Home > FNB Bank, Inc. > Securities
FNB Bank, Inc., Securities
| 2023-12-31 | Rank | |
| Total securities | $165,309,000 | 1,163 |
| U.S. Government securities | $129,051,000 | 927 |
| U.S. Treasury securities | $26,342,000 | 769 |
| U.S. Government agency obligations | $102,709,000 | 959 |
| Securities issued by states & political subdivisions | $36,258,000 | 1,185 |
| 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 | $127,728,000 | 734 |
| Mortgage-backed securities | $62,687,000 | 1,097 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,421,000 | 1,252 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,110,000 | 1,862 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $26,383,000 | 254 |
| Other commercial mortgage-backed securities | $6,773,000 | 622 |
| Held to maturity securities (book value) | $6,463,000 | 1,103 |
| Available-for-sale securities (fair market value) | $158,846,000 | 1,036 |
| Total debt securities | $165,310,000 | 1,147 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 539 |
| Fair value | $1,979,000 | 531 |
| 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 | $0 | 4,483 |
| U.S. Government securities | $0 | 4,403 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $602,061,000 | 245 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $112 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | $8,213,000 | 77 |
| Equity securities | $1,845 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,945 | 3,815 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $1,000 | 194 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $638 | 1,561 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| 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 | $837,000 | 144 |
| 2023-06-30 | Rank | |
| Total securities | $0 | 4,512 |
| U.S. Government securities | $0 | 4,431 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $623,785,000 | 238 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $108 | 703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | $8,323,000 | 81 |
| Equity securities | $2,173 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,589 | 3,832 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $1,000 | 203 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $651 | 1,556 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| 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 | $796,500 | 147 |
| 2023-03-31 | Rank | |
| Total securities | $172,644,000 | 1,186 |
| U.S. Government securities | $136,361,000 | 966 |
| U.S. Treasury securities | $27,735,000 | 819 |
| U.S. Government agency obligations | $108,626,000 | 941 |
| Securities issued by states & political subdivisions | $36,283,000 | 1,248 |
| 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 | $136,103,000 | 643 |
| Mortgage-backed securities | $67,029,000 | 1,101 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,174,000 | 1,235 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,373,000 | 1,839 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $27,630,000 | 258 |
| Other commercial mortgage-backed securities | $6,852,000 | 621 |
| Held to maturity securities (book value) | $6,882,000 | 1,150 |
| Available-for-sale securities (fair market value) | $165,762,000 | 1,083 |
| Total debt securities | $172,644,000 | 1,174 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 626 |
| Fair value | $1,968,000 | 624 |
| 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 | $167,417,000 | 1,248 |
| U.S. Government securities | $131,956,000 | 1,016 |
| U.S. Treasury securities | $31,080,000 | 792 |
| U.S. Government agency obligations | $100,876,000 | 1,003 |
| Securities issued by states & political subdivisions | $35,461,000 | 1,305 |
| 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 | $134,666,000 | 593 |
| Mortgage-backed securities | $64,033,000 | 1,142 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,448,000 | 1,246 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,324,000 | 1,862 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,670,000 | 272 |
| Other commercial mortgage-backed securities | $6,591,000 | 631 |
| Held to maturity securities (book value) | $6,884,000 | 1,171 |
| Available-for-sale securities (fair market value) | $160,533,000 | 1,126 |
| Total debt securities | $167,416,000 | 1,231 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 654 |
| Fair value | $1,945,000 | 649 |
| 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 | $168,834,000 | 1,247 |
| U.S. Government securities | $133,357,000 | 1,016 |
| U.S. Treasury securities | $30,974,000 | 807 |
| U.S. Government agency obligations | $102,383,000 | 1,001 |
| Securities issued by states & political subdivisions | $35,477,000 | 1,311 |
| 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 | $135,953,000 | 559 |
| Mortgage-backed securities | $65,231,000 | 1,143 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,154,000 | 1,239 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,382,000 | 1,860 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,949,000 | 272 |
| Other commercial mortgage-backed securities | $6,746,000 | 661 |
| Held to maturity securities (book value) | $6,923,000 | 1,152 |
| Available-for-sale securities (fair market value) | $161,911,000 | 1,137 |
| Total debt securities | $168,836,000 | 1,234 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,946,000 | 642 |
| 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 | $174,011,000 | 1,235 |
| U.S. Government securities | $139,956,000 | 976 |
| U.S. Treasury securities | $31,772,000 | 789 |
| U.S. Government agency obligations | $108,184,000 | 978 |
| Securities issued by states & political subdivisions | $34,055,000 | 1,408 |
| 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 | $140,244,000 | 545 |
| Mortgage-backed securities | $69,177,000 | 1,137 |
| Certificates of participation in pools of residential mortgages | $33,433,000 | 1,249 |
| Issued or guaranteed by U.S. | $33,433,000 | 1,224 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,594,000 | 1,930 |
| CMOs issued by government agencies or sponsored agencies | $2,594,000 | 1,851 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $33,150,000 | 453 |
| Commercial mortgage pass-through securities | $26,062,000 | 262 |
| Other commercial mortgage-backed securities | $7,088,000 | 697 |
| Held to maturity securities (book value) | $7,137,000 | 1,065 |
| Available-for-sale securities (fair market value) | $166,874,000 | 1,128 |
| Total debt securities | $174,011,000 | 1,223 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 622 |
| Fair value | $1,981,000 | 623 |
| 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 | $165,727,000 | 1,261 |
| U.S. Government securities | $130,561,000 | 1,031 |
| U.S. Treasury securities | $27,282,000 | 783 |
| U.S. Government agency obligations | $103,279,000 | 1,020 |
| Securities issued by states & political subdivisions | $35,166,000 | 1,388 |
| 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 | $101,880,000 | 652 |
| Mortgage-backed securities | $62,847,000 | 1,242 |
| Certificates of participation in pools of residential mortgages | $32,684,000 | 1,297 |
| Issued or guaranteed by U.S. | $32,684,000 | 1,276 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,867,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $2,867,000 | 1,808 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $27,296,000 | 500 |
| Commercial mortgage pass-through securities | $21,800,000 | 301 |
| Other commercial mortgage-backed securities | $5,496,000 | 761 |
| Held to maturity securities (book value) | $7,290,000 | 969 |
| Available-for-sale securities (fair market value) | $158,437,000 | 1,178 |
| Total debt securities | $165,726,000 | 1,247 |
| 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 | $121,908,000 | 1,532 |
| U.S. Government securities | $83,229,000 | 1,351 |
| U.S. Treasury securities | $12,910,000 | 893 |
| U.S. Government agency obligations | $70,319,000 | 1,347 |
| Securities issued by states & political subdivisions | $38,679,000 | 1,346 |
| 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 | $100,101,000 | 661 |
| Mortgage-backed securities | $42,021,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | $21,924,000 | 1,618 |
| Issued or guaranteed by U.S. | $21,924,000 | 1,584 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,467,000 | 2,161 |
| CMOs issued by government agencies or sponsored agencies | $1,467,000 | 2,105 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $18,630,000 | 633 |
| Commercial mortgage pass-through securities | $16,692,000 | 364 |
| Other commercial mortgage-backed securities | $1,938,000 | 1,053 |
| Held to maturity securities (book value) | $7,292,000 | 861 |
| Available-for-sale securities (fair market value) | $114,616,000 | 1,482 |
| Total debt securities | $121,906,000 | 1,515 |
| 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 | $114,583,000 | 1,541 |
| U.S. Government securities | $75,088,000 | 1,387 |
| U.S. Treasury securities | $13,041,000 | 741 |
| U.S. Government agency obligations | $62,047,000 | 1,438 |
| Securities issued by states & political subdivisions | $39,495,000 | 1,290 |
| 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 | $81,656,000 | 767 |
| Mortgage-backed securities | $33,146,000 | 1,752 |
| Certificates of participation in pools of residential mortgages | $15,694,000 | 1,879 |
| Issued or guaranteed by U.S. | $15,694,000 | 1,832 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $17,452,000 | 653 |
| Commercial mortgage pass-through securities | $15,489,000 | 374 |
| Other commercial mortgage-backed securities | $1,963,000 | 1,044 |
| Held to maturity securities (book value) | $7,330,000 | 830 |
| Available-for-sale securities (fair market value) | $107,253,000 | 1,510 |
| Total debt securities | $114,582,000 | 1,524 |
| 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 | $118,225,000 | 1,455 |
| U.S. Government securities | $79,616,000 | 1,275 |
| U.S. Treasury securities | $13,017,000 | 652 |
| U.S. Government agency obligations | $66,599,000 | 1,315 |
| Securities issued by states & political subdivisions | $38,609,000 | 1,273 |
| 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 | $82,195,000 | 742 |
| Mortgage-backed securities | $34,162,000 | 1,670 |
| Certificates of participation in pools of residential mortgages | $16,553,000 | 1,795 |
| Issued or guaranteed by U.S. | $16,553,000 | 1,750 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $17,609,000 | 635 |
| Commercial mortgage pass-through securities | $15,636,000 | 362 |
| Other commercial mortgage-backed securities | $1,973,000 | 1,024 |
| Held to maturity securities (book value) | $7,491,000 | 802 |
| Available-for-sale securities (fair market value) | $110,734,000 | 1,417 |
| Total debt securities | $118,223,000 | 1,441 |
| 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 | $114,443,000 | 1,393 |
| U.S. Government securities | $72,448,000 | 1,245 |
| U.S. Treasury securities | $12,970,000 | 495 |
| U.S. Government agency obligations | $59,478,000 | 1,341 |
| Securities issued by states & political subdivisions | $41,995,000 | 1,129 |
| 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 | $81,115,000 | 727 |
| Mortgage-backed securities | $26,841,000 | 1,830 |
| Certificates of participation in pools of residential mortgages | $9,265,000 | 2,269 |
| Issued or guaranteed by U.S. | $9,265,000 | 2,201 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $17,576,000 | 602 |
| Commercial mortgage pass-through securities | $15,614,000 | 347 |
| Other commercial mortgage-backed securities | $1,962,000 | 980 |
| Held to maturity securities (book value) | $10,133,000 | 681 |
| Available-for-sale securities (fair market value) | $104,310,000 | 1,381 |
| Total debt securities | $114,443,000 | 1,379 |
| 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 | $101,673,000 | 1,410 |
| U.S. Government securities | $59,351,000 | 1,319 |
| U.S. Treasury securities | $5,694,000 | 553 |
| U.S. Government agency obligations | $53,657,000 | 1,348 |
| Securities issued by states & political subdivisions | $42,322,000 | 1,083 |
| 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 | $81,509,000 | 724 |
| Mortgage-backed securities | $23,227,000 | 1,875 |
| Certificates of participation in pools of residential mortgages | $9,964,000 | 2,095 |
| Issued or guaranteed by U.S. | $9,964,000 | 2,041 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $13,263,000 | 663 |
| Commercial mortgage pass-through securities | $13,263,000 | 354 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $10,137,000 | 655 |
| Available-for-sale securities (fair market value) | $91,536,000 | 1,409 |
| Total debt securities | $101,674,000 | 1,397 |
| 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 | $100,621,000 | 1,346 |
| U.S. Government securities | $57,672,000 | 1,306 |
| U.S. Treasury securities | $5,721,000 | 530 |
| U.S. Government agency obligations | $51,951,000 | 1,335 |
| Securities issued by states & political subdivisions | $42,949,000 | 980 |
| 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 | $76,023,000 | 755 |
| Mortgage-backed securities | $22,231,000 | 1,897 |
| Certificates of participation in pools of residential mortgages | $8,909,000 | 2,168 |
| Issued or guaranteed by U.S. | $8,909,000 | 2,104 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $13,322,000 | 638 |
| Commercial mortgage pass-through securities | $13,322,000 | 348 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $10,432,000 | 643 |
| Available-for-sale securities (fair market value) | $90,189,000 | 1,351 |
| Total debt securities | $100,621,000 | 1,333 |
| 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 | $94,448,000 | 1,365 |
| U.S. Government securities | $51,483,000 | 1,393 |
| U.S. Treasury securities | $5,738,000 | 555 |
| U.S. Government agency obligations | $45,745,000 | 1,442 |
| Securities issued by states & political subdivisions | $42,965,000 | 912 |
| 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 | $71,498,000 | 783 |
| Mortgage-backed securities | $16,927,000 | 2,150 |
| Certificates of participation in pools of residential mortgages | $4,761,000 | 2,700 |
| Issued or guaranteed by U.S. | $4,761,000 | 2,625 |
| 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 | $12,166,000 | 661 |
| Commercial mortgage pass-through securities | $12,166,000 | 365 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $10,697,000 | 647 |
| Available-for-sale securities (fair market value) | $83,751,000 | 1,393 |
| Total debt securities | $94,448,000 | 1,347 |
| 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 | $93,481,000 | 1,334 |
| U.S. Government securities | $51,972,000 | 1,393 |
| U.S. Treasury securities | $5,720,000 | 560 |
| U.S. Government agency obligations | $46,252,000 | 1,431 |
| Securities issued by states & political subdivisions | $41,509,000 | 833 |
| 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 | $72,285,000 | 751 |
| Mortgage-backed securities | $17,731,000 | 2,109 |
| Certificates of participation in pools of residential mortgages | $5,113,000 | 2,646 |
| Issued or guaranteed by U.S. | $5,113,000 | 2,560 |
| 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 | $12,618,000 | 648 |
| Commercial mortgage pass-through securities | $12,618,000 | 345 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $10,852,000 | 651 |
| Available-for-sale securities (fair market value) | $82,629,000 | 1,353 |
| Total debt securities | $93,481,000 | 1,320 |
| 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 | $94,966,000 | 1,322 |
| U.S. Government securities | $52,037,000 | 1,407 |
| U.S. Treasury securities | $5,564,000 | 616 |
| U.S. Government agency obligations | $46,473,000 | 1,455 |
| Securities issued by states & political subdivisions | $42,929,000 | 784 |
| 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 | $73,981,000 | 692 |
| Mortgage-backed securities | $15,611,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | $5,347,000 | 2,570 |
| Issued or guaranteed by U.S. | $5,347,000 | 2,496 |
| 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 | $10,264,000 | 693 |
| Commercial mortgage pass-through securities | $10,264,000 | 395 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $10,862,000 | 677 |
| Available-for-sale securities (fair market value) | $84,104,000 | 1,332 |
| Total debt securities | $94,966,000 | 1,310 |
| 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 | $95,322,000 | 1,313 |
| U.S. Government securities | $50,675,000 | 1,445 |
| U.S. Treasury securities | $5,568,000 | 619 |
| U.S. Government agency obligations | $45,107,000 | 1,488 |
| Securities issued by states & political subdivisions | $44,647,000 | 750 |
| 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 | $60,330,000 | 841 |
| Mortgage-backed securities | $18,233,000 | 2,028 |
| Certificates of participation in pools of residential mortgages | $5,705,000 | 2,494 |
| Issued or guaranteed by U.S. | $5,705,000 | 2,420 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $12,528,000 | 621 |
| Commercial mortgage pass-through securities | $12,528,000 | 350 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $10,900,000 | 717 |
| Available-for-sale securities (fair market value) | $84,422,000 | 1,325 |
| Total debt securities | $95,322,000 | 1,295 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $91,418,000 | 1,368 |
| U.S. Government securities | $45,653,000 | 1,584 |
| U.S. Treasury securities | $5,556,000 | 617 |
| U.S. Government agency obligations | $40,097,000 | 1,653 |
| Securities issued by states & political subdivisions | $45,765,000 | 736 |
| 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 | $67,452,000 | 771 |
| Mortgage-backed securities | $16,024,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $6,101,000 | 2,424 |
| Issued or guaranteed by U.S. | $6,101,000 | 2,370 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $9,923,000 | 686 |
| Commercial mortgage pass-through securities | $9,923,000 | 418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $10,929,000 | 753 |
| Available-for-sale securities (fair market value) | $80,489,000 | 1,386 |
| Total debt securities | $91,418,000 | 1,354 |
| 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 | $91,824,000 | 1,381 |
| U.S. Government securities | $45,356,000 | 1,587 |
| U.S. Treasury securities | $5,438,000 | 641 |
| U.S. Government agency obligations | $39,918,000 | 1,674 |
| Securities issued by states & political subdivisions | $46,468,000 | 744 |
| 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 | $64,988,000 | 801 |
| Mortgage-backed securities | $16,282,000 | 2,127 |
| Certificates of participation in pools of residential mortgages | $6,369,000 | 2,404 |
| Issued or guaranteed by U.S. | $6,369,000 | 2,349 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $9,913,000 | 639 |
| Commercial mortgage pass-through securities | $9,913,000 | 406 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $10,764,000 | 778 |
| Available-for-sale securities (fair market value) | $81,060,000 | 1,377 |
| Total debt securities | $91,823,000 | 1,367 |
| 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 | $92,654,000 | 1,377 |
| U.S. Government securities | $43,559,000 | 1,656 |
| U.S. Treasury securities | $5,406,000 | 641 |
| U.S. Government agency obligations | $38,153,000 | 1,727 |
| Securities issued by states & political subdivisions | $49,095,000 | 724 |
| 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 | $66,534,000 | 791 |
| Mortgage-backed securities | $16,903,000 | 2,082 |
| Certificates of participation in pools of residential mortgages | $6,635,000 | 2,376 |
| Issued or guaranteed by U.S. | $6,635,000 | 2,342 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $10,268,000 | 616 |
| Commercial mortgage pass-through securities | $10,268,000 | 387 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $10,776,000 | 812 |
| Available-for-sale securities (fair market value) | $81,878,000 | 1,391 |
| Total debt securities | $92,654,000 | 1,362 |
| 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 | $93,220,000 | 1,373 |
| U.S. Government securities | $43,565,000 | 1,661 |
| U.S. Treasury securities | $5,303,000 | 630 |
| U.S. Government agency obligations | $38,262,000 | 1,746 |
| Securities issued by states & political subdivisions | $49,655,000 | 712 |
| 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 | $63,591,000 | 820 |
| Mortgage-backed securities | $17,257,000 | 2,058 |
| Certificates of participation in pools of residential mortgages | $6,898,000 | 2,372 |
| Issued or guaranteed by U.S. | $6,898,000 | 2,361 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $10,359,000 | 601 |
| Commercial mortgage pass-through securities | $10,359,000 | 381 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $10,611,000 | 839 |
| Available-for-sale securities (fair market value) | $82,609,000 | 1,375 |
| Total debt securities | $93,220,000 | 1,354 |
| 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 | $96,263,000 | 1,357 |
| U.S. Government securities | $45,554,000 | 1,596 |
| U.S. Treasury securities | $5,336,000 | 600 |
| U.S. Government agency obligations | $40,218,000 | 1,672 |
| Securities issued by states & political subdivisions | $50,709,000 | 720 |
| 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 | $65,093,000 | 829 |
| Mortgage-backed securities | $18,088,000 | 2,045 |
| Certificates of participation in pools of residential mortgages | $7,379,000 | 2,346 |
| Issued or guaranteed by U.S. | $7,379,000 | 2,234 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $10,709,000 | 588 |
| Commercial mortgage pass-through securities | $10,709,000 | 361 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $10,640,000 | 848 |
| Available-for-sale securities (fair market value) | $85,623,000 | 1,351 |
| Total debt securities | $96,263,000 | 1,336 |
| 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 | $90,584,000 | 1,441 |
| U.S. Government securities | $37,635,000 | 1,896 |
| U.S. Treasury securities | $3,373,000 | 756 |
| U.S. Government agency obligations | $34,262,000 | 1,927 |
| Securities issued by states & political subdivisions | $52,949,000 | 709 |
| 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 | $63,903,000 | 862 |
| Mortgage-backed securities | $18,660,000 | 2,008 |
| Certificates of participation in pools of residential mortgages | $7,847,000 | 2,322 |
| Issued or guaranteed by U.S. | $7,847,000 | 2,319 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $10,813,000 | 516 |
| Commercial mortgage pass-through securities | $10,813,000 | 280 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $10,681,000 | 863 |
| Available-for-sale securities (fair market value) | $79,903,000 | 1,437 |
| Total debt securities | $90,583,000 | 1,418 |
| 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 | $94,704,000 | 1,387 |
| U.S. Government securities | $38,539,000 | 1,852 |
| U.S. Treasury securities | $1,500,000 | 950 |
| U.S. Government agency obligations | $37,039,000 | 1,827 |
| Securities issued by states & political subdivisions | $56,165,000 | 701 |
| 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 | $65,263,000 | 855 |
| Mortgage-backed securities | $19,544,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | $8,438,000 | 2,293 |
| Issued or guaranteed by U.S. | $8,438,000 | 2,291 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $11,106,000 | 499 |
| Commercial mortgage pass-through securities | $11,106,000 | 278 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $10,518,000 | 882 |
| Available-for-sale securities (fair market value) | $84,186,000 | 1,405 |
| Total debt securities | $94,702,000 | 1,366 |
| 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 | $97,688,000 | 1,373 |
| U.S. Government securities | $40,136,000 | 1,822 |
| U.S. Treasury securities | $1,519,000 | 915 |
| U.S. Government agency obligations | $38,617,000 | 1,793 |
| Securities issued by states & political subdivisions | $57,552,000 | 690 |
| 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 | $67,253,000 | 848 |
| Mortgage-backed securities | $20,088,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | $8,973,000 | 2,279 |
| Issued or guaranteed by U.S. | $8,973,000 | 2,278 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $11,115,000 | 482 |
| Commercial mortgage pass-through securities | $11,115,000 | 271 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $10,556,000 | 913 |
| Available-for-sale securities (fair market value) | $87,132,000 | 1,379 |
| Total debt securities | $97,689,000 | 1,353 |
| 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 | $102,380,000 | 1,343 |
| U.S. Government securities | $44,089,000 | 1,744 |
| U.S. Treasury securities | $1,526,000 | 933 |
| U.S. Government agency obligations | $42,563,000 | 1,712 |
| Securities issued by states & political subdivisions | $58,291,000 | 688 |
| 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 | $69,955,000 | 820 |
| Mortgage-backed securities | $20,787,000 | 1,952 |
| Certificates of participation in pools of residential mortgages | $9,518,000 | 2,249 |
| Issued or guaranteed by U.S. | $9,518,000 | 2,248 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $11,269,000 | 486 |
| Commercial mortgage pass-through securities | $11,269,000 | 266 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $10,584,000 | 924 |
| Available-for-sale securities (fair market value) | $91,796,000 | 1,332 |
| Total debt securities | $102,379,000 | 1,323 |
| 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 | $103,032,000 | 1,348 |
| U.S. Government securities | $44,570,000 | 1,762 |
| U.S. Treasury securities | $1,512,000 | 974 |
| U.S. Government agency obligations | $43,058,000 | 1,724 |
| Securities issued by states & political subdivisions | $58,462,000 | 675 |
| 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 | $49,472,000 | 1,109 |
| Mortgage-backed securities | $21,155,000 | 1,946 |
| Certificates of participation in pools of residential mortgages | $9,968,000 | 2,243 |
| Issued or guaranteed by U.S. | $9,968,000 | 2,243 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $11,187,000 | 465 |
| Commercial mortgage pass-through securities | $11,187,000 | 259 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $10,157,000 | 962 |
| Available-for-sale securities (fair market value) | $92,875,000 | 1,330 |
| Total debt securities | $103,031,000 | 1,327 |
| 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 | $104,044,000 | 1,313 |
| U.S. Government securities | $45,695,000 | 1,715 |
| U.S. Treasury securities | $1,513,000 | 953 |
| U.S. Government agency obligations | $44,182,000 | 1,668 |
| Securities issued by states & political subdivisions | $58,349,000 | 671 |
| 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 | $56,196,000 | 980 |
| Mortgage-backed securities | $21,805,000 | 1,919 |
| Certificates of participation in pools of residential mortgages | $10,576,000 | 2,191 |
| Issued or guaranteed by U.S. | $10,576,000 | 2,190 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $11,229,000 | 445 |
| Commercial mortgage pass-through securities | $11,229,000 | 250 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $10,168,000 | 969 |
| Available-for-sale securities (fair market value) | $93,876,000 | 1,300 |
| Total debt securities | $104,043,000 | 1,290 |
| 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 | $108,245,000 | 1,251 |
| U.S. Government securities | $50,295,000 | 1,576 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $50,295,000 | 1,506 |
| Securities issued by states & political subdivisions | $57,950,000 | 690 |
| 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 | $44,981,000 | 1,172 |
| Mortgage-backed securities | $24,907,000 | 1,801 |
| Certificates of participation in pools of residential mortgages | $11,595,000 | 2,119 |
| Issued or guaranteed by U.S. | $11,595,000 | 2,119 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $13,312,000 | 380 |
| Commercial mortgage pass-through securities | $13,312,000 | 210 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $7,671,000 | 1,068 |
| Available-for-sale securities (fair market value) | $100,574,000 | 1,207 |
| Total debt securities | $108,246,000 | 1,230 |
| 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 | $111,593,000 | 1,238 |
| U.S. Government securities | $52,709,000 | 1,551 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $52,709,000 | 1,483 |
| Securities issued by states & political subdivisions | $58,884,000 | 685 |
| 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 | $46,666,000 | 1,170 |
| Mortgage-backed securities | $25,810,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $12,366,000 | 2,080 |
| Issued or guaranteed by U.S. | $12,366,000 | 2,076 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $13,444,000 | 360 |
| Commercial mortgage pass-through securities | $13,444,000 | 202 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $7,701,000 | 1,095 |
| Available-for-sale securities (fair market value) | $103,892,000 | 1,176 |
| Total debt securities | $111,591,000 | 1,213 |
| 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 | $110,008,000 | 1,267 |
| U.S. Government securities | $53,135,000 | 1,589 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $53,135,000 | 1,519 |
| Securities issued by states & political subdivisions | $56,873,000 | 692 |
| 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 | $49,436,000 | 1,147 |
| Mortgage-backed securities | $26,222,000 | 1,756 |
| Certificates of participation in pools of residential mortgages | $13,015,000 | 2,039 |
| Issued or guaranteed by U.S. | $13,015,000 | 2,037 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $13,207,000 | 355 |
| Commercial mortgage pass-through securities | $13,207,000 | 198 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $7,293,000 | 1,158 |
| Available-for-sale securities (fair market value) | $102,715,000 | 1,193 |
| Total debt securities | $110,008,000 | 1,246 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $100,897,000 | 1,385 |
| U.S. Government securities | $47,281,000 | 1,766 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $47,281,000 | 1,686 |
| Securities issued by states & political subdivisions | $53,616,000 | 739 |
| 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 | $50,272,000 | 1,124 |
| Mortgage-backed securities | $22,777,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $13,546,000 | 1,995 |
| Issued or guaranteed by U.S. | $13,546,000 | 1,993 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $9,231,000 | 412 |
| Commercial mortgage pass-through securities | $9,231,000 | 227 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $7,811,000 | 1,144 |
| Available-for-sale securities (fair market value) | $93,086,000 | 1,333 |
| Total debt securities | $100,897,000 | 1,365 |
| 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 | $101,759,000 | 1,377 |
| U.S. Government securities | $48,710,000 | 1,738 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $48,710,000 | 1,669 |
| Securities issued by states & political subdivisions | $53,049,000 | 731 |
| 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 | $46,109,000 | 1,197 |
| Mortgage-backed securities | $21,571,000 | 2,002 |
| Certificates of participation in pools of residential mortgages | $14,376,000 | 1,936 |
| Issued or guaranteed by U.S. | $14,376,000 | 1,935 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $7,195,000 | 445 |
| Commercial mortgage pass-through securities | $7,195,000 | 258 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $7,840,000 | 1,147 |
| Available-for-sale securities (fair market value) | $93,919,000 | 1,320 |
| Total debt securities | $101,758,000 | 1,356 |
| Structured notes | ||
| Amortized cost | $47,000 | 1,806 |
| Fair value | $48,000 | 1,806 |
| 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 | $104,625,000 | 1,377 |
| U.S. Government securities | $52,341,000 | 1,698 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $52,341,000 | 1,623 |
| Securities issued by states & political subdivisions | $52,284,000 | 736 |
| 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 | $54,679,000 | 1,076 |
| Mortgage-backed securities | $22,397,000 | 2,013 |
| Certificates of participation in pools of residential mortgages | $15,257,000 | 1,930 |
| Issued or guaranteed by U.S. | $15,257,000 | 1,930 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $7,140,000 | 415 |
| Commercial mortgage pass-through securities | $7,140,000 | 236 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $7,647,000 | 1,182 |
| Available-for-sale securities (fair market value) | $96,978,000 | 1,305 |
| Total debt securities | $104,624,000 | 1,352 |
| Structured notes | ||
| Amortized cost | $154,000 | 1,890 |
| Fair value | $156,000 | 1,891 |
| 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 | $109,103,000 | 1,321 |
| U.S. Government securities | $54,189,000 | 1,687 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $54,189,000 | 1,610 |
| Securities issued by states & political subdivisions | $54,914,000 | 683 |
| 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 | $54,505,000 | 1,101 |
| Mortgage-backed securities | $23,692,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $16,410,000 | 1,878 |
| Issued or guaranteed by U.S. | $16,410,000 | 1,878 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $7,282,000 | 393 |
| Commercial mortgage pass-through securities | $7,282,000 | 220 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $7,715,000 | 1,188 |
| Available-for-sale securities (fair market value) | $101,388,000 | 1,259 |
| Total debt securities | $109,102,000 | 1,294 |
| Structured notes | ||
| Amortized cost | $165,000 | 2,014 |
| Fair value | $168,000 | 2,015 |
| 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 | $104,764,000 | 1,364 |
| U.S. Government securities | $49,388,000 | 1,835 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $49,388,000 | 1,761 |
| Securities issued by states & political subdivisions | $55,376,000 | 659 |
| 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 | $52,734,000 | 1,119 |
| Mortgage-backed securities | $23,794,000 | 2,029 |
| Certificates of participation in pools of residential mortgages | $17,670,000 | 1,828 |
| Issued or guaranteed by U.S. | $17,670,000 | 1,826 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $6,124,000 | 429 |
| Commercial mortgage pass-through securities | $6,124,000 | 245 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $7,728,000 | 1,208 |
| Available-for-sale securities (fair market value) | $97,036,000 | 1,314 |
| Total debt securities | $104,763,000 | 1,338 |
| Structured notes | ||
| Amortized cost | $173,000 | 2,109 |
| Fair value | $178,000 | 2,109 |
| 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 | $108,408,000 | 1,342 |
| U.S. Government securities | $52,288,000 | 1,793 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $52,288,000 | 1,726 |
| Securities issued by states & political subdivisions | $56,120,000 | 647 |
| 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 | $54,343,000 | 1,091 |
| Mortgage-backed securities | $24,493,000 | 2,037 |
| Certificates of participation in pools of residential mortgages | $18,425,000 | 1,832 |
| Issued or guaranteed by U.S. | $18,425,000 | 1,830 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $6,068,000 | 419 |
| Commercial mortgage pass-through securities | $6,068,000 | 248 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $7,767,000 | 1,226 |
| Available-for-sale securities (fair market value) | $100,641,000 | 1,281 |
| Total debt securities | $108,407,000 | 1,323 |
| Structured notes | ||
| Amortized cost | $185,000 | 2,206 |
| Fair value | $192,000 | 2,201 |
| 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 | $112,312,000 | 1,316 |
| U.S. Government securities | $55,563,000 | 1,706 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $55,563,000 | 1,645 |
| Securities issued by states & political subdivisions | $56,749,000 | 641 |
| 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 | $53,985,000 | 1,116 |
| Mortgage-backed securities | $25,546,000 | 2,030 |
| Certificates of participation in pools of residential mortgages | $19,447,000 | 1,814 |
| Issued or guaranteed by U.S. | $19,447,000 | 1,812 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $6,099,000 | 413 |
| Commercial mortgage pass-through securities | $6,099,000 | 241 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $6,889,000 | 1,293 |
| Available-for-sale securities (fair market value) | $105,423,000 | 1,238 |
| Total debt securities | $112,310,000 | 1,299 |
| Structured notes | ||
| Amortized cost | $196,000 | 2,260 |
| Fair value | $205,000 | 2,247 |
| 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 | $111,674,000 | 1,343 |
| U.S. Government securities | $56,356,000 | 1,696 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $56,356,000 | 1,639 |
| Securities issued by states & political subdivisions | $55,318,000 | 668 |
| 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 | $53,951,000 | 1,100 |
| Mortgage-backed securities | $26,240,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $20,170,000 | 1,759 |
| Issued or guaranteed by U.S. | $20,170,000 | 1,759 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $6,070,000 | 386 |
| Commercial mortgage pass-through securities | $6,070,000 | 224 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $5,835,000 | 1,377 |
| Available-for-sale securities (fair market value) | $105,839,000 | 1,244 |
| Total debt securities | $111,674,000 | 1,325 |
| Structured notes | ||
| Amortized cost | $207,000 | 2,298 |
| Fair value | $218,000 | 2,294 |
| 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 | $108,901,000 | 1,365 |
| U.S. Government securities | $53,462,000 | 1,768 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $53,462,000 | 1,711 |
| Securities issued by states & political subdivisions | $55,439,000 | 664 |
| 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 | $60,895,000 | 983 |
| Mortgage-backed securities | $23,622,000 | 2,141 |
| Certificates of participation in pools of residential mortgages | $17,635,000 | 1,944 |
| Issued or guaranteed by U.S. | $17,635,000 | 1,944 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $5,987,000 | 371 |
| Commercial mortgage pass-through securities | $5,987,000 | 215 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $5,843,000 | 1,354 |
| Available-for-sale securities (fair market value) | $103,058,000 | 1,273 |
| Total debt securities | $108,900,000 | 1,349 |
| Structured notes | ||
| Amortized cost | $221,000 | 2,286 |
| Fair value | $234,000 | 2,271 |
| 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 | $111,894,000 | 1,340 |
| U.S. Government securities | $55,486,000 | 1,722 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $55,486,000 | 1,670 |
| Securities issued by states & political subdivisions | $56,408,000 | 648 |
| 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 | $50,494,000 | 1,144 |
| Mortgage-backed securities | $24,566,000 | 2,106 |
| Certificates of participation in pools of residential mortgages | $18,561,000 | 1,875 |
| Issued or guaranteed by U.S. | $18,561,000 | 1,872 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $6,005,000 | 361 |
| Commercial mortgage pass-through securities | $6,005,000 | 202 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $5,941,000 | 1,319 |
| Available-for-sale securities (fair market value) | $105,953,000 | 1,256 |
| Total debt securities | $111,893,000 | 1,323 |
| Structured notes | ||
| Amortized cost | $237,000 | 2,272 |
| Fair value | $252,000 | 2,221 |
| 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 | $116,444,000 | 1,294 |
| U.S. Government securities | $58,128,000 | 1,646 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $58,128,000 | 1,596 |
| Securities issued by states & political subdivisions | $58,316,000 | 605 |
| 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 | $51,346,000 | 1,106 |
| Mortgage-backed securities | $25,989,000 | 2,033 |
| Certificates of participation in pools of residential mortgages | $19,883,000 | 1,791 |
| Issued or guaranteed by U.S. | $19,883,000 | 1,789 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $6,106,000 | 333 |
| Commercial mortgage pass-through securities | $6,106,000 | 196 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $6,027,000 | 1,239 |
| Available-for-sale securities (fair market value) | $110,417,000 | 1,217 |
| Total debt securities | $116,444,000 | 1,279 |
| Structured notes | ||
| Amortized cost | $264,000 | 2,201 |
| Fair value | $281,000 | 2,197 |
| 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 | $118,400,000 | 1,291 |
| U.S. Government securities | $60,184,000 | 1,637 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $60,184,000 | 1,582 |
| Securities issued by states & political subdivisions | $58,216,000 | 589 |
| 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 | $53,366,000 | 1,070 |
| Mortgage-backed securities | $27,365,000 | 2,019 |
| Certificates of participation in pools of residential mortgages | $23,502,000 | 1,617 |
| Issued or guaranteed by U.S. | $23,502,000 | 1,616 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $3,863,000 | 376 |
| Commercial mortgage pass-through securities | $3,863,000 | 238 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $4,896,000 | 1,319 |
| Available-for-sale securities (fair market value) | $113,504,000 | 1,215 |
| Total debt securities | $118,400,000 | 1,273 |
| Structured notes | ||
| Amortized cost | $303,000 | 2,213 |
| Fair value | $325,000 | 2,204 |
| 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 | $119,651,000 | 1,256 |
| U.S. Government securities | $61,108,000 | 1,590 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $61,108,000 | 1,541 |
| Securities issued by states & political subdivisions | $58,543,000 | 565 |
| 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 | $51,400,000 | 1,094 |
| Mortgage-backed securities | $26,254,000 | 2,045 |
| Certificates of participation in pools of residential mortgages | $22,337,000 | 1,652 |
| Issued or guaranteed by U.S. | $22,337,000 | 1,650 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $3,917,000 | 313 |
| Commercial mortgage pass-through securities | $3,917,000 | 202 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $5,096,000 | 1,304 |
| Available-for-sale securities (fair market value) | $114,555,000 | 1,174 |
| Total debt securities | $119,649,000 | 1,239 |
| Structured notes | ||
| Amortized cost | $1,080,000 | 1,581 |
| Fair value | $1,106,000 | 1,582 |
| 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 | $114,223,000 | 1,334 |
| U.S. Government securities | $56,223,000 | 1,732 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $56,223,000 | 1,692 |
| Securities issued by states & political subdivisions | $58,000,000 | 550 |
| 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 | $47,654,000 | 1,169 |
| Mortgage-backed securities | $23,471,000 | 2,279 |
| Certificates of participation in pools of residential mortgages | $21,908,000 | 1,746 |
| Issued or guaranteed by U.S. | $21,908,000 | 1,745 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $1,563,000 | 406 |
| Commercial mortgage pass-through securities | $1,563,000 | 268 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $5,186,000 | 1,308 |
| Available-for-sale securities (fair market value) | $109,037,000 | 1,249 |
| Total debt securities | $114,221,000 | 1,317 |
| Structured notes | ||
| Amortized cost | $1,125,000 | 1,709 |
| Fair value | $1,156,000 | 1,702 |
| 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 | $117,568,000 | 1,306 |
| U.S. Government securities | $61,829,000 | 1,627 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $61,829,000 | 1,589 |
| Securities issued by states & political subdivisions | $55,739,000 | 555 |
| 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 | $48,682,000 | 1,148 |
| Mortgage-backed securities | $29,017,000 | 2,038 |
| Certificates of participation in pools of residential mortgages | $27,465,000 | 1,511 |
| Issued or guaranteed by U.S. | $27,465,000 | 1,509 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $1,552,000 | 382 |
| Commercial mortgage pass-through securities | $1,552,000 | 248 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $5,302,000 | 1,291 |
| Available-for-sale securities (fair market value) | $112,266,000 | 1,236 |
| Total debt securities | $117,566,000 | 1,294 |
| Structured notes | ||
| Amortized cost | $1,170,000 | 1,900 |
| Fair value | $1,206,000 | 1,888 |
| 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 | $110,519,000 | 1,380 |
| U.S. Government securities | $58,427,000 | 1,740 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $58,427,000 | 1,699 |
| Securities issued by states & political subdivisions | $52,092,000 | 573 |
| 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 | $40,923,000 | 1,347 |
| Mortgage-backed securities | $25,688,000 | 2,199 |
| Certificates of participation in pools of residential mortgages | $25,688,000 | 1,569 |
| Issued or guaranteed by U.S. | $25,688,000 | 1,566 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $5,533,000 | 1,289 |
| Available-for-sale securities (fair market value) | $104,986,000 | 1,314 |
| Total debt securities | $110,519,000 | 1,367 |
| Structured notes | ||
| Amortized cost | $1,218,000 | 2,092 |
| Fair value | $1,259,000 | 2,067 |
| 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 | $106,909,000 | 1,377 |
| U.S. Government securities | $56,653,000 | 1,712 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $56,653,000 | 1,669 |
| Securities issued by states & political subdivisions | $50,256,000 | 587 |
| 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 | $41,157,000 | 1,251 |
| Mortgage-backed securities | $24,322,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $24,322,000 | 1,527 |
| Issued or guaranteed by U.S. | $24,322,000 | 1,525 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $4,511,000 | 1,427 |
| Available-for-sale securities (fair market value) | $102,398,000 | 1,293 |
| Total debt securities | $106,908,000 | 1,362 |
| Structured notes | ||
| Amortized cost | $2,115,000 | 1,634 |
| Fair value | $2,169,000 | 1,624 |
| 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 | $98,507,000 | 1,441 |
| U.S. Government securities | $52,190,000 | 1,772 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $52,190,000 | 1,725 |
| Securities issued by states & political subdivisions | $46,317,000 | 620 |
| 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 | $38,342,000 | 1,301 |
| Mortgage-backed securities | $22,316,000 | 2,248 |
| Certificates of participation in pools of residential mortgages | $22,316,000 | 1,583 |
| Issued or guaranteed by U.S. | $22,316,000 | 1,580 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $4,694,000 | 1,421 |
| Available-for-sale securities (fair market value) | $93,813,000 | 1,354 |
| Total debt securities | $98,506,000 | 1,424 |
| Structured notes | ||
| Amortized cost | $2,165,000 | 1,686 |
| Fair value | $2,230,000 | 1,676 |
| 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 | $101,938,000 | 1,407 |
| U.S. Government securities | $58,186,000 | 1,646 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $58,186,000 | 1,600 |
| Securities issued by states & political subdivisions | $43,752,000 | 620 |
| 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 | $34,858,000 | 1,420 |
| Mortgage-backed securities | $21,280,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $21,280,000 | 1,585 |
| Issued or guaranteed by U.S. | $21,280,000 | 1,582 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $4,712,000 | 1,449 |
| Available-for-sale securities (fair market value) | $97,226,000 | 1,312 |
| Total debt securities | $101,936,000 | 1,382 |
| Structured notes | ||
| Amortized cost | $6,607,000 | 957 |
| Fair value | $6,681,000 | 952 |
| 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 | $98,255,000 | 1,434 |
| U.S. Government securities | $58,597,000 | 1,624 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $58,597,000 | 1,575 |
| Securities issued by states & political subdivisions | $39,658,000 | 678 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,062,000 | 1,374 |
| Mortgage-backed securities | $21,835,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $21,835,000 | 1,521 |
| Issued or guaranteed by U.S. | $21,835,000 | 1,516 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $3,299,000 | 1,625 |
| Available-for-sale securities (fair market value) | $94,956,000 | 1,318 |
| Total debt securities | $98,254,000 | 1,410 |
| Structured notes | ||
| Amortized cost | $7,147,000 | 958 |
| Fair value | $7,142,000 | 953 |
| 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 | $92,573,000 | 1,445 |
| U.S. Government securities | $56,000,000 | 1,602 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $56,000,000 | 1,550 |
| Securities issued by states & political subdivisions | $36,573,000 | 732 |
| 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 | $38,382,000 | 1,308 |
| Mortgage-backed securities | $19,658,000 | 2,261 |
| Certificates of participation in pools of residential mortgages | $19,658,000 | 1,574 |
| Issued or guaranteed by U.S. | $19,658,000 | 1,568 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $3,708,000 | 1,580 |
| Available-for-sale securities (fair market value) | $88,865,000 | 1,339 |
| Total debt securities | $92,572,000 | 1,426 |
| Structured notes | ||
| Amortized cost | $7,217,000 | 859 |
| Fair value | $7,225,000 | 852 |
| 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 | $52,524,000 | 2,282 |
| U.S. Government securities | $24,948,000 | 2,985 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $24,948,000 | 2,891 |
| Securities issued by states & political subdivisions | $27,576,000 | 988 |
| 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 | $34,003,000 | 1,433 |
| Mortgage-backed securities | $5,056,000 | 4,011 |
| Certificates of participation in pools of residential mortgages | $5,056,000 | 3,315 |
| Issued or guaranteed by U.S. | $5,056,000 | 3,308 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $2,155,000 | 1,893 |
| Available-for-sale securities (fair market value) | $50,369,000 | 2,123 |
| Total debt securities | $52,524,000 | 2,258 |
| Structured notes | ||
| Amortized cost | $4,019,000 | 1,291 |
| Fair value | $4,139,000 | 1,284 |
| 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 | $44,993,000 | 2,603 |
| U.S. Government securities | $23,194,000 | 3,168 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $23,194,000 | 3,086 |
| Securities issued by states & political subdivisions | $21,799,000 | 1,176 |
| 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 | $21,008,000 | 2,096 |
| Mortgage-backed securities | $4,667,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $4,667,000 | 3,430 |
| Issued or guaranteed by U.S. | $4,667,000 | 3,421 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,305,000 | 2,172 |
| Available-for-sale securities (fair market value) | $43,688,000 | 2,380 |
| Total debt securities | $44,992,000 | 2,571 |
| Structured notes | ||
| Amortized cost | $4,569,000 | 1,250 |
| Fair value | $4,685,000 | 1,245 |
| 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 | $42,193,000 | 2,754 |
| U.S. Government securities | $23,950,000 | 3,173 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $23,950,000 | 3,092 |
| Securities issued by states & political subdivisions | $18,243,000 | 1,390 |
| 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 | $22,099,000 | 2,087 |
| Mortgage-backed securities | $5,051,000 | 4,088 |
| Certificates of participation in pools of residential mortgages | $5,051,000 | 3,442 |
| Issued or guaranteed by U.S. | $5,051,000 | 3,434 |
| 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) | $1,464,000 | 2,157 |
| Available-for-sale securities (fair market value) | $40,729,000 | 2,531 |
| Total debt securities | $42,192,000 | 2,729 |
| Structured notes | ||
| Amortized cost | $6,109,000 | 806 |
| Fair value | $6,198,000 | 802 |
| 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 | $34,701,000 | 3,147 |
| U.S. Government securities | $18,817,000 | 3,649 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $18,817,000 | 3,576 |
| Securities issued by states & political subdivisions | $15,884,000 | 1,584 |
| 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 | $22,169,000 | 2,083 |
| Mortgage-backed securities | $5,615,000 | 4,014 |
| Certificates of participation in pools of residential mortgages | $5,615,000 | 3,363 |
| Issued or guaranteed by U.S. | $5,615,000 | 3,355 |
| 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) | $1,633,000 | 2,147 |
| Available-for-sale securities (fair market value) | $33,068,000 | 2,955 |
| Total debt securities | $34,701,000 | 3,118 |
| Structured notes | ||
| Amortized cost | $4,250,000 | 905 |
| Fair value | $4,290,000 | 903 |
| 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 | $33,752,000 | 3,227 |
| U.S. Government securities | $18,936,000 | 3,617 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $18,936,000 | 3,546 |
| Securities issued by states & political subdivisions | $14,816,000 | 1,669 |
| 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 | $19,579,000 | 2,261 |
| Mortgage-backed securities | $6,118,000 | 3,973 |
| Certificates of participation in pools of residential mortgages | $6,118,000 | 3,330 |
| Issued or guaranteed by U.S. | $6,118,000 | 3,321 |
| 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) | $1,808,000 | 2,176 |
| Available-for-sale securities (fair market value) | $31,944,000 | 3,011 |
| Total debt securities | $33,752,000 | 3,187 |
| Structured notes | ||
| Amortized cost | $3,583,000 | 750 |
| Fair value | $3,622,000 | 745 |
| 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 | $28,491,000 | 3,564 |
| U.S. Government securities | $15,519,000 | 4,044 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $15,519,000 | 3,954 |
| Securities issued by states & political subdivisions | $12,972,000 | 1,840 |
| 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 | $21,182,000 | 2,127 |
| Mortgage-backed securities | $5,417,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $5,417,000 | 3,578 |
| Issued or guaranteed by U.S. | $5,417,000 | 3,566 |
| 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) | $1,908,000 | 2,171 |
| Available-for-sale securities (fair market value) | $26,583,000 | 3,366 |
| Total debt securities | $28,489,000 | 3,524 |
| Structured notes | ||
| Amortized cost | $991,000 | 1,312 |
| Fair value | $1,046,000 | 1,110 |
| 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 | $30,005,000 | 3,474 |
| U.S. Government securities | $16,974,000 | 3,895 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,974,000 | 3,820 |
| Securities issued by states & political subdivisions | $13,031,000 | 1,742 |
| 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 | $18,906,000 | 2,366 |
| Mortgage-backed securities | $5,985,000 | 4,137 |
| Certificates of participation in pools of residential mortgages | $5,985,000 | 3,518 |
| Issued or guaranteed by U.S. | $5,985,000 | 3,507 |
| 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) | $2,178,000 | 2,128 |
| Available-for-sale securities (fair market value) | $27,827,000 | 3,276 |
| Total debt securities | $30,004,000 | 3,448 |
| Structured notes | ||
| Amortized cost | $1,072,000 | 863 |
| Fair value | $1,136,000 | 849 |
| 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 | $29,747,000 | 3,481 |
| U.S. Government securities | $17,138,000 | 3,937 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $17,138,000 | 3,861 |
| Securities issued by states & political subdivisions | $12,609,000 | 1,739 |
| 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 | $18,424,000 | 2,434 |
| Mortgage-backed securities | $6,362,000 | 3,995 |
| Certificates of participation in pools of residential mortgages | $6,362,000 | 3,405 |
| Issued or guaranteed by U.S. | $6,362,000 | 3,392 |
| 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) | $2,178,000 | 2,145 |
| Available-for-sale securities (fair market value) | $27,569,000 | 3,261 |
| Total debt securities | $29,746,000 | 3,448 |
| Structured notes | ||
| Amortized cost | $1,120,000 | 893 |
| Fair value | $1,154,000 | 883 |
| 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 | $27,906,000 | 3,568 |
| U.S. Government securities | $15,095,000 | 4,190 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,095,000 | 4,109 |
| Securities issued by states & political subdivisions | $12,811,000 | 1,693 |
| 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 | $16,844,000 | 2,545 |
| Mortgage-backed securities | $6,523,000 | 3,868 |
| Certificates of participation in pools of residential mortgages | $6,523,000 | 3,279 |
| Issued or guaranteed by U.S. | $6,523,000 | 3,268 |
| 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) | $2,352,000 | 2,117 |
| Available-for-sale securities (fair market value) | $25,554,000 | 3,353 |
| Total debt securities | $27,905,000 | 3,537 |
| Structured notes | ||
| Amortized cost | $1,143,000 | 879 |
| Fair value | $1,156,000 | 876 |
| 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 | $27,650,000 | 3,650 |
| U.S. Government securities | $15,412,000 | 4,152 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $15,412,000 | 4,085 |
| Securities issued by states & political subdivisions | $12,238,000 | 1,770 |
| 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 | $16,198,000 | 2,561 |
| Mortgage-backed securities | $6,876,000 | 3,780 |
| Certificates of participation in pools of residential mortgages | $6,876,000 | 3,185 |
| Issued or guaranteed by U.S. | $6,876,000 | 3,170 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,702,000 | 2,033 |
| Available-for-sale securities (fair market value) | $24,948,000 | 3,467 |
| Total debt securities | $27,649,000 | 3,609 |
| Structured notes | ||
| Amortized cost | $1,171,000 | 925 |
| Fair value | $1,174,000 | 924 |
| 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 | $33,284,000 | 3,181 |
| U.S. Government securities | $20,950,000 | 3,407 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $20,950,000 | 3,347 |
| Securities issued by states & political subdivisions | $12,334,000 | 1,768 |
| 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 | $14,971,000 | 2,649 |
| Mortgage-backed securities | $7,642,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $7,642,000 | 2,926 |
| Issued or guaranteed by U.S. | $7,642,000 | 2,914 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,802,000 | 2,046 |
| Available-for-sale securities (fair market value) | $30,482,000 | 3,020 |
| Total debt securities | $33,282,000 | 3,133 |
| Structured notes | ||
| Amortized cost | $1,208,000 | 984 |
| Fair value | $1,214,000 | 985 |
| 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 | $42,803,000 | 2,626 |
| U.S. Government securities | $30,257,000 | 2,652 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $30,257,000 | 2,594 |
| Securities issued by states & political subdivisions | $12,546,000 | 1,724 |
| 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 | $19,214,000 | 2,283 |
| Mortgage-backed securities | $6,633,000 | 3,461 |
| Certificates of participation in pools of residential mortgages | $6,633,000 | 2,842 |
| Issued or guaranteed by U.S. | $6,633,000 | 2,828 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,977,000 | 2,068 |
| Available-for-sale securities (fair market value) | $39,826,000 | 2,436 |
| Total debt securities | $42,801,000 | 2,579 |
| Structured notes | ||
| Amortized cost | $4,602,000 | 543 |
| Fair value | $4,642,000 | 544 |
| 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 | $42,879,000 | 2,610 |
| U.S. Government securities | $30,324,000 | 2,676 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $30,324,000 | 2,620 |
| Securities issued by states & political subdivisions | $12,555,000 | 1,683 |
| 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 | $14,783,000 | 2,700 |
| Mortgage-backed securities | $6,893,000 | 3,256 |
| Certificates of participation in pools of residential mortgages | $6,893,000 | 2,630 |
| Issued or guaranteed by U.S. | $6,893,000 | 2,618 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,027,000 | 2,084 |
| Available-for-sale securities (fair market value) | $39,852,000 | 2,413 |
| Total debt securities | $42,879,000 | 2,571 |
| Structured notes | ||
| Amortized cost | $4,628,000 | 669 |
| Fair value | $4,657,000 | 665 |
| 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 | $44,558,000 | 2,519 |
| U.S. Government securities | $32,444,000 | 2,520 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $32,444,000 | 2,450 |
| Securities issued by states & political subdivisions | $12,114,000 | 1,703 |
| 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 | $14,573,000 | 2,721 |
| Mortgage-backed securities | $7,173,000 | 3,140 |
| Certificates of participation in pools of residential mortgages | $7,173,000 | 2,511 |
| Issued or guaranteed by U.S. | $7,173,000 | 2,499 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,123,000 | 2,096 |
| Available-for-sale securities (fair market value) | $41,435,000 | 2,352 |
| Total debt securities | $44,555,000 | 2,474 |
| Structured notes | ||
| Amortized cost | $4,661,000 | 695 |
| Fair value | $4,661,000 | 689 |
| 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 | $46,381,000 | 2,454 |
| U.S. Government securities | $34,451,000 | 2,407 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $34,451,000 | 2,334 |
| Securities issued by states & political subdivisions | $11,930,000 | 1,733 |
| 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 | $15,710,000 | 2,604 |
| Mortgage-backed securities | $7,077,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $7,077,000 | 2,526 |
| Issued or guaranteed by U.S. | $7,077,000 | 2,516 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,340,000 | 2,088 |
| Available-for-sale securities (fair market value) | $43,041,000 | 2,275 |
| Total debt securities | $46,381,000 | 2,402 |
| Structured notes | ||
| Amortized cost | $6,728,000 | 540 |
| Fair value | $6,711,000 | 540 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $48,454,000 | 2,405 |
| U.S. Government securities | $36,245,000 | 2,345 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $36,245,000 | 2,285 |
| Securities issued by states & political subdivisions | $12,209,000 | 1,687 |
| 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 | $16,279,000 | 2,529 |
| Mortgage-backed securities | $7,404,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | $7,404,000 | 2,476 |
| Issued or guaranteed by U.S. | $7,404,000 | 2,463 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,609,000 | 2,060 |
| Available-for-sale securities (fair market value) | $44,845,000 | 2,214 |
| Total debt securities | $48,453,000 | 2,355 |
| Structured notes | ||
| Amortized cost | $6,763,000 | 561 |
| Fair value | $6,728,000 | 557 |
| 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 | $45,327,000 | 2,549 |
| U.S. Government securities | $34,814,000 | 2,444 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $34,814,000 | 2,372 |
| Securities issued by states & political subdivisions | $10,513,000 | 1,911 |
| 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 | $12,861,000 | 2,948 |
| Mortgage-backed securities | $5,987,000 | 3,353 |
| Certificates of participation in pools of residential mortgages | $5,987,000 | 2,769 |
| Issued or guaranteed by U.S. | $5,987,000 | 2,756 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,760,000 | 2,096 |
| Available-for-sale securities (fair market value) | $41,567,000 | 2,348 |
| Total debt securities | $45,327,000 | 2,505 |
| Structured notes | ||
| Amortized cost | $5,362,000 | 751 |
| Fair value | $5,309,000 | 749 |
| 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 | $45,233,000 | 2,539 |
| U.S. Government securities | $35,344,000 | 2,418 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $35,344,000 | 2,348 |
| Securities issued by states & political subdivisions | $9,889,000 | 1,980 |
| 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 | $12,751,000 | 2,972 |
| Mortgage-backed securities | $4,912,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $4,912,000 | 3,052 |
| Issued or guaranteed by U.S. | $4,912,000 | 3,040 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,909,000 | 2,086 |
| Available-for-sale securities (fair market value) | $41,324,000 | 2,352 |
| Total debt securities | $45,231,000 | 2,498 |
| Structured notes | ||
| Amortized cost | $6,360,000 | 670 |
| Fair value | $6,225,000 | 664 |
| 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 | $43,806,000 | 2,646 |
| U.S. Government securities | $34,096,000 | 2,522 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $34,096,000 | 2,454 |
| Securities issued by states & political subdivisions | $9,710,000 | 1,996 |
| 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 | $12,813,000 | 2,942 |
| Mortgage-backed securities | $2,519,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $2,519,000 | 3,937 |
| Issued or guaranteed by U.S. | $2,519,000 | 3,922 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,983,000 | 2,111 |
| Available-for-sale securities (fair market value) | $39,823,000 | 2,468 |
| Total debt securities | $43,806,000 | 2,601 |
| Structured notes | ||
| Amortized cost | $5,874,000 | 757 |
| Fair value | $5,767,000 | 753 |
| 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 | $45,171,000 | 2,584 |
| U.S. Government securities | $35,441,000 | 2,416 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $35,441,000 | 2,347 |
| Securities issued by states & political subdivisions | $9,730,000 | 1,981 |
| 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 | $12,792,000 | 2,930 |
| Mortgage-backed securities | $1,913,000 | 4,846 |
| Certificates of participation in pools of residential mortgages | $1,913,000 | 4,293 |
| Issued or guaranteed by U.S. | $1,913,000 | 4,276 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,982,000 | 2,137 |
| Available-for-sale securities (fair market value) | $41,189,000 | 2,398 |
| Total debt securities | $45,169,000 | 2,540 |
| Structured notes | ||
| Amortized cost | $6,350,000 | 692 |
| Fair value | $6,227,000 | 694 |
| 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 | $45,329,000 | 2,553 |
| U.S. Government securities | $35,806,000 | 2,388 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $35,806,000 | 2,321 |
| Securities issued by states & political subdivisions | $9,523,000 | 2,006 |
| 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 | $13,580,000 | 2,781 |
| Mortgage-backed securities | $1,513,000 | 5,125 |
| Certificates of participation in pools of residential mortgages | $1,513,000 | 4,605 |
| Issued or guaranteed by U.S. | $1,513,000 | 4,586 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,146,000 | 2,118 |
| Available-for-sale securities (fair market value) | $41,183,000 | 2,359 |
| Total debt securities | $45,329,000 | 2,509 |
| Structured notes | ||
| Amortized cost | $7,348,000 | 581 |
| Fair value | $7,271,000 | 581 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $47,061,000 | 2,486 |
| U.S. Government securities | $38,819,000 | 2,263 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $38,819,000 | 2,191 |
| Securities issued by states & political subdivisions | $8,242,000 | 2,221 |
| 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 | $13,658,000 | 2,776 |
| Mortgage-backed securities | $1,150,000 | 5,424 |
| Certificates of participation in pools of residential mortgages | $1,150,000 | 4,911 |
| Issued or guaranteed by U.S. | $1,150,000 | 4,892 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,534,000 | 2,072 |
| Available-for-sale securities (fair market value) | $42,527,000 | 2,302 |
| Total debt securities | $47,062,000 | 2,441 |
| Structured notes | ||
| Amortized cost | $7,577,000 | 565 |
| Fair value | $7,527,000 | 564 |
| 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 | $45,173,000 | 2,598 |
| U.S. Government securities | $38,809,000 | 2,289 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $38,809,000 | 2,214 |
| Securities issued by states & political subdivisions | $6,364,000 | 2,644 |
| 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 | $13,578,000 | 2,783 |
| Mortgage-backed securities | $1,201,000 | 5,458 |
| Certificates of participation in pools of residential mortgages | $1,201,000 | 4,934 |
| Issued or guaranteed by U.S. | $1,201,000 | 4,920 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,863,000 | 2,037 |
| Available-for-sale securities (fair market value) | $40,310,000 | 2,446 |
| Total debt securities | $45,173,000 | 2,549 |
| Structured notes | ||
| Amortized cost | $8,990,000 | 480 |
| Fair value | $8,822,000 | 478 |
| 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 | $48,213,000 | 2,478 |
| U.S. Government securities | $41,877,000 | 2,156 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $41,877,000 | 2,069 |
| Securities issued by states & political subdivisions | $6,336,000 | 2,684 |
| 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 | $13,681,000 | 2,746 |
| Mortgage-backed securities | $1,265,000 | 5,465 |
| Certificates of participation in pools of residential mortgages | $1,265,000 | 4,924 |
| Issued or guaranteed by U.S. | $1,265,000 | 4,911 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,031,000 | 2,016 |
| Available-for-sale securities (fair market value) | $43,182,000 | 2,331 |
| Total debt securities | $48,214,000 | 2,441 |
| Structured notes | ||
| Amortized cost | $9,010,000 | 465 |
| Fair value | $8,910,000 | 473 |
| 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 | $48,294,000 | 2,473 |
| U.S. Government securities | $41,797,000 | 2,120 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $41,797,000 | 2,044 |
| Securities issued by states & political subdivisions | $6,497,000 | 2,657 |
| 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 | $11,800,000 | 2,979 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,181,000 | 2,020 |
| Available-for-sale securities (fair market value) | $43,113,000 | 2,329 |
| Total debt securities | $48,295,000 | 2,420 |
| Structured notes | ||
| Amortized cost | $9,010,000 | 474 |
| Fair value | $8,940,000 | 485 |
| 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 | $49,095,000 | 2,490 |
| U.S. Government securities | $42,585,000 | 2,131 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $42,585,000 | 2,057 |
| Securities issued by states & political subdivisions | $6,510,000 | 2,633 |
| 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 | $12,526,000 | 2,860 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,220,000 | 2,025 |
| Available-for-sale securities (fair market value) | $43,875,000 | 2,327 |
| Total debt securities | $49,096,000 | 2,435 |
| Structured notes | ||
| Amortized cost | $9,014,000 | 463 |
| Fair value | $8,766,000 | 477 |
| 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 | $54,383,000 | 2,273 |
| U.S. Government securities | $48,276,000 | 1,910 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $48,276,000 | 1,854 |
| Securities issued by states & political subdivisions | $6,107,000 | 2,738 |
| 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 | $14,789,000 | 2,530 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,429,000 | 1,980 |
| Available-for-sale securities (fair market value) | $48,954,000 | 2,129 |
| Total debt securities | $54,383,000 | 2,208 |
| Structured notes | ||
| Amortized cost | $9,019,000 | 400 |
| Fair value | $9,029,000 | 409 |
| 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 | $49,073,000 | 2,533 |
| U.S. Government securities | $43,369,000 | 2,157 |
| U.S. Treasury securities | $14,314,000 | 321 |
| U.S. Government agency obligations | $29,055,000 | 2,877 |
| Securities issued by states & political subdivisions | $5,704,000 | 2,879 |
| 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 | $25,203,000 | 1,620 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,428,000 | 2,006 |
| Available-for-sale securities (fair market value) | $43,645,000 | 2,407 |
| Total debt securities | $49,074,000 | 2,477 |
| Structured notes | ||
| Amortized cost | $8,008,000 | 393 |
| Fair value | $7,885,000 | 405 |
| 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 | $49,627,000 | 2,458 |
| U.S. Government securities | $43,769,000 | 2,085 |
| U.S. Treasury securities | $16,120,000 | 292 |
| U.S. Government agency obligations | $27,649,000 | 2,877 |
| Securities issued by states & political subdivisions | $5,858,000 | 2,816 |
| 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 | $16,451,000 | 2,195 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,580,000 | 1,991 |
| Available-for-sale securities (fair market value) | $44,047,000 | 2,311 |
| Total debt securities | $49,627,000 | 2,401 |
| Structured notes | ||
| Amortized cost | $6,013,000 | 420 |
| Fair value | $5,880,000 | 444 |
| 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 | $53,256,000 | 2,273 |
| U.S. Government securities | $47,312,000 | 1,864 |
| U.S. Treasury securities | $18,271,000 | 271 |
| U.S. Government agency obligations | $29,041,000 | 2,700 |
| Securities issued by states & political subdivisions | $5,944,000 | 2,762 |
| 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 | $27,628,000 | 1,425 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,662,000 | 1,961 |
| Available-for-sale securities (fair market value) | $47,594,000 | 2,124 |
| Total debt securities | $53,266,000 | 2,202 |
| Structured notes | ||
| Amortized cost | $5,014,000 | 384 |
| Fair value | $5,019,000 | 402 |
| 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 | $46,538,000 | 2,520 |
| U.S. Government securities | $41,142,000 | 2,089 |
| U.S. Treasury securities | $19,138,000 | 275 |
| U.S. Government agency obligations | $22,004,000 | 3,294 |
| Securities issued by states & political subdivisions | $5,396,000 | 2,809 |
| 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 | $26,781,000 | 1,415 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,117,000 | 2,105 |
| Available-for-sale securities (fair market value) | $41,421,000 | 2,364 |
| Total debt securities | $46,538,000 | 2,452 |
| 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 | $44,647,000 | 2,557 |
| U.S. Government securities | $39,116,000 | 2,182 |
| U.S. Treasury securities | $15,643,000 | 320 |
| U.S. Government agency obligations | $23,473,000 | 3,119 |
| Securities issued by states & political subdivisions | $5,531,000 | 2,753 |
| 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 | $27,680,000 | 1,393 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,251,000 | 2,131 |
| Available-for-sale securities (fair market value) | $39,396,000 | 2,415 |
| Total debt securities | $44,647,000 | 2,496 |
| 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 | $32,756,000 | 3,131 |
| U.S. Government securities | $27,700,000 | 2,718 |
| U.S. Treasury securities | $3,827,000 | 963 |
| U.S. Government agency obligations | $23,873,000 | 2,902 |
| Securities issued by states & political subdivisions | $5,056,000 | 2,836 |
| 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 | $19,742,000 | 1,744 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,779,000 | 2,331 |
| Available-for-sale securities (fair market value) | $27,977,000 | 2,989 |
| Total debt securities | $32,756,000 | 3,076 |
| 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 | $24,334,000 | 4,024 |
| U.S. Government securities | $18,145,000 | 3,952 |
| U.S. Treasury securities | $3,023,000 | 1,490 |
| U.S. Government agency obligations | $15,122,000 | 4,201 |
| Securities issued by states & political subdivisions | $5,291,000 | 2,707 |
| 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 | $898,000 | 2,703 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,890,000 | 2,041 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,016,000 | 2,769 |
| Available-for-sale securities (fair market value) | $19,318,000 | 3,894 |
| Total debt securities | $23,436,000 | 4,012 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $23,106,000 | 4,380 |
| U.S. Government securities | $16,684,000 | 4,425 |
| U.S. Treasury securities | $4,979,000 | 1,589 |
| U.S. Government agency obligations | $11,705,000 | 5,083 |
| Securities issued by states & political subdivisions | $5,921,000 | 2,608 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $501,000 | 3,713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,183,000 | 2,316 |
| Mortgage-backed securities | $309,000 | 6,757 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $309,000 | 3,814 |
| CMOs issued by government agencies or sponsored agencies | $309,000 | 3,641 |
| 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) | $5,659,000 | 2,896 |
| Available-for-sale securities (fair market value) | $17,447,000 | 4,272 |
| Total debt securities | $22,605,000 | 4,324 |
| 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 | $34,389,000 | 3,225 |
| U.S. Government securities | $26,992,000 | 3,101 |
| U.S. Treasury securities | $9,585,000 | 1,348 |
| U.S. Government agency obligations | $17,407,000 | 3,693 |
| Securities issued by states & political subdivisions | $5,998,000 | 2,610 |
| Other domestic debt securities | $925,000 | 2,318 |
| 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 | $925,000 | 1,919 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $474,000 | 3,696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,060,000 | 2,797 |
| Mortgage-backed securities | $888,000 | 6,232 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $888,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $888,000 | 3,269 |
| 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) | $5,711,000 | 3,195 |
| Available-for-sale securities (fair market value) | $28,678,000 | 2,906 |
| Total debt securities | $33,915,000 | 3,173 |
| 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 | $29,818,000 | 3,653 |
| U.S. Government securities | $23,807,000 | 3,577 |
| U.S. Treasury securities | $15,025,000 | 1,246 |
| U.S. Government agency obligations | $8,782,000 | 5,668 |
| Securities issued by states & political subdivisions | $5,560,000 | 2,530 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $451,000 | 3,843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,161,000 | 2,844 |
| Mortgage-backed securities | $1,788,000 | 5,573 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,788,000 | 2,829 |
| CMOs issued by government agencies or sponsored agencies | $1,788,000 | 2,725 |
| 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) | $5,282,000 | 4,025 |
| Available-for-sale securities (fair market value) | $24,536,000 | 3,108 |
| Total debt securities | $29,367,000 | 3,600 |
| 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 | $32,680,000 | 3,659 |
| U.S. Government securities | $27,519,000 | 3,465 |
| U.S. Treasury securities | $15,956,000 | 1,450 |
| U.S. Government agency obligations | $11,563,000 | 5,039 |
| Securities issued by states & political subdivisions | $4,734,000 | 2,945 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $427,000 | 3,826 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,612,000 | 3,584 |
| Mortgage-backed securities | $2,032,000 | 5,861 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,032,000 | 3,046 |
| CMOs issued by government agencies or sponsored agencies | $2,032,000 | 2,917 |
| 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) | $4,734,000 | 4,819 |
| Available-for-sale securities (fair market value) | $27,946,000 | 2,909 |
| Total debt securities | $32,253,000 | 3,604 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $499,000 | 2,545 |
| 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 | $32,599,000 | 3,816 |
| U.S. Government securities | $27,509,000 | 3,600 |
| U.S. Treasury securities | $20,091,000 | 1,426 |
| U.S. Government agency obligations | $7,418,000 | 6,511 |
| Securities issued by states & political subdivisions | $4,684,000 | 2,948 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $406,000 | 3,697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,381,000 | 3,089 |
| Mortgage-backed securities | $2,432,000 | 5,904 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,432,000 | 3,155 |
| CMOs issued by government agencies or sponsored agencies | $2,432,000 | 3,011 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,684,000 | 5,152 |
| Available-for-sale securities (fair market value) | $27,915,000 | 2,998 |
| Total debt securities | $32,193,000 | 3,771 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $997,000 | 2,648 |
| 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 | $34,005,000 | 3,826 |
| U.S. Government securities | $28,705,000 | 3,610 |
| U.S. Treasury securities | $23,882,000 | 1,462 |
| U.S. Government agency obligations | $4,823,000 | 7,802 |
| Securities issued by states & political subdivisions | $4,968,000 | 2,952 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $332,000 | 3,856 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,865,000 | 4,323 |
| Mortgage-backed securities | $2,387,000 | 6,326 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,387,000 | 3,385 |
| CMOs issued by government agencies or sponsored agencies | $2,387,000 | 3,225 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,968,000 | 8,013 |
| Available-for-sale securities (fair market value) | $29,037,000 | 1,980 |
| Total debt securities | $33,673,000 | 3,785 |
| 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 | $43,199,000 | 3,227 |
| U.S. Government securities | $37,436,000 | 2,899 |
| U.S. Treasury securities | $33,434,000 | 1,107 |
| U.S. Government agency obligations | $4,002,000 | 8,610 |
| Securities issued by states & political subdivisions | $5,623,000 | 2,720 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 5,113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,783,000 | 4,213 |
| Mortgage-backed securities | $1,503,000 | 7,791 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,503,000 | 4,455 |
| CMOs issued by government agencies or sponsored agencies | $1,503,000 | 4,260 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $43,059,000 | 3,160 |
| 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 | $43,419,000 | 3,139 |
| U.S. Government securities | $38,734,000 | 2,778 |
| U.S. Treasury securities | $38,234,000 | 973 |
| U.S. Government agency obligations | $500,000 | 12,102 |
| Securities issued by states & political subdivisions | $4,545,000 | 2,994 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 4,531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,708,000 | 5,344 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $43,279,000 | 3,072 |
| 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 |