Home > Citizens Bank & Trust Co. > Securities
Citizens Bank & Trust Co., Securities
| 2023-12-31 | Rank | |
| Total securities | $136,193,000 | 1,363 |
| U.S. Government securities | $92,080,000 | 1,238 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $92,080,000 | 1,034 |
| Securities issued by states & political subdivisions | $44,113,000 | 993 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,412,000 | 831 |
| Mortgage-backed securities | $88,384,000 | 863 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $69,450,000 | 654 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,285,000 | 773 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $649,000 | 1,333 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $136,193,000 | 1,194 |
| Total debt securities | $136,193,000 | 1,346 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $131,608,000 | 1,384 |
| U.S. Government securities | $91,910,000 | 1,230 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $91,910,000 | 1,028 |
| Securities issued by states & political subdivisions | $39,698,000 | 1,073 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,402,000 | 841 |
| Mortgage-backed securities | $88,307,000 | 850 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $69,591,000 | 648 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,048,000 | 755 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $668,000 | 1,305 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $131,608,000 | 1,208 |
| Total debt securities | $131,608,000 | 1,367 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $138,568,000 | 1,364 |
| U.S. Government securities | $98,102,000 | 1,221 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $98,102,000 | 1,019 |
| Securities issued by states & political subdivisions | $40,466,000 | 1,107 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,245,000 | 870 |
| Mortgage-backed securities | $94,503,000 | 831 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $74,357,000 | 633 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $19,461,000 | 734 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $685,000 | 1,299 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $138,568,000 | 1,192 |
| Total debt securities | $138,568,000 | 1,342 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $143,536,000 | 1,388 |
| U.S. Government securities | $105,193,000 | 1,200 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $105,193,000 | 959 |
| Securities issued by states & political subdivisions | $38,343,000 | 1,198 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,053,000 | 818 |
| Mortgage-backed securities | $101,569,000 | 824 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $77,666,000 | 643 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $23,177,000 | 697 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $726,000 | 1,314 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $143,536,000 | 1,211 |
| Total debt securities | $143,536,000 | 1,372 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $145,253,000 | 1,402 |
| U.S. Government securities | $108,820,000 | 1,172 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $108,820,000 | 937 |
| Securities issued by states & political subdivisions | $36,433,000 | 1,278 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,209,000 | 847 |
| Mortgage-backed securities | $105,220,000 | 807 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $80,633,000 | 633 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $23,858,000 | 689 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $729,000 | 1,302 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $145,253,000 | 1,224 |
| Total debt securities | $145,253,000 | 1,386 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $142,114,000 | 1,429 |
| U.S. Government securities | $109,373,000 | 1,188 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $109,373,000 | 944 |
| Securities issued by states & political subdivisions | $32,741,000 | 1,387 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,509,000 | 859 |
| Mortgage-backed securities | $105,783,000 | 806 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $83,024,000 | 630 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,935,000 | 745 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $824,000 | 1,283 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $142,114,000 | 1,248 |
| Total debt securities | $142,114,000 | 1,412 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $150,303,000 | 1,376 |
| U.S. Government securities | $116,865,000 | 1,144 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $116,865,000 | 922 |
| Securities issued by states & political subdivisions | $33,438,000 | 1,425 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,979,000 | 1,025 |
| Mortgage-backed securities | $113,193,000 | 799 |
| Certificates of participation in pools of residential mortgages | $88,785,000 | 626 |
| Issued or guaranteed by U.S. | $88,785,000 | 619 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $23,570,000 | 787 |
| CMOs issued by government agencies or sponsored agencies | $23,570,000 | 714 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $838,000 | 1,777 |
| Commercial mortgage pass-through securities | $838,000 | 1,284 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $150,303,000 | 1,224 |
| Total debt securities | $150,304,000 | 1,365 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $166,889,000 | 1,252 |
| U.S. Government securities | $130,842,000 | 1,026 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $130,842,000 | 843 |
| Securities issued by states & political subdivisions | $36,047,000 | 1,361 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,486,000 | 765 |
| Mortgage-backed securities | $127,006,000 | 743 |
| Certificates of participation in pools of residential mortgages | $99,141,000 | 587 |
| Issued or guaranteed by U.S. | $99,141,000 | 582 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $26,895,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $26,895,000 | 656 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $970,000 | 1,709 |
| Commercial mortgage pass-through securities | $970,000 | 1,215 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $166,889,000 | 1,124 |
| Total debt securities | $166,889,000 | 1,238 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $168,996,000 | 1,201 |
| U.S. Government securities | $134,185,000 | 937 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $134,185,000 | 829 |
| Securities issued by states & political subdivisions | $34,811,000 | 1,456 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,563,000 | 709 |
| Mortgage-backed securities | $132,239,000 | 709 |
| Certificates of participation in pools of residential mortgages | $106,318,000 | 558 |
| Issued or guaranteed by U.S. | $106,318,000 | 551 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $24,886,000 | 714 |
| CMOs issued by government agencies or sponsored agencies | $24,886,000 | 664 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,035,000 | 1,667 |
| Commercial mortgage pass-through securities | $1,035,000 | 1,186 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $168,996,000 | 1,095 |
| Total debt securities | $168,996,000 | 1,185 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $144,292,000 | 1,304 |
| U.S. Government securities | $116,191,000 | 986 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $116,191,000 | 892 |
| Securities issued by states & political subdivisions | $28,101,000 | 1,654 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,130,000 | 701 |
| Mortgage-backed securities | $116,191,000 | 741 |
| Certificates of participation in pools of residential mortgages | $107,161,000 | 527 |
| Issued or guaranteed by U.S. | $107,161,000 | 522 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $9,030,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $9,030,000 | 1,194 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $144,292,000 | 1,204 |
| Total debt securities | $144,292,000 | 1,291 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $130,713,000 | 1,349 |
| U.S. Government securities | $105,508,000 | 1,022 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $105,508,000 | 931 |
| Securities issued by states & political subdivisions | $25,205,000 | 1,732 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,282,000 | 784 |
| Mortgage-backed securities | $105,508,000 | 778 |
| Certificates of participation in pools of residential mortgages | $105,508,000 | 511 |
| Issued or guaranteed by U.S. | $105,508,000 | 502 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $130,713,000 | 1,242 |
| Total debt securities | $130,713,000 | 1,330 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $120,270,000 | 1,335 |
| U.S. Government securities | $96,705,000 | 993 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $96,705,000 | 923 |
| Securities issued by states & political subdivisions | $22,565,000 | 1,815 |
| Other domestic debt securities | $1,000,000 | 1,763 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,000,000 | 1,387 |
| 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 | $55,395,000 | 994 |
| Mortgage-backed securities | $96,705,000 | 777 |
| Certificates of participation in pools of residential mortgages | $96,705,000 | 505 |
| Issued or guaranteed by U.S. | $96,705,000 | 496 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $120,270,000 | 1,242 |
| Total debt securities | $120,270,000 | 1,321 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 361 |
| Fair value | $1,000,000 | 369 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $114,534,000 | 1,274 |
| U.S. Government securities | $90,063,000 | 954 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $90,063,000 | 904 |
| Securities issued by states & political subdivisions | $23,471,000 | 1,720 |
| Other domestic debt securities | $1,000,000 | 1,712 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,000,000 | 1,334 |
| 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 | $58,932,000 | 924 |
| Mortgage-backed securities | $90,063,000 | 760 |
| Certificates of participation in pools of residential mortgages | $90,063,000 | 486 |
| Issued or guaranteed by U.S. | $90,063,000 | 480 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $114,534,000 | 1,188 |
| Total debt securities | $114,534,000 | 1,255 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 195 |
| Fair value | $1,000,000 | 213 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $99,051,000 | 1,361 |
| U.S. Government securities | $78,563,000 | 996 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $78,563,000 | 941 |
| Securities issued by states & political subdivisions | $19,488,000 | 1,813 |
| Other domestic debt securities | $1,000,000 | 1,670 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,000,000 | 1,289 |
| 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 | $39,772,000 | 1,225 |
| Mortgage-backed securities | $78,563,000 | 813 |
| Certificates of participation in pools of residential mortgages | $78,563,000 | 509 |
| Issued or guaranteed by U.S. | $78,563,000 | 498 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $99,051,000 | 1,268 |
| Total debt securities | $99,051,000 | 1,345 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 190 |
| Fair value | $1,000,000 | 209 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $74,556,000 | 1,627 |
| U.S. Government securities | $54,140,000 | 1,343 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $54,140,000 | 1,265 |
| Securities issued by states & political subdivisions | $19,416,000 | 1,721 |
| Other domestic debt securities | $1,000,000 | 1,613 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,000,000 | 1,249 |
| 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 | $34,512,000 | 1,363 |
| Mortgage-backed securities | $54,140,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $54,140,000 | 664 |
| Issued or guaranteed by U.S. | $54,140,000 | 649 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $74,556,000 | 1,515 |
| Total debt securities | $74,555,000 | 1,613 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 210 |
| Fair value | $1,000,000 | 230 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $62,122,000 | 1,805 |
| U.S. Government securities | $45,326,000 | 1,540 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $45,326,000 | 1,461 |
| Securities issued by states & political subdivisions | $15,796,000 | 1,825 |
| Other domestic debt securities | $1,000,000 | 1,539 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $1,000,000 | 1,161 |
| 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 | $26,810,000 | 1,540 |
| Mortgage-backed securities | $45,326,000 | 1,217 |
| Certificates of participation in pools of residential mortgages | $45,326,000 | 756 |
| Issued or guaranteed by U.S. | $45,326,000 | 739 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $62,122,000 | 1,674 |
| Total debt securities | $62,122,000 | 1,792 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 287 |
| Fair value | $1,000,000 | 339 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $57,408,000 | 1,903 |
| U.S. Government securities | $34,342,000 | 1,895 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $34,342,000 | 1,790 |
| Securities issued by states & political subdivisions | $22,066,000 | 1,413 |
| Other domestic debt securities | $1,000,000 | 1,522 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,000,000 | 1,142 |
| 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 | $27,662,000 | 1,504 |
| Mortgage-backed securities | $31,745,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $31,745,000 | 963 |
| Issued or guaranteed by U.S. | $31,745,000 | 940 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $57,408,000 | 1,763 |
| Total debt securities | $57,408,000 | 1,884 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 399 |
| Fair value | $1,000,000 | 412 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $52,640,000 | 2,028 |
| U.S. Government securities | $30,818,000 | 2,042 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $30,818,000 | 1,940 |
| Securities issued by states & political subdivisions | $20,822,000 | 1,475 |
| Other domestic debt securities | $1,000,000 | 1,543 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,000,000 | 1,141 |
| 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 | $26,577,000 | 1,544 |
| Mortgage-backed securities | $28,196,000 | 1,581 |
| Certificates of participation in pools of residential mortgages | $28,196,000 | 1,011 |
| Issued or guaranteed by U.S. | $28,196,000 | 983 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $52,640,000 | 1,871 |
| Total debt securities | $52,640,000 | 2,009 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 491 |
| Fair value | $1,000,000 | 507 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $53,950,000 | 2,004 |
| U.S. Government securities | $32,335,000 | 2,014 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $32,335,000 | 1,903 |
| Securities issued by states & political subdivisions | $20,615,000 | 1,507 |
| Other domestic debt securities | $1,000,000 | 1,523 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,000,000 | 1,159 |
| 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 | $27,457,000 | 1,559 |
| Mortgage-backed securities | $29,718,000 | 1,511 |
| Certificates of participation in pools of residential mortgages | $29,718,000 | 971 |
| Issued or guaranteed by U.S. | $29,718,000 | 962 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $53,950,000 | 1,856 |
| Total debt securities | $53,950,000 | 1,987 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 545 |
| Fair value | $1,000,000 | 554 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $54,611,000 | 2,016 |
| U.S. Government securities | $36,397,000 | 1,889 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $36,397,000 | 1,782 |
| Securities issued by states & political subdivisions | $17,214,000 | 1,779 |
| Other domestic debt securities | $1,000,000 | 1,521 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,000,000 | 1,158 |
| 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 | $27,283,000 | 1,589 |
| Mortgage-backed securities | $36,397,000 | 1,321 |
| Certificates of participation in pools of residential mortgages | $35,520,000 | 861 |
| Issued or guaranteed by U.S. | $35,520,000 | 852 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $877,000 | 1,518 |
| Commercial mortgage pass-through securities | $877,000 | 1,133 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $54,611,000 | 1,858 |
| Total debt securities | $54,611,000 | 1,998 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 559 |
| Fair value | $1,000,000 | 561 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $55,468,000 | 2,026 |
| U.S. Government securities | $37,530,000 | 1,864 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $37,530,000 | 1,756 |
| Securities issued by states & political subdivisions | $16,938,000 | 1,858 |
| Other domestic debt securities | $1,000,000 | 1,498 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,000,000 | 1,149 |
| 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 | $27,871,000 | 1,563 |
| Mortgage-backed securities | $37,530,000 | 1,298 |
| Certificates of participation in pools of residential mortgages | $36,655,000 | 846 |
| Issued or guaranteed by U.S. | $36,655,000 | 839 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $875,000 | 1,485 |
| Commercial mortgage pass-through securities | $875,000 | 1,118 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $55,468,000 | 1,875 |
| Total debt securities | $55,468,000 | 2,012 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 569 |
| Fair value | $1,000,000 | 568 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $56,838,000 | 2,002 |
| U.S. Government securities | $39,067,000 | 1,820 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $39,067,000 | 1,718 |
| Securities issued by states & political subdivisions | $16,771,000 | 1,894 |
| Other domestic debt securities | $1,000,000 | 1,474 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,000,000 | 1,159 |
| 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 | $26,562,000 | 1,614 |
| Mortgage-backed securities | $39,067,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | $39,067,000 | 812 |
| Issued or guaranteed by U.S. | $39,067,000 | 808 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $56,838,000 | 1,840 |
| Total debt securities | $56,838,000 | 1,986 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 558 |
| Fair value | $1,000,000 | 555 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $59,111,000 | 1,966 |
| U.S. Government securities | $41,183,000 | 1,729 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $41,183,000 | 1,635 |
| Securities issued by states & political subdivisions | $16,928,000 | 1,930 |
| Other domestic debt securities | $1,000,000 | 1,628 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,000,000 | 1,154 |
| 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 | $24,412,000 | 1,729 |
| Mortgage-backed securities | $41,183,000 | 1,241 |
| Certificates of participation in pools of residential mortgages | $41,183,000 | 811 |
| Issued or guaranteed by U.S. | $41,183,000 | 797 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $59,111,000 | 1,807 |
| Total debt securities | $59,111,000 | 1,947 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 563 |
| Fair value | $1,000,000 | 559 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $57,001,000 | 2,055 |
| U.S. Government securities | $39,075,000 | 1,853 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $39,075,000 | 1,752 |
| Securities issued by states & political subdivisions | $16,926,000 | 1,977 |
| Other domestic debt securities | $1,000,000 | 1,465 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,000,000 | 1,170 |
| 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 | $31,487,000 | 1,485 |
| Mortgage-backed securities | $39,075,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | $39,075,000 | 857 |
| Issued or guaranteed by U.S. | $39,075,000 | 856 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $57,001,000 | 1,888 |
| Total debt securities | $57,001,000 | 2,039 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 551 |
| Fair value | $1,000,000 | 548 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $57,290,000 | 2,094 |
| U.S. Government securities | $39,195,000 | 1,829 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $39,195,000 | 1,758 |
| Securities issued by states & political subdivisions | $17,095,000 | 2,013 |
| Other domestic debt securities | $1,000,000 | 1,485 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,000,000 | 1,213 |
| 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 | $30,441,000 | 1,547 |
| Mortgage-backed securities | $39,195,000 | 1,279 |
| Certificates of participation in pools of residential mortgages | $39,195,000 | 885 |
| Issued or guaranteed by U.S. | $39,195,000 | 885 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $57,290,000 | 1,916 |
| Total debt securities | $57,290,000 | 2,077 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 554 |
| Fair value | $1,000,000 | 554 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $60,234,000 | 2,033 |
| U.S. Government securities | $41,790,000 | 1,776 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $41,790,000 | 1,698 |
| Securities issued by states & political subdivisions | $17,444,000 | 2,018 |
| Other domestic debt securities | $1,000,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,000,000 | 1,246 |
| 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 | $31,747,000 | 1,512 |
| Mortgage-backed securities | $41,790,000 | 1,232 |
| Certificates of participation in pools of residential mortgages | $41,790,000 | 862 |
| Issued or guaranteed by U.S. | $41,790,000 | 862 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $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) | $60,234,000 | 1,860 |
| Total debt securities | $60,234,000 | 2,013 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 587 |
| Fair value | $1,000,000 | 589 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $62,619,000 | 2,001 |
| U.S. Government securities | $44,101,000 | 1,742 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $44,101,000 | 1,663 |
| Securities issued by states & political subdivisions | $17,518,000 | 2,032 |
| Other domestic debt securities | $1,000,000 | 1,528 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,000,000 | 1,275 |
| 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 | $32,729,000 | 1,501 |
| Mortgage-backed securities | $44,101,000 | 1,199 |
| Certificates of participation in pools of residential mortgages | $44,101,000 | 858 |
| Issued or guaranteed by U.S. | $44,101,000 | 858 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $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) | $62,619,000 | 1,836 |
| Total debt securities | $62,619,000 | 1,983 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 611 |
| Fair value | $1,000,000 | 617 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $69,729,000 | 1,861 |
| U.S. Government securities | $49,412,000 | 1,641 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $49,412,000 | 1,557 |
| Securities issued by states & political subdivisions | $19,317,000 | 1,915 |
| Other domestic debt securities | $1,000,000 | 1,568 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,000,000 | 1,283 |
| 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 | $31,702,000 | 1,542 |
| Mortgage-backed securities | $47,432,000 | 1,173 |
| Certificates of participation in pools of residential mortgages | $47,432,000 | 830 |
| Issued or guaranteed by U.S. | $47,432,000 | 830 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $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) | $69,729,000 | 1,712 |
| Total debt securities | $69,729,000 | 1,844 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 638 |
| Fair value | $1,000,000 | 641 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $71,742,000 | 1,810 |
| U.S. Government securities | $51,618,000 | 1,562 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $51,618,000 | 1,487 |
| Securities issued by states & political subdivisions | $19,124,000 | 1,937 |
| Other domestic debt securities | $1,000,000 | 1,577 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,000,000 | 1,287 |
| 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 | $38,048,000 | 1,332 |
| Mortgage-backed securities | $49,647,000 | 1,141 |
| Certificates of participation in pools of residential mortgages | $49,647,000 | 791 |
| Issued or guaranteed by U.S. | $49,647,000 | 790 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $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) | $71,742,000 | 1,658 |
| Total debt securities | $71,742,000 | 1,791 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 635 |
| Fair value | $1,000,000 | 637 |
| 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 | $69,531,000 | 1,857 |
| U.S. Government securities | $50,903,000 | 1,558 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $50,903,000 | 1,492 |
| Securities issued by states & political subdivisions | $17,628,000 | 2,059 |
| Other domestic debt securities | $1,000,000 | 1,584 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,000,000 | 1,294 |
| 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 | $36,254,000 | 1,412 |
| Mortgage-backed securities | $48,877,000 | 1,148 |
| Certificates of participation in pools of residential mortgages | $48,877,000 | 791 |
| Issued or guaranteed by U.S. | $48,877,000 | 791 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $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) | $69,531,000 | 1,694 |
| Total debt securities | $69,531,000 | 1,834 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 621 |
| Fair value | $1,000,000 | 653 |
| 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 | $64,945,000 | 1,987 |
| U.S. Government securities | $46,821,000 | 1,713 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $46,821,000 | 1,631 |
| Securities issued by states & political subdivisions | $17,124,000 | 2,098 |
| Other domestic debt securities | $1,000,000 | 1,603 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,000,000 | 1,288 |
| 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 | $34,776,000 | 1,473 |
| Mortgage-backed securities | $44,804,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $44,804,000 | 862 |
| Issued or guaranteed by U.S. | $44,804,000 | 859 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $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) | $64,945,000 | 1,799 |
| Total debt securities | $64,945,000 | 1,963 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 724 |
| Fair value | $1,000,000 | 780 |
| 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 | $67,193,000 | 1,976 |
| U.S. Government securities | $50,273,000 | 1,671 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $50,273,000 | 1,590 |
| Securities issued by states & political subdivisions | $15,920,000 | 2,180 |
| Other domestic debt securities | $1,000,000 | 1,627 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,000,000 | 1,307 |
| 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 | $35,578,000 | 1,455 |
| Mortgage-backed securities | $42,261,000 | 1,276 |
| Certificates of participation in pools of residential mortgages | $42,261,000 | 893 |
| Issued or guaranteed by U.S. | $42,261,000 | 893 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $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) | $67,193,000 | 1,787 |
| Total debt securities | $67,193,000 | 1,945 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $1,000,000 | 906 |
| 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 | $76,297,000 | 1,786 |
| U.S. Government securities | $59,454,000 | 1,479 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $59,454,000 | 1,408 |
| Securities issued by states & political subdivisions | $15,843,000 | 2,205 |
| Other domestic debt securities | $1,000,000 | 1,614 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,000,000 | 1,293 |
| 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 | $36,290,000 | 1,429 |
| Mortgage-backed securities | $48,543,000 | 1,171 |
| Certificates of participation in pools of residential mortgages | $48,543,000 | 820 |
| Issued or guaranteed by U.S. | $48,543,000 | 819 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $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) | $76,297,000 | 1,614 |
| Total debt securities | $76,297,000 | 1,761 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 988 |
| Fair value | $1,000,000 | 1,022 |
| 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 | $67,250,000 | 2,001 |
| U.S. Government securities | $53,018,000 | 1,618 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $53,018,000 | 1,551 |
| Securities issued by states & political subdivisions | $13,232,000 | 2,459 |
| Other domestic debt securities | $1,000,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,000,000 | 1,301 |
| 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 | $34,706,000 | 1,479 |
| Mortgage-backed securities | $40,114,000 | 1,331 |
| Certificates of participation in pools of residential mortgages | $40,114,000 | 937 |
| Issued or guaranteed by U.S. | $40,114,000 | 937 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $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) | $67,250,000 | 1,811 |
| Total debt securities | $67,250,000 | 1,975 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,132 |
| Fair value | $1,000,000 | 1,190 |
| 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 | $68,821,000 | 1,998 |
| U.S. Government securities | $54,770,000 | 1,632 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $54,770,000 | 1,557 |
| Securities issued by states & political subdivisions | $13,051,000 | 2,477 |
| Other domestic debt securities | $1,000,000 | 1,640 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,000,000 | 1,309 |
| 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 | $31,832,000 | 1,599 |
| Mortgage-backed securities | $41,998,000 | 1,335 |
| Certificates of participation in pools of residential mortgages | $41,998,000 | 936 |
| Issued or guaranteed by U.S. | $41,998,000 | 935 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $68,821,000 | 1,804 |
| Total debt securities | $68,821,000 | 1,976 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $1,000,000 | 1,280 |
| 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 | $71,498,000 | 1,961 |
| U.S. Government securities | $62,501,000 | 1,485 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $62,501,000 | 1,427 |
| Securities issued by states & political subdivisions | $7,997,000 | 3,104 |
| Other domestic debt securities | $1,000,000 | 1,685 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,000,000 | 1,341 |
| 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 | $33,014,000 | 1,574 |
| Mortgage-backed securities | $47,607,000 | 1,229 |
| Certificates of participation in pools of residential mortgages | $47,607,000 | 854 |
| Issued or guaranteed by U.S. | $47,607,000 | 854 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $71,498,000 | 1,780 |
| Total debt securities | $71,498,000 | 1,943 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $1,000,000 | 1,402 |
| 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 | $73,060,000 | 1,932 |
| U.S. Government securities | $64,085,000 | 1,461 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $64,085,000 | 1,399 |
| Securities issued by states & political subdivisions | $7,975,000 | 3,137 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $1,000,000 | 184 |
| 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 | $36,032,000 | 1,471 |
| Mortgage-backed securities | $49,396,000 | 1,217 |
| Certificates of participation in pools of residential mortgages | $49,396,000 | 843 |
| Issued or guaranteed by U.S. | $49,396,000 | 841 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $73,060,000 | 1,744 |
| Total debt securities | $73,060,000 | 1,914 |
| 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 | $68,013,000 | 2,085 |
| U.S. Government securities | $62,529,000 | 1,526 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $62,529,000 | 1,463 |
| Securities issued by states & political subdivisions | $4,484,000 | 3,812 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $1,000,000 | 184 |
| 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 | $29,440,000 | 1,710 |
| Mortgage-backed securities | $40,986,000 | 1,450 |
| Certificates of participation in pools of residential mortgages | $40,986,000 | 1,002 |
| Issued or guaranteed by U.S. | $40,986,000 | 1,001 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $68,013,000 | 1,883 |
| Total debt securities | $68,013,000 | 2,063 |
| 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 | $67,239,000 | 2,124 |
| U.S. Government securities | $62,480,000 | 1,544 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $62,480,000 | 1,478 |
| Securities issued by states & political subdivisions | $3,759,000 | 4,008 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $1,000,000 | 187 |
| 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 | $30,453,000 | 1,678 |
| Mortgage-backed securities | $40,845,000 | 1,476 |
| Certificates of participation in pools of residential mortgages | $40,845,000 | 1,031 |
| Issued or guaranteed by U.S. | $40,845,000 | 1,030 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $67,239,000 | 1,906 |
| Total debt securities | $67,239,000 | 2,106 |
| 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 | $59,124,000 | 2,358 |
| U.S. Government securities | $57,278,000 | 1,668 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $57,278,000 | 1,608 |
| Securities issued by states & political subdivisions | $1,846,000 | 4,564 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,829,000 | 1,711 |
| Mortgage-backed securities | $32,768,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $32,768,000 | 1,234 |
| Issued or guaranteed by U.S. | $32,768,000 | 1,234 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $59,124,000 | 2,135 |
| Total debt securities | $59,124,000 | 2,338 |
| 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 | $60,260,000 | 2,306 |
| U.S. Government securities | $59,147,000 | 1,609 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $59,147,000 | 1,554 |
| Securities issued by states & political subdivisions | $1,113,000 | 4,878 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,156,000 | 1,542 |
| Mortgage-backed securities | $29,761,000 | 1,873 |
| Certificates of participation in pools of residential mortgages | $29,761,000 | 1,324 |
| Issued or guaranteed by U.S. | $29,761,000 | 1,323 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $60,260,000 | 2,088 |
| Total debt securities | $60,260,000 | 2,287 |
| 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 | $51,059,000 | 2,664 |
| U.S. Government securities | $50,758,000 | 1,862 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $50,758,000 | 1,805 |
| Securities issued by states & political subdivisions | $301,000 | 5,338 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,699,000 | 1,486 |
| Mortgage-backed securities | $28,981,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $28,981,000 | 1,368 |
| Issued or guaranteed by U.S. | $28,981,000 | 1,365 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $51,059,000 | 2,424 |
| Total debt securities | $51,059,000 | 2,638 |
| 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 | $49,928,000 | 2,681 |
| U.S. Government securities | $49,627,000 | 1,882 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $49,627,000 | 1,829 |
| Securities issued by states & political subdivisions | $301,000 | 5,339 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,410,000 | 1,381 |
| Mortgage-backed securities | $27,976,000 | 1,933 |
| Certificates of participation in pools of residential mortgages | $27,976,000 | 1,394 |
| Issued or guaranteed by U.S. | $27,976,000 | 1,392 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $49,928,000 | 2,445 |
| Total debt securities | $49,928,000 | 2,650 |
| 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 | $56,623,000 | 2,451 |
| U.S. Government securities | $56,323,000 | 1,726 |
| U.S. Treasury securities | $2,005,000 | 686 |
| U.S. Government agency obligations | $54,318,000 | 1,719 |
| Securities issued by states & political subdivisions | $300,000 | 5,364 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,006,000 | 1,610 |
| Mortgage-backed securities | $28,158,000 | 1,985 |
| Certificates of participation in pools of residential mortgages | $28,158,000 | 1,424 |
| Issued or guaranteed by U.S. | $28,158,000 | 1,422 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $56,623,000 | 2,257 |
| Total debt securities | $56,623,000 | 2,423 |
| 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 | $51,060,000 | 2,601 |
| U.S. Government securities | $50,760,000 | 1,832 |
| U.S. Treasury securities | $2,006,000 | 674 |
| U.S. Government agency obligations | $48,754,000 | 1,851 |
| Securities issued by states & political subdivisions | $300,000 | 5,413 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,271,000 | 1,425 |
| Mortgage-backed securities | $4,403,000 | 4,215 |
| Certificates of participation in pools of residential mortgages | $4,403,000 | 3,667 |
| Issued or guaranteed by U.S. | $4,403,000 | 3,665 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $51,060,000 | 2,389 |
| Total debt securities | $51,060,000 | 2,577 |
| 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 | $42,223,000 | 3,032 |
| U.S. Government securities | $41,922,000 | 2,196 |
| U.S. Treasury securities | $2,006,000 | 638 |
| U.S. Government agency obligations | $39,916,000 | 2,231 |
| Securities issued by states & political subdivisions | $301,000 | 5,454 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,852,000 | 1,612 |
| Mortgage-backed securities | $1,502,000 | 4,995 |
| Certificates of participation in pools of residential mortgages | $1,502,000 | 4,619 |
| Issued or guaranteed by U.S. | $1,502,000 | 4,617 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $42,223,000 | 2,800 |
| Total debt securities | $42,223,000 | 3,009 |
| 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 | $46,438,000 | 2,850 |
| U.S. Government securities | $46,138,000 | 2,030 |
| U.S. Treasury securities | $2,006,000 | 631 |
| U.S. Government agency obligations | $44,132,000 | 2,061 |
| Securities issued by states & political subdivisions | $300,000 | 5,468 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,057,000 | 1,353 |
| Mortgage-backed securities | $1,674,000 | 4,993 |
| Certificates of participation in pools of residential mortgages | $1,674,000 | 4,595 |
| Issued or guaranteed by U.S. | $1,674,000 | 4,593 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $46,438,000 | 2,623 |
| Total debt securities | $46,438,000 | 2,827 |
| 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 | $53,784,000 | 2,534 |
| U.S. Government securities | $53,484,000 | 1,859 |
| U.S. Treasury securities | $2,006,000 | 673 |
| U.S. Government agency obligations | $51,478,000 | 1,867 |
| Securities issued by states & political subdivisions | $300,000 | 5,462 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,142,000 | 1,264 |
| Mortgage-backed securities | $1,917,000 | 4,942 |
| Certificates of participation in pools of residential mortgages | $1,917,000 | 4,536 |
| Issued or guaranteed by U.S. | $1,917,000 | 4,532 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $53,784,000 | 2,318 |
| Total debt securities | $53,784,000 | 2,517 |
| 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 | $57,175,000 | 2,355 |
| U.S. Government securities | $56,875,000 | 1,706 |
| U.S. Treasury securities | $2,008,000 | 631 |
| U.S. Government agency obligations | $54,867,000 | 1,713 |
| Securities issued by states & political subdivisions | $300,000 | 5,463 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,687,000 | 1,080 |
| Mortgage-backed securities | $2,203,000 | 4,836 |
| Certificates of participation in pools of residential mortgages | $2,203,000 | 4,377 |
| Issued or guaranteed by U.S. | $2,203,000 | 4,368 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $57,175,000 | 2,122 |
| Total debt securities | $57,175,000 | 2,338 |
| 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 | $49,395,000 | 2,551 |
| U.S. Government securities | $49,095,000 | 1,862 |
| U.S. Treasury securities | $2,009,000 | 658 |
| U.S. Government agency obligations | $47,086,000 | 1,874 |
| Securities issued by states & political subdivisions | $300,000 | 5,469 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,707,000 | 1,266 |
| Mortgage-backed securities | $2,499,000 | 4,750 |
| Certificates of participation in pools of residential mortgages | $2,499,000 | 4,228 |
| Issued or guaranteed by U.S. | $2,499,000 | 4,213 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $49,395,000 | 2,320 |
| Total debt securities | $49,395,000 | 2,528 |
| 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 | $43,781,000 | 2,814 |
| U.S. Government securities | $43,481,000 | 2,065 |
| U.S. Treasury securities | $2,004,000 | 738 |
| U.S. Government agency obligations | $41,477,000 | 2,094 |
| Securities issued by states & political subdivisions | $300,000 | 5,461 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,792,000 | 1,344 |
| Mortgage-backed securities | $2,782,000 | 4,659 |
| Certificates of participation in pools of residential mortgages | $2,782,000 | 4,119 |
| Issued or guaranteed by U.S. | $2,782,000 | 4,106 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $43,781,000 | 2,563 |
| Total debt securities | $43,781,000 | 2,796 |
| 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 | $46,884,000 | 2,655 |
| U.S. Government securities | $46,584,000 | 1,957 |
| U.S. Treasury securities | $1,969,000 | 773 |
| U.S. Government agency obligations | $44,615,000 | 1,970 |
| Securities issued by states & political subdivisions | $300,000 | 5,469 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,710,000 | 1,360 |
| Mortgage-backed securities | $2,987,000 | 4,545 |
| Certificates of participation in pools of residential mortgages | $2,987,000 | 4,004 |
| Issued or guaranteed by U.S. | $2,987,000 | 3,993 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $46,884,000 | 2,402 |
| Total debt securities | $46,884,000 | 2,631 |
| 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 | $51,382,000 | 2,367 |
| U.S. Government securities | $51,081,000 | 1,735 |
| U.S. Treasury securities | $1,968,000 | 778 |
| U.S. Government agency obligations | $49,113,000 | 1,735 |
| Securities issued by states & political subdivisions | $301,000 | 5,479 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,847,000 | 1,218 |
| Mortgage-backed securities | $3,347,000 | 4,392 |
| Certificates of participation in pools of residential mortgages | $3,347,000 | 3,795 |
| Issued or guaranteed by U.S. | $3,347,000 | 3,786 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $51,382,000 | 2,130 |
| Total debt securities | $51,382,000 | 2,344 |
| 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 | $50,139,000 | 2,365 |
| U.S. Government securities | $49,837,000 | 1,733 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $49,837,000 | 1,672 |
| Securities issued by states & political subdivisions | $302,000 | 5,470 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,520,000 | 1,335 |
| Mortgage-backed securities | $3,821,000 | 4,312 |
| Certificates of participation in pools of residential mortgages | $3,821,000 | 3,645 |
| Issued or guaranteed by U.S. | $3,821,000 | 3,637 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $50,139,000 | 2,129 |
| Total debt securities | $50,139,000 | 2,337 |
| 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 | $41,169,000 | 2,779 |
| U.S. Government securities | $40,868,000 | 2,087 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $40,868,000 | 2,015 |
| Securities issued by states & political subdivisions | $301,000 | 5,436 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,280,000 | 1,453 |
| Mortgage-backed securities | $4,208,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $4,208,000 | 3,550 |
| Issued or guaranteed by U.S. | $4,208,000 | 3,542 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $41,169,000 | 2,494 |
| Total debt securities | $41,169,000 | 2,754 |
| 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 | $43,473,000 | 2,690 |
| U.S. Government securities | $43,172,000 | 2,013 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $43,172,000 | 1,949 |
| Securities issued by states & political subdivisions | $301,000 | 5,462 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $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 | $31,340,000 | 1,612 |
| Mortgage-backed securities | $4,508,000 | 4,213 |
| Certificates of participation in pools of residential mortgages | $4,508,000 | 3,583 |
| Issued or guaranteed by U.S. | $4,508,000 | 3,577 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $43,473,000 | 2,399 |
| Total debt securities | $43,473,000 | 2,664 |
| 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 | $49,995,000 | 2,370 |
| U.S. Government securities | $49,700,000 | 1,759 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $49,700,000 | 1,706 |
| Securities issued by states & political subdivisions | $295,000 | 5,505 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,312,000 | 1,651 |
| Mortgage-backed securities | $4,797,000 | 4,207 |
| Certificates of participation in pools of residential mortgages | $4,797,000 | 3,596 |
| Issued or guaranteed by U.S. | $4,797,000 | 3,589 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $49,995,000 | 2,112 |
| Total debt securities | $49,995,000 | 2,343 |
| 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 | $49,931,000 | 2,376 |
| U.S. Government securities | $49,632,000 | 1,726 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $49,632,000 | 1,677 |
| Securities issued by states & political subdivisions | $299,000 | 5,525 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,885,000 | 1,523 |
| Mortgage-backed securities | $5,195,000 | 4,201 |
| Certificates of participation in pools of residential mortgages | $5,195,000 | 3,597 |
| Issued or guaranteed by U.S. | $5,195,000 | 3,586 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $49,931,000 | 2,109 |
| Total debt securities | $49,931,000 | 2,347 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $52,305,000 | 2,245 |
| U.S. Government securities | $52,017,000 | 1,619 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $52,017,000 | 1,578 |
| Securities issued by states & political subdivisions | $288,000 | 5,564 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,523,000 | 1,585 |
| Mortgage-backed securities | $5,401,000 | 4,189 |
| Certificates of participation in pools of residential mortgages | $5,401,000 | 3,583 |
| Issued or guaranteed by U.S. | $5,401,000 | 3,571 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $52,305,000 | 1,970 |
| Total debt securities | $52,305,000 | 2,210 |
| 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 | $45,651,000 | 2,521 |
| U.S. Government securities | $45,363,000 | 1,846 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $45,363,000 | 1,803 |
| Securities issued by states & political subdivisions | $288,000 | 5,508 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,628,000 | 1,661 |
| Mortgage-backed securities | $3,837,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $3,837,000 | 4,103 |
| Issued or guaranteed by U.S. | $3,837,000 | 4,093 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $45,651,000 | 2,232 |
| Total debt securities | $45,651,000 | 2,487 |
| 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 | $55,194,000 | 2,127 |
| U.S. Government securities | $54,912,000 | 1,558 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $54,912,000 | 1,531 |
| Securities issued by states & political subdivisions | $282,000 | 5,477 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,694,000 | 1,756 |
| Mortgage-backed securities | $3,974,000 | 4,577 |
| Certificates of participation in pools of residential mortgages | $3,974,000 | 4,022 |
| Issued or guaranteed by U.S. | $3,974,000 | 4,009 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $55,194,000 | 1,862 |
| Total debt securities | $55,194,000 | 2,098 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $44,856,000 | 2,485 |
| U.S. Government securities | $44,561,000 | 1,840 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $44,561,000 | 1,805 |
| Securities issued by states & political subdivisions | $295,000 | 5,476 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,693,000 | 1,726 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $44,856,000 | 2,187 |
| Total debt securities | $44,856,000 | 2,450 |
| 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 | $46,636,000 | 2,465 |
| U.S. Government securities | $46,342,000 | 1,787 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $46,342,000 | 1,753 |
| Securities issued by states & political subdivisions | $294,000 | 5,543 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,585,000 | 1,697 |
| Mortgage-backed securities | $951,000 | 5,629 |
| Certificates of participation in pools of residential mortgages | $951,000 | 5,211 |
| Issued or guaranteed by U.S. | $951,000 | 5,189 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $46,636,000 | 2,166 |
| Total debt securities | $46,636,000 | 2,412 |
| 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 | $47,040,000 | 2,428 |
| U.S. Government securities | $46,740,000 | 1,769 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $46,740,000 | 1,738 |
| Securities issued by states & political subdivisions | $300,000 | 5,538 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,100,000 | 1,553 |
| Mortgage-backed securities | $1,592,000 | 5,266 |
| Certificates of participation in pools of residential mortgages | $1,592,000 | 4,810 |
| Issued or guaranteed by U.S. | $1,592,000 | 4,788 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $47,040,000 | 2,146 |
| Total debt securities | $47,040,000 | 2,379 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $45,881,000 | 2,471 |
| U.S. Government securities | $45,582,000 | 1,809 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $45,582,000 | 1,771 |
| Securities issued by states & political subdivisions | $299,000 | 5,554 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,629,000 | 1,531 |
| Mortgage-backed securities | $2,114,000 | 4,807 |
| Certificates of participation in pools of residential mortgages | $2,114,000 | 4,300 |
| Issued or guaranteed by U.S. | $2,114,000 | 4,285 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $45,881,000 | 2,167 |
| Total debt securities | $45,881,000 | 2,422 |
| 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 | $45,612,000 | 2,487 |
| U.S. Government securities | $45,318,000 | 1,847 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $45,318,000 | 1,807 |
| Securities issued by states & political subdivisions | $294,000 | 5,600 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,309,000 | 1,642 |
| Mortgage-backed securities | $2,257,000 | 4,628 |
| Certificates of participation in pools of residential mortgages | $2,257,000 | 4,072 |
| Issued or guaranteed by U.S. | $2,257,000 | 4,059 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $45,612,000 | 2,162 |
| Total debt securities | $45,612,000 | 2,442 |
| 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 | $40,570,000 | 2,740 |
| U.S. Government securities | $40,282,000 | 2,066 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $40,282,000 | 2,009 |
| Securities issued by states & political subdivisions | $288,000 | 5,641 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,020,000 | 1,702 |
| Mortgage-backed securities | $2,587,000 | 4,477 |
| Certificates of participation in pools of residential mortgages | $2,587,000 | 3,890 |
| Issued or guaranteed by U.S. | $2,587,000 | 3,879 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $40,570,000 | 2,389 |
| Total debt securities | $40,570,000 | 2,697 |
| 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 | $45,882,000 | 2,473 |
| U.S. Government securities | $45,585,000 | 1,890 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $45,585,000 | 1,827 |
| Securities issued by states & political subdivisions | $297,000 | 5,679 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,095,000 | 1,666 |
| Mortgage-backed securities | $2,799,000 | 4,366 |
| Certificates of participation in pools of residential mortgages | $2,768,000 | 3,806 |
| Issued or guaranteed by U.S. | $2,768,000 | 3,790 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $31,000 | 3,461 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,149 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $45,882,000 | 2,152 |
| Total debt securities | $45,882,000 | 2,427 |
| 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 | $48,156,000 | 2,418 |
| U.S. Government securities | $47,611,000 | 1,835 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $47,611,000 | 1,782 |
| Securities issued by states & political subdivisions | $545,000 | 5,397 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,048,000 | 1,660 |
| Mortgage-backed securities | $2,941,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $2,909,000 | 3,743 |
| Issued or guaranteed by U.S. | $2,909,000 | 3,732 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $32,000 | 3,461 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,153 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $48,156,000 | 2,088 |
| Total debt securities | $48,156,000 | 2,369 |
| 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 | $43,279,000 | 2,651 |
| U.S. Government securities | $42,632,000 | 2,039 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $42,632,000 | 1,981 |
| Securities issued by states & political subdivisions | $647,000 | 5,333 |
| 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 | $27,954,000 | 1,634 |
| Mortgage-backed securities | $3,097,000 | 4,243 |
| Certificates of participation in pools of residential mortgages | $3,064,000 | 3,665 |
| Issued or guaranteed by U.S. | $3,064,000 | 3,644 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $33,000 | 3,455 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,144 |
| 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) | $43,279,000 | 2,278 |
| Total debt securities | $43,279,000 | 2,610 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $47,063,000 | 2,454 |
| U.S. Government securities | $46,426,000 | 1,893 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $46,426,000 | 1,832 |
| Securities issued by states & political subdivisions | $637,000 | 5,370 |
| 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 | $26,271,000 | 1,713 |
| Mortgage-backed securities | $3,274,000 | 4,179 |
| Certificates of participation in pools of residential mortgages | $3,240,000 | 3,598 |
| Issued or guaranteed by U.S. | $3,240,000 | 3,584 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $34,000 | 3,467 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,138 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $47,063,000 | 2,097 |
| Total debt securities | $47,063,000 | 2,412 |
| 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 | $46,664,000 | 2,519 |
| U.S. Government securities | $45,768,000 | 1,952 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $45,768,000 | 1,888 |
| Securities issued by states & political subdivisions | $896,000 | 5,156 |
| 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 | $26,318,000 | 1,709 |
| Mortgage-backed securities | $3,527,000 | 4,110 |
| Certificates of participation in pools of residential mortgages | $3,492,000 | 3,538 |
| Issued or guaranteed by U.S. | $3,492,000 | 3,522 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $35,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,148 |
| 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) | $46,664,000 | 2,154 |
| Total debt securities | $46,664,000 | 2,470 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $42,944,000 | 2,699 |
| U.S. Government securities | $42,046,000 | 2,097 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $42,046,000 | 2,023 |
| Securities issued by states & political subdivisions | $898,000 | 5,178 |
| 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 | $33,605,000 | 1,373 |
| Mortgage-backed securities | $3,737,000 | 4,053 |
| Certificates of participation in pools of residential mortgages | $3,700,000 | 3,479 |
| Issued or guaranteed by U.S. | $3,700,000 | 3,463 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $37,000 | 3,493 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,160 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $42,944,000 | 2,323 |
| Total debt securities | $42,944,000 | 2,659 |
| 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 | $46,507,000 | 2,501 |
| U.S. Government securities | $45,599,000 | 1,956 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $45,599,000 | 1,891 |
| Securities issued by states & political subdivisions | $908,000 | 5,182 |
| 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 | $32,357,000 | 1,387 |
| Mortgage-backed securities | $4,079,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $4,040,000 | 3,407 |
| Issued or guaranteed by U.S. | $4,040,000 | 3,392 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $39,000 | 3,504 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,171 |
| 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) | $46,507,000 | 2,128 |
| Total debt securities | $46,507,000 | 2,451 |
| 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 | $49,482,000 | 2,387 |
| U.S. Government securities | $48,217,000 | 1,859 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $48,217,000 | 1,790 |
| Securities issued by states & political subdivisions | $914,000 | 5,157 |
| Other domestic debt securities | $351,000 | 2,860 |
| 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 | $351,000 | 2,375 |
| 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 | $24,968,000 | 1,723 |
| Mortgage-backed securities | $4,546,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | $4,506,000 | 3,333 |
| Issued or guaranteed by U.S. | $4,506,000 | 3,319 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $40,000 | 3,532 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,206 |
| 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) | $49,482,000 | 2,012 |
| Total debt securities | $49,482,000 | 2,335 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,785 |
| Fair value | $351,000 | 2,786 |
| 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 | $53,603,000 | 2,263 |
| U.S. Government securities | $52,342,000 | 1,768 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $52,342,000 | 1,695 |
| Securities issued by states & political subdivisions | $906,000 | 5,191 |
| Other domestic debt securities | $355,000 | 2,909 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $355,000 | 2,455 |
| 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 | $24,821,000 | 1,754 |
| Mortgage-backed securities | $4,978,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $4,935,000 | 3,291 |
| Issued or guaranteed by U.S. | $4,935,000 | 3,284 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $43,000 | 3,561 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,243 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $53,603,000 | 1,895 |
| Total debt securities | $53,603,000 | 2,212 |
| Structured notes | ||
| Amortized cost | $349,000 | 2,754 |
| Fair value | $355,000 | 2,748 |
| 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 | $56,151,000 | 2,196 |
| U.S. Government securities | $54,374,000 | 1,706 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $54,374,000 | 1,638 |
| Securities issued by states & political subdivisions | $1,419,000 | 4,752 |
| Other domestic debt securities | $358,000 | 2,950 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $358,000 | 2,505 |
| 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 | $27,142,000 | 1,614 |
| Mortgage-backed securities | $5,395,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | $5,351,000 | 3,193 |
| Issued or guaranteed by U.S. | $5,351,000 | 3,184 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $44,000 | 3,599 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,274 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $56,151,000 | 1,846 |
| Total debt securities | $56,151,000 | 2,147 |
| Structured notes | ||
| Amortized cost | $349,000 | 2,697 |
| Fair value | $358,000 | 2,688 |
| 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 | $50,714,000 | 2,375 |
| U.S. Government securities | $49,214,000 | 1,844 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $49,214,000 | 1,781 |
| Securities issued by states & political subdivisions | $1,137,000 | 5,029 |
| Other domestic debt securities | $363,000 | 2,982 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $363,000 | 2,562 |
| 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 | $25,783,000 | 1,631 |
| Mortgage-backed securities | $5,915,000 | 3,731 |
| Certificates of participation in pools of residential mortgages | $5,868,000 | 3,104 |
| Issued or guaranteed by U.S. | $5,868,000 | 3,098 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $47,000 | 3,611 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,286 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $50,714,000 | 2,010 |
| Total debt securities | $50,714,000 | 2,328 |
| Structured notes | ||
| Amortized cost | $349,000 | 2,665 |
| Fair value | $363,000 | 2,659 |
| 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 | $53,311,000 | 2,313 |
| U.S. Government securities | $51,803,000 | 1,783 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $51,803,000 | 1,722 |
| Securities issued by states & political subdivisions | $1,138,000 | 5,026 |
| Other domestic debt securities | $370,000 | 3,067 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $370,000 | 2,663 |
| 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 | $25,789,000 | 1,622 |
| Mortgage-backed securities | $6,546,000 | 3,630 |
| Certificates of participation in pools of residential mortgages | $6,496,000 | 3,024 |
| Issued or guaranteed by U.S. | $6,496,000 | 3,017 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $50,000 | 3,672 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,354 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $53,311,000 | 1,959 |
| Total debt securities | $53,311,000 | 2,258 |
| Structured notes | ||
| Amortized cost | $349,000 | 2,624 |
| Fair value | $370,000 | 2,618 |
| 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 | $48,904,000 | 2,503 |
| U.S. Government securities | $47,367,000 | 1,943 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $47,367,000 | 1,880 |
| Securities issued by states & political subdivisions | $1,160,000 | 4,999 |
| Other domestic debt securities | $377,000 | 3,165 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $377,000 | 2,746 |
| 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 | $27,072,000 | 1,549 |
| Mortgage-backed securities | $7,603,000 | 3,437 |
| Certificates of participation in pools of residential mortgages | $7,550,000 | 2,816 |
| Issued or guaranteed by U.S. | $7,550,000 | 2,806 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $53,000 | 3,740 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,409 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $48,904,000 | 2,131 |
| Total debt securities | $48,905,000 | 2,438 |
| Structured notes | ||
| Amortized cost | $348,000 | 2,401 |
| Fair value | $380,000 | 2,394 |
| 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 | $54,379,000 | 2,319 |
| U.S. Government securities | $52,838,000 | 1,797 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $52,838,000 | 1,735 |
| Securities issued by states & political subdivisions | $1,161,000 | 5,049 |
| Other domestic debt securities | $380,000 | 3,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $380,000 | 2,880 |
| 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 | $27,074,000 | 1,519 |
| Mortgage-backed securities | $8,086,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $8,029,000 | 2,740 |
| Issued or guaranteed by U.S. | $8,029,000 | 2,725 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $57,000 | 3,781 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,594 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $54,379,000 | 1,974 |
| Total debt securities | $54,379,000 | 2,261 |
| Structured notes | ||
| Amortized cost | $348,000 | 2,271 |
| Fair value | $380,000 | 2,265 |
| 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 | $59,200,000 | 2,131 |
| U.S. Government securities | $57,647,000 | 1,636 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $57,647,000 | 1,583 |
| Securities issued by states & political subdivisions | $1,169,000 | 5,057 |
| Other domestic debt securities | $384,000 | 3,350 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $384,000 | 2,988 |
| 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 | $25,932,000 | 1,519 |
| Mortgage-backed securities | $8,689,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $8,629,000 | 2,614 |
| Issued or guaranteed by U.S. | $8,629,000 | 2,605 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $60,000 | 3,889 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,694 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $59,200,000 | 1,799 |
| Total debt securities | $59,200,000 | 2,073 |
| Structured notes | ||
| Amortized cost | $348,000 | 2,010 |
| Fair value | $390,000 | 2,002 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $60,105,000 | 2,047 |
| U.S. Government securities | $58,529,000 | 1,543 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $58,529,000 | 1,487 |
| Securities issued by states & political subdivisions | $1,186,000 | 5,010 |
| Other domestic debt securities | $390,000 | 3,393 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $390,000 | 3,021 |
| 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 | $26,150,000 | 1,485 |
| Mortgage-backed securities | $5,980,000 | 3,878 |
| Certificates of participation in pools of residential mortgages | $5,913,000 | 3,195 |
| Issued or guaranteed by U.S. | $5,913,000 | 3,182 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $67,000 | 4,054 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,859 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $60,105,000 | 1,736 |
| Total debt securities | $60,105,000 | 1,978 |
| Structured notes | ||
| Amortized cost | $347,000 | 1,815 |
| Fair value | $390,000 | 1,811 |
| 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 | $61,005,000 | 1,992 |
| U.S. Government securities | $58,133,000 | 1,540 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $58,133,000 | 1,484 |
| Securities issued by states & political subdivisions | $1,478,000 | 4,697 |
| Other domestic debt securities | $1,394,000 | 2,517 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,394,000 | 2,196 |
| 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 | $27,267,000 | 1,392 |
| Mortgage-backed securities | $4,914,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $4,840,000 | 3,465 |
| Issued or guaranteed by U.S. | $4,840,000 | 3,452 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $74,000 | 4,120 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,931 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $61,005,000 | 1,682 |
| Total debt securities | $61,005,000 | 1,920 |
| Structured notes | ||
| Amortized cost | $347,000 | 1,564 |
| Fair value | $390,000 | 1,558 |
| 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 | $56,828,000 | 2,094 |
| U.S. Government securities | $53,696,000 | 1,617 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $53,696,000 | 1,549 |
| Securities issued by states & political subdivisions | $1,725,000 | 4,487 |
| Other domestic debt securities | $1,407,000 | 2,536 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,407,000 | 2,223 |
| 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 | $24,243,000 | 1,574 |
| Mortgage-backed securities | $3,370,000 | 4,714 |
| Certificates of participation in pools of residential mortgages | $3,288,000 | 4,034 |
| Issued or guaranteed by U.S. | $3,288,000 | 4,021 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $82,000 | 4,156 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,968 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $56,828,000 | 1,761 |
| Total debt securities | $56,828,000 | 2,013 |
| Structured notes | ||
| Amortized cost | $347,000 | 1,380 |
| Fair value | $393,000 | 1,372 |
| 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 | $40,047,000 | 2,646 |
| U.S. Government securities | $34,898,000 | 2,240 |
| U.S. Treasury securities | $2,029,000 | 1,405 |
| U.S. Government agency obligations | $32,869,000 | 2,227 |
| Securities issued by states & political subdivisions | $1,693,000 | 4,557 |
| Other domestic debt securities | $3,456,000 | 1,742 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,456,000 | 1,433 |
| 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 | $21,362,000 | 1,636 |
| Mortgage-backed securities | $1,203,000 | 5,744 |
| Certificates of participation in pools of residential mortgages | $1,091,000 | 5,127 |
| Issued or guaranteed by U.S. | $1,091,000 | 5,104 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $112,000 | 4,244 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 4,055 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $40,047,000 | 2,205 |
| Total debt securities | $40,047,000 | 2,575 |
| Structured notes | ||
| Amortized cost | $345,000 | 706 |
| Fair value | $374,000 | 692 |
| 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 | $38,769,000 | 2,767 |
| U.S. Government securities | $33,654,000 | 2,390 |
| U.S. Treasury securities | $8,034,000 | 754 |
| U.S. Government agency obligations | $25,620,000 | 2,792 |
| Securities issued by states & political subdivisions | $1,773,000 | 4,558 |
| Other domestic debt securities | $3,342,000 | 1,484 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,342,000 | 1,254 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,537,000 | 1,466 |
| Mortgage-backed securities | $2,178,000 | 4,671 |
| Certificates of participation in pools of residential mortgages | $2,041,000 | 3,942 |
| Issued or guaranteed by U.S. | $2,041,000 | 3,920 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $137,000 | 3,876 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 3,694 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $38,769,000 | 2,196 |
| Total debt securities | $38,769,000 | 2,675 |
| 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 | $42,934,000 | 2,625 |
| U.S. Government securities | $39,110,000 | 2,142 |
| U.S. Treasury securities | $10,011,000 | 866 |
| U.S. Government agency obligations | $29,099,000 | 2,526 |
| Securities issued by states & political subdivisions | $1,842,000 | 4,758 |
| Other domestic debt securities | $1,982,000 | 1,851 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,982,000 | 1,532 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,867,000 | 1,393 |
| Mortgage-backed securities | $2,401,000 | 4,823 |
| Certificates of participation in pools of residential mortgages | $2,234,000 | 4,044 |
| Issued or guaranteed by U.S. | $2,234,000 | 4,029 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $167,000 | 4,062 |
| CMOs issued by government agencies or sponsored agencies | $167,000 | 3,878 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $42,934,000 | 2,027 |
| Total debt securities | $42,934,000 | 2,542 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $47,255,000 | 2,451 |
| U.S. Government securities | $44,498,000 | 1,974 |
| U.S. Treasury securities | $12,222,000 | 1,076 |
| U.S. Government agency obligations | $32,276,000 | 2,215 |
| Securities issued by states & political subdivisions | $2,022,000 | 4,693 |
| Other domestic debt securities | $735,000 | 2,461 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $735,000 | 2,022 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,127,000 | 1,451 |
| Mortgage-backed securities | $5,788,000 | 3,583 |
| Certificates of participation in pools of residential mortgages | $4,985,000 | 2,953 |
| Issued or guaranteed by U.S. | $4,985,000 | 2,939 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $803,000 | 3,479 |
| CMOs issued by government agencies or sponsored agencies | $803,000 | 3,330 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $47,255,000 | 1,827 |
| Total debt securities | $47,255,000 | 2,364 |
| Structured notes | ||
| Amortized cost | $500,000 | 941 |
| Fair value | $500,000 | 981 |
| 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 | $38,700,000 | 2,904 |
| U.S. Government securities | $36,235,000 | 2,487 |
| U.S. Treasury securities | $13,110,000 | 1,412 |
| U.S. Government agency obligations | $23,125,000 | 2,864 |
| Securities issued by states & political subdivisions | $2,175,000 | 4,455 |
| Other domestic debt securities | $290,000 | 2,705 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $290,000 | 2,169 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,896,000 | 1,474 |
| Mortgage-backed securities | $6,582,000 | 3,364 |
| Certificates of participation in pools of residential mortgages | $3,877,000 | 3,320 |
| Issued or guaranteed by U.S. | $3,877,000 | 3,306 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,705,000 | 2,366 |
| CMOs issued by government agencies or sponsored agencies | $2,705,000 | 2,263 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $38,700,000 | 2,060 |
| Total debt securities | $38,700,000 | 2,819 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $499,000 | 1,905 |
| 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 | $45,592,000 | 2,652 |
| U.S. Government securities | $43,659,000 | 2,230 |
| U.S. Treasury securities | $12,457,000 | 1,841 |
| U.S. Government agency obligations | $31,202,000 | 2,294 |
| Securities issued by states & political subdivisions | $1,097,000 | 5,932 |
| Other domestic debt securities | $836,000 | 2,236 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $836,000 | 1,700 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,487,000 | 2,031 |
| Mortgage-backed securities | $9,668,000 | 2,979 |
| Certificates of participation in pools of residential mortgages | $5,467,000 | 3,055 |
| Issued or guaranteed by U.S. | $5,467,000 | 3,032 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $4,201,000 | 2,150 |
| CMOs issued by government agencies or sponsored agencies | $4,201,000 | 2,035 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $45,592,000 | 1,809 |
| Total debt securities | $45,592,000 | 2,592 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,319 |
| Fair value | $1,494,000 | 1,324 |
| 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 | $43,425,000 | 2,907 |
| U.S. Government securities | $40,010,000 | 2,526 |
| U.S. Treasury securities | $11,047,000 | 2,454 |
| U.S. Government agency obligations | $28,963,000 | 2,417 |
| Securities issued by states & political subdivisions | $1,817,000 | 5,115 |
| Other domestic debt securities | $1,598,000 | 1,997 |
| 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 | $1,598,000 | 1,538 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,619,000 | 1,715 |
| Mortgage-backed securities | $11,454,000 | 2,830 |
| Certificates of participation in pools of residential mortgages | $6,960,000 | 2,721 |
| Issued or guaranteed by U.S. | $6,960,000 | 2,698 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,494,000 | 2,306 |
| CMOs issued by government agencies or sponsored agencies | $4,494,000 | 2,182 |
| 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) | $43,425,000 | 1,957 |
| Total debt securities | $43,425,000 | 2,832 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 922 |
| Fair value | $4,020,000 | 871 |
| 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 | $48,698,000 | 2,685 |
| U.S. Government securities | $41,064,000 | 2,550 |
| U.S. Treasury securities | $15,170,000 | 2,310 |
| U.S. Government agency obligations | $25,894,000 | 2,571 |
| Securities issued by states & political subdivisions | $3,913,000 | 3,526 |
| Other domestic debt securities | $3,721,000 | 1,399 |
| 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 | $3,721,000 | 1,079 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,117,000 | 1,650 |
| Mortgage-backed securities | $12,322,000 | 2,834 |
| Certificates of participation in pools of residential mortgages | $7,635,000 | 2,675 |
| Issued or guaranteed by U.S. | $7,635,000 | 2,665 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,687,000 | 2,410 |
| CMOs issued by government agencies or sponsored agencies | $4,687,000 | 2,273 |
| 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) | $5,913,000 | 7,498 |
| Available-for-sale securities (fair market value) | $42,785,000 | 1,333 |
| Total debt securities | $48,698,000 | 2,623 |
| 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 | $52,445,000 | 2,636 |
| U.S. Government securities | $43,911,000 | 2,504 |
| U.S. Treasury securities | $22,743,000 | 1,640 |
| U.S. Government agency obligations | $21,168,000 | 3,148 |
| Securities issued by states & political subdivisions | $3,961,000 | 3,591 |
| Other domestic debt securities | $4,573,000 | 1,474 |
| 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 | $4,573,000 | 1,110 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,004,000 | 1,729 |
| Mortgage-backed securities | $11,948,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $6,265,000 | 3,316 |
| Issued or guaranteed by U.S. | $6,265,000 | 3,285 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,683,000 | 2,440 |
| CMOs issued by government agencies or sponsored agencies | $5,683,000 | 2,299 |
| 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 | $52,445,000 | 2,570 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $60,024,000 | 2,243 |
| U.S. Government securities | $50,714,000 | 2,118 |
| U.S. Treasury securities | $22,262,000 | 1,675 |
| U.S. Government agency obligations | $28,452,000 | 2,398 |
| Securities issued by states & political subdivisions | $6,283,000 | 2,224 |
| Other domestic debt securities | $3,027,000 | 2,321 |
| 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 | $3,027,000 | 1,635 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,714,000 | 1,735 |
| Mortgage-backed securities | $10,778,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $7,966,000 | 2,967 |
| Issued or guaranteed by U.S. | $7,966,000 | 2,918 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,812,000 | 3,571 |
| CMOs issued by government agencies or sponsored agencies | $2,812,000 | 3,260 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $60,024,000 | 2,187 |
| 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 |