Home > Chesapeake Bank > Securities
Chesapeake Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $482,045,000 | 448 |
| U.S. Government securities | $57,244,000 | 1,707 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $57,244,000 | 1,477 |
| Securities issued by states & political subdivisions | $180,563,000 | 232 |
| Other domestic debt securities | $244,238,000 | 144 |
| Privately issued residential mortgage-backed securities | $115,137,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,272,000 | 97 |
| Structured financial products - Total | $41,818,000 | 138 |
| Other domestic debt securities - All other | $15,664,000 | 474 |
| 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 | $257,057,000 | 413 |
| Mortgage-backed securities | $199,063,000 | 456 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,694,000 | 1,580 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,228,000 | 586 |
| Privately issued | $115,137,000 | 53 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $38,004,000 | 227 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $482,045,000 | 362 |
| Total debt securities | $482,045,000 | 440 |
| 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 | $433,852,000 | 478 |
| U.S. Government securities | $58,364,000 | 1,683 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $58,364,000 | 1,447 |
| Securities issued by states & political subdivisions | $176,395,000 | 226 |
| Other domestic debt securities | $199,093,000 | 169 |
| Privately issued residential mortgage-backed securities | $84,214,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,159,000 | 92 |
| Structured financial products - Total | $25,400,000 | 159 |
| Other domestic debt securities - All other | $15,408,000 | 479 |
| 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 | $251,555,000 | 412 |
| Mortgage-backed securities | $169,644,000 | 504 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,825,000 | 1,555 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,981,000 | 557 |
| Privately issued | $84,214,000 | 66 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $38,624,000 | 223 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $433,852,000 | 386 |
| Total debt securities | $433,852,000 | 468 |
| 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 | $417,494,000 | 515 |
| U.S. Government securities | $53,308,000 | 1,831 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $53,308,000 | 1,556 |
| Securities issued by states & political subdivisions | $190,462,000 | 215 |
| Other domestic debt securities | $173,724,000 | 178 |
| Privately issued residential mortgage-backed securities | $83,594,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,116,000 | 111 |
| Structured financial products - Total | $14,140,000 | 205 |
| Other domestic debt securities - All other | $15,345,000 | 479 |
| 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 | $265,710,000 | 385 |
| Mortgage-backed securities | $161,394,000 | 528 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,256,000 | 1,664 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $25,143,000 | 630 |
| Privately issued | $83,594,000 | 68 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $36,401,000 | 234 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $417,494,000 | 417 |
| Total debt securities | $417,494,000 | 505 |
| 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 | $430,663,000 | 527 |
| U.S. Government securities | $54,152,000 | 1,893 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $54,152,000 | 1,561 |
| Securities issued by states & political subdivisions | $213,289,000 | 205 |
| Other domestic debt securities | $163,222,000 | 195 |
| Privately issued residential mortgage-backed securities | $86,213,000 | 76 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,350,000 | 126 |
| Structured financial products - Total | $4,940,000 | 329 |
| Other domestic debt securities - All other | $16,171,000 | 478 |
| 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 | $290,448,000 | 355 |
| Mortgage-backed securities | $163,602,000 | 550 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,186,000 | 1,660 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $24,631,000 | 670 |
| Privately issued | $86,213,000 | 70 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $35,572,000 | 250 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $430,663,000 | 431 |
| Total debt securities | $430,663,000 | 516 |
| 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 | $445,612,000 | 522 |
| U.S. Government securities | $52,724,000 | 1,949 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $52,724,000 | 1,574 |
| Securities issued by states & political subdivisions | $237,201,000 | 194 |
| Other domestic debt securities | $155,687,000 | 209 |
| Privately issued residential mortgage-backed securities | $85,741,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,039,000 | 126 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $16,247,000 | 489 |
| 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 | $264,983,000 | 339 |
| Mortgage-backed securities | $161,823,000 | 568 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,297,000 | 1,717 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $25,193,000 | 663 |
| Privately issued | $85,741,000 | 71 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $34,592,000 | 253 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $445,612,000 | 423 |
| Total debt securities | $445,612,000 | 514 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $474,051,000 | 492 |
| U.S. Government securities | $53,349,000 | 1,944 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $53,349,000 | 1,586 |
| Securities issued by states & political subdivisions | $265,888,000 | 172 |
| Other domestic debt securities | $154,814,000 | 204 |
| Privately issued residential mortgage-backed securities | $86,234,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,926,000 | 130 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $16,456,000 | 490 |
| 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 | $261,695,000 | 324 |
| Mortgage-backed securities | $162,384,000 | 575 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,649,000 | 1,773 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,262,000 | 656 |
| Privately issued | $86,234,000 | 74 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $34,239,000 | 275 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $474,051,000 | 401 |
| Total debt securities | $474,051,000 | 483 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $500,972,000 | 471 |
| U.S. Government securities | $56,943,000 | 1,881 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $56,943,000 | 1,558 |
| Securities issued by states & political subdivisions | $293,707,000 | 161 |
| Other domestic debt securities | $150,322,000 | 190 |
| Privately issued residential mortgage-backed securities | $78,555,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,832,000 | 126 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $17,171,000 | 483 |
| 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 | $288,399,000 | 301 |
| Mortgage-backed securities | $158,704,000 | 592 |
| Certificates of participation in pools of residential mortgages | $16,709,000 | 1,808 |
| Issued or guaranteed by U.S. | $16,709,000 | 1,769 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $106,634,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $28,079,000 | 638 |
| Privately issued | $78,555,000 | 79 |
| Commercial mortgage-backed securities | $35,361,000 | 430 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $35,361,000 | 300 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $500,972,000 | 397 |
| Total debt securities | $500,972,000 | 464 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $528,731,000 | 447 |
| U.S. Government securities | $61,211,000 | 1,754 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $61,211,000 | 1,491 |
| Securities issued by states & political subdivisions | $314,505,000 | 155 |
| Other domestic debt securities | $153,015,000 | 185 |
| Privately issued residential mortgage-backed securities | $81,836,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $30,599,000 | 125 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $17,385,000 | 477 |
| 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 | $279,555,000 | 301 |
| Mortgage-backed securities | $163,545,000 | 586 |
| Certificates of participation in pools of residential mortgages | $17,783,000 | 1,776 |
| Issued or guaranteed by U.S. | $17,783,000 | 1,746 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $112,302,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $30,466,000 | 615 |
| Privately issued | $81,836,000 | 77 |
| Commercial mortgage-backed securities | $33,460,000 | 448 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $33,460,000 | 305 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $528,731,000 | 383 |
| Total debt securities | $528,731,000 | 440 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $600,644,000 | 393 |
| U.S. Government securities | $77,981,000 | 1,417 |
| U.S. Treasury securities | $11,938,000 | 929 |
| U.S. Government agency obligations | $66,043,000 | 1,405 |
| Securities issued by states & political subdivisions | $373,296,000 | 125 |
| Other domestic debt securities | $149,367,000 | 181 |
| Privately issued residential mortgage-backed securities | $77,381,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,066,000 | 126 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $17,034,000 | 460 |
| 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 | $302,785,000 | 275 |
| Mortgage-backed securities | $162,438,000 | 590 |
| Certificates of participation in pools of residential mortgages | $19,067,000 | 1,728 |
| Issued or guaranteed by U.S. | $19,067,000 | 1,689 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $110,308,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $32,927,000 | 561 |
| Privately issued | $77,381,000 | 66 |
| Commercial mortgage-backed securities | $33,063,000 | 452 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $33,063,000 | 306 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $600,644,000 | 348 |
| Total debt securities | $600,644,000 | 388 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $584,893,000 | 398 |
| U.S. Government securities | $80,176,000 | 1,325 |
| U.S. Treasury securities | $11,955,000 | 779 |
| U.S. Government agency obligations | $68,221,000 | 1,336 |
| Securities issued by states & political subdivisions | $366,001,000 | 120 |
| Other domestic debt securities | $138,716,000 | 174 |
| Privately issued residential mortgage-backed securities | $71,599,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $34,276,000 | 126 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $15,352,000 | 465 |
| 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 | $238,607,000 | 324 |
| Mortgage-backed securities | $154,320,000 | 604 |
| Certificates of participation in pools of residential mortgages | $18,548,000 | 1,745 |
| Issued or guaranteed by U.S. | $18,548,000 | 1,701 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $106,705,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $35,106,000 | 531 |
| Privately issued | $71,599,000 | 65 |
| Commercial mortgage-backed securities | $29,067,000 | 488 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $29,067,000 | 328 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $584,893,000 | 351 |
| Total debt securities | $584,893,000 | 391 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $542,641,000 | 401 |
| U.S. Government securities | $74,188,000 | 1,345 |
| U.S. Treasury securities | $12,017,000 | 683 |
| U.S. Government agency obligations | $62,171,000 | 1,368 |
| Securities issued by states & political subdivisions | $331,863,000 | 128 |
| Other domestic debt securities | $136,590,000 | 176 |
| Privately issued residential mortgage-backed securities | $71,917,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $34,252,000 | 129 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $12,640,000 | 494 |
| 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 | $242,587,000 | 312 |
| Mortgage-backed securities | $148,786,000 | 591 |
| Certificates of participation in pools of residential mortgages | $12,269,000 | 2,081 |
| Issued or guaranteed by U.S. | $12,269,000 | 2,025 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $107,022,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $35,105,000 | 502 |
| Privately issued | $71,917,000 | 54 |
| Commercial mortgage-backed securities | $29,495,000 | 464 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $29,495,000 | 315 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $542,641,000 | 352 |
| Total debt securities | $542,641,000 | 395 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $480,981,000 | 407 |
| U.S. Government securities | $52,626,000 | 1,568 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $52,626,000 | 1,464 |
| Securities issued by states & political subdivisions | $296,580,000 | 143 |
| Other domestic debt securities | $131,775,000 | 167 |
| Privately issued residential mortgage-backed securities | $76,075,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,223,000 | 130 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $10,013,000 | 542 |
| 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 | $241,180,000 | 307 |
| Mortgage-backed securities | $138,013,000 | 591 |
| Certificates of participation in pools of residential mortgages | $4,158,000 | 2,895 |
| Issued or guaranteed by U.S. | $4,158,000 | 2,801 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $109,741,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $33,666,000 | 502 |
| Privately issued | $76,075,000 | 48 |
| Commercial mortgage-backed securities | $24,114,000 | 498 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $24,114,000 | 337 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $480,981,000 | 361 |
| Total debt securities | $480,981,000 | 401 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $453,920,000 | 394 |
| U.S. Government securities | $50,320,000 | 1,495 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $50,320,000 | 1,415 |
| Securities issued by states & political subdivisions | $274,789,000 | 153 |
| Other domestic debt securities | $128,811,000 | 153 |
| Privately issued residential mortgage-backed securities | $75,029,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,943,000 | 126 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $10,012,000 | 524 |
| 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 | $247,663,000 | 293 |
| Mortgage-backed securities | $134,085,000 | 562 |
| Certificates of participation in pools of residential mortgages | $4,627,000 | 2,765 |
| Issued or guaranteed by U.S. | $4,627,000 | 2,688 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $106,572,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $31,543,000 | 524 |
| Privately issued | $75,029,000 | 46 |
| Commercial mortgage-backed securities | $22,886,000 | 478 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $22,886,000 | 327 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $453,920,000 | 357 |
| Total debt securities | $453,920,000 | 389 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $412,484,000 | 402 |
| U.S. Government securities | $49,472,000 | 1,466 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $49,472,000 | 1,386 |
| Securities issued by states & political subdivisions | $248,611,000 | 155 |
| Other domestic debt securities | $114,401,000 | 165 |
| Privately issued residential mortgage-backed securities | $73,847,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,404,000 | 136 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $6,711,000 | 601 |
| 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 | $218,895,000 | 319 |
| Mortgage-backed securities | $128,746,000 | 552 |
| Certificates of participation in pools of residential mortgages | $4,045,000 | 2,821 |
| Issued or guaranteed by U.S. | $4,045,000 | 2,739 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $106,184,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $32,337,000 | 507 |
| Privately issued | $73,847,000 | 48 |
| Commercial mortgage-backed securities | $18,517,000 | 536 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $18,517,000 | 350 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $412,484,000 | 366 |
| Total debt securities | $412,484,000 | 395 |
| 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 | $374,749,000 | 426 |
| U.S. Government securities | $51,958,000 | 1,389 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $51,958,000 | 1,311 |
| Securities issued by states & political subdivisions | $224,704,000 | 153 |
| Other domestic debt securities | $98,087,000 | 179 |
| Privately issued residential mortgage-backed securities | $61,279,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,911,000 | 128 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,214,000 | 843 |
| 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 | $169,274,000 | 382 |
| Mortgage-backed securities | $121,871,000 | 576 |
| Certificates of participation in pools of residential mortgages | $5,042,000 | 2,653 |
| Issued or guaranteed by U.S. | $5,042,000 | 2,578 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $95,092,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $33,813,000 | 514 |
| Privately issued | $61,279,000 | 54 |
| Commercial mortgage-backed securities | $21,737,000 | 481 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $21,737,000 | 316 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $374,749,000 | 372 |
| Total debt securities | $374,749,000 | 416 |
| 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 | $309,019,000 | 480 |
| U.S. Government securities | $53,740,000 | 1,346 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $53,740,000 | 1,275 |
| Securities issued by states & political subdivisions | $168,050,000 | 185 |
| Other domestic debt securities | $87,229,000 | 195 |
| Privately issued residential mortgage-backed securities | $54,112,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,358,000 | 123 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $435,000 | 1,379 |
| 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 | $100,440,000 | 559 |
| Mortgage-backed securities | $115,097,000 | 607 |
| Certificates of participation in pools of residential mortgages | $6,187,000 | 2,502 |
| Issued or guaranteed by U.S. | $6,187,000 | 2,418 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $88,683,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $34,571,000 | 519 |
| Privately issued | $54,112,000 | 49 |
| Commercial mortgage-backed securities | $20,227,000 | 492 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $20,227,000 | 331 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $309,019,000 | 433 |
| Total debt securities | $309,019,000 | 470 |
| 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 | $292,523,000 | 484 |
| U.S. Government securities | $48,741,000 | 1,482 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $48,741,000 | 1,409 |
| Securities issued by states & political subdivisions | $159,841,000 | 180 |
| Other domestic debt securities | $83,941,000 | 186 |
| Privately issued residential mortgage-backed securities | $49,562,000 | 65 |
| Commercial mortgage-backed securities - Total | $8,719,000 | 97 |
| Asset backed securities | $25,160,000 | 119 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $500,000 | 1,290 |
| 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 | $135,055,000 | 434 |
| Mortgage-backed securities | $107,022,000 | 633 |
| Certificates of participation in pools of residential mortgages | $7,813,000 | 2,225 |
| Issued or guaranteed by U.S. | $7,813,000 | 2,166 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $79,155,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $29,593,000 | 589 |
| Privately issued | $49,562,000 | 49 |
| Commercial mortgage-backed securities | $20,054,000 | 482 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $20,054,000 | 321 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $292,523,000 | 435 |
| Total debt securities | $292,523,000 | 477 |
| 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 | $284,540,000 | 494 |
| U.S. Government securities | $44,856,000 | 1,581 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $44,856,000 | 1,496 |
| Securities issued by states & political subdivisions | $157,173,000 | 178 |
| Other domestic debt securities | $82,511,000 | 188 |
| Privately issued residential mortgage-backed securities | $47,690,000 | 68 |
| Commercial mortgage-backed securities - Total | $8,814,000 | 98 |
| Asset backed securities | $26,007,000 | 116 |
| 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 | $140,401,000 | 421 |
| Mortgage-backed securities | $101,360,000 | 632 |
| Certificates of participation in pools of residential mortgages | $7,900,000 | 2,186 |
| Issued or guaranteed by U.S. | $7,900,000 | 2,120 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $76,826,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $29,136,000 | 608 |
| Privately issued | $47,690,000 | 50 |
| Commercial mortgage-backed securities | $16,634,000 | 537 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $16,634,000 | 343 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $284,540,000 | 442 |
| Total debt securities | $284,540,000 | 485 |
| 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 | $264,877,000 | 534 |
| U.S. Government securities | $34,001,000 | 1,961 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $34,001,000 | 1,852 |
| Securities issued by states & political subdivisions | $155,118,000 | 180 |
| Other domestic debt securities | $75,758,000 | 181 |
| Privately issued residential mortgage-backed securities | $44,408,000 | 59 |
| Commercial mortgage-backed securities - Total | $6,886,000 | 103 |
| Asset backed securities | $24,464,000 | 106 |
| 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 | $129,265,000 | 453 |
| Mortgage-backed securities | $85,295,000 | 723 |
| Certificates of participation in pools of residential mortgages | $9,695,000 | 1,999 |
| Issued or guaranteed by U.S. | $9,695,000 | 1,960 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $61,056,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $16,648,000 | 831 |
| Privately issued | $44,408,000 | 52 |
| Commercial mortgage-backed securities | $14,544,000 | 554 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $14,544,000 | 353 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $264,877,000 | 467 |
| Total debt securities | $264,877,000 | 524 |
| 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 | $236,397,000 | 603 |
| U.S. Government securities | $21,722,000 | 2,579 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $21,722,000 | 2,437 |
| Securities issued by states & political subdivisions | $153,393,000 | 191 |
| Other domestic debt securities | $61,282,000 | 198 |
| Privately issued residential mortgage-backed securities | $37,032,000 | 63 |
| Commercial mortgage-backed securities - Total | $4,225,000 | 103 |
| Asset backed securities | $20,025,000 | 119 |
| 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 | $124,539,000 | 470 |
| Mortgage-backed securities | $62,979,000 | 908 |
| Certificates of participation in pools of residential mortgages | $11,532,000 | 1,835 |
| Issued or guaranteed by U.S. | $11,532,000 | 1,796 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $47,222,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $10,190,000 | 1,118 |
| Privately issued | $37,032,000 | 55 |
| Commercial mortgage-backed securities | $4,225,000 | 944 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $4,225,000 | 539 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $236,397,000 | 526 |
| Total debt securities | $236,397,000 | 594 |
| 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 | $218,406,000 | 642 |
| U.S. Government securities | $24,117,000 | 2,447 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $24,117,000 | 2,318 |
| Securities issued by states & political subdivisions | $146,766,000 | 213 |
| Other domestic debt securities | $47,523,000 | 230 |
| Privately issued residential mortgage-backed securities | $33,544,000 | 68 |
| Commercial mortgage-backed securities - Total | $1,818,000 | 118 |
| Asset backed securities | $12,161,000 | 139 |
| 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 | $117,572,000 | 495 |
| Mortgage-backed securities | $59,479,000 | 935 |
| Certificates of participation in pools of residential mortgages | $13,460,000 | 1,686 |
| Issued or guaranteed by U.S. | $13,460,000 | 1,666 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $44,201,000 | 429 |
| CMOs issued by government agencies or sponsored agencies | $10,657,000 | 1,095 |
| Privately issued | $33,544,000 | 61 |
| Commercial mortgage-backed securities | $1,818,000 | 1,253 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $1,818,000 | 723 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $218,406,000 | 567 |
| Total debt securities | $218,406,000 | 635 |
| 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 | $211,597,000 | 649 |
| U.S. Government securities | $26,642,000 | 2,323 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $26,642,000 | 2,211 |
| Securities issued by states & political subdivisions | $144,851,000 | 213 |
| Other domestic debt securities | $40,104,000 | 259 |
| Privately issued residential mortgage-backed securities | $28,887,000 | 70 |
| Commercial mortgage-backed securities - Total | $908,000 | 128 |
| Asset backed securities | $10,309,000 | 141 |
| 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 | $108,344,000 | 537 |
| Mortgage-backed securities | $56,437,000 | 965 |
| Certificates of participation in pools of residential mortgages | $15,444,000 | 1,579 |
| Issued or guaranteed by U.S. | $15,444,000 | 1,572 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $40,085,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $11,198,000 | 1,037 |
| Privately issued | $28,887,000 | 65 |
| Commercial mortgage-backed securities | $908,000 | 1,458 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $908,000 | 880 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $211,597,000 | 569 |
| Total debt securities | $211,597,000 | 642 |
| 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 | $217,103,000 | 640 |
| U.S. Government securities | $30,672,000 | 2,126 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $30,672,000 | 2,011 |
| Securities issued by states & political subdivisions | $151,234,000 | 206 |
| Other domestic debt securities | $35,197,000 | 292 |
| Privately issued residential mortgage-backed securities | $28,345,000 | 93 |
| Commercial mortgage-backed securities - Total | $961,000 | 118 |
| Asset backed securities | $5,891,000 | 170 |
| 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 | $100,821,000 | 579 |
| Mortgage-backed securities | $59,978,000 | 932 |
| Certificates of participation in pools of residential mortgages | $18,573,000 | 1,431 |
| Issued or guaranteed by U.S. | $18,573,000 | 1,378 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $40,444,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $12,099,000 | 983 |
| Privately issued | $28,345,000 | 66 |
| Commercial mortgage-backed securities | $961,000 | 1,403 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $961,000 | 856 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $217,103,000 | 563 |
| Total debt securities | $217,103,000 | 632 |
| 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 | $205,337,000 | 683 |
| U.S. Government securities | $33,219,000 | 2,067 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $33,219,000 | 1,962 |
| Securities issued by states & political subdivisions | $143,846,000 | 219 |
| Other domestic debt securities | $28,272,000 | 309 |
| Privately issued residential mortgage-backed securities | $26,281,000 | 76 |
| Commercial mortgage-backed securities - Total | $995,000 | 120 |
| Asset backed securities | $996,000 | 284 |
| 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 | $101,811,000 | 585 |
| Mortgage-backed securities | $60,495,000 | 922 |
| Certificates of participation in pools of residential mortgages | $21,280,000 | 1,338 |
| Issued or guaranteed by U.S. | $21,280,000 | 1,335 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $38,220,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $11,939,000 | 1,000 |
| Privately issued | $26,281,000 | 72 |
| Commercial mortgage-backed securities | $995,000 | 1,217 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $995,000 | 812 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $205,337,000 | 590 |
| Total debt securities | $205,337,000 | 675 |
| 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 | $201,759,000 | 702 |
| U.S. Government securities | $33,014,000 | 2,076 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $33,014,000 | 1,989 |
| Securities issued by states & political subdivisions | $140,696,000 | 232 |
| Other domestic debt securities | $28,049,000 | 301 |
| Privately issued residential mortgage-backed securities | $28,049,000 | 72 |
| 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 | $103,811,000 | 585 |
| Mortgage-backed securities | $61,063,000 | 928 |
| Certificates of participation in pools of residential mortgages | $21,345,000 | 1,354 |
| Issued or guaranteed by U.S. | $21,345,000 | 1,353 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $39,718,000 | 469 |
| CMOs issued by government agencies or sponsored agencies | $11,669,000 | 1,007 |
| Privately issued | $28,049,000 | 70 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $201,759,000 | 614 |
| Total debt securities | $201,759,000 | 693 |
| 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 | $203,836,000 | 694 |
| U.S. Government securities | $38,133,000 | 1,891 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $38,133,000 | 1,810 |
| Securities issued by states & political subdivisions | $141,982,000 | 229 |
| Other domestic debt securities | $23,721,000 | 343 |
| Privately issued residential mortgage-backed securities | $23,721,000 | 79 |
| 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 | $106,075,000 | 573 |
| Mortgage-backed securities | $61,854,000 | 931 |
| Certificates of participation in pools of residential mortgages | $22,241,000 | 1,354 |
| Issued or guaranteed by U.S. | $22,241,000 | 1,352 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $39,613,000 | 478 |
| CMOs issued by government agencies or sponsored agencies | $15,892,000 | 805 |
| Privately issued | $23,721,000 | 75 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $203,836,000 | 611 |
| Total debt securities | $203,836,000 | 688 |
| 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 | $200,616,000 | 728 |
| U.S. Government securities | $34,646,000 | 2,068 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $34,646,000 | 1,967 |
| Securities issued by states & political subdivisions | $140,204,000 | 236 |
| Other domestic debt securities | $25,766,000 | 340 |
| Privately issued residential mortgage-backed securities | $25,766,000 | 78 |
| 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 | $104,680,000 | 585 |
| Mortgage-backed securities | $60,412,000 | 967 |
| Certificates of participation in pools of residential mortgages | $22,010,000 | 1,393 |
| Issued or guaranteed by U.S. | $22,010,000 | 1,392 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $38,402,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $12,636,000 | 950 |
| Privately issued | $25,766,000 | 75 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $200,616,000 | 632 |
| Total debt securities | $200,616,000 | 716 |
| 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 | $193,194,000 | 761 |
| U.S. Government securities | $31,593,000 | 2,231 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $31,593,000 | 2,134 |
| Securities issued by states & political subdivisions | $135,956,000 | 253 |
| Other domestic debt securities | $25,645,000 | 352 |
| Privately issued residential mortgage-backed securities | $25,645,000 | 81 |
| 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 | $106,440,000 | 579 |
| Mortgage-backed securities | $57,238,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $19,420,000 | 1,557 |
| Issued or guaranteed by U.S. | $19,420,000 | 1,557 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $37,818,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $12,173,000 | 974 |
| Privately issued | $25,645,000 | 77 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $193,194,000 | 666 |
| Total debt securities | $193,194,000 | 748 |
| 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 | $184,986,000 | 794 |
| U.S. Government securities | $27,757,000 | 2,409 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $27,757,000 | 2,305 |
| Securities issued by states & political subdivisions | $128,472,000 | 264 |
| Other domestic debt securities | $28,757,000 | 320 |
| Privately issued residential mortgage-backed securities | $28,254,000 | 77 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $503,000 | 1,498 |
| 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 | $108,020,000 | 562 |
| Mortgage-backed securities | $56,011,000 | 1,036 |
| Certificates of participation in pools of residential mortgages | $13,387,000 | 1,946 |
| Issued or guaranteed by U.S. | $13,387,000 | 1,944 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $42,624,000 | 474 |
| CMOs issued by government agencies or sponsored agencies | $14,370,000 | 874 |
| Privately issued | $28,254,000 | 74 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $184,986,000 | 694 |
| Total debt securities | $184,986,000 | 784 |
| 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 | $181,453,000 | 808 |
| U.S. Government securities | $27,147,000 | 2,452 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $27,147,000 | 2,355 |
| Securities issued by states & political subdivisions | $126,135,000 | 263 |
| Other domestic debt securities | $28,171,000 | 324 |
| Privately issued residential mortgage-backed securities | $28,171,000 | 81 |
| 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 | $105,004,000 | 570 |
| Mortgage-backed securities | $55,318,000 | 1,046 |
| Certificates of participation in pools of residential mortgages | $12,185,000 | 2,066 |
| Issued or guaranteed by U.S. | $12,185,000 | 2,066 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $43,133,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $14,962,000 | 865 |
| Privately issued | $28,171,000 | 78 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $181,453,000 | 707 |
| Total debt securities | $181,453,000 | 798 |
| 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 | $181,333,000 | 809 |
| U.S. Government securities | $24,809,000 | 2,634 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $24,809,000 | 2,533 |
| Securities issued by states & political subdivisions | $127,319,000 | 263 |
| Other domestic debt securities | $29,205,000 | 319 |
| Privately issued residential mortgage-backed securities | $29,205,000 | 85 |
| 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 | $92,477,000 | 657 |
| Mortgage-backed securities | $54,014,000 | 1,069 |
| Certificates of participation in pools of residential mortgages | $8,005,000 | 2,552 |
| Issued or guaranteed by U.S. | $8,005,000 | 2,548 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $46,009,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $16,804,000 | 821 |
| Privately issued | $29,205,000 | 80 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $181,333,000 | 706 |
| Total debt securities | $181,333,000 | 800 |
| 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 | $181,668,000 | 816 |
| U.S. Government securities | $26,298,000 | 2,624 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $26,298,000 | 2,528 |
| Securities issued by states & political subdivisions | $122,569,000 | 265 |
| Other domestic debt securities | $32,801,000 | 296 |
| Privately issued residential mortgage-backed securities | $32,801,000 | 75 |
| 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 | $93,696,000 | 661 |
| Mortgage-backed securities | $59,099,000 | 996 |
| Certificates of participation in pools of residential mortgages | $7,893,000 | 2,587 |
| Issued or guaranteed by U.S. | $7,893,000 | 2,585 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $51,206,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $18,405,000 | 782 |
| Privately issued | $32,801,000 | 73 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $181,668,000 | 716 |
| Total debt securities | $181,668,000 | 805 |
| 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 | $185,825,000 | 809 |
| U.S. Government securities | $28,384,000 | 2,532 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $28,384,000 | 2,437 |
| Securities issued by states & political subdivisions | $121,153,000 | 269 |
| Other domestic debt securities | $36,288,000 | 276 |
| Privately issued residential mortgage-backed securities | $36,288,000 | 69 |
| 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 | $94,847,000 | 649 |
| Mortgage-backed securities | $64,672,000 | 916 |
| Certificates of participation in pools of residential mortgages | $8,311,000 | 2,543 |
| Issued or guaranteed by U.S. | $8,311,000 | 2,540 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $56,361,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $20,073,000 | 733 |
| Privately issued | $36,288,000 | 66 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $185,825,000 | 696 |
| Total debt securities | $185,825,000 | 795 |
| 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 | $186,980,000 | 800 |
| U.S. Government securities | $31,052,000 | 2,426 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $31,052,000 | 2,338 |
| Securities issued by states & political subdivisions | $120,565,000 | 268 |
| Other domestic debt securities | $35,363,000 | 270 |
| Privately issued residential mortgage-backed securities | $35,363,000 | 71 |
| 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 | $83,476,000 | 732 |
| Mortgage-backed securities | $66,415,000 | 882 |
| Certificates of participation in pools of residential mortgages | $8,799,000 | 2,517 |
| Issued or guaranteed by U.S. | $8,799,000 | 2,515 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $57,616,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $22,253,000 | 712 |
| Privately issued | $35,363,000 | 69 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $186,980,000 | 694 |
| Total debt securities | $186,980,000 | 788 |
| 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 | $187,700,000 | 806 |
| U.S. Government securities | $30,457,000 | 2,529 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $30,457,000 | 2,442 |
| Securities issued by states & political subdivisions | $120,590,000 | 255 |
| Other domestic debt securities | $36,653,000 | 269 |
| Privately issued residential mortgage-backed securities | $36,653,000 | 71 |
| 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 | $83,261,000 | 734 |
| Mortgage-backed securities | $67,110,000 | 908 |
| Certificates of participation in pools of residential mortgages | $9,280,000 | 2,510 |
| Issued or guaranteed by U.S. | $9,280,000 | 2,506 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $57,830,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $21,177,000 | 750 |
| Privately issued | $36,653,000 | 69 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $187,700,000 | 697 |
| Total debt securities | $187,700,000 | 797 |
| 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 | $190,356,000 | 794 |
| U.S. Government securities | $33,822,000 | 2,429 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $33,822,000 | 2,342 |
| Securities issued by states & political subdivisions | $123,345,000 | 242 |
| Other domestic debt securities | $33,189,000 | 280 |
| Privately issued residential mortgage-backed securities | $33,189,000 | 74 |
| 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 | $87,244,000 | 726 |
| Mortgage-backed securities | $67,011,000 | 910 |
| Certificates of participation in pools of residential mortgages | $9,852,000 | 2,492 |
| Issued or guaranteed by U.S. | $9,852,000 | 2,490 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $57,159,000 | 414 |
| CMOs issued by government agencies or sponsored agencies | $23,970,000 | 724 |
| Privately issued | $33,189,000 | 70 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $190,356,000 | 687 |
| Total debt securities | $190,356,000 | 781 |
| 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 | $189,781,000 | 789 |
| U.S. Government securities | $36,149,000 | 2,341 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $36,149,000 | 2,257 |
| Securities issued by states & political subdivisions | $122,015,000 | 235 |
| Other domestic debt securities | $31,617,000 | 291 |
| Privately issued residential mortgage-backed securities | $31,617,000 | 77 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,309,000 | 708 |
| Mortgage-backed securities | $67,766,000 | 925 |
| Certificates of participation in pools of residential mortgages | $10,267,000 | 2,487 |
| Issued or guaranteed by U.S. | $10,267,000 | 2,482 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $57,499,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $25,882,000 | 710 |
| Privately issued | $31,617,000 | 71 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $189,781,000 | 675 |
| Total debt securities | $189,781,000 | 777 |
| 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 | $193,167,000 | 785 |
| U.S. Government securities | $44,206,000 | 2,054 |
| U.S. Treasury securities | $987,000 | 1,079 |
| U.S. Government agency obligations | $43,219,000 | 2,013 |
| Securities issued by states & political subdivisions | $121,402,000 | 235 |
| Other domestic debt securities | $27,559,000 | 314 |
| Privately issued residential mortgage-backed securities | $27,559,000 | 77 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,499,000 | 685 |
| Mortgage-backed securities | $66,800,000 | 944 |
| Certificates of participation in pools of residential mortgages | $11,663,000 | 2,392 |
| Issued or guaranteed by U.S. | $11,663,000 | 2,388 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $55,137,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $27,578,000 | 690 |
| Privately issued | $27,559,000 | 72 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $193,167,000 | 666 |
| Total debt securities | $193,167,000 | 774 |
| 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 | $187,562,000 | 812 |
| U.S. Government securities | $40,569,000 | 2,223 |
| U.S. Treasury securities | $992,000 | 1,023 |
| U.S. Government agency obligations | $39,577,000 | 2,202 |
| Securities issued by states & political subdivisions | $117,967,000 | 240 |
| Other domestic debt securities | $29,026,000 | 320 |
| Privately issued residential mortgage-backed securities | $29,026,000 | 79 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,122,000 | 676 |
| Mortgage-backed securities | $64,578,000 | 992 |
| Certificates of participation in pools of residential mortgages | $10,068,000 | 2,622 |
| Issued or guaranteed by U.S. | $10,068,000 | 2,622 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $54,510,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $25,484,000 | 732 |
| Privately issued | $29,026,000 | 73 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $187,562,000 | 697 |
| Total debt securities | $187,562,000 | 803 |
| 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 | $173,299,000 | 890 |
| U.S. Government securities | $34,578,000 | 2,522 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $34,578,000 | 2,452 |
| Securities issued by states & political subdivisions | $110,482,000 | 261 |
| Other domestic debt securities | $28,239,000 | 337 |
| Privately issued residential mortgage-backed securities | $28,239,000 | 82 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,325,000 | 670 |
| Mortgage-backed securities | $60,824,000 | 1,058 |
| Certificates of participation in pools of residential mortgages | $10,765,000 | 2,556 |
| Issued or guaranteed by U.S. | $10,765,000 | 2,556 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $50,059,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $21,820,000 | 824 |
| Privately issued | $28,239,000 | 78 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $173,299,000 | 769 |
| Total debt securities | $173,299,000 | 873 |
| 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 | $163,920,000 | 939 |
| U.S. Government securities | $30,090,000 | 2,742 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,090,000 | 2,670 |
| Securities issued by states & political subdivisions | $106,099,000 | 273 |
| Other domestic debt securities | $27,731,000 | 357 |
| Privately issued residential mortgage-backed securities | $27,731,000 | 84 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,776,000 | 678 |
| Mortgage-backed securities | $57,821,000 | 1,097 |
| Certificates of participation in pools of residential mortgages | $11,478,000 | 2,474 |
| Issued or guaranteed by U.S. | $11,478,000 | 2,474 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $46,343,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $18,612,000 | 901 |
| Privately issued | $27,731,000 | 80 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $163,920,000 | 810 |
| Total debt securities | $163,920,000 | 926 |
| 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 | $163,957,000 | 947 |
| U.S. Government securities | $24,631,000 | 3,130 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,631,000 | 3,049 |
| Securities issued by states & political subdivisions | $110,745,000 | 255 |
| Other domestic debt securities | $28,581,000 | 358 |
| Privately issued residential mortgage-backed securities | $28,581,000 | 87 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,577,000 | 634 |
| Mortgage-backed securities | $53,212,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $10,371,000 | 2,617 |
| Issued or guaranteed by U.S. | $10,371,000 | 2,614 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $42,841,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $14,260,000 | 1,079 |
| Privately issued | $28,581,000 | 79 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $163,957,000 | 826 |
| Total debt securities | $163,957,000 | 935 |
| 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 | $169,959,000 | 909 |
| U.S. Government securities | $27,720,000 | 2,907 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $27,720,000 | 2,838 |
| Securities issued by states & political subdivisions | $110,996,000 | 247 |
| Other domestic debt securities | $31,243,000 | 337 |
| Privately issued residential mortgage-backed securities | $31,243,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,126,000 | 643 |
| Mortgage-backed securities | $58,963,000 | 1,088 |
| Certificates of participation in pools of residential mortgages | $10,088,000 | 2,627 |
| Issued or guaranteed by U.S. | $10,088,000 | 2,624 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $48,875,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $17,632,000 | 964 |
| Privately issued | $31,243,000 | 79 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $169,959,000 | 804 |
| Total debt securities | $169,959,000 | 898 |
| 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 | $177,886,000 | 874 |
| U.S. Government securities | $33,852,000 | 2,583 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $33,852,000 | 2,523 |
| Securities issued by states & political subdivisions | $115,138,000 | 233 |
| Other domestic debt securities | $28,896,000 | 353 |
| Privately issued residential mortgage-backed securities | $28,896,000 | 99 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,752,000 | 681 |
| Mortgage-backed securities | $62,748,000 | 1,074 |
| Certificates of participation in pools of residential mortgages | $9,976,000 | 2,662 |
| Issued or guaranteed by U.S. | $9,976,000 | 2,661 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $52,772,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $23,876,000 | 838 |
| Privately issued | $28,896,000 | 94 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $177,886,000 | 777 |
| Total debt securities | $177,886,000 | 864 |
| 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 | $179,165,000 | 847 |
| U.S. Government securities | $37,940,000 | 2,325 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $37,940,000 | 2,265 |
| Securities issued by states & political subdivisions | $115,139,000 | 222 |
| Other domestic debt securities | $26,086,000 | 371 |
| Privately issued residential mortgage-backed securities | $26,086,000 | 106 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,673,000 | 628 |
| Mortgage-backed securities | $64,026,000 | 1,045 |
| Certificates of participation in pools of residential mortgages | $10,877,000 | 2,544 |
| Issued or guaranteed by U.S. | $10,877,000 | 2,543 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $53,149,000 | 491 |
| CMOs issued by government agencies or sponsored agencies | $27,063,000 | 767 |
| Privately issued | $26,086,000 | 99 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $179,165,000 | 754 |
| Total debt securities | $179,165,000 | 838 |
| 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 | $184,339,000 | 837 |
| U.S. Government securities | $49,159,000 | 1,923 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $49,159,000 | 1,885 |
| Securities issued by states & political subdivisions | $108,248,000 | 229 |
| Other domestic debt securities | $26,932,000 | 374 |
| Privately issued residential mortgage-backed securities | $26,932,000 | 111 |
| 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 | $97,756,000 | 635 |
| Mortgage-backed securities | $76,091,000 | 938 |
| Certificates of participation in pools of residential mortgages | $12,189,000 | 2,537 |
| Issued or guaranteed by U.S. | $12,189,000 | 2,535 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $63,902,000 | 459 |
| CMOs issued by government agencies or sponsored agencies | $36,970,000 | 637 |
| Privately issued | $26,932,000 | 105 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $184,339,000 | 744 |
| Total debt securities | $184,339,000 | 829 |
| 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 | $194,491,000 | 782 |
| U.S. Government securities | $62,121,000 | 1,623 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $62,121,000 | 1,584 |
| Securities issued by states & political subdivisions | $104,943,000 | 228 |
| Other domestic debt securities | $27,427,000 | 365 |
| Privately issued residential mortgage-backed securities | $27,427,000 | 116 |
| 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 | $92,613,000 | 664 |
| Mortgage-backed securities | $89,548,000 | 835 |
| Certificates of participation in pools of residential mortgages | $13,454,000 | 2,423 |
| Issued or guaranteed by U.S. | $13,454,000 | 2,421 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $76,094,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $48,667,000 | 520 |
| Privately issued | $27,427,000 | 110 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $194,491,000 | 698 |
| Total debt securities | $194,491,000 | 773 |
| 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 | $192,100,000 | 809 |
| U.S. Government securities | $61,179,000 | 1,684 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $61,179,000 | 1,644 |
| Securities issued by states & political subdivisions | $102,073,000 | 226 |
| Other domestic debt securities | $28,848,000 | 353 |
| Privately issued residential mortgage-backed securities | $28,848,000 | 127 |
| 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 | $96,868,000 | 655 |
| Mortgage-backed securities | $90,027,000 | 850 |
| Certificates of participation in pools of residential mortgages | $9,534,000 | 2,903 |
| Issued or guaranteed by U.S. | $9,534,000 | 2,901 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $80,493,000 | 414 |
| CMOs issued by government agencies or sponsored agencies | $51,645,000 | 520 |
| Privately issued | $28,848,000 | 120 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $192,100,000 | 730 |
| Total debt securities | $192,100,000 | 795 |
| 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 | $186,637,000 | 810 |
| U.S. Government securities | $60,452,000 | 1,628 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $60,452,000 | 1,588 |
| Securities issued by states & political subdivisions | $97,567,000 | 239 |
| Other domestic debt securities | $28,618,000 | 370 |
| Privately issued residential mortgage-backed securities | $28,618,000 | 161 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,672,000 | 596 |
| Mortgage-backed securities | $89,070,000 | 827 |
| Certificates of participation in pools of residential mortgages | $4,208,000 | 3,786 |
| Issued or guaranteed by U.S. | $4,208,000 | 3,780 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $84,862,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $56,244,000 | 468 |
| Privately issued | $28,618,000 | 155 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $186,637,000 | 715 |
| Total debt securities | $186,637,000 | 796 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $183,615,000 | 803 |
| U.S. Government securities | $62,272,000 | 1,532 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $62,272,000 | 1,484 |
| Securities issued by states & political subdivisions | $88,998,000 | 254 |
| Other domestic debt securities | $32,345,000 | 339 |
| Privately issued residential mortgage-backed securities | $32,345,000 | 158 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,615,000 | 577 |
| Mortgage-backed securities | $94,617,000 | 772 |
| Certificates of participation in pools of residential mortgages | $2,847,000 | 4,133 |
| Issued or guaranteed by U.S. | $2,847,000 | 4,118 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $91,770,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $59,425,000 | 457 |
| Privately issued | $32,345,000 | 152 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $183,615,000 | 711 |
| Total debt securities | $183,615,000 | 793 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $177,996,000 | 821 |
| U.S. Government securities | $62,758,000 | 1,562 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $62,758,000 | 1,519 |
| Securities issued by states & political subdivisions | $82,423,000 | 273 |
| Other domestic debt securities | $32,815,000 | 320 |
| Privately issued residential mortgage-backed securities | $32,815,000 | 165 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,657,000 | 665 |
| Mortgage-backed securities | $95,573,000 | 748 |
| Certificates of participation in pools of residential mortgages | $2,932,000 | 4,072 |
| Issued or guaranteed by U.S. | $2,932,000 | 4,059 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $92,641,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $59,826,000 | 444 |
| Privately issued | $32,815,000 | 160 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $177,996,000 | 721 |
| Total debt securities | $177,996,000 | 809 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $172,614,000 | 848 |
| U.S. Government securities | $55,362,000 | 1,714 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $55,362,000 | 1,656 |
| Securities issued by states & political subdivisions | $82,181,000 | 266 |
| Other domestic debt securities | $35,071,000 | 312 |
| Privately issued residential mortgage-backed securities | $35,071,000 | 161 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,347,000 | 678 |
| Mortgage-backed securities | $90,433,000 | 759 |
| Certificates of participation in pools of residential mortgages | $2,985,000 | 4,005 |
| Issued or guaranteed by U.S. | $2,985,000 | 3,994 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $87,448,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $52,377,000 | 471 |
| Privately issued | $35,071,000 | 158 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $172,614,000 | 752 |
| Total debt securities | $172,614,000 | 837 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $162,387,000 | 847 |
| U.S. Government securities | $50,555,000 | 1,749 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $50,555,000 | 1,685 |
| Securities issued by states & political subdivisions | $75,757,000 | 288 |
| Other domestic debt securities | $36,075,000 | 329 |
| Privately issued residential mortgage-backed securities | $36,075,000 | 174 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,236,000 | 755 |
| Mortgage-backed securities | $86,630,000 | 749 |
| Certificates of participation in pools of residential mortgages | $1,964,000 | 4,250 |
| Issued or guaranteed by U.S. | $1,964,000 | 4,244 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $84,666,000 | 369 |
| CMOs issued by government agencies or sponsored agencies | $48,591,000 | 469 |
| Privately issued | $36,075,000 | 169 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $162,387,000 | 757 |
| Total debt securities | $162,387,000 | 839 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $162,216,000 | 837 |
| U.S. Government securities | $52,374,000 | 1,670 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $52,374,000 | 1,604 |
| Securities issued by states & political subdivisions | $72,073,000 | 291 |
| Other domestic debt securities | $37,769,000 | 323 |
| Privately issued residential mortgage-backed securities | $37,769,000 | 174 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,515,000 | 712 |
| Mortgage-backed securities | $90,143,000 | 706 |
| Certificates of participation in pools of residential mortgages | $1,319,000 | 4,540 |
| Issued or guaranteed by U.S. | $1,319,000 | 4,533 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $88,824,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $51,055,000 | 446 |
| Privately issued | $37,769,000 | 169 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $162,216,000 | 731 |
| Total debt securities | $162,216,000 | 830 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $150,996,000 | 883 |
| U.S. Government securities | $46,713,000 | 1,871 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $46,713,000 | 1,806 |
| Securities issued by states & political subdivisions | $63,458,000 | 317 |
| Other domestic debt securities | $40,825,000 | 298 |
| Privately issued residential mortgage-backed securities | $40,825,000 | 167 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,218,000 | 724 |
| Mortgage-backed securities | $87,538,000 | 719 |
| Certificates of participation in pools of residential mortgages | $1,328,000 | 4,586 |
| Issued or guaranteed by U.S. | $1,328,000 | 4,578 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $86,210,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $45,385,000 | 471 |
| Privately issued | $40,825,000 | 163 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $150,996,000 | 783 |
| Total debt securities | $150,996,000 | 874 |
| 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 | $151,085,000 | 876 |
| U.S. Government securities | $47,659,000 | 1,871 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $47,659,000 | 1,812 |
| Securities issued by states & political subdivisions | $60,442,000 | 336 |
| Other domestic debt securities | $42,984,000 | 303 |
| Privately issued residential mortgage-backed securities | $42,984,000 | 174 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,685,000 | 698 |
| Mortgage-backed securities | $90,643,000 | 715 |
| Certificates of participation in pools of residential mortgages | $1,331,000 | 4,719 |
| Issued or guaranteed by U.S. | $1,331,000 | 4,708 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $89,312,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $46,328,000 | 453 |
| Privately issued | $42,984,000 | 170 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $151,085,000 | 767 |
| Total debt securities | $151,085,000 | 861 |
| 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 | $142,771,000 | 902 |
| U.S. Government securities | $44,615,000 | 1,929 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $44,615,000 | 1,871 |
| Securities issued by states & political subdivisions | $54,029,000 | 382 |
| Other domestic debt securities | $44,127,000 | 308 |
| Privately issued residential mortgage-backed securities | $44,127,000 | 182 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,249,000 | 732 |
| Mortgage-backed securities | $88,742,000 | 730 |
| Certificates of participation in pools of residential mortgages | $1,356,000 | 4,791 |
| Issued or guaranteed by U.S. | $1,356,000 | 4,781 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $87,386,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $43,259,000 | 464 |
| Privately issued | $44,127,000 | 178 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $142,771,000 | 772 |
| Total debt securities | $142,771,000 | 887 |
| 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 | $137,542,000 | 928 |
| U.S. Government securities | $40,003,000 | 2,099 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $40,003,000 | 2,037 |
| Securities issued by states & political subdivisions | $54,737,000 | 371 |
| Other domestic debt securities | $42,802,000 | 341 |
| Privately issued residential mortgage-backed securities | $42,802,000 | 203 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,038,000 | 670 |
| Mortgage-backed securities | $82,805,000 | 769 |
| Certificates of participation in pools of residential mortgages | $1,390,000 | 4,874 |
| Issued or guaranteed by U.S. | $1,390,000 | 4,861 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $81,415,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $38,613,000 | 473 |
| Privately issued | $42,802,000 | 201 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $137,542,000 | 801 |
| Total debt securities | $137,542,000 | 913 |
| 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 | $118,236,000 | 1,067 |
| U.S. Government securities | $31,885,000 | 2,493 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $31,885,000 | 2,438 |
| Securities issued by states & political subdivisions | $43,648,000 | 475 |
| Other domestic debt securities | $42,703,000 | 351 |
| Privately issued residential mortgage-backed securities | $42,703,000 | 212 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,768,000 | 928 |
| Mortgage-backed securities | $74,588,000 | 858 |
| Certificates of participation in pools of residential mortgages | $491,000 | 5,436 |
| Issued or guaranteed by U.S. | $491,000 | 5,418 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $74,097,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $31,394,000 | 506 |
| Privately issued | $42,703,000 | 204 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $118,236,000 | 921 |
| Total debt securities | $118,236,000 | 1,049 |
| 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 | $102,432,000 | 1,222 |
| U.S. Government securities | $31,851,000 | 2,531 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $31,851,000 | 2,474 |
| Securities issued by states & political subdivisions | $36,411,000 | 553 |
| Other domestic debt securities | $34,170,000 | 398 |
| Privately issued residential mortgage-backed securities | $34,170,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,978,000 | 815 |
| Mortgage-backed securities | $66,021,000 | 963 |
| Certificates of participation in pools of residential mortgages | $492,000 | 5,498 |
| Issued or guaranteed by U.S. | $492,000 | 5,482 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $65,529,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $31,359,000 | 488 |
| Privately issued | $34,170,000 | 261 |
| 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) | $102,432,000 | 1,063 |
| Total debt securities | $102,432,000 | 1,194 |
| 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 | $91,034,000 | 1,338 |
| U.S. Government securities | $28,554,000 | 2,775 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $28,554,000 | 2,716 |
| Securities issued by states & political subdivisions | $32,596,000 | 630 |
| Other domestic debt securities | $29,884,000 | 425 |
| Privately issued residential mortgage-backed securities | $29,884,000 | 282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,340,000 | 740 |
| Mortgage-backed securities | $58,438,000 | 1,038 |
| Certificates of participation in pools of residential mortgages | $498,000 | 5,499 |
| Issued or guaranteed by U.S. | $498,000 | 5,483 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $57,940,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $28,056,000 | 515 |
| Privately issued | $29,884,000 | 271 |
| 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) | $91,034,000 | 1,162 |
| Total debt securities | $91,034,000 | 1,322 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $98,564,000 | 1,210 |
| U.S. Government securities | $31,987,000 | 2,460 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $31,987,000 | 2,408 |
| Securities issued by states & political subdivisions | $32,183,000 | 621 |
| Other domestic debt securities | $34,394,000 | 385 |
| Privately issued residential mortgage-backed securities | $34,394,000 | 270 |
| 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 | $61,602,000 | 898 |
| Mortgage-backed securities | $66,381,000 | 895 |
| Certificates of participation in pools of residential mortgages | $513,000 | 5,477 |
| Issued or guaranteed by U.S. | $513,000 | 5,462 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $65,868,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $31,474,000 | 438 |
| Privately issued | $34,394,000 | 256 |
| 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) | $98,564,000 | 1,044 |
| Total debt securities | $98,564,000 | 1,194 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $97,867,000 | 1,235 |
| U.S. Government securities | $32,746,000 | 2,448 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $32,746,000 | 2,398 |
| Securities issued by states & political subdivisions | $31,906,000 | 649 |
| Other domestic debt securities | $33,215,000 | 401 |
| Privately issued residential mortgage-backed securities | $33,215,000 | 278 |
| 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 | $61,173,000 | 879 |
| Mortgage-backed securities | $65,961,000 | 895 |
| Certificates of participation in pools of residential mortgages | $525,000 | 5,496 |
| Issued or guaranteed by U.S. | $525,000 | 5,475 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $65,436,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $32,221,000 | 429 |
| Privately issued | $33,215,000 | 264 |
| 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) | $97,867,000 | 1,065 |
| Total debt securities | $97,867,000 | 1,203 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $97,900,000 | 1,246 |
| U.S. Government securities | $34,676,000 | 2,310 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $34,676,000 | 2,264 |
| Securities issued by states & political subdivisions | $27,669,000 | 756 |
| Other domestic debt securities | $35,555,000 | 382 |
| Privately issued residential mortgage-backed securities | $35,555,000 | 265 |
| 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 | $55,643,000 | 936 |
| Mortgage-backed securities | $70,231,000 | 814 |
| Certificates of participation in pools of residential mortgages | $566,000 | 5,420 |
| Issued or guaranteed by U.S. | $566,000 | 5,394 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $69,665,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $34,110,000 | 406 |
| Privately issued | $35,555,000 | 251 |
| 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) | $97,900,000 | 1,087 |
| Total debt securities | $97,900,000 | 1,209 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $79,042,000 | 1,508 |
| U.S. Government securities | $43,457,000 | 1,893 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $43,457,000 | 1,853 |
| Securities issued by states & political subdivisions | $20,465,000 | 1,054 |
| Other domestic debt securities | $15,120,000 | 609 |
| Privately issued residential mortgage-backed securities | $15,120,000 | 364 |
| 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 | $62,286,000 | 844 |
| Mortgage-backed securities | $58,577,000 | 867 |
| Certificates of participation in pools of residential mortgages | $571,000 | 5,261 |
| Issued or guaranteed by U.S. | $571,000 | 5,241 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $58,006,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $42,886,000 | 338 |
| Privately issued | $15,120,000 | 339 |
| 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) | $79,042,000 | 1,311 |
| Total debt securities | $79,042,000 | 1,473 |
| 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 | $75,663,000 | 1,577 |
| U.S. Government securities | $42,019,000 | 1,981 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $42,019,000 | 1,938 |
| Securities issued by states & political subdivisions | $18,838,000 | 1,110 |
| Other domestic debt securities | $14,806,000 | 594 |
| Privately issued residential mortgage-backed securities | $14,806,000 | 354 |
| 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 | $38,705,000 | 1,236 |
| Mortgage-backed securities | $56,825,000 | 839 |
| Certificates of participation in pools of residential mortgages | $582,000 | 5,157 |
| Issued or guaranteed by U.S. | $582,000 | 5,138 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $56,243,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $41,437,000 | 341 |
| Privately issued | $14,806,000 | 330 |
| 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) | $75,663,000 | 1,361 |
| Total debt securities | $75,663,000 | 1,535 |
| 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 | $58,050,000 | 1,969 |
| U.S. Government securities | $36,090,000 | 2,271 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $36,090,000 | 2,211 |
| Securities issued by states & political subdivisions | $16,507,000 | 1,273 |
| Other domestic debt securities | $5,453,000 | 981 |
| Privately issued residential mortgage-backed securities | $5,453,000 | 531 |
| 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 | $42,128,000 | 1,139 |
| Mortgage-backed securities | $41,543,000 | 1,036 |
| Certificates of participation in pools of residential mortgages | $603,000 | 5,138 |
| Issued or guaranteed by U.S. | $603,000 | 5,120 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $40,940,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $35,487,000 | 383 |
| Privately issued | $5,453,000 | 500 |
| 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) | $58,050,000 | 1,699 |
| Total debt securities | $58,050,000 | 1,926 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $56,487,000 | 2,049 |
| U.S. Government securities | $36,755,000 | 2,271 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $36,755,000 | 2,204 |
| Securities issued by states & political subdivisions | $15,586,000 | 1,341 |
| Other domestic debt securities | $4,146,000 | 1,132 |
| Privately issued residential mortgage-backed securities | $4,146,000 | 574 |
| 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 | $41,041,000 | 1,168 |
| Mortgage-backed securities | $40,901,000 | 1,059 |
| Certificates of participation in pools of residential mortgages | $627,000 | 5,134 |
| Issued or guaranteed by U.S. | $627,000 | 5,113 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $40,274,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $36,128,000 | 381 |
| Privately issued | $4,146,000 | 538 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $56,487,000 | 1,759 |
| Total debt securities | $56,487,000 | 2,010 |
| 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 | $64,168,000 | 1,849 |
| U.S. Government securities | $42,937,000 | 2,000 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $42,937,000 | 1,937 |
| Securities issued by states & political subdivisions | $18,465,000 | 1,108 |
| Other domestic debt securities | $2,766,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $2,766,000 | 648 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,190,000 | 1,473 |
| Mortgage-backed securities | $45,703,000 | 985 |
| Certificates of participation in pools of residential mortgages | $756,000 | 5,023 |
| Issued or guaranteed by U.S. | $756,000 | 5,005 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $44,947,000 | 429 |
| CMOs issued by government agencies or sponsored agencies | $42,181,000 | 348 |
| Privately issued | $2,766,000 | 614 |
| 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) | $64,168,000 | 1,585 |
| Total debt securities | $64,169,000 | 1,815 |
| 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 | $60,392,000 | 1,974 |
| U.S. Government securities | $38,469,000 | 2,235 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $38,469,000 | 2,174 |
| Securities issued by states & political subdivisions | $21,923,000 | 917 |
| 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 | $30,479,000 | 1,515 |
| Mortgage-backed securities | $38,469,000 | 1,137 |
| Certificates of participation in pools of residential mortgages | $796,000 | 4,985 |
| Issued or guaranteed by U.S. | $796,000 | 4,962 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $37,673,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $37,673,000 | 385 |
| 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) | $60,392,000 | 1,691 |
| Total debt securities | $60,392,000 | 1,933 |
| 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 | $59,176,000 | 2,022 |
| U.S. Government securities | $34,384,000 | 2,481 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $34,384,000 | 2,405 |
| Securities issued by states & political subdivisions | $24,792,000 | 769 |
| 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 | $33,785,000 | 1,377 |
| Mortgage-backed securities | $34,384,000 | 1,241 |
| Certificates of participation in pools of residential mortgages | $1,054,000 | 4,803 |
| Issued or guaranteed by U.S. | $1,054,000 | 4,779 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $33,330,000 | 512 |
| CMOs issued by government agencies or sponsored agencies | $33,330,000 | 399 |
| 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) | $59,176,000 | 1,727 |
| Total debt securities | $59,176,000 | 1,981 |
| 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 | $50,345,000 | 2,355 |
| U.S. Government securities | $24,819,000 | 3,250 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $24,819,000 | 3,141 |
| Securities issued by states & political subdivisions | $25,526,000 | 736 |
| 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 | $38,757,000 | 1,220 |
| Mortgage-backed securities | $24,819,000 | 1,545 |
| Certificates of participation in pools of residential mortgages | $1,123,000 | 4,785 |
| Issued or guaranteed by U.S. | $1,123,000 | 4,765 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $23,696,000 | 611 |
| CMOs issued by government agencies or sponsored agencies | $23,696,000 | 484 |
| 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) | $50,345,000 | 2,025 |
| Total debt securities | $50,345,000 | 2,307 |
| 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 | $51,114,000 | 2,318 |
| U.S. Government securities | $26,726,000 | 3,068 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $26,726,000 | 2,966 |
| Securities issued by states & political subdivisions | $24,388,000 | 775 |
| 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 | $35,759,000 | 1,288 |
| Mortgage-backed securities | $24,790,000 | 1,563 |
| Certificates of participation in pools of residential mortgages | $1,234,000 | 4,747 |
| Issued or guaranteed by U.S. | $1,234,000 | 4,727 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $23,556,000 | 619 |
| CMOs issued by government agencies or sponsored agencies | $23,556,000 | 487 |
| 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) | $51,114,000 | 1,964 |
| Total debt securities | $51,114,000 | 2,276 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $53,124,000 | 2,203 |
| U.S. Government securities | $29,015,000 | 2,831 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $29,015,000 | 2,735 |
| Securities issued by states & political subdivisions | $24,109,000 | 780 |
| 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 | $29,405,000 | 1,514 |
| Mortgage-backed securities | $27,063,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | $1,276,000 | 4,756 |
| Issued or guaranteed by U.S. | $1,276,000 | 4,737 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $25,787,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $25,787,000 | 466 |
| 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) | $53,124,000 | 1,856 |
| Total debt securities | $53,124,000 | 2,165 |
| 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 | $47,295,000 | 2,477 |
| U.S. Government securities | $23,696,000 | 3,377 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $23,696,000 | 3,258 |
| Securities issued by states & political subdivisions | $23,599,000 | 796 |
| 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 | $33,384,000 | 1,338 |
| Mortgage-backed securities | $21,722,000 | 1,770 |
| Certificates of participation in pools of residential mortgages | $1,452,000 | 4,708 |
| Issued or guaranteed by U.S. | $1,452,000 | 4,687 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $20,270,000 | 693 |
| CMOs issued by government agencies or sponsored agencies | $20,270,000 | 571 |
| 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) | $47,295,000 | 2,099 |
| Total debt securities | $47,296,000 | 2,430 |
| 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 | $47,460,000 | 2,487 |
| U.S. Government securities | $24,586,000 | 3,327 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,586,000 | 3,198 |
| Securities issued by states & political subdivisions | $22,840,000 | 823 |
| Other domestic debt securities | $34,000 | 3,362 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,153 |
| 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 | $28,198,000 | 1,582 |
| Mortgage-backed securities | $22,684,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | $1,713,000 | 4,620 |
| Issued or guaranteed by U.S. | $1,713,000 | 4,604 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $20,971,000 | 690 |
| CMOs issued by government agencies or sponsored agencies | $20,937,000 | 572 |
| Privately issued | $34,000 | 1,056 |
| 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) | $47,460,000 | 2,090 |
| Total debt securities | $47,460,000 | 2,452 |
| 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 | $54,148,000 | 2,262 |
| U.S. Government securities | $31,393,000 | 2,761 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $31,393,000 | 2,658 |
| Securities issued by states & political subdivisions | $22,025,000 | 865 |
| Other domestic debt securities | $730,000 | 2,538 |
| Privately issued residential mortgage-backed securities | $122,000 | 1,041 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $608,000 | 2,184 |
| 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 | $33,555,000 | 1,334 |
| Mortgage-backed securities | $29,534,000 | 1,504 |
| Certificates of participation in pools of residential mortgages | $2,061,000 | 4,437 |
| Issued or guaranteed by U.S. | $2,061,000 | 4,422 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $27,473,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $27,351,000 | 495 |
| Privately issued | $122,000 | 959 |
| 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) | $54,148,000 | 1,898 |
| Total debt securities | $54,154,000 | 2,216 |
| 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 | $62,249,000 | 1,986 |
| U.S. Government securities | $37,960,000 | 2,322 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $37,960,000 | 2,241 |
| Securities issued by states & political subdivisions | $23,503,000 | 811 |
| Other domestic debt securities | $786,000 | 2,513 |
| Privately issued residential mortgage-backed securities | $160,000 | 969 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $626,000 | 2,238 |
| 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 | $38,378,000 | 1,160 |
| Mortgage-backed securities | $36,120,000 | 1,303 |
| Certificates of participation in pools of residential mortgages | $2,341,000 | 4,326 |
| Issued or guaranteed by U.S. | $2,341,000 | 4,314 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $33,779,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $33,619,000 | 425 |
| Privately issued | $160,000 | 890 |
| 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) | $62,249,000 | 1,669 |
| Total debt securities | $62,256,000 | 1,932 |
| 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 | $67,412,000 | 1,853 |
| U.S. Government securities | $44,713,000 | 2,049 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $44,713,000 | 1,978 |
| Securities issued by states & political subdivisions | $21,920,000 | 846 |
| Other domestic debt securities | $779,000 | 2,631 |
| Privately issued residential mortgage-backed securities | $198,000 | 941 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $581,000 | 2,372 |
| 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 | $42,611,000 | 1,052 |
| Mortgage-backed securities | $42,961,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $2,786,000 | 4,179 |
| Issued or guaranteed by U.S. | $2,786,000 | 4,170 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $40,175,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $39,977,000 | 391 |
| Privately issued | $198,000 | 871 |
| 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) | $67,412,000 | 1,566 |
| Total debt securities | $67,412,000 | 1,801 |
| 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 | $75,401,000 | 1,702 |
| U.S. Government securities | $51,672,000 | 1,782 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $51,672,000 | 1,725 |
| Securities issued by states & political subdivisions | $22,887,000 | 825 |
| Other domestic debt securities | $842,000 | 2,672 |
| Privately issued residential mortgage-backed securities | $219,000 | 988 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $623,000 | 2,425 |
| 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 | $52,062,000 | 877 |
| Mortgage-backed securities | $49,849,000 | 1,070 |
| Certificates of participation in pools of residential mortgages | $3,327,000 | 3,995 |
| Issued or guaranteed by U.S. | $3,327,000 | 3,987 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $46,522,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $46,303,000 | 373 |
| Privately issued | $219,000 | 909 |
| 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) | $75,401,000 | 1,446 |
| Total debt securities | $75,402,000 | 1,647 |
| 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 | $72,111,000 | 1,803 |
| U.S. Government securities | $47,330,000 | 2,007 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $47,330,000 | 1,935 |
| Securities issued by states & political subdivisions | $22,638,000 | 838 |
| Other domestic debt securities | $2,143,000 | 1,951 |
| Privately issued residential mortgage-backed securities | $260,000 | 834 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,883,000 | 1,797 |
| 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 | $32,274,000 | 1,310 |
| Mortgage-backed securities | $45,603,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $3,694,000 | 3,846 |
| Issued or guaranteed by U.S. | $3,694,000 | 3,834 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $41,909,000 | 488 |
| CMOs issued by government agencies or sponsored agencies | $41,649,000 | 430 |
| Privately issued | $260,000 | 725 |
| 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) | $72,111,000 | 1,538 |
| Total debt securities | $72,111,000 | 1,758 |
| 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 | $45,542,000 | 2,636 |
| U.S. Government securities | $20,898,000 | 3,680 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $20,898,000 | 3,540 |
| Securities issued by states & political subdivisions | $21,622,000 | 896 |
| Other domestic debt securities | $3,022,000 | 1,773 |
| Privately issued residential mortgage-backed securities | $1,174,000 | 610 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,848,000 | 1,914 |
| 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 | $15,901,000 | 2,237 |
| Mortgage-backed securities | $22,072,000 | 1,886 |
| Certificates of participation in pools of residential mortgages | $4,297,000 | 3,635 |
| Issued or guaranteed by U.S. | $4,297,000 | 3,623 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $17,775,000 | 831 |
| CMOs issued by government agencies or sponsored agencies | $16,601,000 | 802 |
| Privately issued | $1,174,000 | 543 |
| 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) | $45,542,000 | 2,261 |
| Total debt securities | $45,542,000 | 2,570 |
| 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 | $48,378,000 | 2,465 |
| U.S. Government securities | $23,146,000 | 3,323 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $23,146,000 | 3,196 |
| Securities issued by states & political subdivisions | $21,440,000 | 879 |
| Other domestic debt securities | $3,792,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $1,859,000 | 556 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,933,000 | 1,941 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,240,000 | 2,256 |
| Mortgage-backed securities | $25,005,000 | 1,770 |
| Certificates of participation in pools of residential mortgages | $4,778,000 | 3,504 |
| Issued or guaranteed by U.S. | $4,778,000 | 3,493 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $20,227,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $18,368,000 | 798 |
| Privately issued | $1,859,000 | 496 |
| 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) | $48,378,000 | 2,096 |
| Total debt securities | $48,378,000 | 2,399 |
| 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 | $53,242,000 | 2,255 |
| U.S. Government securities | $28,293,000 | 2,831 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $28,293,000 | 2,709 |
| Securities issued by states & political subdivisions | $20,792,000 | 860 |
| Other domestic debt securities | $4,157,000 | 1,552 |
| Privately issued residential mortgage-backed securities | $2,299,000 | 524 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,858,000 | 1,973 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,545,000 | 2,250 |
| Mortgage-backed securities | $30,592,000 | 1,503 |
| Certificates of participation in pools of residential mortgages | $4,014,000 | 3,755 |
| Issued or guaranteed by U.S. | $4,014,000 | 3,745 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $26,578,000 | 704 |
| CMOs issued by government agencies or sponsored agencies | $24,279,000 | 684 |
| Privately issued | $2,299,000 | 469 |
| 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) | $53,242,000 | 1,895 |
| Total debt securities | $53,242,000 | 2,177 |
| 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 | $50,639,000 | 2,324 |
| U.S. Government securities | $26,749,000 | 2,948 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $26,749,000 | 2,815 |
| Securities issued by states & political subdivisions | $20,282,000 | 864 |
| Other domestic debt securities | $3,608,000 | 1,672 |
| Privately issued residential mortgage-backed securities | $1,754,000 | 563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,854,000 | 1,996 |
| 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 | $15,805,000 | 2,199 |
| Mortgage-backed securities | $28,503,000 | 1,555 |
| Certificates of participation in pools of residential mortgages | $4,486,000 | 3,562 |
| Issued or guaranteed by U.S. | $4,486,000 | 3,549 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $24,017,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $22,263,000 | 711 |
| Privately issued | $1,754,000 | 500 |
| 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) | $50,639,000 | 1,965 |
| Total debt securities | $50,639,000 | 2,251 |
| 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 | $34,730,000 | 2,997 |
| U.S. Government securities | $15,318,000 | 4,308 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $15,318,000 | 4,104 |
| Securities issued by states & political subdivisions | $15,214,000 | 1,108 |
| Other domestic debt securities | $4,198,000 | 1,584 |
| Privately issued residential mortgage-backed securities | $2,647,000 | 554 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,551,000 | 2,142 |
| 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 | $16,261,000 | 2,085 |
| Mortgage-backed securities | $17,965,000 | 1,998 |
| Certificates of participation in pools of residential mortgages | $1,872,000 | 4,577 |
| Issued or guaranteed by U.S. | $1,872,000 | 4,557 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $16,093,000 | 954 |
| CMOs issued by government agencies or sponsored agencies | $13,446,000 | 994 |
| Privately issued | $2,647,000 | 498 |
| 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) | $34,730,000 | 2,491 |
| Total debt securities | $34,724,000 | 2,934 |
| 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 | $38,848,000 | 2,759 |
| U.S. Government securities | $18,196,000 | 3,938 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $18,196,000 | 3,675 |
| Securities issued by states & political subdivisions | $15,382,000 | 1,062 |
| Other domestic debt securities | $4,521,000 | 1,269 |
| Privately issued residential mortgage-backed securities | $2,971,000 | 481 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,550,000 | 1,827 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $749,000 | 3,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,232,000 | 2,461 |
| Mortgage-backed securities | $20,133,000 | 1,475 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $20,133,000 | 674 |
| CMOs issued by government agencies or sponsored agencies | $17,162,000 | 666 |
| Privately issued | $2,971,000 | 426 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $38,848,000 | 2,190 |
| Total debt securities | $38,099,000 | 2,718 |
| 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 | $38,725,000 | 2,882 |
| U.S. Government securities | $20,877,000 | 3,725 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $20,877,000 | 3,350 |
| Securities issued by states & political subdivisions | $12,745,000 | 1,318 |
| Other domestic debt securities | $4,364,000 | 1,283 |
| Privately issued residential mortgage-backed securities | $2,851,000 | 510 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,513,000 | 1,701 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $739,000 | 2,961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,538,000 | 2,045 |
| Mortgage-backed securities | $22,471,000 | 1,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $22,471,000 | 687 |
| CMOs issued by government agencies or sponsored agencies | $19,620,000 | 673 |
| Privately issued | $2,851,000 | 448 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $38,725,000 | 2,240 |
| Total debt securities | $37,986,000 | 2,848 |
| Structured notes | ||
| Amortized cost | $2,662,000 | 216 |
| Fair value | $2,701,000 | 208 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $41,925,000 | 2,729 |
| U.S. Government securities | $26,623,000 | 3,144 |
| U.S. Treasury securities | $501,000 | 6,020 |
| U.S. Government agency obligations | $26,122,000 | 2,684 |
| Securities issued by states & political subdivisions | $12,539,000 | 1,336 |
| Other domestic debt securities | $2,078,000 | 1,674 |
| Privately issued residential mortgage-backed securities | $2,078,000 | 537 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $685,000 | 2,979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,497,000 | 4,077 |
| Mortgage-backed securities | $24,792,000 | 1,484 |
| Certificates of participation in pools of residential mortgages | $61,000 | 7,189 |
| Issued or guaranteed by U.S. | $61,000 | 7,171 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $24,731,000 | 671 |
| CMOs issued by government agencies or sponsored agencies | $22,653,000 | 644 |
| Privately issued | $2,078,000 | 457 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $41,925,000 | 2,036 |
| Total debt securities | $41,240,000 | 2,687 |
| 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 | $42,373,000 | 2,675 |
| U.S. Government securities | $26,672,000 | 3,245 |
| U.S. Treasury securities | $1,698,000 | 5,513 |
| U.S. Government agency obligations | $24,974,000 | 2,689 |
| Securities issued by states & political subdivisions | $10,541,000 | 1,384 |
| Other domestic debt securities | $4,566,000 | 896 |
| Privately issued residential mortgage-backed securities | $4,566,000 | 323 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $594,000 | 3,257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,595,000 | 3,538 |
| Mortgage-backed securities | $25,841,000 | 1,404 |
| Certificates of participation in pools of residential mortgages | $120,000 | 7,201 |
| Issued or guaranteed by U.S. | $120,000 | 7,175 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $25,721,000 | 584 |
| CMOs issued by government agencies or sponsored agencies | $21,155,000 | 620 |
| Privately issued | $4,566,000 | 241 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $42,373,000 | 1,893 |
| Total debt securities | $41,779,000 | 2,631 |
| 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 | $36,682,000 | 3,299 |
| U.S. Government securities | $21,127,000 | 4,285 |
| U.S. Treasury securities | $3,042,000 | 4,973 |
| U.S. Government agency obligations | $18,085,000 | 3,636 |
| Securities issued by states & political subdivisions | $9,778,000 | 1,491 |
| Other domestic debt securities | $5,215,000 | 867 |
| Privately issued residential mortgage-backed securities | $5,215,000 | 349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $562,000 | 3,279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,490,000 | 3,332 |
| Mortgage-backed securities | $14,691,000 | 2,297 |
| Certificates of participation in pools of residential mortgages | $847,000 | 6,068 |
| Issued or guaranteed by U.S. | $847,000 | 6,052 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $13,844,000 | 972 |
| CMOs issued by government agencies or sponsored agencies | $8,629,000 | 1,321 |
| Privately issued | $5,215,000 | 243 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $36,682,000 | 2,258 |
| Total debt securities | $36,120,000 | 3,253 |
| 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 | $37,155,000 | 3,403 |
| U.S. Government securities | $26,624,000 | 3,712 |
| U.S. Treasury securities | $4,583,000 | 4,830 |
| U.S. Government agency obligations | $22,041,000 | 3,050 |
| Securities issued by states & political subdivisions | $9,637,000 | 1,521 |
| Other domestic debt securities | $349,000 | 3,544 |
| 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 | $349,000 | 2,787 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $545,000 | 3,121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,121,000 | 2,920 |
| Mortgage-backed securities | $3,694,000 | 5,125 |
| Certificates of participation in pools of residential mortgages | $1,234,000 | 5,761 |
| Issued or guaranteed by U.S. | $1,234,000 | 5,730 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,460,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $2,460,000 | 2,989 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $37,155,000 | 2,317 |
| Total debt securities | $36,610,000 | 3,365 |
| 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 | $39,026,000 | 3,362 |
| U.S. Government securities | $30,764,000 | 3,378 |
| U.S. Treasury securities | $5,292,000 | 5,359 |
| U.S. Government agency obligations | $25,472,000 | 2,609 |
| Securities issued by states & political subdivisions | $7,385,000 | 2,060 |
| Other domestic debt securities | $347,000 | 4,036 |
| 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 | $347,000 | 3,231 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $530,000 | 2,964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,173,000 | 2,692 |
| Mortgage-backed securities | $1,314,000 | 7,367 |
| Certificates of participation in pools of residential mortgages | $1,314,000 | 5,971 |
| Issued or guaranteed by U.S. | $1,314,000 | 5,944 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $30,319,000 | 2,406 |
| Available-for-sale securities (fair market value) | $8,707,000 | 5,194 |
| Total debt securities | $38,496,000 | 3,337 |
| 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 | $38,310,000 | 3,611 |
| U.S. Government securities | $30,081,000 | 3,583 |
| U.S. Treasury securities | $4,897,000 | 5,830 |
| U.S. Government agency obligations | $25,184,000 | 2,715 |
| Securities issued by states & political subdivisions | $7,648,000 | 2,031 |
| Other domestic debt securities | $104,000 | 5,735 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $104,000 | 4,472 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $477,000 | 3,151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,850,000 | 3,043 |
| Mortgage-backed securities | $1,777,000 | 7,511 |
| Certificates of participation in pools of residential mortgages | $1,777,000 | 6,004 |
| Issued or guaranteed by U.S. | $1,777,000 | 5,952 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $37,833,000 | 3,569 |
| 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 | $34,531,000 | 3,947 |
| U.S. Government securities | $29,167,000 | 3,658 |
| U.S. Treasury securities | $4,318,000 | 6,289 |
| U.S. Government agency obligations | $24,849,000 | 2,691 |
| Securities issued by states & political subdivisions | $5,140,000 | 2,699 |
| Other domestic debt securities | $105,000 | 6,596 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $105,000 | 5,096 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $119,000 | 4,829 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,095,000 | 3,520 |
| Mortgage-backed securities | $2,657,000 | 7,039 |
| Certificates of participation in pools of residential mortgages | $2,657,000 | 5,462 |
| Issued or guaranteed by U.S. | $2,657,000 | 5,402 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $34,412,000 | 3,871 |
| 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 |