.S. Government securities | $28,068,000 | 2,677 |
| U.S. Treasury securities | $2,057,000 | 1,366 |
| U.S. Government agency obligations | $26,011,000 | 2,705 |
| Securities issued by states & political subdivisions | $6,125,000 | 2,512 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,799,000 | 2,669 |
| Mortgage-backed securities | $23,611,000 | 1,631 |
| Certificates of participation in pools of residential mortgages | $23,611,000 | 1,139 |
| Issued or guaranteed by U.S. | $23,611,000 | 1,132 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $34,193,000 | 2,529 |
| Total debt securities | $34,193,000 | 2,969 |
| 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 | $47,237,000 | 2,307 |
| U.S. Government securities | $44,447,000 | 1,794 |
| U.S. Treasury securities | $2,751,000 | 1,622 |
| U.S. Government agency obligations | $41,696,000 | 1,781 |
| Securities issued by states & political subdivisions | $2,442,000 | 4,064 |
| 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 | $348,000 | 4,666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,559,000 | 1,516 |
| Mortgage-backed securities | $26,255,000 | 1,234 |
| Certificates of participation in pools of residential mortgages | $14,068,000 | 1,389 |
| Issued or guaranteed by U.S. | $14,068,000 | 1,376 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $12,187,000 | 895 |
| CMOs issued by government agencies or sponsored agencies | $12,187,000 | 801 |
| 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) | $2,001,000 | 3,837 |
| Available-for-sale securities (fair market value) | $45,236,000 | 1,920 |
| Total debt securities | $46,889,000 | 2,225 |
| 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 | $43,006,000 | 2,617 |
| U.S. Government securities | $40,975,000 | 2,040 |
| U.S. Treasury securities | $2,759,000 | 2,316 |
| U.S. Government agency obligations | $38,216,000 | 1,959 |
| Securities issued by states & political subdivisions | $1,706,000 | 4,883 |
| 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 | $325,000 | 4,677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,519,000 | 2,046 |
| Mortgage-backed securities | $24,681,000 | 1,392 |
| Certificates of participation in pools of residential mortgages | $12,178,000 | 1,635 |
| Issued or guaranteed by U.S. | $12,178,000 | 1,623 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $12,503,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $12,503,000 | 852 |
| 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) | $2,014,000 | 4,221 |
| Available-for-sale securities (fair market value) | $40,992,000 | 2,124 |
| Total debt securities | $42,681,000 | 2,560 |
| 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 | $22,680,000 | 4,435 |
| U.S. Government securities | $21,937,000 | 3,654 |
| U.S. Treasury securities | $2,000,000 | 4,016 |
| U.S. Government agency obligations | $19,937,000 | 3,347 |
| Securities issued by states & political subdivisions | $465,000 | 6,669 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $278,000 | 4,776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,978,000 | 3,903 |
| Mortgage-backed securities | $17,409,000 | 1,872 |
| Certificates of participation in pools of residential mortgages | $4,399,000 | 3,181 |
| Issued or guaranteed by U.S. | $4,399,000 | 3,165 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $13,010,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $13,010,000 | 903 |
| 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) | $2,000,000 | 4,758 |
| Available-for-sale securities (fair market value) | $20,680,000 | 3,693 |
| Total debt securities | $22,402,000 | 4,369 |
| 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 | $23,857,000 | 4,347 |
| U.S. Government securities | $23,857,000 | 3,575 |
| U.S. Treasury securities | $4,987,000 | 3,251 |
| U.S. Government agency obligations | $18,870,000 | 3,361 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,732,000 | 2,391 |
| Mortgage-backed securities | $15,881,000 | 1,940 |
| Certificates of participation in pools of residential mortgages | $2,532,000 | 4,018 |
| Issued or guaranteed by U.S. | $2,532,000 | 4,003 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $13,349,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $13,349,000 | 874 |
| 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) | $2,000,000 | 5,599 |
| Available-for-sale securities (fair market value) | $21,857,000 | 3,373 |
| Total debt securities | $23,857,000 | 4,241 |
| 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 | $36,041,000 | 3,357 |
| U.S. Government securities | $36,041,000 | 2,674 |
| U.S. Treasury securities | $6,471,000 | 3,180 |
| U.S. Government agency obligations | $29,570,000 | 2,421 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,418,000 | 2,457 |
| Mortgage-backed securities | $19,165,000 | 1,919 |
| Certificates of participation in pools of residential mortgages | $2,934,000 | 4,125 |
| Issued or guaranteed by U.S. | $2,934,000 | 4,105 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $16,231,000 | 856 |
| CMOs issued by government agencies or sponsored agencies | $16,231,000 | 798 |
| 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) | $2,000,000 | 6,299 |
| Available-for-sale securities (fair market value) | $34,041,000 | 2,437 |
| Total debt securities | $36,041,000 | 3,255 |
| 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 | $29,470,000 | 4,125 |
| U.S. Government securities | $29,470,000 | 3,387 |
| U.S. Treasury securities | $3,503,000 | 5,632 |
| U.S. Government agency obligations | $25,967,000 | 2,675 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,338,000 | 2,867 |
| Mortgage-backed securities | $19,949,000 | 1,958 |
| Certificates of participation in pools of residential mortgages | $801,000 | 6,406 |
| Issued or guaranteed by U.S. | $801,000 | 6,374 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $19,148,000 | 856 |
| CMOs issued by government agencies or sponsored agencies | $19,148,000 | 800 |
| 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) | $2,995,000 | 6,027 |
| Available-for-sale securities (fair market value) | $26,475,000 | 3,145 |
| Total debt securities | $29,470,000 | 4,035 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $33,978,000 | 3,829 |
| U.S. Government securities | $33,978,000 | 3,084 |
| U.S. Treasury securities | $4,462,000 | 5,910 |
| U.S. Government agency obligations | $29,516,000 | 2,294 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,692,000 | 2,240 |
| Mortgage-backed securities | $28,044,000 | 1,582 |
| Certificates of participation in pools of residential mortgages | $8,396,000 | 2,513 |
| Issued or guaranteed by U.S. | $8,396,000 | 2,502 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $19,648,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $19,648,000 | 849 |
| 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) | $28,193,000 | 2,583 |
| Available-for-sale securities (fair market value) | $5,785,000 | 6,470 |
| Total debt securities | $33,978,000 | 3,756 |
| 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 | $36,564,000 | 3,753 |
| U.S. Government securities | $35,064,000 | 3,103 |
| U.S. Treasury securities | $1,964,000 | 8,639 |
| U.S. Government agency obligations | $33,100,000 | 2,103 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $1,500,000 | 2,765 |
| Privately issued residential mortgage-backed securities | $1,500,000 | 998 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,813,000 | 2,393 |
| Mortgage-backed securities | $32,500,000 | 1,563 |
| Certificates of participation in pools of residential mortgages | $8,638,000 | 2,712 |
| Issued or guaranteed by U.S. | $8,638,000 | 2,684 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $23,862,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $22,362,000 | 881 |
| Privately issued | $1,500,000 | 732 |
| 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 | $36,564,000 | 3,672 |
| 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 | $41,120,000 | 3,329 |
| U.S. Government securities | $39,618,000 | 2,710 |
| U.S. Treasury securities | $3,944,000 | 6,683 |
| U.S. Government agency obligations | $35,674,000 | 1,898 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $1,502,000 | 3,409 |
| Privately issued residential mortgage-backed securities | $1,500,000 | 1,427 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 5,841 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,399,000 | 2,592 |
| Mortgage-backed securities | $35,074,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | $11,517,000 | 2,283 |
| Issued or guaranteed by U.S. | $11,517,000 | 2,246 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $23,557,000 | 890 |
| CMOs issued by government agencies or sponsored agencies | $22,057,000 | 841 |
| Privately issued | $1,500,000 | 1,121 |
| 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 | $41,120,000 | 3,245 |
| 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 |