Home > North Shore Bank, a Co-operative Bank > Securities
North Shore Bank, a Co-operative Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $246,170,000 | 825 |
| U.S. Government securities | $217,071,000 | 620 |
| U.S. Treasury securities | $1,997,000 | 2,265 |
| U.S. Government agency obligations | $215,074,000 | 547 |
| Securities issued by states & political subdivisions | $11,828,000 | 2,300 |
| Other domestic debt securities | $13,788,000 | 864 |
| Privately issued residential mortgage-backed securities | $7,337,000 | 317 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $6,451,000 | 845 |
| 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 | $9,060,000 | 3,009 |
| Mortgage-backed securities | $149,385,000 | 559 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $110,113,000 | 463 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $7,337,000 | 247 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $31,935,000 | 230 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $201,448,000 | 249 |
| Available-for-sale securities (fair market value) | $41,239,000 | 2,603 |
| Total debt securities | $242,687,000 | 825 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $257,326,000 | 775 |
| U.S. Government securities | $228,381,000 | 600 |
| U.S. Treasury securities | $1,970,000 | 2,345 |
| U.S. Government agency obligations | $226,411,000 | 526 |
| Securities issued by states & political subdivisions | $11,633,000 | 2,305 |
| Other domestic debt securities | $13,927,000 | 849 |
| Privately issued residential mortgage-backed securities | $7,530,000 | 298 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $6,397,000 | 848 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,769,000 | 2,780 |
| Mortgage-backed securities | $148,829,000 | 556 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $111,595,000 | 449 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $7,530,000 | 232 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $29,704,000 | 236 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $211,305,000 | 244 |
| Available-for-sale securities (fair market value) | $42,636,000 | 2,540 |
| Total debt securities | $253,941,000 | 773 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $259,982,000 | 781 |
| U.S. Government securities | $230,307,000 | 601 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $230,307,000 | 523 |
| Securities issued by states & political subdivisions | $11,803,000 | 2,350 |
| Other domestic debt securities | $14,217,000 | 842 |
| Privately issued residential mortgage-backed securities | $7,796,000 | 305 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $6,421,000 | 859 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $150,683,000 | 563 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $115,309,000 | 452 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $7,796,000 | 237 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $27,578,000 | 244 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $211,952,000 | 237 |
| Available-for-sale securities (fair market value) | $44,375,000 | 2,555 |
| Total debt securities | $256,327,000 | 783 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $265,166,000 | 807 |
| U.S. Government securities | $235,186,000 | 616 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $235,186,000 | 510 |
| Securities issued by states & political subdivisions | $11,826,000 | 2,398 |
| Other domestic debt securities | $14,538,000 | 872 |
| Privately issued residential mortgage-backed securities | $8,074,000 | 318 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $6,464,000 | 891 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $152,486,000 | 588 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $118,784,000 | 464 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $8,074,000 | 242 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $25,628,000 | 269 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $216,231,000 | 244 |
| Available-for-sale securities (fair market value) | $45,319,000 | 2,605 |
| Total debt securities | $261,550,000 | 808 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $276,202,000 | 793 |
| U.S. Government securities | $245,634,000 | 603 |
| U.S. Treasury securities | $9,945,000 | 1,559 |
| U.S. Government agency obligations | $235,689,000 | 516 |
| Securities issued by states & political subdivisions | $12,043,000 | 2,419 |
| Other domestic debt securities | $14,721,000 | 894 |
| Privately issued residential mortgage-backed securities | $8,280,000 | 318 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $6,441,000 | 899 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $152,880,000 | 594 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $121,353,000 | 463 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $8,280,000 | 232 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $23,247,000 | 281 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $226,546,000 | 247 |
| Available-for-sale securities (fair market value) | $45,852,000 | 2,623 |
| Total debt securities | $272,398,000 | 790 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $273,734,000 | 791 |
| U.S. Government securities | $244,236,000 | 605 |
| U.S. Treasury securities | $9,863,000 | 1,602 |
| U.S. Government agency obligations | $234,373,000 | 512 |
| Securities issued by states & political subdivisions | $11,937,000 | 2,430 |
| Other domestic debt securities | $14,020,000 | 879 |
| Privately issued residential mortgage-backed securities | $8,597,000 | 293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $5,423,000 | 980 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $153,343,000 | 602 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $123,504,000 | 461 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $8,597,000 | 229 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $21,242,000 | 299 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $224,528,000 | 248 |
| Available-for-sale securities (fair market value) | $45,665,000 | 2,642 |
| Total debt securities | $270,193,000 | 798 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $249,668,000 | 878 |
| U.S. Government securities | $221,968,000 | 660 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $221,968,000 | 547 |
| Securities issued by states & political subdivisions | $12,201,000 | 2,469 |
| Other domestic debt securities | $11,804,000 | 911 |
| Privately issued residential mortgage-backed securities | $6,311,000 | 334 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $5,493,000 | 979 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $143,818,000 | 643 |
| Certificates of participation in pools of residential mortgages | $117,127,000 | 509 |
| Issued or guaranteed by U.S. | $117,127,000 | 505 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $6,311,000 | 1,453 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $6,311,000 | 254 |
| Commercial mortgage-backed securities | $20,380,000 | 621 |
| Commercial mortgage pass-through securities | $20,380,000 | 315 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $198,865,000 | 252 |
| Available-for-sale securities (fair market value) | $47,108,000 | 2,666 |
| Total debt securities | $245,973,000 | 881 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $213,816,000 | 1,014 |
| U.S. Government securities | $190,359,000 | 735 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $190,359,000 | 625 |
| Securities issued by states & political subdivisions | $10,872,000 | 2,588 |
| Other domestic debt securities | $8,580,000 | 1,043 |
| Privately issued residential mortgage-backed securities | $4,080,000 | 362 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $4,500,000 | 1,065 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $129,511,000 | 726 |
| Certificates of participation in pools of residential mortgages | $111,684,000 | 537 |
| Issued or guaranteed by U.S. | $111,684,000 | 532 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,080,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $4,080,000 | 265 |
| Commercial mortgage-backed securities | $13,747,000 | 760 |
| Commercial mortgage pass-through securities | $13,747,000 | 410 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $163,776,000 | 257 |
| Available-for-sale securities (fair market value) | $46,035,000 | 2,679 |
| Total debt securities | $209,811,000 | 1,017 |
| 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 | $171,780,000 | 1,175 |
| U.S. Government securities | $150,336,000 | 858 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $150,336,000 | 765 |
| Securities issued by states & political subdivisions | $10,759,000 | 2,637 |
| Other domestic debt securities | $6,821,000 | 1,139 |
| Privately issued residential mortgage-backed securities | $4,321,000 | 335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,500,000 | 1,230 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $114,310,000 | 790 |
| Certificates of participation in pools of residential mortgages | $95,581,000 | 600 |
| Issued or guaranteed by U.S. | $95,581,000 | 591 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,321,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $4,321,000 | 227 |
| Commercial mortgage-backed securities | $14,408,000 | 748 |
| Commercial mortgage pass-through securities | $14,408,000 | 397 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $127,324,000 | 227 |
| Available-for-sale securities (fair market value) | $40,592,000 | 2,785 |
| Total debt securities | $167,916,000 | 1,191 |
| 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 | $142,191,000 | 1,321 |
| U.S. Government securities | $122,817,000 | 931 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $122,817,000 | 847 |
| Securities issued by states & political subdivisions | $11,056,000 | 2,594 |
| Other domestic debt securities | $4,723,000 | 1,257 |
| Privately issued residential mortgage-backed securities | $3,473,000 | 324 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,250,000 | 1,412 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $110,076,000 | 773 |
| Certificates of participation in pools of residential mortgages | $92,955,000 | 589 |
| Issued or guaranteed by U.S. | $92,955,000 | 580 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,473,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $3,473,000 | 212 |
| Commercial mortgage-backed securities | $13,648,000 | 751 |
| Commercial mortgage pass-through securities | $13,648,000 | 403 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $101,865,000 | 244 |
| Available-for-sale securities (fair market value) | $36,731,000 | 2,854 |
| Total debt securities | $138,596,000 | 1,329 |
| 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 | $144,553,000 | 1,241 |
| U.S. Government securities | $124,498,000 | 880 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $124,498,000 | 813 |
| Securities issued by states & political subdivisions | $11,296,000 | 2,540 |
| Other domestic debt securities | $5,137,000 | 1,181 |
| Privately issued residential mortgage-backed securities | $4,637,000 | 288 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $500,000 | 1,604 |
| Foreign debt securities | $25,000 | 263 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $111,850,000 | 739 |
| Certificates of participation in pools of residential mortgages | $93,372,000 | 555 |
| Issued or guaranteed by U.S. | $93,372,000 | 544 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,637,000 | 1,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $4,637,000 | 180 |
| Commercial mortgage-backed securities | $13,841,000 | 725 |
| Commercial mortgage pass-through securities | $13,841,000 | 388 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $102,981,000 | 222 |
| Available-for-sale securities (fair market value) | $37,975,000 | 2,754 |
| Total debt securities | $140,956,000 | 1,254 |
| 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 | $141,822,000 | 1,174 |
| U.S. Government securities | $121,737,000 | 831 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $121,737,000 | 774 |
| Securities issued by states & political subdivisions | $10,725,000 | 2,578 |
| Other domestic debt securities | $5,818,000 | 1,073 |
| Privately issued residential mortgage-backed securities | $5,318,000 | 270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $500,000 | 1,550 |
| Foreign debt securities | $25,000 | 276 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $108,735,000 | 719 |
| Certificates of participation in pools of residential mortgages | $89,130,000 | 543 |
| Issued or guaranteed by U.S. | $89,130,000 | 532 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,318,000 | 1,467 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $5,318,000 | 165 |
| Commercial mortgage-backed securities | $14,287,000 | 679 |
| Commercial mortgage pass-through securities | $14,287,000 | 366 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $99,479,000 | 212 |
| Available-for-sale securities (fair market value) | $38,826,000 | 2,615 |
| Total debt securities | $138,305,000 | 1,182 |
| 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 | $120,457,000 | 1,224 |
| U.S. Government securities | $99,971,000 | 873 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $99,971,000 | 827 |
| Securities issued by states & political subdivisions | $11,025,000 | 2,521 |
| Other domestic debt securities | $6,322,000 | 971 |
| Privately issued residential mortgage-backed securities | $5,822,000 | 241 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $500,000 | 1,483 |
| Foreign debt securities | $25,000 | 274 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $88,084,000 | 776 |
| Certificates of participation in pools of residential mortgages | $70,375,000 | 590 |
| Issued or guaranteed by U.S. | $70,375,000 | 581 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,822,000 | 1,424 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $5,822,000 | 153 |
| Commercial mortgage-backed securities | $11,887,000 | 704 |
| Commercial mortgage pass-through securities | $11,887,000 | 372 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $81,718,000 | 214 |
| Available-for-sale securities (fair market value) | $35,625,000 | 2,609 |
| Total debt securities | $117,343,000 | 1,232 |
| 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 | $124,287,000 | 1,145 |
| U.S. Government securities | $107,482,000 | 795 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $107,482,000 | 746 |
| Securities issued by states & political subdivisions | $11,542,000 | 2,350 |
| Other domestic debt securities | $3,056,000 | 1,254 |
| Privately issued residential mortgage-backed securities | $2,556,000 | 323 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $500,000 | 1,463 |
| Foreign debt securities | $25,000 | 281 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $83,336,000 | 780 |
| Certificates of participation in pools of residential mortgages | $74,263,000 | 527 |
| Issued or guaranteed by U.S. | $74,263,000 | 516 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,556,000 | 1,930 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $2,556,000 | 194 |
| Commercial mortgage-backed securities | $6,517,000 | 935 |
| Commercial mortgage pass-through securities | $6,517,000 | 544 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $79,123,000 | 215 |
| Available-for-sale securities (fair market value) | $42,982,000 | 2,287 |
| Total debt securities | $122,106,000 | 1,145 |
| 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 | $131,382,000 | 1,059 |
| U.S. Government securities | $112,285,000 | 750 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $112,285,000 | 710 |
| Securities issued by states & political subdivisions | $13,815,000 | 2,107 |
| Other domestic debt securities | $3,399,000 | 1,149 |
| Privately issued residential mortgage-backed securities | $3,149,000 | 279 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $250,000 | 1,530 |
| Foreign debt securities | $25,000 | 291 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $88,533,000 | 740 |
| Certificates of participation in pools of residential mortgages | $78,854,000 | 512 |
| Issued or guaranteed by U.S. | $78,854,000 | 502 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,149,000 | 1,853 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $3,149,000 | 173 |
| Commercial mortgage-backed securities | $6,530,000 | 902 |
| Commercial mortgage pass-through securities | $6,530,000 | 540 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $83,752,000 | 214 |
| Available-for-sale securities (fair market value) | $45,772,000 | 2,132 |
| Total debt securities | $129,524,000 | 1,051 |
| 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 | $129,439,000 | 1,043 |
| U.S. Government securities | $107,820,000 | 789 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $107,820,000 | 745 |
| Securities issued by states & political subdivisions | $16,001,000 | 1,808 |
| Other domestic debt securities | $3,973,000 | 1,040 |
| Privately issued residential mortgage-backed securities | $3,723,000 | 274 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $250,000 | 1,436 |
| Foreign debt securities | $25,000 | 298 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $93,400,000 | 729 |
| Certificates of participation in pools of residential mortgages | $83,145,000 | 496 |
| Issued or guaranteed by U.S. | $83,145,000 | 479 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,723,000 | 1,776 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $3,723,000 | 159 |
| Commercial mortgage-backed securities | $6,532,000 | 896 |
| Commercial mortgage pass-through securities | $6,532,000 | 531 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $89,722,000 | 206 |
| Available-for-sale securities (fair market value) | $38,097,000 | 2,327 |
| Total debt securities | $127,820,000 | 1,035 |
| 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 | $138,243,000 | 963 |
| U.S. Government securities | $115,450,000 | 755 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $115,450,000 | 708 |
| Securities issued by states & political subdivisions | $16,422,000 | 1,752 |
| Other domestic debt securities | $4,342,000 | 956 |
| Privately issued residential mortgage-backed securities | $4,092,000 | 248 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $250,000 | 1,420 |
| Foreign debt securities | $25,000 | 276 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $98,337,000 | 675 |
| Certificates of participation in pools of residential mortgages | $88,295,000 | 459 |
| Issued or guaranteed by U.S. | $88,295,000 | 448 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,092,000 | 1,711 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $4,092,000 | 153 |
| Commercial mortgage-backed securities | $5,950,000 | 901 |
| Commercial mortgage pass-through securities | $5,950,000 | 547 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $93,178,000 | 218 |
| Available-for-sale securities (fair market value) | $43,061,000 | 2,174 |
| Total debt securities | $136,239,000 | 961 |
| 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 | $103,654,000 | 1,230 |
| U.S. Government securities | $84,989,000 | 971 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $84,989,000 | 911 |
| Securities issued by states & political subdivisions | $13,844,000 | 1,962 |
| Other domestic debt securities | $4,821,000 | 905 |
| Privately issued residential mortgage-backed securities | $4,571,000 | 231 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $250,000 | 1,422 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $75,980,000 | 795 |
| Certificates of participation in pools of residential mortgages | $65,421,000 | 550 |
| Issued or guaranteed by U.S. | $65,421,000 | 536 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,571,000 | 1,644 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $4,571,000 | 142 |
| Commercial mortgage-backed securities | $5,988,000 | 887 |
| Commercial mortgage pass-through securities | $5,988,000 | 545 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $80,983,000 | 239 |
| Available-for-sale securities (fair market value) | $22,671,000 | 3,014 |
| Total debt securities | $103,654,000 | 1,208 |
| 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 | $104,694,000 | 1,216 |
| U.S. Government securities | $84,416,000 | 990 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $84,416,000 | 938 |
| Securities issued by states & political subdivisions | $15,162,000 | 1,888 |
| Other domestic debt securities | $5,116,000 | 872 |
| Privately issued residential mortgage-backed securities | $4,866,000 | 214 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $250,000 | 1,446 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $74,545,000 | 803 |
| Certificates of participation in pools of residential mortgages | $63,692,000 | 561 |
| Issued or guaranteed by U.S. | $63,692,000 | 557 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,866,000 | 1,599 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $4,866,000 | 152 |
| Commercial mortgage-backed securities | $5,987,000 | 870 |
| Commercial mortgage pass-through securities | $5,987,000 | 553 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $81,979,000 | 247 |
| Available-for-sale securities (fair market value) | $22,715,000 | 3,054 |
| Total debt securities | $104,694,000 | 1,195 |
| 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 | $105,171,000 | 1,222 |
| U.S. Government securities | $83,422,000 | 1,015 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $83,422,000 | 958 |
| Securities issued by states & political subdivisions | $16,440,000 | 1,849 |
| Other domestic debt securities | $5,309,000 | 850 |
| Privately issued residential mortgage-backed securities | $5,060,000 | 208 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $249,000 | 1,459 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $72,263,000 | 814 |
| Certificates of participation in pools of residential mortgages | $63,763,000 | 564 |
| Issued or guaranteed by U.S. | $63,763,000 | 561 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,060,000 | 1,580 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $5,060,000 | 148 |
| Commercial mortgage-backed securities | $3,440,000 | 1,037 |
| Commercial mortgage pass-through securities | $3,440,000 | 710 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $81,682,000 | 254 |
| Available-for-sale securities (fair market value) | $23,489,000 | 3,058 |
| Total debt securities | $105,171,000 | 1,200 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $105,299,000 | 1,237 |
| U.S. Government securities | $82,637,000 | 1,011 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $82,637,000 | 957 |
| Securities issued by states & political subdivisions | $17,226,000 | 1,834 |
| Other domestic debt securities | $5,436,000 | 812 |
| Privately issued residential mortgage-backed securities | $5,189,000 | 194 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $247,000 | 1,461 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $70,917,000 | 819 |
| Certificates of participation in pools of residential mortgages | $64,679,000 | 568 |
| Issued or guaranteed by U.S. | $64,679,000 | 564 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,189,000 | 1,560 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $5,189,000 | 145 |
| Commercial mortgage-backed securities | $1,049,000 | 1,407 |
| Commercial mortgage pass-through securities | $1,049,000 | 1,043 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $82,330,000 | 264 |
| Available-for-sale securities (fair market value) | $22,969,000 | 3,111 |
| Total debt securities | $105,299,000 | 1,219 |
| 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 | $97,493,000 | 1,320 |
| U.S. Government securities | $74,693,000 | 1,101 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $74,693,000 | 1,035 |
| Securities issued by states & political subdivisions | $17,262,000 | 1,850 |
| Other domestic debt securities | $5,538,000 | 776 |
| Privately issued residential mortgage-backed securities | $5,290,000 | 159 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $248,000 | 1,468 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $65,947,000 | 860 |
| Certificates of participation in pools of residential mortgages | $59,618,000 | 593 |
| Issued or guaranteed by U.S. | $59,618,000 | 592 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,290,000 | 1,521 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $5,290,000 | 141 |
| Commercial mortgage-backed securities | $1,039,000 | 1,390 |
| Commercial mortgage pass-through securities | $1,039,000 | 1,026 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $76,140,000 | 282 |
| Available-for-sale securities (fair market value) | $21,353,000 | 3,228 |
| Total debt securities | $97,493,000 | 1,301 |
| 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 | $94,359,000 | 1,383 |
| U.S. Government securities | $71,366,000 | 1,133 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $71,366,000 | 1,070 |
| Securities issued by states & political subdivisions | $17,302,000 | 1,893 |
| Other domestic debt securities | $5,691,000 | 881 |
| Privately issued residential mortgage-backed securities | $5,441,000 | 277 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $250,000 | 1,458 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $64,839,000 | 882 |
| Certificates of participation in pools of residential mortgages | $59,398,000 | 610 |
| Issued or guaranteed by U.S. | $59,398,000 | 603 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,441,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $5,441,000 | 145 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $73,851,000 | 283 |
| Available-for-sale securities (fair market value) | $20,508,000 | 3,328 |
| Total debt securities | $94,359,000 | 1,364 |
| 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 | $92,940,000 | 1,413 |
| U.S. Government securities | $71,507,000 | 1,156 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $71,507,000 | 1,106 |
| Securities issued by states & political subdivisions | $17,618,000 | 1,919 |
| Other domestic debt securities | $3,815,000 | 941 |
| Privately issued residential mortgage-backed securities | $3,566,000 | 176 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $249,000 | 1,514 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $61,860,000 | 907 |
| Certificates of participation in pools of residential mortgages | $58,294,000 | 643 |
| Issued or guaranteed by U.S. | $58,294,000 | 643 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,566,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $3,566,000 | 165 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $72,608,000 | 294 |
| Available-for-sale securities (fair market value) | $20,332,000 | 3,365 |
| Total debt securities | $92,940,000 | 1,391 |
| 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 | $94,770,000 | 1,386 |
| U.S. Government securities | $72,935,000 | 1,139 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $72,935,000 | 1,084 |
| Securities issued by states & political subdivisions | $17,915,000 | 1,959 |
| Other domestic debt securities | $3,920,000 | 918 |
| Privately issued residential mortgage-backed securities | $3,669,000 | 174 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $251,000 | 1,515 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $62,330,000 | 909 |
| Certificates of participation in pools of residential mortgages | $58,661,000 | 656 |
| Issued or guaranteed by U.S. | $58,661,000 | 656 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,669,000 | 1,754 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $3,669,000 | 164 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $73,230,000 | 296 |
| Available-for-sale securities (fair market value) | $21,540,000 | 3,344 |
| Total debt securities | $94,770,000 | 1,365 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $93,283,000 | 1,429 |
| U.S. Government securities | $71,321,000 | 1,173 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $71,321,000 | 1,126 |
| Securities issued by states & political subdivisions | $17,947,000 | 1,975 |
| Other domestic debt securities | $4,015,000 | 926 |
| Privately issued residential mortgage-backed securities | $3,773,000 | 174 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $242,000 | 1,575 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $59,491,000 | 961 |
| Certificates of participation in pools of residential mortgages | $55,718,000 | 684 |
| Issued or guaranteed by U.S. | $55,718,000 | 684 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,773,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $3,773,000 | 164 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $71,663,000 | 307 |
| Available-for-sale securities (fair market value) | $21,620,000 | 3,372 |
| Total debt securities | $93,283,000 | 1,411 |
| 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 | $93,889,000 | 1,445 |
| U.S. Government securities | $72,525,000 | 1,190 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $72,525,000 | 1,140 |
| Securities issued by states & political subdivisions | $17,247,000 | 2,052 |
| Other domestic debt securities | $4,117,000 | 929 |
| Privately issued residential mortgage-backed securities | $3,868,000 | 183 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $249,000 | 1,599 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $59,726,000 | 976 |
| Certificates of participation in pools of residential mortgages | $55,858,000 | 700 |
| Issued or guaranteed by U.S. | $55,858,000 | 699 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,868,000 | 1,771 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $3,868,000 | 172 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $71,466,000 | 315 |
| Available-for-sale securities (fair market value) | $22,423,000 | 3,368 |
| Total debt securities | $93,889,000 | 1,426 |
| 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 | $93,055,000 | 1,482 |
| U.S. Government securities | $72,595,000 | 1,199 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $72,595,000 | 1,146 |
| Securities issued by states & political subdivisions | $16,969,000 | 2,086 |
| Other domestic debt securities | $3,491,000 | 1,033 |
| Privately issued residential mortgage-backed securities | $1,740,000 | 258 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,751,000 | 1,084 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $57,938,000 | 1,022 |
| Certificates of participation in pools of residential mortgages | $56,198,000 | 711 |
| Issued or guaranteed by U.S. | $56,198,000 | 711 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,740,000 | 2,227 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $1,740,000 | 244 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $68,732,000 | 330 |
| Available-for-sale securities (fair market value) | $24,323,000 | 3,279 |
| Total debt securities | $93,055,000 | 1,462 |
| 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 | $94,308,000 | 1,457 |
| U.S. Government securities | $73,119,000 | 1,169 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $73,119,000 | 1,123 |
| Securities issued by states & political subdivisions | $17,152,000 | 2,070 |
| Other domestic debt securities | $4,037,000 | 954 |
| Privately issued residential mortgage-backed securities | $1,790,000 | 261 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $2,247,000 | 956 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $58,427,000 | 994 |
| Certificates of participation in pools of residential mortgages | $56,637,000 | 703 |
| Issued or guaranteed by U.S. | $56,637,000 | 703 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,790,000 | 2,220 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $1,790,000 | 246 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $69,654,000 | 326 |
| Available-for-sale securities (fair market value) | $24,654,000 | 3,260 |
| Total debt securities | $94,307,000 | 1,436 |
| 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 | $102,196,000 | 1,327 |
| U.S. Government securities | $73,902,000 | 1,155 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $73,902,000 | 1,107 |
| Securities issued by states & political subdivisions | $23,659,000 | 1,666 |
| Other domestic debt securities | $4,635,000 | 915 |
| Privately issued residential mortgage-backed securities | $1,881,000 | 263 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $2,754,000 | 894 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $56,048,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $54,167,000 | 737 |
| Issued or guaranteed by U.S. | $54,167,000 | 737 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,881,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $1,881,000 | 252 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $75,476,000 | 311 |
| Available-for-sale securities (fair market value) | $26,720,000 | 3,145 |
| Total debt securities | $102,196,000 | 1,305 |
| 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 | $105,559,000 | 1,308 |
| U.S. Government securities | $76,483,000 | 1,139 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $76,483,000 | 1,086 |
| Securities issued by states & political subdivisions | $24,883,000 | 1,593 |
| Other domestic debt securities | $4,193,000 | 950 |
| Privately issued residential mortgage-backed securities | $919,000 | 359 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,274,000 | 826 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $58,464,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $57,545,000 | 704 |
| Issued or guaranteed by U.S. | $57,545,000 | 701 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $919,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $919,000 | 336 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $78,340,000 | 321 |
| Available-for-sale securities (fair market value) | $27,219,000 | 3,160 |
| Total debt securities | $105,558,000 | 1,288 |
| 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 | $103,700,000 | 1,337 |
| U.S. Government securities | $75,986,000 | 1,185 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $75,986,000 | 1,128 |
| Securities issued by states & political subdivisions | $23,469,000 | 1,654 |
| Other domestic debt securities | $4,245,000 | 958 |
| Privately issued residential mortgage-backed securities | $970,000 | 351 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,275,000 | 829 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $55,382,000 | 1,052 |
| Certificates of participation in pools of residential mortgages | $54,412,000 | 735 |
| Issued or guaranteed by U.S. | $54,412,000 | 735 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $970,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $970,000 | 332 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $76,648,000 | 326 |
| Available-for-sale securities (fair market value) | $27,052,000 | 3,224 |
| Total debt securities | $103,700,000 | 1,317 |
| 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 | $106,617,000 | 1,312 |
| U.S. Government securities | $77,494,000 | 1,177 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $77,494,000 | 1,111 |
| Securities issued by states & political subdivisions | $24,040,000 | 1,624 |
| Other domestic debt securities | $5,083,000 | 858 |
| Privately issued residential mortgage-backed securities | $1,798,000 | 281 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,285,000 | 818 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $56,260,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $54,462,000 | 745 |
| Issued or guaranteed by U.S. | $54,462,000 | 743 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,798,000 | 2,303 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $1,798,000 | 268 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $77,779,000 | 332 |
| Available-for-sale securities (fair market value) | $28,838,000 | 3,147 |
| Total debt securities | $106,617,000 | 1,291 |
| 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 | $92,046,000 | 1,519 |
| U.S. Government securities | $68,369,000 | 1,301 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $68,369,000 | 1,244 |
| Securities issued by states & political subdivisions | $19,886,000 | 1,872 |
| Other domestic debt securities | $3,791,000 | 1,008 |
| Privately issued residential mortgage-backed securities | $736,000 | 387 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,055,000 | 848 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $47,175,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $46,439,000 | 831 |
| Issued or guaranteed by U.S. | $46,439,000 | 831 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $736,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $736,000 | 368 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $67,934,000 | 363 |
| Available-for-sale securities (fair market value) | $24,112,000 | 3,461 |
| Total debt securities | $92,046,000 | 1,501 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $89,348,000 | 1,585 |
| U.S. Government securities | $62,559,000 | 1,455 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $62,559,000 | 1,400 |
| Securities issued by states & political subdivisions | $19,620,000 | 1,868 |
| Other domestic debt securities | $7,169,000 | 719 |
| Privately issued residential mortgage-backed securities | $769,000 | 394 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $6,400,000 | 559 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $40,827,000 | 1,366 |
| Certificates of participation in pools of residential mortgages | $40,058,000 | 970 |
| Issued or guaranteed by U.S. | $40,058,000 | 969 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $769,000 | 2,787 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $769,000 | 374 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $61,485,000 | 387 |
| Available-for-sale securities (fair market value) | $27,863,000 | 3,309 |
| Total debt securities | $89,348,000 | 1,567 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $90,440,000 | 1,572 |
| U.S. Government securities | $62,756,000 | 1,479 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $62,756,000 | 1,420 |
| Securities issued by states & political subdivisions | $19,940,000 | 1,825 |
| Other domestic debt securities | $7,744,000 | 679 |
| Privately issued residential mortgage-backed securities | $810,000 | 414 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $6,934,000 | 528 |
| 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 | $3,887,000 | 4,313 |
| Mortgage-backed securities | $39,485,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $38,675,000 | 1,006 |
| Issued or guaranteed by U.S. | $38,675,000 | 1,005 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $810,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $810,000 | 391 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $59,570,000 | 386 |
| Available-for-sale securities (fair market value) | $30,870,000 | 3,170 |
| Total debt securities | $90,440,000 | 1,556 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $90,858,000 | 1,580 |
| U.S. Government securities | $63,515,000 | 1,472 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $63,515,000 | 1,412 |
| Securities issued by states & political subdivisions | $19,548,000 | 1,852 |
| Other domestic debt securities | $7,795,000 | 678 |
| Privately issued residential mortgage-backed securities | $848,000 | 413 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $6,947,000 | 523 |
| 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 | $4,002,000 | 4,355 |
| Mortgage-backed securities | $41,214,000 | 1,416 |
| Certificates of participation in pools of residential mortgages | $40,366,000 | 994 |
| Issued or guaranteed by U.S. | $40,366,000 | 991 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $848,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $848,000 | 390 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $58,341,000 | 398 |
| Available-for-sale securities (fair market value) | $32,517,000 | 3,105 |
| Total debt securities | $90,858,000 | 1,561 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $93,089,000 | 1,578 |
| U.S. Government securities | $64,684,000 | 1,487 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $64,684,000 | 1,422 |
| Securities issued by states & political subdivisions | $20,035,000 | 1,832 |
| Other domestic debt securities | $8,370,000 | 669 |
| Privately issued residential mortgage-backed securities | $884,000 | 432 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $7,486,000 | 504 |
| 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 | $4,151,000 | 4,363 |
| Mortgage-backed securities | $39,388,000 | 1,494 |
| Certificates of participation in pools of residential mortgages | $38,504,000 | 1,045 |
| Issued or guaranteed by U.S. | $38,504,000 | 1,044 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $884,000 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $884,000 | 413 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $56,444,000 | 398 |
| Available-for-sale securities (fair market value) | $36,645,000 | 2,968 |
| Total debt securities | $93,089,000 | 1,557 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,976 |
| Fair value | $501,000 | 1,868 |
| 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 | $50,235,000 | 2,659 |
| U.S. Government securities | $28,997,000 | 2,804 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $28,997,000 | 2,717 |
| Securities issued by states & political subdivisions | $17,213,000 | 2,080 |
| Other domestic debt securities | $4,025,000 | 1,036 |
| 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 | $4,025,000 | 763 |
| 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 | $4,332,000 | 4,366 |
| Mortgage-backed securities | $22,698,000 | 2,167 |
| Certificates of participation in pools of residential mortgages | $22,698,000 | 1,606 |
| Issued or guaranteed by U.S. | $22,698,000 | 1,605 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $31,408,000 | 602 |
| Available-for-sale securities (fair market value) | $18,827,000 | 4,140 |
| Total debt securities | $50,235,000 | 2,633 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $48,651,000 | 2,739 |
| U.S. Government securities | $27,490,000 | 2,908 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $27,490,000 | 2,832 |
| Securities issued by states & political subdivisions | $17,138,000 | 2,091 |
| Other domestic debt securities | $4,023,000 | 1,076 |
| 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 | $4,023,000 | 800 |
| 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 | $4,432,000 | 4,365 |
| Mortgage-backed securities | $21,199,000 | 2,270 |
| Certificates of participation in pools of residential mortgages | $21,199,000 | 1,712 |
| Issued or guaranteed by U.S. | $21,199,000 | 1,712 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $30,695,000 | 598 |
| Available-for-sale securities (fair market value) | $17,956,000 | 4,264 |
| Total debt securities | $48,651,000 | 2,710 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $49,044,000 | 2,729 |
| U.S. Government securities | $27,061,000 | 2,917 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $27,061,000 | 2,843 |
| Securities issued by states & political subdivisions | $16,740,000 | 2,119 |
| Other domestic debt securities | $5,243,000 | 951 |
| 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 | $5,243,000 | 686 |
| 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 | $4,518,000 | 4,335 |
| Mortgage-backed securities | $20,805,000 | 2,284 |
| Certificates of participation in pools of residential mortgages | $20,805,000 | 1,713 |
| Issued or guaranteed by U.S. | $20,805,000 | 1,712 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $29,588,000 | 596 |
| Available-for-sale securities (fair market value) | $19,456,000 | 4,138 |
| Total debt securities | $49,044,000 | 2,705 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $47,292,000 | 2,822 |
| U.S. Government securities | $25,018,000 | 3,106 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,018,000 | 3,027 |
| Securities issued by states & political subdivisions | $17,047,000 | 2,094 |
| Other domestic debt securities | $5,227,000 | 990 |
| 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 | $5,227,000 | 705 |
| 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 | $4,797,000 | 4,320 |
| Mortgage-backed securities | $18,697,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $18,697,000 | 1,866 |
| Issued or guaranteed by U.S. | $18,697,000 | 1,863 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $30,370,000 | 573 |
| Available-for-sale securities (fair market value) | $16,922,000 | 4,408 |
| Total debt securities | $47,292,000 | 2,793 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $48,901,000 | 2,728 |
| U.S. Government securities | $25,812,000 | 3,031 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $25,812,000 | 2,954 |
| Securities issued by states & political subdivisions | $17,126,000 | 2,079 |
| Other domestic debt securities | $5,963,000 | 944 |
| 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 | $5,963,000 | 665 |
| 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 | $2,120,000 | 5,066 |
| Mortgage-backed securities | $17,156,000 | 2,559 |
| Certificates of participation in pools of residential mortgages | $17,156,000 | 1,986 |
| Issued or guaranteed by U.S. | $17,156,000 | 1,985 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $29,814,000 | 535 |
| Available-for-sale securities (fair market value) | $19,087,000 | 4,219 |
| Total debt securities | $48,901,000 | 2,699 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $49,138,000 | 2,737 |
| U.S. Government securities | $25,517,000 | 3,092 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $25,517,000 | 3,019 |
| Securities issued by states & political subdivisions | $17,660,000 | 2,020 |
| Other domestic debt securities | $5,961,000 | 951 |
| 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 | $5,961,000 | 661 |
| 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 | $2,469,000 | 5,024 |
| Mortgage-backed securities | $17,798,000 | 2,547 |
| Certificates of participation in pools of residential mortgages | $17,798,000 | 1,953 |
| Issued or guaranteed by U.S. | $17,798,000 | 1,953 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $30,080,000 | 501 |
| Available-for-sale securities (fair market value) | $19,058,000 | 4,250 |
| Total debt securities | $49,138,000 | 2,710 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $52,065,000 | 2,562 |
| U.S. Government securities | $29,202,000 | 2,784 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $29,202,000 | 2,716 |
| Securities issued by states & political subdivisions | $16,984,000 | 2,068 |
| Other domestic debt securities | $5,879,000 | 933 |
| 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 | $5,879,000 | 641 |
| 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 | $8,230,000 | 3,616 |
| Mortgage-backed securities | $21,462,000 | 2,299 |
| Certificates of participation in pools of residential mortgages | $21,462,000 | 1,695 |
| Issued or guaranteed by U.S. | $21,462,000 | 1,693 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $31,291,000 | 494 |
| Available-for-sale securities (fair market value) | $20,774,000 | 4,065 |
| Total debt securities | $52,065,000 | 2,540 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $54,809,000 | 2,490 |
| U.S. Government securities | $32,478,000 | 2,660 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $32,478,000 | 2,599 |
| Securities issued by states & political subdivisions | $15,996,000 | 2,111 |
| Other domestic debt securities | $6,335,000 | 928 |
| 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 | $6,335,000 | 638 |
| 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 | $9,124,000 | 3,479 |
| Mortgage-backed securities | $24,721,000 | 2,225 |
| Certificates of participation in pools of residential mortgages | $24,721,000 | 1,608 |
| Issued or guaranteed by U.S. | $24,721,000 | 1,607 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $32,363,000 | 485 |
| Available-for-sale securities (fair market value) | $22,446,000 | 3,957 |
| Total debt securities | $54,809,000 | 2,467 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $53,827,000 | 2,530 |
| U.S. Government securities | $31,267,000 | 2,762 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $31,267,000 | 2,702 |
| Securities issued by states & political subdivisions | $16,334,000 | 2,016 |
| Other domestic debt securities | $6,226,000 | 950 |
| 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 | $6,226,000 | 652 |
| 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 | $8,927,000 | 3,542 |
| Mortgage-backed securities | $23,508,000 | 2,306 |
| Certificates of participation in pools of residential mortgages | $23,508,000 | 1,683 |
| Issued or guaranteed by U.S. | $23,508,000 | 1,682 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $31,725,000 | 486 |
| Available-for-sale securities (fair market value) | $22,102,000 | 4,045 |
| Total debt securities | $53,827,000 | 2,509 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $57,644,000 | 2,398 |
| U.S. Government securities | $34,926,000 | 2,599 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $34,926,000 | 2,547 |
| Securities issued by states & political subdivisions | $16,545,000 | 1,922 |
| Other domestic debt securities | $6,173,000 | 952 |
| 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 | $6,173,000 | 648 |
| 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 | $8,995,000 | 3,556 |
| Mortgage-backed securities | $21,179,000 | 2,465 |
| Certificates of participation in pools of residential mortgages | $21,179,000 | 1,800 |
| Issued or guaranteed by U.S. | $21,179,000 | 1,798 |
| 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) | $34,365,000 | 471 |
| Available-for-sale securities (fair market value) | $23,279,000 | 3,977 |
| Total debt securities | $57,644,000 | 2,380 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $999,000 | 2,317 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $57,806,000 | 2,325 |
| U.S. Government securities | $35,754,000 | 2,435 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $35,754,000 | 2,376 |
| Securities issued by states & political subdivisions | $15,997,000 | 1,943 |
| Other domestic debt securities | $6,055,000 | 952 |
| 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 | $6,055,000 | 609 |
| 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 | $8,934,000 | 3,398 |
| Mortgage-backed securities | $20,869,000 | 2,414 |
| Certificates of participation in pools of residential mortgages | $20,869,000 | 1,732 |
| Issued or guaranteed by U.S. | $20,869,000 | 1,731 |
| 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) | $32,628,000 | 488 |
| Available-for-sale securities (fair market value) | $25,178,000 | 3,738 |
| Total debt securities | $57,806,000 | 2,305 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $1,000,000 | 2,278 |
| 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 | $60,467,000 | 2,166 |
| U.S. Government securities | $36,913,000 | 2,329 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $36,913,000 | 2,263 |
| Securities issued by states & political subdivisions | $16,288,000 | 1,859 |
| Other domestic debt securities | $6,119,000 | 931 |
| 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 | $6,119,000 | 579 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,147,000 | 534 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,054,000 | 3,348 |
| Mortgage-backed securities | $22,788,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $22,788,000 | 1,553 |
| Issued or guaranteed by U.S. | $22,788,000 | 1,550 |
| 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) | $32,046,000 | 480 |
| Available-for-sale securities (fair market value) | $28,421,000 | 3,428 |
| Total debt securities | $59,320,000 | 2,178 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $63,479,000 | 2,084 |
| U.S. Government securities | $41,658,000 | 2,144 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $41,658,000 | 2,083 |
| Securities issued by states & political subdivisions | $15,230,000 | 1,907 |
| Other domestic debt securities | $5,448,000 | 971 |
| 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 | $5,448,000 | 584 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,143,000 | 536 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,287,000 | 3,316 |
| Mortgage-backed securities | $23,149,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | $23,149,000 | 1,504 |
| Issued or guaranteed by U.S. | $23,149,000 | 1,499 |
| 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) | $34,200,000 | 460 |
| Available-for-sale securities (fair market value) | $29,279,000 | 3,384 |
| Total debt securities | $62,336,000 | 2,101 |
| Structured notes | ||
| Amortized cost | $3,488,000 | 1,517 |
| Fair value | $3,488,000 | 1,512 |
| 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 | $67,773,000 | 1,960 |
| U.S. Government securities | $47,493,000 | 1,935 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $47,493,000 | 1,875 |
| Securities issued by states & political subdivisions | $13,696,000 | 2,009 |
| Other domestic debt securities | $5,453,000 | 1,002 |
| 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 | $5,453,000 | 574 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,131,000 | 544 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,788,000 | 3,448 |
| Mortgage-backed securities | $19,931,000 | 2,302 |
| Certificates of participation in pools of residential mortgages | $19,931,000 | 1,636 |
| Issued or guaranteed by U.S. | $19,931,000 | 1,632 |
| 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) | $32,906,000 | 472 |
| Available-for-sale securities (fair market value) | $34,867,000 | 2,991 |
| Total debt securities | $66,642,000 | 1,972 |
| Structured notes | ||
| Amortized cost | $3,488,000 | 1,572 |
| Fair value | $3,461,000 | 1,558 |
| 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 | $70,067,000 | 1,825 |
| U.S. Government securities | $49,515,000 | 1,780 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $49,515,000 | 1,722 |
| Securities issued by states & political subdivisions | $14,029,000 | 1,946 |
| Other domestic debt securities | $5,382,000 | 1,070 |
| 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 | $5,382,000 | 579 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,141,000 | 546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,311,000 | 2,718 |
| Mortgage-backed securities | $23,813,000 | 2,009 |
| Certificates of participation in pools of residential mortgages | $23,813,000 | 1,386 |
| Issued or guaranteed by U.S. | $23,813,000 | 1,379 |
| 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) | $31,701,000 | 484 |
| Available-for-sale securities (fair market value) | $38,366,000 | 2,709 |
| Total debt securities | $68,926,000 | 1,844 |
| Structured notes | ||
| Amortized cost | $2,488,000 | 1,739 |
| Fair value | $2,479,000 | 1,717 |
| 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 | $74,147,000 | 1,702 |
| U.S. Government securities | $53,649,000 | 1,634 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $53,649,000 | 1,574 |
| Securities issued by states & political subdivisions | $13,970,000 | 1,869 |
| Other domestic debt securities | $5,374,000 | 1,103 |
| 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 | $5,374,000 | 578 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,154,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,200,000 | 2,867 |
| Mortgage-backed securities | $25,014,000 | 1,934 |
| Certificates of participation in pools of residential mortgages | $25,014,000 | 1,300 |
| Issued or guaranteed by U.S. | $25,014,000 | 1,294 |
| 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) | $30,435,000 | 508 |
| Available-for-sale securities (fair market value) | $43,712,000 | 2,391 |
| Total debt securities | $72,992,000 | 1,706 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 1,431 |
| Fair value | $3,502,000 | 1,443 |
| 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 | $70,594,000 | 1,772 |
| U.S. Government securities | $53,722,000 | 1,639 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $53,722,000 | 1,578 |
| Securities issued by states & political subdivisions | $13,947,000 | 1,794 |
| Other domestic debt securities | $1,761,000 | 1,806 |
| 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 | $1,761,000 | 1,069 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,164,000 | 615 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,870,000 | 3,098 |
| Mortgage-backed securities | $27,052,000 | 1,809 |
| Certificates of participation in pools of residential mortgages | $27,052,000 | 1,210 |
| Issued or guaranteed by U.S. | $27,052,000 | 1,205 |
| 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) | $33,029,000 | 482 |
| Available-for-sale securities (fair market value) | $37,565,000 | 2,682 |
| Total debt securities | $69,430,000 | 1,780 |
| Structured notes | ||
| Amortized cost | $8,388,000 | 795 |
| Fair value | $8,418,000 | 796 |
| 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 | $68,619,000 | 1,827 |
| U.S. Government securities | $52,482,000 | 1,701 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $52,482,000 | 1,647 |
| Securities issued by states & political subdivisions | $14,254,000 | 1,736 |
| Other domestic debt securities | $735,000 | 2,418 |
| 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 | $735,000 | 1,525 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,148,000 | 612 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,045,000 | 2,880 |
| Mortgage-backed securities | $25,962,000 | 1,896 |
| Certificates of participation in pools of residential mortgages | $25,962,000 | 1,333 |
| Issued or guaranteed by U.S. | $25,962,000 | 1,329 |
| 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) | $36,196,000 | 463 |
| Available-for-sale securities (fair market value) | $32,423,000 | 3,012 |
| Total debt securities | $67,471,000 | 1,833 |
| Structured notes | ||
| Amortized cost | $6,888,000 | 755 |
| Fair value | $6,840,000 | 757 |
| 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 | $74,522,000 | 1,694 |
| U.S. Government securities | $58,152,000 | 1,530 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $58,152,000 | 1,481 |
| Securities issued by states & political subdivisions | $14,275,000 | 1,726 |
| 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 | $2,095,000 | 495 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,315,000 | 2,879 |
| Mortgage-backed securities | $31,160,000 | 1,680 |
| Certificates of participation in pools of residential mortgages | $31,160,000 | 1,189 |
| Issued or guaranteed by U.S. | $31,160,000 | 1,183 |
| 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) | $38,976,000 | 437 |
| Available-for-sale securities (fair market value) | $35,546,000 | 2,782 |
| Total debt securities | $72,427,000 | 1,714 |
| Structured notes | ||
| Amortized cost | $4,543,000 | 867 |
| Fair value | $4,429,000 | 884 |
| 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 | $75,910,000 | 1,663 |
| U.S. Government securities | $59,776,000 | 1,472 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $59,776,000 | 1,429 |
| Securities issued by states & political subdivisions | $14,032,000 | 1,757 |
| 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 | $2,102,000 | 538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,415,000 | 2,729 |
| Mortgage-backed securities | $35,635,000 | 1,580 |
| Certificates of participation in pools of residential mortgages | $35,635,000 | 1,095 |
| Issued or guaranteed by U.S. | $35,635,000 | 1,088 |
| 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) | $37,997,000 | 464 |
| Available-for-sale securities (fair market value) | $37,913,000 | 2,647 |
| Total debt securities | $73,808,000 | 1,684 |
| Structured notes | ||
| Amortized cost | $1,388,000 | 1,402 |
| Fair value | $1,353,000 | 1,408 |
| 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 | $68,066,000 | 1,808 |
| U.S. Government securities | $58,941,000 | 1,447 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $58,941,000 | 1,406 |
| Securities issued by states & political subdivisions | $7,042,000 | 2,732 |
| 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 | $2,083,000 | 585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,110,000 | 2,907 |
| Mortgage-backed securities | $39,100,000 | 1,478 |
| Certificates of participation in pools of residential mortgages | $39,100,000 | 1,032 |
| Issued or guaranteed by U.S. | $39,100,000 | 1,020 |
| 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) | $29,356,000 | 575 |
| Available-for-sale securities (fair market value) | $38,710,000 | 2,555 |
| Total debt securities | $65,983,000 | 1,831 |
| Structured notes | ||
| Amortized cost | $1,388,000 | 1,003 |
| Fair value | $1,379,000 | 1,000 |
| 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 | $72,243,000 | 1,698 |
| U.S. Government securities | $64,126,000 | 1,350 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $64,126,000 | 1,318 |
| Securities issued by states & political subdivisions | $6,039,000 | 2,896 |
| 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 | $2,078,000 | 578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,985,000 | 2,727 |
| Mortgage-backed securities | $43,601,000 | 1,364 |
| Certificates of participation in pools of residential mortgages | $43,601,000 | 970 |
| Issued or guaranteed by U.S. | $43,601,000 | 960 |
| 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) | $30,032,000 | 560 |
| Available-for-sale securities (fair market value) | $42,211,000 | 2,385 |
| Total debt securities | $70,165,000 | 1,723 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $73,783,000 | 1,649 |
| U.S. Government securities | $65,676,000 | 1,311 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $65,676,000 | 1,289 |
| Securities issued by states & political subdivisions | $6,051,000 | 2,855 |
| 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 | $2,056,000 | 558 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,605,000 | 2,790 |
| Mortgage-backed securities | $44,143,000 | 1,309 |
| Certificates of participation in pools of residential mortgages | $44,143,000 | 932 |
| Issued or guaranteed by U.S. | $44,143,000 | 923 |
| 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) | $30,024,000 | 552 |
| Available-for-sale securities (fair market value) | $43,759,000 | 2,290 |
| Total debt securities | $71,727,000 | 1,666 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $70,791,000 | 1,669 |
| U.S. Government securities | $62,671,000 | 1,347 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $62,671,000 | 1,317 |
| Securities issued by states & political subdivisions | $6,061,000 | 2,818 |
| 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 | $2,059,000 | 569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,941,000 | 2,744 |
| Mortgage-backed securities | $38,285,000 | 1,384 |
| Certificates of participation in pools of residential mortgages | $38,285,000 | 1,007 |
| Issued or guaranteed by U.S. | $38,285,000 | 996 |
| 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) | $29,725,000 | 551 |
| Available-for-sale securities (fair market value) | $41,066,000 | 2,353 |
| Total debt securities | $68,732,000 | 1,692 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $69,932,000 | 1,709 |
| U.S. Government securities | $64,274,000 | 1,321 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $64,274,000 | 1,288 |
| Securities issued by states & political subdivisions | $3,563,000 | 3,549 |
| 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 | $2,095,000 | 742 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,328,000 | 2,647 |
| Mortgage-backed securities | $37,752,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $37,752,000 | 1,007 |
| Issued or guaranteed by U.S. | $37,752,000 | 996 |
| 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) | $27,909,000 | 577 |
| Available-for-sale securities (fair market value) | $42,023,000 | 2,352 |
| Total debt securities | $67,837,000 | 1,732 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $69,115,000 | 1,711 |
| U.S. Government securities | $63,428,000 | 1,320 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $63,428,000 | 1,293 |
| Securities issued by states & political subdivisions | $3,295,000 | 3,663 |
| 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 | $2,392,000 | 740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,734,000 | 2,680 |
| Mortgage-backed securities | $39,321,000 | 1,301 |
| Certificates of participation in pools of residential mortgages | $39,321,000 | 935 |
| Issued or guaranteed by U.S. | $39,321,000 | 926 |
| 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) | $25,483,000 | 611 |
| Available-for-sale securities (fair market value) | $43,632,000 | 2,283 |
| Total debt securities | $66,723,000 | 1,733 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $71,982,000 | 1,638 |
| U.S. Government securities | $66,384,000 | 1,271 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $66,384,000 | 1,248 |
| Securities issued by states & political subdivisions | $3,295,000 | 3,672 |
| 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 | $2,303,000 | 702 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,287,000 | 3,192 |
| Mortgage-backed securities | $29,495,000 | 1,468 |
| Certificates of participation in pools of residential mortgages | $29,495,000 | 1,055 |
| Issued or guaranteed by U.S. | $29,495,000 | 1,046 |
| 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) | $28,967,000 | 583 |
| Available-for-sale securities (fair market value) | $43,015,000 | 2,298 |
| Total debt securities | $69,679,000 | 1,647 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $993,000 | 1,682 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $77,655,000 | 1,535 |
| U.S. Government securities | $69,417,000 | 1,238 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $69,417,000 | 1,210 |
| Securities issued by states & political subdivisions | $3,296,000 | 3,666 |
| 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 | $4,942,000 | 469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,264,000 | 3,210 |
| Mortgage-backed securities | $29,712,000 | 1,363 |
| Certificates of participation in pools of residential mortgages | $29,712,000 | 977 |
| Issued or guaranteed by U.S. | $29,712,000 | 971 |
| 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) | $33,691,000 | 532 |
| Available-for-sale securities (fair market value) | $43,964,000 | 2,241 |
| Total debt securities | $72,713,000 | 1,596 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $992,000 | 1,876 |
| 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 | $76,077,000 | 1,550 |
| U.S. Government securities | $68,351,000 | 1,267 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $68,351,000 | 1,236 |
| Securities issued by states & political subdivisions | $3,297,000 | 3,659 |
| 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 | $4,429,000 | 506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,186,000 | 3,559 |
| Mortgage-backed securities | $30,978,000 | 1,298 |
| Certificates of participation in pools of residential mortgages | $30,978,000 | 935 |
| Issued or guaranteed by U.S. | $30,978,000 | 929 |
| 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) | $32,375,000 | 555 |
| Available-for-sale securities (fair market value) | $43,702,000 | 2,221 |
| Total debt securities | $71,648,000 | 1,610 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $978,000 | 1,971 |
| 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 | $72,848,000 | 1,624 |
| U.S. Government securities | $66,343,000 | 1,300 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $66,343,000 | 1,268 |
| Securities issued by states & political subdivisions | $3,298,000 | 3,680 |
| 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 | $3,207,000 | 602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,318,000 | 3,545 |
| Mortgage-backed securities | $33,247,000 | 1,220 |
| Certificates of participation in pools of residential mortgages | $33,247,000 | 882 |
| Issued or guaranteed by U.S. | $33,247,000 | 873 |
| 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) | $33,309,000 | 564 |
| Available-for-sale securities (fair market value) | $39,539,000 | 2,442 |
| Total debt securities | $69,641,000 | 1,654 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $979,000 | 2,059 |
| 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 | $80,271,000 | 1,515 |
| U.S. Government securities | $66,463,000 | 1,338 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $66,463,000 | 1,301 |
| Securities issued by states & political subdivisions | $3,298,000 | 3,700 |
| 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 | $10,510,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,955,000 | 3,589 |
| Mortgage-backed securities | $34,930,000 | 1,197 |
| Certificates of participation in pools of residential mortgages | $34,930,000 | 867 |
| Issued or guaranteed by U.S. | $34,930,000 | 859 |
| 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) | $34,053,000 | 561 |
| Available-for-sale securities (fair market value) | $46,218,000 | 2,160 |
| Total debt securities | $69,761,000 | 1,668 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $973,000 | 2,159 |
| 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 | $82,657,000 | 1,481 |
| U.S. Government securities | $74,237,000 | 1,232 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $74,237,000 | 1,196 |
| Securities issued by states & political subdivisions | $3,299,000 | 3,660 |
| 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 | $5,121,000 | 467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,390,000 | 2,747 |
| Mortgage-backed securities | $37,437,000 | 1,164 |
| Certificates of participation in pools of residential mortgages | $37,437,000 | 839 |
| Issued or guaranteed by U.S. | $37,437,000 | 829 |
| 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) | $38,545,000 | 534 |
| Available-for-sale securities (fair market value) | $44,112,000 | 2,241 |
| Total debt securities | $77,537,000 | 1,535 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,056 |
| Fair value | $973,000 | 2,267 |
| 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 | $80,368,000 | 1,517 |
| U.S. Government securities | $74,772,000 | 1,215 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $74,772,000 | 1,178 |
| Securities issued by states & political subdivisions | $2,835,000 | 3,852 |
| 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 | $2,761,000 | 663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,614,000 | 2,744 |
| Mortgage-backed securities | $39,260,000 | 1,133 |
| Certificates of participation in pools of residential mortgages | $39,260,000 | 820 |
| Issued or guaranteed by U.S. | $39,260,000 | 811 |
| 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) | $39,125,000 | 529 |
| Available-for-sale securities (fair market value) | $41,243,000 | 2,357 |
| Total debt securities | $77,607,000 | 1,529 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,120 |
| Fair value | $955,000 | 2,352 |
| 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 | $76,984,000 | 1,602 |
| U.S. Government securities | $71,547,000 | 1,271 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $71,547,000 | 1,228 |
| Securities issued by states & political subdivisions | $2,836,000 | 3,884 |
| 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 | $2,601,000 | 709 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,426,000 | 3,933 |
| Mortgage-backed securities | $41,025,000 | 1,095 |
| Certificates of participation in pools of residential mortgages | $41,025,000 | 797 |
| Issued or guaranteed by U.S. | $41,025,000 | 787 |
| 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) | $38,889,000 | 540 |
| Available-for-sale securities (fair market value) | $38,095,000 | 2,559 |
| Total debt securities | $74,383,000 | 1,605 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,107 |
| Fair value | $959,000 | 2,361 |
| 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 | $74,685,000 | 1,623 |
| U.S. Government securities | $70,231,000 | 1,293 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $70,231,000 | 1,247 |
| Securities issued by states & political subdivisions | $2,394,000 | 4,138 |
| 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 | $2,060,000 | 811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,723,000 | 3,843 |
| Mortgage-backed securities | $43,593,000 | 1,060 |
| Certificates of participation in pools of residential mortgages | $43,593,000 | 775 |
| Issued or guaranteed by U.S. | $43,593,000 | 769 |
| 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) | $39,401,000 | 548 |
| Available-for-sale securities (fair market value) | $35,284,000 | 2,697 |
| Total debt securities | $72,625,000 | 1,639 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $967,000 | 2,349 |
| 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 | $73,838,000 | 1,645 |
| U.S. Government securities | $68,386,000 | 1,304 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $68,386,000 | 1,258 |
| Securities issued by states & political subdivisions | $2,395,000 | 4,127 |
| 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 | $3,057,000 | 671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,008,000 | 3,770 |
| Mortgage-backed securities | $46,702,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $46,702,000 | 744 |
| Issued or guaranteed by U.S. | $46,702,000 | 737 |
| 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) | $37,646,000 | 578 |
| Available-for-sale securities (fair market value) | $36,192,000 | 2,616 |
| Total debt securities | $70,781,000 | 1,668 |
| Structured notes | ||
| Amortized cost | $1,993,000 | 1,650 |
| Fair value | $1,971,000 | 1,619 |
| 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 | $72,681,000 | 1,694 |
| U.S. Government securities | $67,816,000 | 1,350 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $67,816,000 | 1,299 |
| Securities issued by states & political subdivisions | $786,000 | 5,278 |
| 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 | $4,079,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,140,000 | 4,875 |
| Mortgage-backed securities | $49,066,000 | 993 |
| Certificates of participation in pools of residential mortgages | $49,066,000 | 718 |
| Issued or guaranteed by U.S. | $49,066,000 | 711 |
| 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) | $31,227,000 | 678 |
| Available-for-sale securities (fair market value) | $41,454,000 | 2,353 |
| Total debt securities | $68,602,000 | 1,732 |
| Structured notes | ||
| Amortized cost | $2,980,000 | 1,302 |
| Fair value | $2,986,000 | 1,242 |
| 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 | $73,489,000 | 1,677 |
| U.S. Government securities | $69,382,000 | 1,343 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $69,382,000 | 1,287 |
| Securities issued by states & political subdivisions | $2,071,000 | 4,308 |
| 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 | $2,036,000 | 868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,619,000 | 3,435 |
| Mortgage-backed securities | $49,693,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $49,693,000 | 727 |
| Issued or guaranteed by U.S. | $49,693,000 | 722 |
| 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) | $35,116,000 | 637 |
| Available-for-sale securities (fair market value) | $38,373,000 | 2,554 |
| Total debt securities | $71,453,000 | 1,684 |
| Structured notes | ||
| Amortized cost | $2,978,000 | 1,290 |
| Fair value | $2,960,000 | 1,234 |
| 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 | $80,936,000 | 1,560 |
| U.S. Government securities | $76,813,000 | 1,212 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $76,813,000 | 1,170 |
| Securities issued by states & political subdivisions | $2,084,000 | 4,300 |
| 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 | $2,039,000 | 896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,298,000 | 4,507 |
| Mortgage-backed securities | $56,068,000 | 938 |
| Certificates of participation in pools of residential mortgages | $56,068,000 | 679 |
| Issued or guaranteed by U.S. | $56,068,000 | 677 |
| 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) | $38,011,000 | 596 |
| Available-for-sale securities (fair market value) | $42,925,000 | 2,344 |
| Total debt securities | $78,897,000 | 1,557 |
| Structured notes | ||
| Amortized cost | $1,992,000 | 1,601 |
| Fair value | $1,978,000 | 1,564 |
| 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 | $78,030,000 | 1,610 |
| U.S. Government securities | $72,455,000 | 1,284 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $72,455,000 | 1,236 |
| Securities issued by states & political subdivisions | $1,309,000 | 4,862 |
| 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 | $4,266,000 | 628 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,423,000 | 4,466 |
| Mortgage-backed securities | $48,681,000 | 1,045 |
| Certificates of participation in pools of residential mortgages | $48,681,000 | 762 |
| Issued or guaranteed by U.S. | $48,681,000 | 758 |
| 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) | $38,159,000 | 594 |
| Available-for-sale securities (fair market value) | $39,871,000 | 2,476 |
| Total debt securities | $73,764,000 | 1,655 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 1,288 |
| Fair value | $2,996,000 | 1,258 |
| 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 | $88,912,000 | 1,474 |
| U.S. Government securities | $77,838,000 | 1,220 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $77,838,000 | 1,176 |
| Securities issued by states & political subdivisions | $1,328,000 | 4,854 |
| 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 | $9,746,000 | 378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,483,000 | 4,420 |
| Mortgage-backed securities | $50,698,000 | 1,025 |
| Certificates of participation in pools of residential mortgages | $50,698,000 | 746 |
| Issued or guaranteed by U.S. | $50,698,000 | 742 |
| 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) | $38,987,000 | 584 |
| Available-for-sale securities (fair market value) | $49,925,000 | 2,075 |
| Total debt securities | $79,166,000 | 1,569 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 1,257 |
| Fair value | $2,969,000 | 1,196 |
| 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 | $83,048,000 | 1,559 |
| U.S. Government securities | $79,684,000 | 1,187 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $79,684,000 | 1,139 |
| Securities issued by states & political subdivisions | $1,350,000 | 4,845 |
| 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 | $2,014,000 | 1,037 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,742,000 | 4,295 |
| Mortgage-backed securities | $52,690,000 | 1,027 |
| Certificates of participation in pools of residential mortgages | $52,690,000 | 735 |
| Issued or guaranteed by U.S. | $52,690,000 | 729 |
| 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) | $39,998,000 | 549 |
| Available-for-sale securities (fair market value) | $43,050,000 | 2,394 |
| Total debt securities | $81,034,000 | 1,554 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 756 |
| Fair value | $4,523,000 | 765 |
| 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 | $84,545,000 | 1,579 |
| U.S. Government securities | $77,250,000 | 1,283 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $77,250,000 | 1,233 |
| Securities issued by states & political subdivisions | $1,367,000 | 4,864 |
| Other domestic debt securities | $1,000,000 | 2,594 |
| 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 | $1,000,000 | 2,295 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $4,928,000 | 650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,349,000 | 4,348 |
| Mortgage-backed securities | $46,126,000 | 1,146 |
| Certificates of participation in pools of residential mortgages | $46,126,000 | 835 |
| Issued or guaranteed by U.S. | $46,126,000 | 829 |
| 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) | $38,403,000 | 571 |
| Available-for-sale securities (fair market value) | $46,142,000 | 2,280 |
| Total debt securities | $79,617,000 | 1,624 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 569 |
| Fair value | $5,512,000 | 566 |
| 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 | $101,259,000 | 1,319 |
| U.S. Government securities | $83,399,000 | 1,185 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $83,399,000 | 1,136 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,865 |
| Other domestic debt securities | $1,002,000 | 2,703 |
| 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 | $1,002,000 | 2,406 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $15,473,000 | 287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,482,000 | 4,258 |
| Mortgage-backed securities | $47,405,000 | 1,100 |
| Certificates of participation in pools of residential mortgages | $47,405,000 | 813 |
| Issued or guaranteed by U.S. | $47,405,000 | 809 |
| 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) | $46,496,000 | 467 |
| Available-for-sale securities (fair market value) | $54,763,000 | 1,927 |
| Total debt securities | $85,786,000 | 1,478 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 561 |
| Fair value | $4,506,000 | 561 |
| 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 | $90,463,000 | 1,409 |
| U.S. Government securities | $71,011,000 | 1,290 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $71,011,000 | 1,243 |
| Securities issued by states & political subdivisions | $1,404,000 | 4,828 |
| Other domestic debt securities | $1,003,000 | 2,784 |
| 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 | $1,003,000 | 2,460 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $17,045,000 | 275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,782,000 | 4,113 |
| Mortgage-backed securities | $39,950,000 | 1,249 |
| Certificates of participation in pools of residential mortgages | $39,950,000 | 903 |
| Issued or guaranteed by U.S. | $39,950,000 | 899 |
| 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) | $51,551,000 | 404 |
| Available-for-sale securities (fair market value) | $38,912,000 | 2,534 |
| Total debt securities | $73,417,000 | 1,653 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 550 |
| Fair value | $3,524,000 | 557 |
| 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 | $97,751,000 | 1,297 |
| U.S. Government securities | $78,319,000 | 1,184 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $78,319,000 | 1,133 |
| Securities issued by states & political subdivisions | $1,422,000 | 4,744 |
| Other domestic debt securities | $1,004,000 | 2,805 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,004,000 | 2,473 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $17,006,000 | 271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,044,000 | 4,419 |
| Mortgage-backed securities | $41,241,000 | 1,207 |
| Certificates of participation in pools of residential mortgages | $41,241,000 | 859 |
| Issued or guaranteed by U.S. | $41,241,000 | 855 |
| 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) | $54,098,000 | 397 |
| Available-for-sale securities (fair market value) | $43,653,000 | 2,263 |
| Total debt securities | $80,745,000 | 1,508 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 315 |
| Fair value | $4,533,000 | 319 |
| 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 | $91,830,000 | 1,353 |
| U.S. Government securities | $71,600,000 | 1,256 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $71,600,000 | 1,188 |
| Securities issued by states & political subdivisions | $1,443,000 | 4,730 |
| Other domestic debt securities | $1,507,000 | 2,484 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,507,000 | 2,172 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $17,280,000 | 267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,670,000 | 4,174 |
| Mortgage-backed securities | $32,941,000 | 1,407 |
| Certificates of participation in pools of residential mortgages | $32,941,000 | 993 |
| Issued or guaranteed by U.S. | $32,941,000 | 986 |
| 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) | $48,135,000 | 437 |
| Available-for-sale securities (fair market value) | $43,695,000 | 2,211 |
| Total debt securities | $74,550,000 | 1,599 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,030,000 | 756 |
| 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 | $66,813,000 | 1,678 |
| U.S. Government securities | $47,578,000 | 1,694 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $47,578,000 | 1,598 |
| Securities issued by states & political subdivisions | $1,733,000 | 4,521 |
| Other domestic debt securities | $1,519,000 | 2,551 |
| 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 | $1,519,000 | 2,178 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $15,983,000 | 270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,985,000 | 4,845 |
| Mortgage-backed securities | $40,608,000 | 1,111 |
| Certificates of participation in pools of residential mortgages | $40,608,000 | 747 |
| Issued or guaranteed by U.S. | $40,608,000 | 740 |
| 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) | $35,551,000 | 576 |
| Available-for-sale securities (fair market value) | $31,262,000 | 2,712 |
| Total debt securities | $50,830,000 | 2,103 |
| 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 | $63,509,000 | 1,736 |
| U.S. Government securities | $54,942,000 | 1,450 |
| U.S. Treasury securities | $3,020,000 | 1,500 |
| U.S. Government agency obligations | $51,922,000 | 1,433 |
| Securities issued by states & political subdivisions | $214,000 | 6,668 |
| Other domestic debt securities | $1,016,000 | 2,431 |
| 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 | $1,016,000 | 2,113 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $7,337,000 | 637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,005,000 | 5,090 |
| Mortgage-backed securities | $31,350,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $31,350,000 | 771 |
| Issued or guaranteed by U.S. | $31,350,000 | 763 |
| 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) | $24,763,000 | 943 |
| Available-for-sale securities (fair market value) | $38,746,000 | 2,200 |
| Total debt securities | $56,172,000 | 1,885 |
| 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 | $57,572,000 | 2,010 |
| U.S. Government securities | $53,815,000 | 1,571 |
| U.S. Treasury securities | $3,001,000 | 2,185 |
| U.S. Government agency obligations | $50,814,000 | 1,481 |
| Securities issued by states & political subdivisions | $211,000 | 6,987 |
| Other domestic debt securities | $1,021,000 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,021,000 | 1,943 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $2,525,000 | 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 | $1,002,000 | 7,135 |
| Mortgage-backed securities | $29,189,000 | 1,244 |
| Certificates of participation in pools of residential mortgages | $29,189,000 | 884 |
| Issued or guaranteed by U.S. | $29,189,000 | 871 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,636,000 | 1,024 |
| Available-for-sale securities (fair market value) | $31,936,000 | 2,664 |
| Total debt securities | $55,047,000 | 1,997 |
| 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 | $50,380,000 | 2,286 |
| U.S. Government securities | $47,057,000 | 1,860 |
| U.S. Treasury securities | $5,013,000 | 2,270 |
| U.S. Government agency obligations | $42,044,000 | 1,757 |
| Securities issued by states & political subdivisions | $218,000 | 7,208 |
| Other domestic debt securities | $1,027,000 | 2,148 |
| 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 | $1,027,000 | 1,764 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,078,000 | 1,479 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,002,000 | 7,142 |
| Mortgage-backed securities | $30,243,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $30,243,000 | 903 |
| Issued or guaranteed by U.S. | $30,243,000 | 891 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $29,290,000 | 984 |
| Available-for-sale securities (fair market value) | $21,090,000 | 3,646 |
| Total debt securities | $48,302,000 | 2,306 |
| 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 | $48,300,000 | 2,369 |
| U.S. Government securities | $45,238,000 | 2,010 |
| U.S. Treasury securities | $9,044,000 | 2,019 |
| U.S. Government agency obligations | $36,194,000 | 1,926 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $998,000 | 1,854 |
| 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 | $998,000 | 1,482 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,064,000 | 1,445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $20,326,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $20,326,000 | 1,220 |
| Issued or guaranteed by U.S. | $20,326,000 | 1,206 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $15,796,000 | 2,012 |
| Available-for-sale securities (fair market value) | $32,504,000 | 2,433 |
| Total debt securities | $46,236,000 | 2,397 |
| 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 | $53,509,000 | 2,278 |
| U.S. Government securities | $50,284,000 | 1,936 |
| U.S. Treasury securities | $12,012,000 | 1,917 |
| U.S. Government agency obligations | $38,272,000 | 1,897 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $1,242,000 | 1,872 |
| 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 | $1,242,000 | 1,387 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,983,000 | 1,481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $18,194,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $18,194,000 | 1,424 |
| Issued or guaranteed by U.S. | $18,194,000 | 1,406 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $14,730,000 | 2,406 |
| Available-for-sale securities (fair market value) | $38,779,000 | 2,135 |
| Total debt securities | $51,629,000 | 2,294 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $45,967,000 | 2,750 |
| U.S. Government securities | $41,275,000 | 2,444 |
| U.S. Treasury securities | $13,092,000 | 2,108 |
| U.S. Government agency obligations | $28,183,000 | 2,485 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $2,740,000 | 1,526 |
| 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 | $2,740,000 | 1,157 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,952,000 | 1,442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $15,983,000 | 2,283 |
| Certificates of participation in pools of residential mortgages | $15,983,000 | 1,556 |
| Issued or guaranteed by U.S. | $15,983,000 | 1,540 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $12,930,000 | 2,826 |
| Available-for-sale securities (fair market value) | $33,037,000 | 2,593 |
| Total debt securities | $43,939,000 | 2,800 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $41,226,000 | 3,189 |
| U.S. Government securities | $36,642,000 | 2,842 |
| U.S. Treasury securities | $15,715,000 | 2,235 |
| U.S. Government agency obligations | $20,927,000 | 3,079 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $2,702,000 | 1,710 |
| 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 | $2,702,000 | 1,344 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,882,000 | 1,360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $12,501,000 | 2,808 |
| Certificates of participation in pools of residential mortgages | $12,501,000 | 1,944 |
| Issued or guaranteed by U.S. | $12,501,000 | 1,920 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,695,000 | 3,357 |
| Available-for-sale securities (fair market value) | $20,531,000 | 2,751 |
| Total debt securities | $39,714,000 | 3,252 |
| 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 | $35,631,000 | 3,851 |
| U.S. Government securities | $26,113,000 | 4,079 |
| U.S. Treasury securities | $18,188,000 | 2,033 |
| U.S. Government agency obligations | $7,925,000 | 6,412 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $5,770,000 | 1,268 |
| 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 | $5,770,000 | 945 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $3,748,000 | 930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $7,425,000 | 4,301 |
| Certificates of participation in pools of residential mortgages | $206,000 | 8,982 |
| Issued or guaranteed by U.S. | $206,000 | 8,925 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $7,219,000 | 2,097 |
| CMOs issued by government agencies or sponsored agencies | $7,219,000 | 1,963 |
| 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 | $31,883,000 | 4,157 |
| 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 | $36,585,000 | 3,736 |
| U.S. Government securities | $22,248,000 | 4,646 |
| U.S. Treasury securities | $11,658,000 | 3,098 |
| U.S. Government agency obligations | $10,590,000 | 5,322 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $10,686,000 | 997 |
| 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 | $10,686,000 | 673 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $3,651,000 | 816 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $9,087,000 | 3,977 |
| Certificates of participation in pools of residential mortgages | $240,000 | 9,343 |
| Issued or guaranteed by U.S. | $240,000 | 9,273 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $8,847,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $8,847,000 | 1,649 |
| 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 | $32,934,000 | 4,029 |
| 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 |