Home > CorTrust Bank > Securities
CorTrust Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $430,185,000 | 488 |
| U.S. Government securities | $292,295,000 | 485 |
| U.S. Treasury securities | $94,917,000 | 273 |
| U.S. Government agency obligations | $197,378,000 | 584 |
| Securities issued by states & political subdivisions | $137,890,000 | 305 |
| 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 | $199,863,000 | 512 |
| Mortgage-backed securities | $183,926,000 | 483 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $152,802,000 | 177 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $31,124,000 | 248 |
| Held to maturity securities (book value) | $249,335,000 | 219 |
| Available-for-sale securities (fair market value) | $180,850,000 | 905 |
| Total debt securities | $430,185,000 | 477 |
| 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 | $429,960,000 | 482 |
| U.S. Government securities | $292,415,000 | 493 |
| U.S. Treasury securities | $92,207,000 | 290 |
| U.S. Government agency obligations | $200,208,000 | 583 |
| Securities issued by states & political subdivisions | $137,545,000 | 292 |
| 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 | $197,456,000 | 505 |
| Mortgage-backed securities | $186,858,000 | 476 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $155,634,000 | 174 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $31,224,000 | 251 |
| Held to maturity securities (book value) | $252,288,000 | 221 |
| Available-for-sale securities (fair market value) | $177,672,000 | 906 |
| Total debt securities | $429,960,000 | 471 |
| 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 | $437,408,000 | 487 |
| U.S. Government securities | $298,133,000 | 481 |
| U.S. Treasury securities | $93,002,000 | 285 |
| U.S. Government agency obligations | $205,131,000 | 580 |
| Securities issued by states & political subdivisions | $139,275,000 | 304 |
| 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 | $198,932,000 | 500 |
| Mortgage-backed securities | $191,741,000 | 477 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $159,943,000 | 167 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $31,798,000 | 254 |
| Held to maturity securities (book value) | $256,417,000 | 210 |
| Available-for-sale securities (fair market value) | $180,991,000 | 930 |
| Total debt securities | $437,408,000 | 480 |
| 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 | $489,143,000 | 466 |
| U.S. Government securities | $335,041,000 | 458 |
| U.S. Treasury securities | $125,570,000 | 235 |
| U.S. Government agency obligations | $209,471,000 | 562 |
| Securities issued by states & political subdivisions | $154,102,000 | 289 |
| 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 | $200,852,000 | 472 |
| Mortgage-backed securities | $196,073,000 | 499 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $163,721,000 | 178 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $32,352,000 | 264 |
| Held to maturity securities (book value) | $259,910,000 | 218 |
| Available-for-sale securities (fair market value) | $229,233,000 | 770 |
| Total debt securities | $489,143,000 | 458 |
| 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 | $530,093,000 | 448 |
| U.S. Government securities | $359,270,000 | 431 |
| U.S. Treasury securities | $139,179,000 | 235 |
| U.S. Government agency obligations | $220,091,000 | 547 |
| Securities issued by states & political subdivisions | $170,823,000 | 265 |
| 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 | $211,876,000 | 408 |
| Mortgage-backed securities | $206,545,000 | 483 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $174,062,000 | 171 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $32,483,000 | 262 |
| Held to maturity securities (book value) | $274,914,000 | 222 |
| Available-for-sale securities (fair market value) | $255,179,000 | 713 |
| Total debt securities | $530,093,000 | 439 |
| 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 | $537,183,000 | 444 |
| U.S. Government securities | $362,620,000 | 430 |
| U.S. Treasury securities | $138,018,000 | 240 |
| U.S. Government agency obligations | $224,602,000 | 535 |
| Securities issued by states & political subdivisions | $174,563,000 | 255 |
| 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 | $189,465,000 | 425 |
| Mortgage-backed securities | $211,095,000 | 484 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $178,461,000 | 169 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $32,634,000 | 283 |
| Held to maturity securities (book value) | $279,527,000 | 216 |
| Available-for-sale securities (fair market value) | $257,656,000 | 721 |
| Total debt securities | $537,183,000 | 436 |
| 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 | $560,276,000 | 434 |
| U.S. Government securities | $374,547,000 | 432 |
| U.S. Treasury securities | $141,223,000 | 225 |
| U.S. Government agency obligations | $233,324,000 | 532 |
| Securities issued by states & political subdivisions | $185,729,000 | 249 |
| 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 | $194,484,000 | 412 |
| Mortgage-backed securities | $219,743,000 | 490 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $185,678,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $185,678,000 | 171 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $34,065,000 | 442 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $34,065,000 | 306 |
| Held to maturity securities (book value) | $286,532,000 | 207 |
| Available-for-sale securities (fair market value) | $273,744,000 | 705 |
| Total debt securities | $560,276,000 | 425 |
| 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 | $557,970,000 | 436 |
| U.S. Government securities | $363,336,000 | 440 |
| U.S. Treasury securities | $123,998,000 | 227 |
| U.S. Government agency obligations | $239,338,000 | 524 |
| Securities issued by states & political subdivisions | $194,634,000 | 251 |
| 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 | $185,062,000 | 414 |
| Mortgage-backed securities | $229,761,000 | 486 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $194,999,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $194,999,000 | 174 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $34,762,000 | 438 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $34,762,000 | 299 |
| Held to maturity securities (book value) | $5,839,000 | 1,030 |
| Available-for-sale securities (fair market value) | $552,131,000 | 370 |
| Total debt securities | $557,970,000 | 427 |
| 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 | $553,267,000 | 415 |
| U.S. Government securities | $342,916,000 | 448 |
| U.S. Treasury securities | $73,148,000 | 245 |
| U.S. Government agency obligations | $269,768,000 | 482 |
| Securities issued by states & political subdivisions | $210,351,000 | 242 |
| 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 | $195,861,000 | 391 |
| Mortgage-backed securities | $259,579,000 | 429 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $222,745,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $222,745,000 | 161 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $36,834,000 | 427 |
| Commercial mortgage pass-through securities | $36,834,000 | 220 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $5,906,000 | 918 |
| Available-for-sale securities (fair market value) | $547,361,000 | 372 |
| Total debt securities | $553,270,000 | 409 |
| 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 | $600,859,000 | 387 |
| U.S. Government securities | $368,773,000 | 391 |
| U.S. Treasury securities | $84,007,000 | 171 |
| U.S. Government agency obligations | $284,766,000 | 442 |
| Securities issued by states & political subdivisions | $232,086,000 | 203 |
| 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 | $183,537,000 | 401 |
| Mortgage-backed securities | $274,403,000 | 408 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $236,757,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $236,757,000 | 157 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $37,646,000 | 417 |
| Commercial mortgage pass-through securities | $37,646,000 | 217 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $3,903,000 | 1,010 |
| Available-for-sale securities (fair market value) | $596,956,000 | 344 |
| Total debt securities | $600,859,000 | 382 |
| 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 | $514,161,000 | 412 |
| U.S. Government securities | $279,494,000 | 468 |
| U.S. Treasury securities | $92,936,000 | 140 |
| U.S. Government agency obligations | $186,558,000 | 589 |
| Securities issued by states & political subdivisions | $234,667,000 | 196 |
| 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 | $185,133,000 | 383 |
| Mortgage-backed securities | $176,295,000 | 523 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $138,011,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $138,011,000 | 222 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $38,284,000 | 396 |
| Commercial mortgage pass-through securities | $38,284,000 | 197 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $3,907,000 | 980 |
| Available-for-sale securities (fair market value) | $510,254,000 | 367 |
| Total debt securities | $514,161,000 | 406 |
| 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 | $488,935,000 | 402 |
| U.S. Government securities | $242,802,000 | 474 |
| U.S. Treasury securities | $94,640,000 | 109 |
| U.S. Government agency obligations | $148,162,000 | 665 |
| Securities issued by states & political subdivisions | $246,133,000 | 172 |
| Other domestic debt securities | $0 | 2,193 |
| 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 | $0 | 1,722 |
| 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 | $169,651,000 | 410 |
| Mortgage-backed securities | $137,934,000 | 592 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $42,509,000 | 464 |
| CMOs issued by government agencies or sponsored agencies | $42,509,000 | 429 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $95,425,000 | 218 |
| Commercial mortgage pass-through securities | $95,425,000 | 112 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $4,066,000 | 950 |
| Available-for-sale securities (fair market value) | $484,869,000 | 359 |
| Total debt securities | $488,935,000 | 397 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $373,755,000 | 456 |
| U.S. Government securities | $173,149,000 | 551 |
| U.S. Treasury securities | $46,322,000 | 147 |
| U.S. Government agency obligations | $126,827,000 | 686 |
| Securities issued by states & political subdivisions | $200,606,000 | 211 |
| Other domestic debt securities | $0 | 2,137 |
| 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 | $0 | 1,665 |
| 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 | $158,495,000 | 421 |
| Mortgage-backed securities | $106,168,000 | 676 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $14,311,000 | 931 |
| CMOs issued by government agencies or sponsored agencies | $14,311,000 | 897 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $91,857,000 | 208 |
| Commercial mortgage pass-through securities | $91,857,000 | 111 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $4,084,000 | 933 |
| Available-for-sale securities (fair market value) | $369,671,000 | 414 |
| Total debt securities | $373,755,000 | 448 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $345,544,000 | 463 |
| U.S. Government securities | $220,250,000 | 434 |
| U.S. Treasury securities | $82,769,000 | 103 |
| U.S. Government agency obligations | $137,481,000 | 605 |
| Securities issued by states & political subdivisions | $125,294,000 | 310 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,877,000 | 441 |
| Mortgage-backed securities | $109,855,000 | 628 |
| Certificates of participation in pools of residential mortgages | $39,238,000 | 872 |
| Issued or guaranteed by U.S. | $39,238,000 | 852 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,653,000 | 1,143 |
| CMOs issued by government agencies or sponsored agencies | $9,653,000 | 1,109 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $60,964,000 | 253 |
| Commercial mortgage pass-through securities | $60,964,000 | 127 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $228,000 | 1,505 |
| Available-for-sale securities (fair market value) | $345,316,000 | 414 |
| Total debt securities | $345,544,000 | 457 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $305,975,000 | 494 |
| U.S. Government securities | $192,481,000 | 482 |
| U.S. Treasury securities | $114,028,000 | 93 |
| U.S. Government agency obligations | $78,453,000 | 924 |
| Securities issued by states & political subdivisions | $113,494,000 | 321 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,167,000 | 431 |
| Mortgage-backed securities | $68,735,000 | 911 |
| Certificates of participation in pools of residential mortgages | $43,186,000 | 792 |
| Issued or guaranteed by U.S. | $43,186,000 | 776 |
| 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 | $25,549,000 | 426 |
| Commercial mortgage pass-through securities | $25,549,000 | 215 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $228,000 | 1,516 |
| Available-for-sale securities (fair market value) | $305,747,000 | 445 |
| Total debt securities | $305,975,000 | 485 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $313,340,000 | 472 |
| U.S. Government securities | $218,837,000 | 447 |
| U.S. Treasury securities | $113,395,000 | 87 |
| U.S. Government agency obligations | $105,442,000 | 760 |
| Securities issued by states & political subdivisions | $94,503,000 | 357 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,518,000 | 435 |
| Mortgage-backed securities | $72,180,000 | 858 |
| Certificates of participation in pools of residential mortgages | $47,129,000 | 735 |
| Issued or guaranteed by U.S. | $47,129,000 | 718 |
| 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 | $25,051,000 | 435 |
| Commercial mortgage pass-through securities | $25,051,000 | 209 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $242,000 | 1,521 |
| Available-for-sale securities (fair market value) | $313,098,000 | 426 |
| Total debt securities | $313,340,000 | 462 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $266,191,000 | 528 |
| U.S. Government securities | $215,307,000 | 447 |
| U.S. Treasury securities | $130,790,000 | 86 |
| U.S. Government agency obligations | $84,517,000 | 910 |
| Securities issued by states & political subdivisions | $50,884,000 | 664 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,046,000 | 435 |
| Mortgage-backed securities | $22,988,000 | 1,819 |
| Certificates of participation in pools of residential mortgages | $14,256,000 | 1,637 |
| Issued or guaranteed by U.S. | $14,256,000 | 1,592 |
| 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 | $8,732,000 | 758 |
| Commercial mortgage pass-through securities | $8,732,000 | 451 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $252,000 | 1,559 |
| Available-for-sale securities (fair market value) | $265,939,000 | 472 |
| Total debt securities | $266,191,000 | 519 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $222,077,000 | 622 |
| U.S. Government securities | $200,386,000 | 467 |
| U.S. Treasury securities | $78,206,000 | 112 |
| U.S. Government agency obligations | $122,180,000 | 669 |
| Securities issued by states & political subdivisions | $21,691,000 | 1,423 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,486,000 | 429 |
| Mortgage-backed securities | $14,998,000 | 2,234 |
| Certificates of participation in pools of residential mortgages | $14,994,000 | 1,572 |
| Issued or guaranteed by U.S. | $14,994,000 | 1,524 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,847 |
| 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) | $1,294,000 | 1,352 |
| Available-for-sale securities (fair market value) | $220,783,000 | 554 |
| Total debt securities | $222,077,000 | 613 |
| Structured notes | ||
| Amortized cost | $54,025,000 | 17 |
| Fair value | $54,069,000 | 17 |
| 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 | $98,787,000 | 1,292 |
| U.S. Government securities | $78,898,000 | 1,044 |
| U.S. Treasury securities | $36,131,000 | 183 |
| U.S. Government agency obligations | $42,767,000 | 1,579 |
| Securities issued by states & political subdivisions | $19,889,000 | 1,550 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,890,000 | 636 |
| Mortgage-backed securities | $11,794,000 | 2,462 |
| Certificates of participation in pools of residential mortgages | $11,757,000 | 1,817 |
| Issued or guaranteed by U.S. | $11,757,000 | 1,782 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $37,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 2,797 |
| 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) | $1,294,000 | 1,398 |
| Available-for-sale securities (fair market value) | $97,493,000 | 1,178 |
| Total debt securities | $98,787,000 | 1,274 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $103,911,000 | 1,236 |
| U.S. Government securities | $84,038,000 | 1,008 |
| U.S. Treasury securities | $35,871,000 | 190 |
| U.S. Government agency obligations | $48,167,000 | 1,429 |
| Securities issued by states & political subdivisions | $19,873,000 | 1,617 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,988,000 | 653 |
| Mortgage-backed securities | $12,508,000 | 2,394 |
| Certificates of participation in pools of residential mortgages | $12,441,000 | 1,762 |
| Issued or guaranteed by U.S. | $12,441,000 | 1,726 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $67,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 2,793 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $334,000 | 1,672 |
| Available-for-sale securities (fair market value) | $103,577,000 | 1,116 |
| Total debt securities | $103,911,000 | 1,215 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $105,016,000 | 1,241 |
| U.S. Government securities | $83,862,000 | 1,003 |
| U.S. Treasury securities | $35,636,000 | 190 |
| U.S. Government agency obligations | $48,226,000 | 1,439 |
| Securities issued by states & political subdivisions | $21,154,000 | 1,580 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,049,000 | 657 |
| Mortgage-backed securities | $13,021,000 | 2,358 |
| Certificates of participation in pools of residential mortgages | $12,930,000 | 1,726 |
| Issued or guaranteed by U.S. | $12,930,000 | 1,706 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $91,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 2,794 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $334,000 | 1,708 |
| Available-for-sale securities (fair market value) | $104,682,000 | 1,121 |
| Total debt securities | $105,016,000 | 1,222 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $86,700,000 | 1,456 |
| U.S. Government securities | $64,352,000 | 1,226 |
| U.S. Treasury securities | $15,691,000 | 317 |
| U.S. Government agency obligations | $48,661,000 | 1,440 |
| Securities issued by states & political subdivisions | $22,348,000 | 1,524 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,041,000 | 796 |
| Mortgage-backed securities | $13,751,000 | 2,333 |
| Certificates of participation in pools of residential mortgages | $13,627,000 | 1,705 |
| Issued or guaranteed by U.S. | $13,627,000 | 1,697 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $124,000 | 2,837 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 2,774 |
| 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) | $372,000 | 1,730 |
| Available-for-sale securities (fair market value) | $86,328,000 | 1,335 |
| Total debt securities | $86,703,000 | 1,436 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $87,484,000 | 1,460 |
| U.S. Government securities | $45,788,000 | 1,587 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $45,788,000 | 1,506 |
| Securities issued by states & political subdivisions | $41,696,000 | 882 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,775,000 | 753 |
| Mortgage-backed securities | $14,767,000 | 2,282 |
| Certificates of participation in pools of residential mortgages | $14,601,000 | 1,685 |
| Issued or guaranteed by U.S. | $14,601,000 | 1,613 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $166,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 2,764 |
| 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) | $382,000 | 1,752 |
| Available-for-sale securities (fair market value) | $87,102,000 | 1,338 |
| Total debt securities | $87,487,000 | 1,440 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $89,973,000 | 1,447 |
| U.S. Government securities | $46,911,000 | 1,613 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $46,911,000 | 1,538 |
| Securities issued by states & political subdivisions | $43,062,000 | 882 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,843,000 | 777 |
| Mortgage-backed securities | $15,817,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | $15,608,000 | 1,648 |
| Issued or guaranteed by U.S. | $15,608,000 | 1,645 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $209,000 | 2,800 |
| CMOs issued by government agencies or sponsored agencies | $209,000 | 2,732 |
| 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) | $419,000 | 1,762 |
| Available-for-sale securities (fair market value) | $89,554,000 | 1,310 |
| Total debt securities | $89,973,000 | 1,422 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $78,984,000 | 1,626 |
| U.S. Government securities | $33,628,000 | 2,050 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $33,628,000 | 1,959 |
| Securities issued by states & political subdivisions | $45,356,000 | 878 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,172,000 | 757 |
| Mortgage-backed securities | $17,203,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $16,952,000 | 1,595 |
| Issued or guaranteed by U.S. | $16,952,000 | 1,594 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $251,000 | 2,767 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 2,696 |
| 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) | $424,000 | 1,791 |
| Available-for-sale securities (fair market value) | $78,560,000 | 1,491 |
| Total debt securities | $78,984,000 | 1,608 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $93,594,000 | 1,421 |
| U.S. Government securities | $45,297,000 | 1,671 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $45,297,000 | 1,602 |
| Securities issued by states & political subdivisions | $48,297,000 | 834 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,792,000 | 698 |
| Mortgage-backed securities | $18,675,000 | 2,027 |
| Certificates of participation in pools of residential mortgages | $18,367,000 | 1,530 |
| Issued or guaranteed by U.S. | $18,367,000 | 1,528 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $308,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $308,000 | 2,676 |
| 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) | $460,000 | 1,833 |
| Available-for-sale securities (fair market value) | $93,134,000 | 1,286 |
| Total debt securities | $93,594,000 | 1,403 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $96,747,000 | 1,409 |
| U.S. Government securities | $46,621,000 | 1,678 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $46,621,000 | 1,592 |
| Securities issued by states & political subdivisions | $50,126,000 | 811 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,595,000 | 709 |
| Mortgage-backed securities | $20,014,000 | 1,989 |
| Certificates of participation in pools of residential mortgages | $19,642,000 | 1,514 |
| Issued or guaranteed by U.S. | $19,642,000 | 1,513 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $372,000 | 2,747 |
| CMOs issued by government agencies or sponsored agencies | $372,000 | 2,673 |
| 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) | $460,000 | 1,863 |
| Available-for-sale securities (fair market value) | $96,287,000 | 1,261 |
| Total debt securities | $96,747,000 | 1,391 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $102,088,000 | 1,359 |
| U.S. Government securities | $47,713,000 | 1,671 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $47,713,000 | 1,591 |
| Securities issued by states & political subdivisions | $54,375,000 | 741 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,791,000 | 714 |
| Mortgage-backed securities | $21,256,000 | 1,937 |
| Certificates of participation in pools of residential mortgages | $20,808,000 | 1,481 |
| Issued or guaranteed by U.S. | $20,808,000 | 1,481 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $448,000 | 2,748 |
| CMOs issued by government agencies or sponsored agencies | $448,000 | 2,675 |
| 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) | $496,000 | 1,881 |
| Available-for-sale securities (fair market value) | $101,592,000 | 1,218 |
| Total debt securities | $102,088,000 | 1,340 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $104,964,000 | 1,298 |
| U.S. Government securities | $44,199,000 | 1,749 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $44,199,000 | 1,665 |
| Securities issued by states & political subdivisions | $60,765,000 | 649 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,368,000 | 731 |
| Mortgage-backed securities | $22,823,000 | 1,875 |
| Certificates of participation in pools of residential mortgages | $22,295,000 | 1,422 |
| Issued or guaranteed by U.S. | $22,295,000 | 1,421 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $528,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $528,000 | 2,628 |
| 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) | $506,000 | 1,881 |
| Available-for-sale securities (fair market value) | $104,458,000 | 1,161 |
| Total debt securities | $104,964,000 | 1,274 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $103,132,000 | 1,320 |
| U.S. Government securities | $37,367,000 | 1,967 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $37,367,000 | 1,888 |
| Securities issued by states & political subdivisions | $65,765,000 | 600 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,567,000 | 686 |
| Mortgage-backed securities | $25,358,000 | 1,782 |
| Certificates of participation in pools of residential mortgages | $24,735,000 | 1,330 |
| Issued or guaranteed by U.S. | $24,735,000 | 1,330 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $623,000 | 2,694 |
| CMOs issued by government agencies or sponsored agencies | $623,000 | 2,613 |
| 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) | $543,000 | 1,883 |
| Available-for-sale securities (fair market value) | $102,589,000 | 1,178 |
| Total debt securities | $103,132,000 | 1,297 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $109,155,000 | 1,262 |
| U.S. Government securities | $41,323,000 | 1,872 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $41,323,000 | 1,788 |
| Securities issued by states & political subdivisions | $67,832,000 | 576 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,154,000 | 759 |
| Mortgage-backed securities | $27,310,000 | 1,710 |
| Certificates of participation in pools of residential mortgages | $26,575,000 | 1,264 |
| Issued or guaranteed by U.S. | $26,575,000 | 1,260 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $735,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $735,000 | 2,588 |
| 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) | $563,000 | 1,920 |
| Available-for-sale securities (fair market value) | $108,592,000 | 1,118 |
| Total debt securities | $109,155,000 | 1,237 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $127,621,000 | 1,114 |
| U.S. Government securities | $53,192,000 | 1,587 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $53,192,000 | 1,517 |
| Securities issued by states & political subdivisions | $74,429,000 | 490 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,832,000 | 818 |
| Mortgage-backed securities | $29,053,000 | 1,650 |
| Certificates of participation in pools of residential mortgages | $28,198,000 | 1,203 |
| Issued or guaranteed by U.S. | $28,198,000 | 1,202 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $855,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $855,000 | 2,548 |
| 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) | $600,000 | 1,952 |
| Available-for-sale securities (fair market value) | $127,021,000 | 988 |
| Total debt securities | $127,621,000 | 1,100 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $132,144,000 | 1,086 |
| U.S. Government securities | $52,735,000 | 1,621 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $52,735,000 | 1,545 |
| Securities issued by states & political subdivisions | $79,409,000 | 439 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,353,000 | 868 |
| Mortgage-backed securities | $30,693,000 | 1,579 |
| Certificates of participation in pools of residential mortgages | $29,722,000 | 1,175 |
| Issued or guaranteed by U.S. | $29,722,000 | 1,173 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $971,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $971,000 | 2,535 |
| 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) | $605,000 | 1,989 |
| Available-for-sale securities (fair market value) | $131,539,000 | 957 |
| Total debt securities | $132,144,000 | 1,076 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $151,601,000 | 963 |
| U.S. Government securities | $68,090,000 | 1,307 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $68,090,000 | 1,245 |
| Securities issued by states & political subdivisions | $83,511,000 | 407 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,687,000 | 828 |
| Mortgage-backed securities | $32,879,000 | 1,537 |
| Certificates of participation in pools of residential mortgages | $31,779,000 | 1,115 |
| Issued or guaranteed by U.S. | $31,779,000 | 1,114 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,100,000 | 2,577 |
| CMOs issued by government agencies or sponsored agencies | $1,100,000 | 2,505 |
| 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) | $643,000 | 1,996 |
| Available-for-sale securities (fair market value) | $150,958,000 | 852 |
| Total debt securities | $151,601,000 | 954 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $175,650,000 | 860 |
| U.S. Government securities | $90,444,000 | 1,068 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $90,444,000 | 1,014 |
| Securities issued by states & political subdivisions | $85,206,000 | 389 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,415,000 | 789 |
| Mortgage-backed securities | $35,143,000 | 1,507 |
| Certificates of participation in pools of residential mortgages | $33,863,000 | 1,104 |
| Issued or guaranteed by U.S. | $33,863,000 | 1,103 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,280,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $1,280,000 | 2,505 |
| 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) | $643,000 | 2,032 |
| Available-for-sale securities (fair market value) | $175,007,000 | 748 |
| Total debt securities | $175,650,000 | 848 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $154,521,000 | 976 |
| U.S. Government securities | $63,664,000 | 1,462 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $63,664,000 | 1,405 |
| Securities issued by states & political subdivisions | $90,857,000 | 351 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,664,000 | 886 |
| Mortgage-backed securities | $38,121,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $36,659,000 | 1,045 |
| Issued or guaranteed by U.S. | $36,659,000 | 1,044 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,462,000 | 2,546 |
| CMOs issued by government agencies or sponsored agencies | $1,462,000 | 2,475 |
| 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) | $838,000 | 1,974 |
| Available-for-sale securities (fair market value) | $153,683,000 | 866 |
| Total debt securities | $154,521,000 | 964 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $162,267,000 | 934 |
| U.S. Government securities | $65,636,000 | 1,426 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $65,636,000 | 1,371 |
| Securities issued by states & political subdivisions | $96,631,000 | 319 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $71,964,000 | 841 |
| Mortgage-backed securities | $40,422,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $38,835,000 | 1,020 |
| Issued or guaranteed by U.S. | $38,835,000 | 1,017 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,587,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $1,587,000 | 2,471 |
| 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) | $841,000 | 1,990 |
| Available-for-sale securities (fair market value) | $161,426,000 | 816 |
| Total debt securities | $162,267,000 | 923 |
| 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 | $167,539,000 | 916 |
| U.S. Government securities | $67,650,000 | 1,424 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $67,650,000 | 1,362 |
| Securities issued by states & political subdivisions | $99,889,000 | 299 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $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 | $73,806,000 | 826 |
| Mortgage-backed securities | $42,563,000 | 1,414 |
| Certificates of participation in pools of residential mortgages | $40,824,000 | 1,005 |
| Issued or guaranteed by U.S. | $40,824,000 | 1,004 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,739,000 | 2,547 |
| CMOs issued by government agencies or sponsored agencies | $1,739,000 | 2,462 |
| 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) | $889,000 | 1,999 |
| Available-for-sale securities (fair market value) | $166,650,000 | 796 |
| Total debt securities | $167,539,000 | 903 |
| 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 | $182,483,000 | 836 |
| U.S. Government securities | $70,355,000 | 1,389 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $70,355,000 | 1,331 |
| Securities issued by states & political subdivisions | $112,128,000 | 256 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $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 | $75,499,000 | 813 |
| Mortgage-backed securities | $45,214,000 | 1,372 |
| Certificates of participation in pools of residential mortgages | $43,320,000 | 971 |
| Issued or guaranteed by U.S. | $43,320,000 | 970 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,894,000 | 2,528 |
| CMOs issued by government agencies or sponsored agencies | $1,894,000 | 2,446 |
| 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) | $897,000 | 2,015 |
| Available-for-sale securities (fair market value) | $181,586,000 | 720 |
| Total debt securities | $182,483,000 | 824 |
| 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 | $197,564,000 | 790 |
| U.S. Government securities | $77,088,000 | 1,291 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $77,088,000 | 1,243 |
| Securities issued by states & political subdivisions | $120,476,000 | 233 |
| 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 | $73,548,000 | 830 |
| Mortgage-backed securities | $46,975,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | $44,929,000 | 946 |
| Issued or guaranteed by U.S. | $44,929,000 | 945 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,046,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $2,046,000 | 2,391 |
| 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) | $923,000 | 2,014 |
| Available-for-sale securities (fair market value) | $196,641,000 | 686 |
| Total debt securities | $197,564,000 | 777 |
| 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 | $214,496,000 | 714 |
| U.S. Government securities | $78,501,000 | 1,249 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $78,501,000 | 1,211 |
| Securities issued by states & political subdivisions | $135,995,000 | 192 |
| 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 | $66,794,000 | 900 |
| Mortgage-backed securities | $48,699,000 | 1,277 |
| Certificates of participation in pools of residential mortgages | $46,522,000 | 907 |
| Issued or guaranteed by U.S. | $46,522,000 | 907 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,177,000 | 2,406 |
| CMOs issued by government agencies or sponsored agencies | $2,177,000 | 2,323 |
| 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) | $936,000 | 2,007 |
| Available-for-sale securities (fair market value) | $213,560,000 | 626 |
| Total debt securities | $214,496,000 | 704 |
| 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 | $225,852,000 | 685 |
| U.S. Government securities | $87,106,000 | 1,150 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $87,106,000 | 1,103 |
| Securities issued by states & political subdivisions | $138,746,000 | 186 |
| 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 | $63,402,000 | 925 |
| Mortgage-backed securities | $52,016,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $49,676,000 | 871 |
| Issued or guaranteed by U.S. | $49,676,000 | 870 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,340,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $2,340,000 | 2,302 |
| 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) | $972,000 | 1,985 |
| Available-for-sale securities (fair market value) | $224,880,000 | 606 |
| Total debt securities | $225,852,000 | 672 |
| 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 | $236,261,000 | 653 |
| U.S. Government securities | $95,673,000 | 1,064 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $95,673,000 | 1,021 |
| Securities issued by states & political subdivisions | $140,588,000 | 186 |
| 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 | $59,819,000 | 957 |
| Mortgage-backed securities | $55,733,000 | 1,151 |
| Certificates of participation in pools of residential mortgages | $53,133,000 | 806 |
| Issued or guaranteed by U.S. | $53,133,000 | 805 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,600,000 | 2,375 |
| CMOs issued by government agencies or sponsored agencies | $2,600,000 | 2,290 |
| 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) | $984,000 | 1,924 |
| Available-for-sale securities (fair market value) | $235,277,000 | 585 |
| Total debt securities | $236,261,000 | 642 |
| 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 | $239,768,000 | 654 |
| U.S. Government securities | $104,103,000 | 996 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $104,103,000 | 964 |
| Securities issued by states & political subdivisions | $135,665,000 | 188 |
| 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 | $53,263,000 | 1,073 |
| Mortgage-backed securities | $62,960,000 | 1,069 |
| Certificates of participation in pools of residential mortgages | $59,969,000 | 746 |
| Issued or guaranteed by U.S. | $59,969,000 | 745 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,991,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $2,991,000 | 2,221 |
| 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) | $1,019,000 | 1,895 |
| Available-for-sale securities (fair market value) | $238,749,000 | 590 |
| Total debt securities | $239,768,000 | 641 |
| 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 | $249,795,000 | 612 |
| U.S. Government securities | $110,061,000 | 917 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $110,061,000 | 882 |
| Securities issued by states & political subdivisions | $139,734,000 | 174 |
| 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 | $54,484,000 | 1,048 |
| Mortgage-backed securities | $68,791,000 | 983 |
| Certificates of participation in pools of residential mortgages | $65,446,000 | 671 |
| Issued or guaranteed by U.S. | $65,446,000 | 668 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,345,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $3,345,000 | 2,214 |
| 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) | $1,026,000 | 1,909 |
| Available-for-sale securities (fair market value) | $248,769,000 | 549 |
| Total debt securities | $249,795,000 | 602 |
| 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 | $238,214,000 | 657 |
| U.S. Government securities | $117,389,000 | 889 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $117,389,000 | 857 |
| Securities issued by states & political subdivisions | $120,825,000 | 197 |
| 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 | $55,465,000 | 1,019 |
| Mortgage-backed securities | $76,088,000 | 939 |
| Certificates of participation in pools of residential mortgages | $72,367,000 | 637 |
| Issued or guaranteed by U.S. | $72,367,000 | 636 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,721,000 | 2,340 |
| CMOs issued by government agencies or sponsored agencies | $3,721,000 | 2,235 |
| 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) | $1,071,000 | 1,928 |
| Available-for-sale securities (fair market value) | $237,143,000 | 590 |
| Total debt securities | $238,214,000 | 642 |
| 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 | $243,233,000 | 639 |
| U.S. Government securities | $122,357,000 | 870 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $122,357,000 | 842 |
| Securities issued by states & political subdivisions | $120,876,000 | 188 |
| 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 | $55,576,000 | 1,037 |
| Mortgage-backed securities | $81,313,000 | 906 |
| Certificates of participation in pools of residential mortgages | $77,286,000 | 614 |
| Issued or guaranteed by U.S. | $77,286,000 | 614 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,027,000 | 2,292 |
| CMOs issued by government agencies or sponsored agencies | $4,027,000 | 2,188 |
| 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) | $1,083,000 | 1,932 |
| Available-for-sale securities (fair market value) | $242,150,000 | 580 |
| Total debt securities | $243,233,000 | 630 |
| 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 | $258,604,000 | 615 |
| U.S. Government securities | $150,544,000 | 738 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $150,544,000 | 718 |
| Securities issued by states & political subdivisions | $108,060,000 | 213 |
| 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 | $63,595,000 | 934 |
| Mortgage-backed securities | $85,362,000 | 884 |
| Certificates of participation in pools of residential mortgages | $81,176,000 | 592 |
| Issued or guaranteed by U.S. | $81,176,000 | 591 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,186,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $4,186,000 | 2,178 |
| 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) | $1,120,000 | 1,966 |
| Available-for-sale securities (fair market value) | $257,484,000 | 553 |
| Total debt securities | $258,604,000 | 608 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 580 |
| Fair value | $10,020,000 | 584 |
| 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 | $234,243,000 | 643 |
| U.S. Government securities | $144,592,000 | 743 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $144,592,000 | 719 |
| Securities issued by states & political subdivisions | $89,651,000 | 265 |
| 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 | $64,041,000 | 862 |
| Mortgage-backed securities | $89,152,000 | 826 |
| Certificates of participation in pools of residential mortgages | $84,827,000 | 540 |
| Issued or guaranteed by U.S. | $84,827,000 | 539 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,325,000 | 2,228 |
| CMOs issued by government agencies or sponsored agencies | $4,325,000 | 2,050 |
| 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) | $1,128,000 | 2,048 |
| Available-for-sale securities (fair market value) | $233,115,000 | 577 |
| Total debt securities | $234,243,000 | 634 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 544 |
| Fair value | $10,074,000 | 543 |
| 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 | $192,084,000 | 764 |
| U.S. Government securities | $101,046,000 | 980 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $101,046,000 | 952 |
| Securities issued by states & political subdivisions | $91,038,000 | 244 |
| 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 | $62,969,000 | 856 |
| Mortgage-backed securities | $75,702,000 | 912 |
| Certificates of participation in pools of residential mortgages | $71,204,000 | 612 |
| Issued or guaranteed by U.S. | $71,204,000 | 609 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,498,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $4,498,000 | 1,992 |
| 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) | $1,172,000 | 2,052 |
| Available-for-sale securities (fair market value) | $190,912,000 | 685 |
| Total debt securities | $192,084,000 | 756 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 569 |
| Fair value | $10,121,000 | 566 |
| 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 | $240,713,000 | 612 |
| U.S. Government securities | $145,127,000 | 736 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $145,127,000 | 709 |
| Securities issued by states & political subdivisions | $95,586,000 | 219 |
| 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 | $56,815,000 | 954 |
| Mortgage-backed securities | $76,583,000 | 878 |
| Certificates of participation in pools of residential mortgages | $71,914,000 | 590 |
| Issued or guaranteed by U.S. | $71,914,000 | 587 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,669,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $4,669,000 | 1,918 |
| 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) | $1,184,000 | 2,067 |
| Available-for-sale securities (fair market value) | $239,529,000 | 546 |
| Total debt securities | $240,713,000 | 605 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 694 |
| Fair value | $10,161,000 | 687 |
| 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 | $196,572,000 | 748 |
| U.S. Government securities | $98,580,000 | 1,017 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $98,580,000 | 973 |
| Securities issued by states & political subdivisions | $97,992,000 | 202 |
| 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 | $52,148,000 | 1,006 |
| Mortgage-backed securities | $51,668,000 | 1,205 |
| Certificates of participation in pools of residential mortgages | $46,962,000 | 831 |
| Issued or guaranteed by U.S. | $46,962,000 | 825 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,706,000 | 2,048 |
| CMOs issued by government agencies or sponsored agencies | $4,706,000 | 1,859 |
| 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) | $1,225,000 | 2,069 |
| Available-for-sale securities (fair market value) | $195,347,000 | 661 |
| Total debt securities | $196,572,000 | 736 |
| 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 | $179,861,000 | 782 |
| U.S. Government securities | $79,803,000 | 1,166 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $79,803,000 | 1,115 |
| Securities issued by states & political subdivisions | $100,058,000 | 188 |
| 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 | $52,011,000 | 991 |
| Mortgage-backed securities | $23,404,000 | 2,030 |
| Certificates of participation in pools of residential mortgages | $18,592,000 | 1,643 |
| Issued or guaranteed by U.S. | $18,592,000 | 1,637 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,812,000 | 2,010 |
| CMOs issued by government agencies or sponsored agencies | $4,812,000 | 1,804 |
| 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) | $346,000 | 2,515 |
| Available-for-sale securities (fair market value) | $179,515,000 | 694 |
| Total debt securities | $179,861,000 | 771 |
| 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 | $185,974,000 | 739 |
| U.S. Government securities | $91,704,000 | 1,005 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $91,704,000 | 961 |
| Securities issued by states & political subdivisions | $94,270,000 | 197 |
| 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 | $53,374,000 | 958 |
| Mortgage-backed securities | $25,381,000 | 1,916 |
| Certificates of participation in pools of residential mortgages | $20,393,000 | 1,518 |
| Issued or guaranteed by U.S. | $20,393,000 | 1,514 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,988,000 | 1,977 |
| CMOs issued by government agencies or sponsored agencies | $4,988,000 | 1,748 |
| 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) | $353,000 | 2,576 |
| Available-for-sale securities (fair market value) | $185,621,000 | 647 |
| Total debt securities | $185,974,000 | 726 |
| 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 | $166,376,000 | 815 |
| U.S. Government securities | $76,170,000 | 1,227 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $76,170,000 | 1,178 |
| Securities issued by states & political subdivisions | $90,206,000 | 188 |
| 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 | $53,240,000 | 985 |
| Mortgage-backed securities | $26,657,000 | 1,829 |
| Certificates of participation in pools of residential mortgages | $21,674,000 | 1,456 |
| Issued or guaranteed by U.S. | $21,674,000 | 1,451 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,983,000 | 1,919 |
| CMOs issued by government agencies or sponsored agencies | $4,983,000 | 1,674 |
| 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) | $360,000 | 2,633 |
| Available-for-sale securities (fair market value) | $166,016,000 | 715 |
| Total debt securities | $166,376,000 | 800 |
| 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 | $172,800,000 | 775 |
| U.S. Government securities | $97,098,000 | 963 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $97,098,000 | 928 |
| Securities issued by states & political subdivisions | $75,702,000 | 234 |
| 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 | $36,777,000 | 1,436 |
| Mortgage-backed securities | $17,182,000 | 2,471 |
| Certificates of participation in pools of residential mortgages | $17,182,000 | 1,817 |
| Issued or guaranteed by U.S. | $17,182,000 | 1,814 |
| 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) | $367,000 | 2,685 |
| Available-for-sale securities (fair market value) | $172,433,000 | 682 |
| Total debt securities | $172,800,000 | 762 |
| 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 | $123,662,000 | 1,043 |
| U.S. Government securities | $62,519,000 | 1,424 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $62,519,000 | 1,383 |
| Securities issued by states & political subdivisions | $61,143,000 | 325 |
| 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 | $36,279,000 | 1,438 |
| Mortgage-backed securities | $1,843,000 | 5,067 |
| Certificates of participation in pools of residential mortgages | $1,843,000 | 4,569 |
| Issued or guaranteed by U.S. | $1,843,000 | 4,561 |
| 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) | $374,000 | 2,745 |
| Available-for-sale securities (fair market value) | $123,288,000 | 907 |
| Total debt securities | $123,662,000 | 1,029 |
| 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 | $109,995,000 | 1,166 |
| U.S. Government securities | $54,399,000 | 1,600 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $54,399,000 | 1,556 |
| Securities issued by states & political subdivisions | $55,596,000 | 362 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,600,000 | 1,494 |
| Mortgage-backed securities | $2,074,000 | 5,061 |
| Certificates of participation in pools of residential mortgages | $2,074,000 | 4,569 |
| Issued or guaranteed by U.S. | $2,074,000 | 4,561 |
| 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) | $379,000 | 2,814 |
| Available-for-sale securities (fair market value) | $109,616,000 | 1,018 |
| Total debt securities | $109,995,000 | 1,151 |
| 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 | $101,647,000 | 1,236 |
| U.S. Government securities | $46,898,000 | 1,763 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $46,898,000 | 1,727 |
| Securities issued by states & political subdivisions | $54,749,000 | 357 |
| 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 | $43,410,000 | 1,199 |
| Mortgage-backed securities | $2,365,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $2,365,000 | 4,515 |
| Issued or guaranteed by U.S. | $2,365,000 | 4,503 |
| 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) | $384,000 | 2,852 |
| Available-for-sale securities (fair market value) | $101,263,000 | 1,070 |
| Total debt securities | $101,647,000 | 1,213 |
| 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 | $84,989,000 | 1,454 |
| U.S. Government securities | $28,190,000 | 2,802 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $28,190,000 | 2,735 |
| Securities issued by states & political subdivisions | $56,799,000 | 321 |
| 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 | $44,280,000 | 1,211 |
| Mortgage-backed securities | $2,575,000 | 5,017 |
| Certificates of participation in pools of residential mortgages | $2,575,000 | 4,538 |
| Issued or guaranteed by U.S. | $2,575,000 | 4,527 |
| 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) | $385,000 | 2,894 |
| Available-for-sale securities (fair market value) | $84,604,000 | 1,277 |
| Total debt securities | $84,989,000 | 1,431 |
| 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 | $76,342,000 | 1,600 |
| U.S. Government securities | $19,376,000 | 3,638 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $19,376,000 | 3,565 |
| Securities issued by states & political subdivisions | $56,966,000 | 304 |
| 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 | $49,213,000 | 1,109 |
| Mortgage-backed securities | $2,728,000 | 4,946 |
| Certificates of participation in pools of residential mortgages | $2,728,000 | 4,452 |
| Issued or guaranteed by U.S. | $2,728,000 | 4,439 |
| 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) | $392,000 | 2,918 |
| Available-for-sale securities (fair market value) | $75,950,000 | 1,403 |
| Total debt securities | $76,342,000 | 1,569 |
| 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 | $75,323,000 | 1,568 |
| U.S. Government securities | $18,028,000 | 3,752 |
| U.S. Treasury securities | $5,051,000 | 283 |
| U.S. Government agency obligations | $12,977,000 | 4,459 |
| Securities issued by states & political subdivisions | $57,295,000 | 291 |
| 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 | $46,044,000 | 1,142 |
| Mortgage-backed securities | $2,916,000 | 4,822 |
| Certificates of participation in pools of residential mortgages | $2,916,000 | 4,312 |
| Issued or guaranteed by U.S. | $2,916,000 | 4,301 |
| 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) | $394,000 | 2,933 |
| Available-for-sale securities (fair market value) | $74,929,000 | 1,360 |
| Total debt securities | $75,323,000 | 1,548 |
| 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 | $85,882,000 | 1,405 |
| U.S. Government securities | $23,268,000 | 3,186 |
| U.S. Treasury securities | $9,816,000 | 178 |
| U.S. Government agency obligations | $13,452,000 | 4,407 |
| Securities issued by states & political subdivisions | $62,614,000 | 262 |
| 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 | $46,265,000 | 1,122 |
| Mortgage-backed securities | $3,353,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $3,030,000 | 4,273 |
| Issued or guaranteed by U.S. | $3,030,000 | 4,257 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $323,000 | 3,259 |
| CMOs issued by government agencies or sponsored agencies | $323,000 | 2,924 |
| 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) | $401,000 | 2,940 |
| Available-for-sale securities (fair market value) | $85,481,000 | 1,218 |
| Total debt securities | $85,882,000 | 1,372 |
| 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 | $77,408,000 | 1,535 |
| U.S. Government securities | $13,891,000 | 4,417 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $13,891,000 | 4,340 |
| Securities issued by states & political subdivisions | $63,517,000 | 258 |
| 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 | $45,016,000 | 1,122 |
| Mortgage-backed securities | $4,116,000 | 4,372 |
| Certificates of participation in pools of residential mortgages | $3,315,000 | 4,071 |
| Issued or guaranteed by U.S. | $3,315,000 | 4,057 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $801,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $801,000 | 2,567 |
| 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) | $404,000 | 2,981 |
| Available-for-sale securities (fair market value) | $77,004,000 | 1,339 |
| Total debt securities | $77,408,000 | 1,498 |
| 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 | $76,581,000 | 1,557 |
| U.S. Government securities | $13,306,000 | 4,613 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,306,000 | 4,520 |
| Securities issued by states & political subdivisions | $63,275,000 | 260 |
| 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 | $46,672,000 | 1,092 |
| Mortgage-backed securities | $5,244,000 | 3,768 |
| Certificates of participation in pools of residential mortgages | $3,428,000 | 3,738 |
| Issued or guaranteed by U.S. | $3,428,000 | 3,723 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,816,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $1,816,000 | 1,995 |
| 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) | $406,000 | 3,024 |
| Available-for-sale securities (fair market value) | $76,175,000 | 1,364 |
| Total debt securities | $76,581,000 | 1,517 |
| 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 | $77,464,000 | 1,541 |
| U.S. Government securities | $14,637,000 | 4,447 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,637,000 | 4,349 |
| Securities issued by states & political subdivisions | $62,827,000 | 260 |
| 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 | $46,914,000 | 1,053 |
| Mortgage-backed securities | $6,596,000 | 3,322 |
| Certificates of participation in pools of residential mortgages | $3,674,000 | 3,483 |
| Issued or guaranteed by U.S. | $3,674,000 | 3,468 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,922,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $2,922,000 | 1,639 |
| 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) | $408,000 | 3,079 |
| Available-for-sale securities (fair market value) | $77,056,000 | 1,334 |
| Total debt securities | $77,464,000 | 1,504 |
| 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 | $83,119,000 | 1,432 |
| U.S. Government securities | $19,456,000 | 3,716 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,456,000 | 3,627 |
| Securities issued by states & political subdivisions | $63,663,000 | 251 |
| 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 | $43,086,000 | 1,106 |
| Mortgage-backed securities | $8,481,000 | 2,915 |
| Certificates of participation in pools of residential mortgages | $3,993,000 | 3,327 |
| Issued or guaranteed by U.S. | $3,993,000 | 3,314 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,488,000 | 1,626 |
| CMOs issued by government agencies or sponsored agencies | $4,488,000 | 1,368 |
| 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) | $429,000 | 3,093 |
| Available-for-sale securities (fair market value) | $82,690,000 | 1,245 |
| Total debt securities | $83,119,000 | 1,406 |
| 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 | $78,578,000 | 1,513 |
| U.S. Government securities | $15,680,000 | 4,316 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,680,000 | 4,210 |
| Securities issued by states & political subdivisions | $62,898,000 | 252 |
| 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 | $41,501,000 | 1,160 |
| Mortgage-backed securities | $10,652,000 | 2,561 |
| Certificates of participation in pools of residential mortgages | $4,302,000 | 3,208 |
| Issued or guaranteed by U.S. | $4,302,000 | 3,192 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,350,000 | 1,349 |
| CMOs issued by government agencies or sponsored agencies | $6,350,000 | 1,122 |
| 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) | $431,000 | 3,156 |
| Available-for-sale securities (fair market value) | $78,147,000 | 1,320 |
| Total debt securities | $78,578,000 | 1,482 |
| 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 | $72,038,000 | 1,662 |
| U.S. Government securities | $12,532,000 | 4,950 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,532,000 | 4,822 |
| Securities issued by states & political subdivisions | $59,506,000 | 274 |
| 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 | $37,071,000 | 1,293 |
| Mortgage-backed securities | $12,532,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $4,558,000 | 3,140 |
| Issued or guaranteed by U.S. | $4,558,000 | 3,125 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $7,974,000 | 1,196 |
| CMOs issued by government agencies or sponsored agencies | $7,974,000 | 995 |
| 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) | $457,000 | 3,203 |
| Available-for-sale securities (fair market value) | $71,581,000 | 1,438 |
| Total debt securities | $72,038,000 | 1,625 |
| 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 | $76,882,000 | 1,580 |
| U.S. Government securities | $16,649,000 | 4,254 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,649,000 | 4,136 |
| Securities issued by states & political subdivisions | $60,233,000 | 257 |
| 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 | $42,620,000 | 1,129 |
| Mortgage-backed securities | $14,650,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $4,830,000 | 3,054 |
| Issued or guaranteed by U.S. | $4,830,000 | 3,039 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $9,820,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $9,820,000 | 850 |
| 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) | $483,000 | 3,256 |
| Available-for-sale securities (fair market value) | $76,399,000 | 1,368 |
| Total debt securities | $76,882,000 | 1,547 |
| 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 | $66,887,000 | 1,792 |
| U.S. Government securities | $18,860,000 | 3,938 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $18,860,000 | 3,824 |
| Securities issued by states & political subdivisions | $48,027,000 | 351 |
| 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 | $41,865,000 | 1,137 |
| Mortgage-backed securities | $16,865,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $5,081,000 | 2,997 |
| Issued or guaranteed by U.S. | $5,081,000 | 2,985 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,784,000 | 936 |
| CMOs issued by government agencies or sponsored agencies | $11,784,000 | 765 |
| 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) | $503,000 | 3,264 |
| Available-for-sale securities (fair market value) | $66,384,000 | 1,538 |
| Total debt securities | $66,887,000 | 1,755 |
| 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 | $79,138,000 | 1,547 |
| U.S. Government securities | $35,802,000 | 2,423 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $35,802,000 | 2,358 |
| Securities issued by states & political subdivisions | $43,336,000 | 401 |
| 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 | $51,623,000 | 958 |
| Mortgage-backed securities | $28,830,000 | 1,397 |
| Certificates of participation in pools of residential mortgages | $13,924,000 | 1,738 |
| Issued or guaranteed by U.S. | $13,924,000 | 1,727 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,906,000 | 825 |
| CMOs issued by government agencies or sponsored agencies | $14,906,000 | 668 |
| 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) | $527,000 | 3,302 |
| Available-for-sale securities (fair market value) | $78,611,000 | 1,351 |
| Total debt securities | $79,139,000 | 1,508 |
| 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 | $78,119,000 | 1,570 |
| U.S. Government securities | $38,283,000 | 2,271 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $38,283,000 | 2,201 |
| Securities issued by states & political subdivisions | $39,836,000 | 430 |
| 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 | $43,740,000 | 1,092 |
| Mortgage-backed securities | $31,299,000 | 1,326 |
| Certificates of participation in pools of residential mortgages | $14,706,000 | 1,694 |
| Issued or guaranteed by U.S. | $14,706,000 | 1,682 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $16,593,000 | 770 |
| CMOs issued by government agencies or sponsored agencies | $16,593,000 | 613 |
| 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) | $500,000 | 3,400 |
| Available-for-sale securities (fair market value) | $77,619,000 | 1,347 |
| Total debt securities | $78,120,000 | 1,536 |
| 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 | $80,061,000 | 1,528 |
| U.S. Government securities | $41,066,000 | 2,112 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $41,066,000 | 2,045 |
| Securities issued by states & political subdivisions | $38,995,000 | 449 |
| 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 | $36,295,000 | 1,246 |
| Mortgage-backed securities | $34,042,000 | 1,274 |
| Certificates of participation in pools of residential mortgages | $15,979,000 | 1,607 |
| Issued or guaranteed by U.S. | $15,979,000 | 1,596 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $18,063,000 | 729 |
| CMOs issued by government agencies or sponsored agencies | $18,063,000 | 590 |
| 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) | $523,000 | 3,423 |
| Available-for-sale securities (fair market value) | $79,538,000 | 1,306 |
| Total debt securities | $80,061,000 | 1,490 |
| 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 | $82,108,000 | 1,497 |
| U.S. Government securities | $42,999,000 | 2,059 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $42,999,000 | 1,987 |
| Securities issued by states & political subdivisions | $39,109,000 | 445 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,409,000 | 1,264 |
| Mortgage-backed securities | $36,058,000 | 1,246 |
| Certificates of participation in pools of residential mortgages | $17,391,000 | 1,570 |
| Issued or guaranteed by U.S. | $17,391,000 | 1,555 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $18,667,000 | 732 |
| CMOs issued by government agencies or sponsored agencies | $18,667,000 | 601 |
| 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) | $691,000 | 3,373 |
| Available-for-sale securities (fair market value) | $81,417,000 | 1,288 |
| Total debt securities | $82,108,000 | 1,462 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $81,428,000 | 1,539 |
| U.S. Government securities | $46,627,000 | 1,949 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $46,627,000 | 1,877 |
| Securities issued by states & political subdivisions | $34,801,000 | 498 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,388,000 | 1,662 |
| Mortgage-backed securities | $39,602,000 | 1,213 |
| Certificates of participation in pools of residential mortgages | $20,107,000 | 1,465 |
| Issued or guaranteed by U.S. | $20,107,000 | 1,454 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $19,495,000 | 725 |
| CMOs issued by government agencies or sponsored agencies | $19,495,000 | 597 |
| 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) | $710,000 | 3,396 |
| Available-for-sale securities (fair market value) | $80,718,000 | 1,314 |
| Total debt securities | $81,428,000 | 1,502 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $84,565,000 | 1,507 |
| U.S. Government securities | $49,725,000 | 1,847 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $49,725,000 | 1,773 |
| Securities issued by states & political subdivisions | $34,840,000 | 503 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,328,000 | 1,650 |
| Mortgage-backed securities | $42,577,000 | 1,164 |
| Certificates of participation in pools of residential mortgages | $21,805,000 | 1,401 |
| Issued or guaranteed by U.S. | $21,805,000 | 1,390 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $20,772,000 | 718 |
| CMOs issued by government agencies or sponsored agencies | $20,772,000 | 599 |
| 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) | $735,000 | 3,403 |
| Available-for-sale securities (fair market value) | $83,830,000 | 1,289 |
| Total debt securities | $84,565,000 | 1,463 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $89,770,000 | 1,430 |
| U.S. Government securities | $54,512,000 | 1,694 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $54,512,000 | 1,635 |
| Securities issued by states & political subdivisions | $35,258,000 | 493 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,418,000 | 1,596 |
| Mortgage-backed securities | $45,291,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $23,357,000 | 1,338 |
| Issued or guaranteed by U.S. | $23,357,000 | 1,329 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $21,934,000 | 684 |
| CMOs issued by government agencies or sponsored agencies | $21,934,000 | 575 |
| 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) | $738,000 | 3,480 |
| Available-for-sale securities (fair market value) | $89,032,000 | 1,222 |
| Total debt securities | $89,770,000 | 1,393 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $92,346,000 | 1,415 |
| U.S. Government securities | $61,761,000 | 1,531 |
| U.S. Treasury securities | $4,755,000 | 686 |
| U.S. Government agency obligations | $57,006,000 | 1,597 |
| Securities issued by states & political subdivisions | $30,585,000 | 575 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,991,000 | 1,662 |
| Mortgage-backed securities | $47,902,000 | 1,081 |
| Certificates of participation in pools of residential mortgages | $24,602,000 | 1,304 |
| Issued or guaranteed by U.S. | $24,602,000 | 1,295 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $23,300,000 | 669 |
| CMOs issued by government agencies or sponsored agencies | $23,300,000 | 564 |
| 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) | $783,000 | 3,483 |
| Available-for-sale securities (fair market value) | $91,563,000 | 1,213 |
| Total debt securities | $92,346,000 | 1,376 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $88,538,000 | 1,480 |
| U.S. Government securities | $63,114,000 | 1,493 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $63,114,000 | 1,439 |
| Securities issued by states & political subdivisions | $25,424,000 | 731 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,469,000 | 1,534 |
| Mortgage-backed securities | $53,677,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | $27,726,000 | 1,209 |
| Issued or guaranteed by U.S. | $27,726,000 | 1,200 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $25,951,000 | 647 |
| CMOs issued by government agencies or sponsored agencies | $25,951,000 | 542 |
| 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) | $792,000 | 3,502 |
| Available-for-sale securities (fair market value) | $87,746,000 | 1,277 |
| Total debt securities | $88,538,000 | 1,437 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $88,863,000 | 1,503 |
| U.S. Government securities | $65,475,000 | 1,495 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $65,475,000 | 1,440 |
| Securities issued by states & political subdivisions | $23,388,000 | 803 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,197,000 | 1,383 |
| Mortgage-backed securities | $51,209,000 | 1,054 |
| Certificates of participation in pools of residential mortgages | $24,082,000 | 1,347 |
| Issued or guaranteed by U.S. | $24,082,000 | 1,338 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $27,127,000 | 630 |
| CMOs issued by government agencies or sponsored agencies | $27,127,000 | 576 |
| 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) | $809,000 | 3,532 |
| Available-for-sale securities (fair market value) | $88,054,000 | 1,310 |
| Total debt securities | $88,863,000 | 1,456 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $82,708,000 | 1,584 |
| U.S. Government securities | $60,276,000 | 1,567 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $60,276,000 | 1,507 |
| Securities issued by states & political subdivisions | $22,432,000 | 852 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,545,000 | 1,388 |
| Mortgage-backed securities | $45,466,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $16,632,000 | 1,755 |
| Issued or guaranteed by U.S. | $16,632,000 | 1,747 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $28,834,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $28,834,000 | 560 |
| 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) | $810,000 | 3,571 |
| Available-for-sale securities (fair market value) | $81,898,000 | 1,359 |
| Total debt securities | $82,708,000 | 1,533 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $82,715,000 | 1,523 |
| U.S. Government securities | $61,935,000 | 1,480 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $61,935,000 | 1,421 |
| Securities issued by states & political subdivisions | $20,780,000 | 908 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,249,000 | 1,835 |
| Mortgage-backed securities | $46,763,000 | 1,119 |
| Certificates of participation in pools of residential mortgages | $13,959,000 | 1,945 |
| Issued or guaranteed by U.S. | $13,959,000 | 1,936 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $32,804,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $32,804,000 | 557 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,274,000 | 3,271 |
| Available-for-sale securities (fair market value) | $81,441,000 | 1,331 |
| Total debt securities | $82,715,000 | 1,480 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $77,044,000 | 1,606 |
| U.S. Government securities | $65,211,000 | 1,394 |
| U.S. Treasury securities | $5,039,000 | 681 |
| U.S. Government agency obligations | $60,172,000 | 1,437 |
| Securities issued by states & political subdivisions | $11,833,000 | 1,570 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,860,000 | 2,455 |
| Mortgage-backed securities | $47,369,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | $17,460,000 | 1,656 |
| Issued or guaranteed by U.S. | $17,460,000 | 1,650 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $29,909,000 | 651 |
| CMOs issued by government agencies or sponsored agencies | $29,909,000 | 605 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,302,000 | 3,319 |
| Available-for-sale securities (fair market value) | $75,742,000 | 1,384 |
| Total debt securities | $77,044,000 | 1,564 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $69,025,000 | 1,774 |
| U.S. Government securities | $58,878,000 | 1,500 |
| U.S. Treasury securities | $5,190,000 | 692 |
| U.S. Government agency obligations | $53,688,000 | 1,551 |
| Securities issued by states & political subdivisions | $10,147,000 | 1,780 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,697,000 | 2,209 |
| Mortgage-backed securities | $35,839,000 | 1,313 |
| Certificates of participation in pools of residential mortgages | $16,165,000 | 1,689 |
| Issued or guaranteed by U.S. | $16,165,000 | 1,680 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $19,674,000 | 840 |
| CMOs issued by government agencies or sponsored agencies | $19,674,000 | 773 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,373,000 | 3,333 |
| Available-for-sale securities (fair market value) | $67,652,000 | 1,517 |
| Total debt securities | $69,025,000 | 1,709 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $68,463,000 | 1,640 |
| U.S. Government securities | $64,363,000 | 1,264 |
| U.S. Treasury securities | $15,524,000 | 325 |
| U.S. Government agency obligations | $48,839,000 | 1,562 |
| Securities issued by states & political subdivisions | $4,100,000 | 3,208 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,718,000 | 1,837 |
| Mortgage-backed securities | $35,612,000 | 1,213 |
| Certificates of participation in pools of residential mortgages | $10,124,000 | 2,095 |
| Issued or guaranteed by U.S. | $10,124,000 | 2,081 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $25,488,000 | 706 |
| CMOs issued by government agencies or sponsored agencies | $25,488,000 | 636 |
| 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) | $1,299,000 | 3,595 |
| Available-for-sale securities (fair market value) | $67,164,000 | 1,380 |
| Total debt securities | $68,463,000 | 1,592 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $48,507,000 | 2,240 |
| U.S. Government securities | $43,100,000 | 1,851 |
| U.S. Treasury securities | $25,015,000 | 276 |
| U.S. Government agency obligations | $18,085,000 | 3,696 |
| Securities issued by states & political subdivisions | $3,979,000 | 3,216 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,428,000 | 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 | $14,500,000 | 2,424 |
| Mortgage-backed securities | $5,890,000 | 3,124 |
| Certificates of participation in pools of residential mortgages | $944,000 | 4,850 |
| Issued or guaranteed by U.S. | $944,000 | 4,836 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,946,000 | 1,516 |
| CMOs issued by government agencies or sponsored agencies | $4,946,000 | 1,393 |
| 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) | $1,446,000 | 4,177 |
| Available-for-sale securities (fair market value) | $47,061,000 | 1,845 |
| Total debt securities | $47,079,000 | 2,215 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $23,646,000 | 4,299 |
| U.S. Government securities | $18,186,000 | 4,159 |
| U.S. Treasury securities | $608,000 | 4,191 |
| U.S. Government agency obligations | $17,578,000 | 3,849 |
| Securities issued by states & political subdivisions | $4,406,000 | 3,173 |
| Other domestic debt securities | $23,000 | 3,773 |
| 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 | $23,000 | 3,169 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,031,000 | 2,349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,963,000 | 5,144 |
| Mortgage-backed securities | $1,268,000 | 5,616 |
| Certificates of participation in pools of residential mortgages | $1,268,000 | 4,771 |
| Issued or guaranteed by U.S. | $1,268,000 | 4,755 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,005,000 | 4,226 |
| Available-for-sale securities (fair market value) | $21,641,000 | 3,663 |
| Total debt securities | $22,615,000 | 4,322 |
| 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 | $28,776,000 | 3,766 |
| U.S. Government securities | $23,823,000 | 3,434 |
| U.S. Treasury securities | $7,534,000 | 1,669 |
| U.S. Government agency obligations | $16,289,000 | 3,875 |
| Securities issued by states & political subdivisions | $4,280,000 | 3,251 |
| Other domestic debt securities | $83,000 | 3,557 |
| 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 | $83,000 | 2,959 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $590,000 | 3,247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,425,000 | 6,688 |
| Mortgage-backed securities | $3,311,000 | 4,584 |
| Certificates of participation in pools of residential mortgages | $1,885,000 | 4,477 |
| Issued or guaranteed by U.S. | $1,885,000 | 4,458 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,426,000 | 2,960 |
| CMOs issued by government agencies or sponsored agencies | $1,426,000 | 2,831 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,904,000 | 4,248 |
| Available-for-sale securities (fair market value) | $25,872,000 | 3,144 |
| Total debt securities | $28,186,000 | 3,724 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $21,623,000 | 4,640 |
| U.S. Government securities | $14,334,000 | 5,204 |
| U.S. Treasury securities | $9,603,000 | 1,914 |
| U.S. Government agency obligations | $4,731,000 | 7,450 |
| Securities issued by states & political subdivisions | $4,625,000 | 2,907 |
| Other domestic debt securities | $991,000 | 1,867 |
| 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 | $991,000 | 1,496 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,673,000 | 1,652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,998,000 | 4,526 |
| Mortgage-backed securities | $4,731,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $3,257,000 | 3,625 |
| Issued or guaranteed by U.S. | $3,257,000 | 3,610 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,474,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $1,474,000 | 2,902 |
| 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) | $5,374,000 | 3,996 |
| Available-for-sale securities (fair market value) | $16,249,000 | 4,230 |
| Total debt securities | $19,950,000 | 4,805 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $25,691,000 | 4,431 |
| U.S. Government securities | $17,762,000 | 4,834 |
| U.S. Treasury securities | $10,199,000 | 2,179 |
| U.S. Government agency obligations | $7,563,000 | 6,456 |
| Securities issued by states & political subdivisions | $3,743,000 | 3,419 |
| Other domestic debt securities | $2,513,000 | 1,335 |
| 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 | $2,513,000 | 977 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,673,000 | 1,687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,451,000 | 2,161 |
| Mortgage-backed securities | $7,563,000 | 3,395 |
| Certificates of participation in pools of residential mortgages | $4,063,000 | 3,567 |
| Issued or guaranteed by U.S. | $4,063,000 | 3,544 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,500,000 | 2,358 |
| CMOs issued by government agencies or sponsored agencies | $3,500,000 | 2,253 |
| 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) | $9,430,000 | 3,303 |
| Available-for-sale securities (fair market value) | $16,261,000 | 4,459 |
| Total debt securities | $24,018,000 | 4,541 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $26,815,000 | 4,446 |
| U.S. Government securities | $17,391,000 | 5,151 |
| U.S. Treasury securities | $8,414,000 | 3,125 |
| U.S. Government agency obligations | $8,977,000 | 5,876 |
| Securities issued by states & political subdivisions | $4,072,000 | 3,295 |
| Other domestic debt securities | $3,711,000 | 1,271 |
| Privately issued residential mortgage-backed securities | $1,724,000 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,987,000 | 1,413 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,641,000 | 1,618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,869,000 | 1,889 |
| Mortgage-backed securities | $10,206,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $2,934,000 | 4,207 |
| Issued or guaranteed by U.S. | $2,934,000 | 4,181 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $7,272,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $5,548,000 | 1,934 |
| Privately issued | $1,724,000 | 476 |
| 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) | $12,829,000 | 2,843 |
| Available-for-sale securities (fair market value) | $13,986,000 | 5,074 |
| Total debt securities | $25,174,000 | 4,578 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $25,505,000 | 4,899 |
| U.S. Government securities | $15,761,000 | 5,853 |
| U.S. Treasury securities | $10,821,000 | 3,169 |
| U.S. Government agency obligations | $4,940,000 | 7,745 |
| Securities issued by states & political subdivisions | $4,520,000 | 3,186 |
| Other domestic debt securities | $3,583,000 | 1,433 |
| Privately issued residential mortgage-backed securities | $1,915,000 | 672 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,668,000 | 1,731 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,641,000 | 1,491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,365,000 | 2,653 |
| Mortgage-backed securities | $6,819,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $787,000 | 6,785 |
| Issued or guaranteed by U.S. | $787,000 | 6,760 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,032,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $4,117,000 | 2,449 |
| Privately issued | $1,915,000 | 500 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,726,000 | 5,764 |
| Available-for-sale securities (fair market value) | $15,779,000 | 3,423 |
| Total debt securities | $23,864,000 | 5,082 |
| 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 | $34,771,000 | 3,938 |
| U.S. Government securities | $19,552,000 | 5,231 |
| U.S. Treasury securities | $12,626,000 | 2,865 |
| U.S. Government agency obligations | $6,926,000 | 6,857 |
| Securities issued by states & political subdivisions | $5,316,000 | 2,871 |
| Other domestic debt securities | $7,484,000 | 1,058 |
| Privately issued residential mortgage-backed securities | $2,272,000 | 780 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,212,000 | 1,007 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $2,419,000 | 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 | $11,737,000 | 2,405 |
| Mortgage-backed securities | $8,475,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $3,062,000 | 4,847 |
| Issued or guaranteed by U.S. | $3,062,000 | 4,808 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,413,000 | 2,497 |
| CMOs issued by government agencies or sponsored agencies | $3,141,000 | 3,140 |
| Privately issued | $2,272,000 | 549 |
| 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 | $32,352,000 | 4,115 |
| 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 | $31,673,000 | 4,248 |
| U.S. Government securities | $16,152,000 | 5,929 |
| U.S. Treasury securities | $8,011,000 | 4,216 |
| U.S. Government agency obligations | $8,141,000 | 6,280 |
| Securities issued by states & political subdivisions | $3,139,000 | 3,941 |
| Other domestic debt securities | $9,640,000 | 1,080 |
| Privately issued residential mortgage-backed securities | $2,178,000 | 1,141 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,462,000 | 889 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $2,742,000 | 1,001 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,722,000 | 2,712 |
| Mortgage-backed securities | $8,647,000 | 4,085 |
| Certificates of participation in pools of residential mortgages | $2,003,000 | 6,123 |
| Issued or guaranteed by U.S. | $2,003,000 | 6,050 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $6,644,000 | 2,218 |
| CMOs issued by government agencies or sponsored agencies | $4,466,000 | 2,562 |
| Privately issued | $2,178,000 | 854 |
| 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 | $28,931,000 | 4,501 |
| 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 |