Home > Sovereign Bank > Securities
Sovereign Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $91,240,000 | 1,812 |
| U.S. Government securities | $65,488,000 | 1,570 |
| U.S. Treasury securities | $52,442,000 | 450 |
| U.S. Government agency obligations | $13,046,000 | 3,020 |
| Securities issued by states & political subdivisions | $15,966,000 | 2,015 |
| Other domestic debt securities | $9,707,000 | 1,043 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $9,707,000 | 663 |
| 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 | $38,948,000 | 1,702 |
| Mortgage-backed securities | $12,135,000 | 2,424 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,106,000 | 2,554 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,029,000 | 1,250 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $91,161,000 | 1,616 |
| Total debt securities | $91,159,000 | 1,797 |
| 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 | $107,592,000 | 1,618 |
| U.S. Government securities | $82,446,000 | 1,338 |
| U.S. Treasury securities | $68,706,000 | 367 |
| U.S. Government agency obligations | $13,740,000 | 2,957 |
| Securities issued by states & political subdivisions | $16,171,000 | 1,989 |
| Other domestic debt securities | $8,920,000 | 1,073 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $8,920,000 | 693 |
| 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 | $38,631,000 | 1,661 |
| Mortgage-backed securities | $12,852,000 | 2,360 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,157,000 | 2,546 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,695,000 | 1,184 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $107,537,000 | 1,406 |
| Total debt securities | $107,538,000 | 1,606 |
| 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 | $126,621,000 | 1,473 |
| U.S. Government securities | $99,602,000 | 1,201 |
| U.S. Treasury securities | $84,586,000 | 301 |
| U.S. Government agency obligations | $15,016,000 | 2,936 |
| Securities issued by states & political subdivisions | $17,831,000 | 1,954 |
| Other domestic debt securities | $9,133,000 | 1,073 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $9,133,000 | 688 |
| 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 | $36,623,000 | 1,706 |
| Mortgage-backed securities | $14,127,000 | 2,323 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,518,000 | 2,535 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,609,000 | 1,127 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $126,566,000 | 1,287 |
| Total debt securities | $126,566,000 | 1,461 |
| 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 | $142,937,000 | 1,393 |
| U.S. Government securities | $115,589,000 | 1,099 |
| U.S. Treasury securities | $99,401,000 | 285 |
| U.S. Government agency obligations | $16,188,000 | 2,877 |
| Securities issued by states & political subdivisions | $17,736,000 | 2,017 |
| Other domestic debt securities | $9,558,000 | 1,093 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $9,558,000 | 698 |
| 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 | $35,273,000 | 1,682 |
| Mortgage-backed securities | $15,293,000 | 2,323 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,800,000 | 2,551 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,493,000 | 1,120 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $142,883,000 | 1,214 |
| Total debt securities | $142,883,000 | 1,377 |
| 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 | $161,178,000 | 1,288 |
| U.S. Government securities | $133,574,000 | 1,004 |
| U.S. Treasury securities | $116,341,000 | 271 |
| U.S. Government agency obligations | $17,233,000 | 2,797 |
| Securities issued by states & political subdivisions | $17,815,000 | 2,054 |
| Other domestic debt securities | $9,742,000 | 1,104 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $9,742,000 | 702 |
| 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 | $36,233,000 | 1,565 |
| Mortgage-backed securities | $16,349,000 | 2,284 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,086,000 | 2,541 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,263,000 | 1,076 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $161,131,000 | 1,122 |
| Total debt securities | $161,127,000 | 1,274 |
| 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 | $161,958,000 | 1,297 |
| U.S. Government securities | $134,608,000 | 1,005 |
| U.S. Treasury securities | $116,081,000 | 273 |
| U.S. Government agency obligations | $18,527,000 | 2,750 |
| Securities issued by states & political subdivisions | $17,458,000 | 2,065 |
| Other domestic debt securities | $9,844,000 | 1,064 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $9,844,000 | 695 |
| 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 | $34,216,000 | 1,546 |
| Mortgage-backed securities | $17,645,000 | 2,225 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,269,000 | 2,548 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,376,000 | 1,044 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $161,910,000 | 1,138 |
| Total debt securities | $161,911,000 | 1,283 |
| 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 | $64,242,000 | 2,462 |
| U.S. Government securities | $36,320,000 | 2,432 |
| U.S. Treasury securities | $22,049,000 | 1,009 |
| U.S. Government agency obligations | $14,271,000 | 3,033 |
| Securities issued by states & political subdivisions | $18,389,000 | 2,065 |
| Other domestic debt securities | $9,476,000 | 1,024 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $9,476,000 | 720 |
| 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 | $20,206,000 | 2,058 |
| Mortgage-backed securities | $13,368,000 | 2,516 |
| Certificates of participation in pools of residential mortgages | $6,711,000 | 2,605 |
| Issued or guaranteed by U.S. | $6,711,000 | 2,532 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $6,657,000 | 1,425 |
| CMOs issued by government agencies or sponsored agencies | $6,657,000 | 1,358 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $64,185,000 | 2,266 |
| Total debt securities | $64,184,000 | 2,452 |
| 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 | $44,088,000 | 2,930 |
| U.S. Government securities | $16,105,000 | 3,304 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $16,105,000 | 2,912 |
| Securities issued by states & political subdivisions | $18,547,000 | 2,069 |
| Other domestic debt securities | $9,382,000 | 1,000 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $9,382,000 | 714 |
| 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 | $18,800,000 | 2,066 |
| Mortgage-backed securities | $15,167,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | $7,510,000 | 2,527 |
| Issued or guaranteed by U.S. | $7,510,000 | 2,464 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $7,657,000 | 1,357 |
| CMOs issued by government agencies or sponsored agencies | $7,657,000 | 1,294 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $44,034,000 | 2,728 |
| Total debt securities | $44,034,000 | 2,917 |
| 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 | $43,926,000 | 2,866 |
| U.S. Government securities | $18,113,000 | 3,050 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $18,113,000 | 2,770 |
| Securities issued by states & political subdivisions | $19,653,000 | 2,069 |
| Other domestic debt securities | $6,102,000 | 1,182 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,102,000 | 865 |
| 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 | $20,628,000 | 1,980 |
| Mortgage-backed securities | $17,132,000 | 2,342 |
| Certificates of participation in pools of residential mortgages | $8,329,000 | 2,429 |
| Issued or guaranteed by U.S. | $8,329,000 | 2,359 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $8,803,000 | 1,256 |
| CMOs issued by government agencies or sponsored agencies | $8,803,000 | 1,208 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $43,868,000 | 2,700 |
| Total debt securities | $43,869,000 | 2,850 |
| 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 | $46,825,000 | 2,715 |
| U.S. Government securities | $20,114,000 | 2,869 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $20,114,000 | 2,652 |
| Securities issued by states & political subdivisions | $20,581,000 | 1,980 |
| Other domestic debt securities | $6,080,000 | 1,132 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,080,000 | 813 |
| 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 | $15,810,000 | 2,226 |
| Mortgage-backed securities | $19,121,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $9,094,000 | 2,360 |
| Issued or guaranteed by U.S. | $9,094,000 | 2,302 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $10,027,000 | 1,178 |
| CMOs issued by government agencies or sponsored agencies | $10,027,000 | 1,136 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $46,775,000 | 2,553 |
| Total debt securities | $46,775,000 | 2,700 |
| 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 | $47,498,000 | 2,648 |
| U.S. Government securities | $19,820,000 | 2,847 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $19,820,000 | 2,645 |
| Securities issued by states & political subdivisions | $21,538,000 | 1,919 |
| Other domestic debt securities | $6,094,000 | 1,102 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $6,094,000 | 771 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,550,000 | 2,286 |
| Mortgage-backed securities | $19,820,000 | 2,173 |
| Certificates of participation in pools of residential mortgages | $8,517,000 | 2,404 |
| Issued or guaranteed by U.S. | $8,517,000 | 2,334 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $11,303,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $11,303,000 | 1,028 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $47,452,000 | 2,489 |
| Total debt securities | $47,450,000 | 2,631 |
| 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 | $95,282,000 | 1,590 |
| U.S. Government securities | $62,456,000 | 1,392 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $62,456,000 | 1,295 |
| Securities issued by states & political subdivisions | $31,726,000 | 1,418 |
| Other domestic debt securities | $1,056,000 | 1,717 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,056,000 | 1,344 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,810,000 | 1,460 |
| Mortgage-backed securities | $62,456,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $34,154,000 | 1,095 |
| Issued or guaranteed by U.S. | $34,154,000 | 1,068 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $27,133,000 | 613 |
| CMOs issued by government agencies or sponsored agencies | $27,133,000 | 577 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,169,000 | 1,625 |
| Commercial mortgage pass-through securities | $1,097,000 | 1,155 |
| Other commercial mortgage-backed securities | $72,000 | 1,371 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $95,238,000 | 1,471 |
| Total debt securities | $95,239,000 | 1,574 |
| 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 | $104,946,000 | 1,377 |
| U.S. Government securities | $71,341,000 | 1,139 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $71,341,000 | 1,069 |
| Securities issued by states & political subdivisions | $32,514,000 | 1,360 |
| Other domestic debt securities | $1,058,000 | 1,668 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,058,000 | 1,297 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,846,000 | 1,453 |
| Mortgage-backed securities | $71,341,000 | 921 |
| Certificates of participation in pools of residential mortgages | $37,612,000 | 942 |
| Issued or guaranteed by U.S. | $37,612,000 | 923 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $32,168,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $32,168,000 | 521 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,561,000 | 1,498 |
| Commercial mortgage pass-through securities | $1,117,000 | 1,112 |
| Other commercial mortgage-backed securities | $444,000 | 1,267 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $104,913,000 | 1,282 |
| Total debt securities | $104,912,000 | 1,360 |
| 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 | $114,168,000 | 1,227 |
| U.S. Government securities | $81,780,000 | 963 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $81,780,000 | 907 |
| Securities issued by states & political subdivisions | $31,323,000 | 1,271 |
| Other domestic debt securities | $1,037,000 | 1,635 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,037,000 | 1,261 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,824,000 | 1,298 |
| Mortgage-backed securities | $81,780,000 | 787 |
| Certificates of participation in pools of residential mortgages | $41,184,000 | 847 |
| Issued or guaranteed by U.S. | $41,184,000 | 829 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $38,732,000 | 489 |
| CMOs issued by government agencies or sponsored agencies | $38,732,000 | 460 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,864,000 | 1,424 |
| Commercial mortgage pass-through securities | $1,136,000 | 1,092 |
| Other commercial mortgage-backed securities | $728,000 | 1,160 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $114,140,000 | 1,133 |
| Total debt securities | $114,141,000 | 1,209 |
| 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 | $96,788,000 | 1,336 |
| U.S. Government securities | $87,077,000 | 907 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $87,077,000 | 853 |
| Securities issued by states & political subdivisions | $8,682,000 | 2,552 |
| Other domestic debt securities | $1,000,000 | 1,613 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,000,000 | 1,249 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,025,000 | 1,185 |
| Mortgage-backed securities | $86,407,000 | 751 |
| Certificates of participation in pools of residential mortgages | $38,988,000 | 856 |
| Issued or guaranteed by U.S. | $38,988,000 | 839 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $45,168,000 | 451 |
| CMOs issued by government agencies or sponsored agencies | $45,168,000 | 421 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,251,000 | 1,321 |
| Commercial mortgage pass-through securities | $1,177,000 | 1,082 |
| Other commercial mortgage-backed securities | $1,074,000 | 1,025 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $96,759,000 | 1,234 |
| Total debt securities | $96,757,000 | 1,321 |
| 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 | $101,832,000 | 1,258 |
| U.S. Government securities | $94,538,000 | 873 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $94,538,000 | 824 |
| Securities issued by states & political subdivisions | $7,294,000 | 2,641 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,525,000 | 1,056 |
| Mortgage-backed securities | $93,865,000 | 727 |
| Certificates of participation in pools of residential mortgages | $41,341,000 | 808 |
| Issued or guaranteed by U.S. | $41,341,000 | 788 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $50,085,000 | 423 |
| CMOs issued by government agencies or sponsored agencies | $50,085,000 | 397 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,439,000 | 1,283 |
| Commercial mortgage pass-through securities | $1,192,000 | 1,048 |
| Other commercial mortgage-backed securities | $1,247,000 | 980 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $101,832,000 | 1,163 |
| Total debt securities | $101,831,000 | 1,243 |
| 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 | $102,866,000 | 1,242 |
| U.S. Government securities | $95,563,000 | 881 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $95,563,000 | 835 |
| Securities issued by states & political subdivisions | $7,303,000 | 2,641 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,429,000 | 959 |
| Mortgage-backed securities | $94,393,000 | 702 |
| Certificates of participation in pools of residential mortgages | $38,108,000 | 842 |
| Issued or guaranteed by U.S. | $38,108,000 | 824 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $53,541,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $53,541,000 | 384 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,744,000 | 1,215 |
| Commercial mortgage pass-through securities | $1,233,000 | 1,032 |
| Other commercial mortgage-backed securities | $1,511,000 | 897 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $102,866,000 | 1,136 |
| Total debt securities | $102,866,000 | 1,222 |
| 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 | $123,300,000 | 1,058 |
| U.S. Government securities | $114,842,000 | 749 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $114,842,000 | 703 |
| Securities issued by states & political subdivisions | $8,458,000 | 2,498 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,295,000 | 945 |
| Mortgage-backed securities | $113,672,000 | 581 |
| Certificates of participation in pools of residential mortgages | $41,836,000 | 754 |
| Issued or guaranteed by U.S. | $41,836,000 | 731 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $68,671,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $68,671,000 | 327 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,165,000 | 1,139 |
| Commercial mortgage pass-through securities | $1,299,000 | 1,024 |
| Other commercial mortgage-backed securities | $1,866,000 | 839 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $123,300,000 | 954 |
| Total debt securities | $123,299,000 | 1,043 |
| 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 | $128,671,000 | 1,026 |
| U.S. Government securities | $116,928,000 | 749 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $116,928,000 | 706 |
| Securities issued by states & political subdivisions | $11,743,000 | 2,184 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,527,000 | 932 |
| Mortgage-backed securities | $116,928,000 | 564 |
| Certificates of participation in pools of residential mortgages | $47,995,000 | 676 |
| Issued or guaranteed by U.S. | $47,995,000 | 671 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $65,627,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $65,627,000 | 336 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,306,000 | 1,105 |
| Commercial mortgage pass-through securities | $1,596,000 | 958 |
| Other commercial mortgage-backed securities | $1,710,000 | 831 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $128,671,000 | 918 |
| Total debt securities | $128,670,000 | 1,016 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $118,872,000 | 1,106 |
| U.S. Government securities | $109,591,000 | 799 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $109,591,000 | 743 |
| Securities issued by states & political subdivisions | $9,281,000 | 2,511 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,663,000 | 1,060 |
| Mortgage-backed securities | $109,591,000 | 586 |
| Certificates of participation in pools of residential mortgages | $49,169,000 | 677 |
| Issued or guaranteed by U.S. | $49,169,000 | 673 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $59,185,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $59,185,000 | 348 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,237,000 | 1,400 |
| Commercial mortgage pass-through securities | $1,237,000 | 1,012 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $118,872,000 | 989 |
| Total debt securities | $118,873,000 | 1,089 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $126,491,000 | 1,055 |
| U.S. Government securities | $116,775,000 | 748 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $116,775,000 | 705 |
| Securities issued by states & political subdivisions | $9,716,000 | 2,528 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,943,000 | 1,065 |
| Mortgage-backed securities | $116,775,000 | 559 |
| Certificates of participation in pools of residential mortgages | $52,369,000 | 652 |
| Issued or guaranteed by U.S. | $52,369,000 | 649 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $62,410,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $62,410,000 | 336 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,996,000 | 1,200 |
| Commercial mortgage pass-through securities | $1,496,000 | 953 |
| Other commercial mortgage-backed securities | $500,000 | 949 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $126,491,000 | 932 |
| Total debt securities | $126,491,000 | 1,039 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $118,107,000 | 1,110 |
| U.S. Government securities | $108,479,000 | 800 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $108,479,000 | 756 |
| Securities issued by states & political subdivisions | $9,628,000 | 2,561 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,998,000 | 995 |
| Mortgage-backed securities | $108,479,000 | 589 |
| Certificates of participation in pools of residential mortgages | $50,626,000 | 673 |
| Issued or guaranteed by U.S. | $50,626,000 | 670 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $55,431,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $55,431,000 | 346 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,422,000 | 1,122 |
| Commercial mortgage pass-through securities | $807,000 | 1,118 |
| Other commercial mortgage-backed securities | $1,615,000 | 741 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $118,107,000 | 999 |
| Total debt securities | $118,106,000 | 1,092 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $105,887,000 | 1,242 |
| U.S. Government securities | $100,477,000 | 861 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $100,477,000 | 816 |
| Securities issued by states & political subdivisions | $5,410,000 | 3,211 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,209,000 | 1,056 |
| Mortgage-backed securities | $100,477,000 | 634 |
| Certificates of participation in pools of residential mortgages | $52,669,000 | 677 |
| Issued or guaranteed by U.S. | $52,669,000 | 667 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $45,115,000 | 418 |
| CMOs issued by government agencies or sponsored agencies | $45,115,000 | 398 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,693,000 | 1,065 |
| Commercial mortgage pass-through securities | $836,000 | 1,092 |
| Other commercial mortgage-backed securities | $1,857,000 | 704 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $105,887,000 | 1,119 |
| Total debt securities | $105,889,000 | 1,222 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $95,733,000 | 1,372 |
| U.S. Government securities | $91,204,000 | 953 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $91,204,000 | 910 |
| Securities issued by states & political subdivisions | $4,529,000 | 3,402 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,863,000 | 1,119 |
| Mortgage-backed securities | $90,967,000 | 691 |
| Certificates of participation in pools of residential mortgages | $51,254,000 | 711 |
| Issued or guaranteed by U.S. | $51,254,000 | 711 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $37,236,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $37,236,000 | 458 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,477,000 | 962 |
| Commercial mortgage pass-through securities | $610,000 | 930 |
| Other commercial mortgage-backed securities | $1,867,000 | 684 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $95,733,000 | 1,237 |
| Total debt securities | $95,733,000 | 1,351 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $104,391,000 | 1,286 |
| U.S. Government securities | $98,725,000 | 885 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $98,725,000 | 848 |
| Securities issued by states & political subdivisions | $5,666,000 | 3,276 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,832,000 | 952 |
| Mortgage-backed securities | $98,437,000 | 652 |
| Certificates of participation in pools of residential mortgages | $55,384,000 | 685 |
| Issued or guaranteed by U.S. | $55,384,000 | 685 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $40,548,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $40,548,000 | 438 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,505,000 | 946 |
| Commercial mortgage pass-through securities | $619,000 | 927 |
| Other commercial mortgage-backed securities | $1,886,000 | 668 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $104,391,000 | 1,153 |
| Total debt securities | $104,391,000 | 1,266 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $113,634,000 | 1,202 |
| U.S. Government securities | $107,568,000 | 835 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $107,568,000 | 794 |
| Securities issued by states & political subdivisions | $6,066,000 | 3,246 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,234,000 | 932 |
| Mortgage-backed securities | $107,261,000 | 609 |
| Certificates of participation in pools of residential mortgages | $60,041,000 | 642 |
| Issued or guaranteed by U.S. | $60,041,000 | 642 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $44,631,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $44,631,000 | 414 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,589,000 | 932 |
| Commercial mortgage pass-through securities | $627,000 | 917 |
| Other commercial mortgage-backed securities | $1,962,000 | 647 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $113,634,000 | 1,062 |
| Total debt securities | $113,635,000 | 1,182 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $141,261,000 | 1,016 |
| U.S. Government securities | $125,542,000 | 746 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $125,542,000 | 709 |
| Securities issued by states & political subdivisions | $15,719,000 | 2,165 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,671,000 | 1,324 |
| Mortgage-backed securities | $121,356,000 | 560 |
| Certificates of participation in pools of residential mortgages | $68,601,000 | 588 |
| Issued or guaranteed by U.S. | $68,601,000 | 588 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $50,151,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $50,151,000 | 384 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,604,000 | 902 |
| Commercial mortgage pass-through securities | $626,000 | 892 |
| Other commercial mortgage-backed securities | $1,978,000 | 629 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $141,261,000 | 885 |
| Total debt securities | $141,259,000 | 1,004 |
| Structured notes | ||
| Amortized cost | $1,814,000 | 519 |
| Fair value | $1,814,000 | 517 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $142,700,000 | 1,014 |
| U.S. Government securities | $126,493,000 | 756 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $126,493,000 | 717 |
| Securities issued by states & political subdivisions | $16,207,000 | 2,139 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,258,000 | 1,232 |
| Mortgage-backed securities | $122,302,000 | 558 |
| Certificates of participation in pools of residential mortgages | $70,158,000 | 584 |
| Issued or guaranteed by U.S. | $70,158,000 | 584 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $49,511,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $49,511,000 | 391 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $2,633,000 | 872 |
| Commercial mortgage pass-through securities | $645,000 | 854 |
| Other commercial mortgage-backed securities | $1,988,000 | 615 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $142,700,000 | 887 |
| Total debt securities | $142,701,000 | 1,000 |
| Structured notes | ||
| Amortized cost | $750,000 | 790 |
| Fair value | $747,000 | 790 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $124,739,000 | 1,115 |
| U.S. Government securities | $106,973,000 | 858 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $106,973,000 | 819 |
| Securities issued by states & political subdivisions | $17,766,000 | 2,035 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,932,000 | 1,189 |
| Mortgage-backed securities | $103,494,000 | 636 |
| Certificates of participation in pools of residential mortgages | $55,277,000 | 721 |
| Issued or guaranteed by U.S. | $55,277,000 | 721 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $45,561,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $45,561,000 | 416 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $2,656,000 | 837 |
| Commercial mortgage pass-through securities | $654,000 | 828 |
| Other commercial mortgage-backed securities | $2,002,000 | 583 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $124,739,000 | 980 |
| Total debt securities | $124,738,000 | 1,100 |
| 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 | $123,795,000 | 1,133 |
| U.S. Government securities | $105,030,000 | 849 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $105,030,000 | 814 |
| Securities issued by states & political subdivisions | $18,765,000 | 1,958 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,184,000 | 1,149 |
| Mortgage-backed securities | $101,515,000 | 639 |
| Certificates of participation in pools of residential mortgages | $51,918,000 | 759 |
| Issued or guaranteed by U.S. | $51,918,000 | 759 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $46,843,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $46,843,000 | 412 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $2,754,000 | 786 |
| Commercial mortgage pass-through securities | $725,000 | 754 |
| Other commercial mortgage-backed securities | $2,029,000 | 562 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $123,795,000 | 998 |
| Total debt securities | $123,794,000 | 1,118 |
| 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 | $137,195,000 | 1,039 |
| U.S. Government securities | $117,526,000 | 789 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $117,526,000 | 754 |
| Securities issued by states & political subdivisions | $19,669,000 | 1,893 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,755,000 | 1,134 |
| Mortgage-backed securities | $113,976,000 | 585 |
| Certificates of participation in pools of residential mortgages | $60,196,000 | 671 |
| Issued or guaranteed by U.S. | $60,196,000 | 669 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $51,007,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $51,007,000 | 406 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $2,773,000 | 738 |
| Commercial mortgage pass-through securities | $733,000 | 710 |
| Other commercial mortgage-backed securities | $2,040,000 | 554 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $137,195,000 | 917 |
| Total debt securities | $137,194,000 | 1,029 |
| 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 | $121,532,000 | 1,170 |
| U.S. Government securities | $103,099,000 | 907 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $103,099,000 | 866 |
| Securities issued by states & political subdivisions | $18,433,000 | 1,966 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,272,000 | 1,205 |
| Mortgage-backed securities | $97,512,000 | 680 |
| Certificates of participation in pools of residential mortgages | $50,568,000 | 790 |
| Issued or guaranteed by U.S. | $50,568,000 | 790 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $44,159,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $44,159,000 | 447 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $2,785,000 | 721 |
| Commercial mortgage pass-through securities | $750,000 | 685 |
| Other commercial mortgage-backed securities | $2,035,000 | 536 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $121,532,000 | 1,024 |
| Total debt securities | $121,532,000 | 1,152 |
| 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 | $129,248,000 | 1,110 |
| U.S. Government securities | $108,575,000 | 869 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $108,575,000 | 833 |
| Securities issued by states & political subdivisions | $20,673,000 | 1,823 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,823,000 | 1,695 |
| Mortgage-backed securities | $102,483,000 | 639 |
| Certificates of participation in pools of residential mortgages | $53,575,000 | 757 |
| Issued or guaranteed by U.S. | $53,575,000 | 756 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $46,887,000 | 461 |
| CMOs issued by government agencies or sponsored agencies | $46,887,000 | 432 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,021,000 | 753 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $2,021,000 | 497 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $129,248,000 | 975 |
| Total debt securities | $129,246,000 | 1,097 |
| 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 | $135,037,000 | 1,063 |
| U.S. Government securities | $104,134,000 | 920 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $104,134,000 | 882 |
| Securities issued by states & political subdivisions | $30,903,000 | 1,277 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,752,000 | 1,999 |
| Mortgage-backed securities | $96,255,000 | 660 |
| Certificates of participation in pools of residential mortgages | $50,065,000 | 784 |
| Issued or guaranteed by U.S. | $50,065,000 | 784 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $44,162,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $44,162,000 | 459 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,028,000 | 734 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $2,028,000 | 486 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $135,037,000 | 936 |
| Total debt securities | $135,037,000 | 1,051 |
| 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 | $133,527,000 | 1,096 |
| U.S. Government securities | $101,115,000 | 966 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $101,115,000 | 918 |
| Securities issued by states & political subdivisions | $32,412,000 | 1,201 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,162,000 | 1,999 |
| Mortgage-backed securities | $91,694,000 | 706 |
| Certificates of participation in pools of residential mortgages | $46,566,000 | 862 |
| Issued or guaranteed by U.S. | $46,566,000 | 861 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $45,128,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $45,128,000 | 465 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $133,527,000 | 973 |
| Total debt securities | $133,528,000 | 1,082 |
| 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 | $123,515,000 | 1,191 |
| U.S. Government securities | $91,329,000 | 1,074 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $91,329,000 | 1,022 |
| Securities issued by states & political subdivisions | $32,186,000 | 1,186 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,620,000 | 1,962 |
| Mortgage-backed securities | $82,373,000 | 780 |
| Certificates of participation in pools of residential mortgages | $39,610,000 | 994 |
| Issued or guaranteed by U.S. | $39,610,000 | 994 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $42,763,000 | 516 |
| CMOs issued by government agencies or sponsored agencies | $42,763,000 | 491 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $123,515,000 | 1,049 |
| Total debt securities | $123,515,000 | 1,177 |
| Structured notes | ||
| Amortized cost | $473,000 | 1,815 |
| Fair value | $474,000 | 1,813 |
| 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 | $109,819,000 | 1,312 |
| U.S. Government securities | $76,971,000 | 1,242 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $76,971,000 | 1,184 |
| Securities issued by states & political subdivisions | $32,848,000 | 1,171 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,013,000 | 1,936 |
| Mortgage-backed securities | $69,463,000 | 909 |
| Certificates of participation in pools of residential mortgages | $37,303,000 | 1,049 |
| Issued or guaranteed by U.S. | $37,303,000 | 1,046 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $32,160,000 | 622 |
| CMOs issued by government agencies or sponsored agencies | $32,160,000 | 584 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $109,819,000 | 1,152 |
| Total debt securities | $109,819,000 | 1,293 |
| Structured notes | ||
| Amortized cost | $502,000 | 1,746 |
| Fair value | $505,000 | 1,751 |
| 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 | $112,234,000 | 1,299 |
| U.S. Government securities | $76,147,000 | 1,284 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $76,147,000 | 1,212 |
| Securities issued by states & political subdivisions | $36,087,000 | 1,065 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,023,000 | 1,876 |
| Mortgage-backed securities | $69,109,000 | 919 |
| Certificates of participation in pools of residential mortgages | $36,910,000 | 1,093 |
| Issued or guaranteed by U.S. | $36,910,000 | 1,093 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $32,199,000 | 647 |
| CMOs issued by government agencies or sponsored agencies | $32,199,000 | 611 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $112,234,000 | 1,146 |
| Total debt securities | $112,232,000 | 1,283 |
| Structured notes | ||
| Amortized cost | $626,000 | 1,815 |
| Fair value | $632,000 | 1,816 |
| 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 | $113,950,000 | 1,297 |
| U.S. Government securities | $75,692,000 | 1,308 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $75,692,000 | 1,244 |
| Securities issued by states & political subdivisions | $38,258,000 | 1,001 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,787,000 | 1,907 |
| Mortgage-backed securities | $71,743,000 | 908 |
| Certificates of participation in pools of residential mortgages | $35,690,000 | 1,143 |
| Issued or guaranteed by U.S. | $35,690,000 | 1,143 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $34,548,000 | 626 |
| CMOs issued by government agencies or sponsored agencies | $34,548,000 | 586 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,505,000 | 687 |
| Commercial mortgage pass-through securities | $1,505,000 | 453 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $113,950,000 | 1,140 |
| Total debt securities | $113,948,000 | 1,284 |
| Structured notes | ||
| Amortized cost | $670,000 | 1,848 |
| Fair value | $679,000 | 1,844 |
| 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 | $113,412,000 | 1,322 |
| U.S. Government securities | $71,756,000 | 1,387 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $71,756,000 | 1,333 |
| Securities issued by states & political subdivisions | $41,656,000 | 931 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,481,000 | 1,771 |
| Mortgage-backed securities | $68,971,000 | 944 |
| Certificates of participation in pools of residential mortgages | $33,719,000 | 1,199 |
| Issued or guaranteed by U.S. | $33,719,000 | 1,199 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $33,695,000 | 640 |
| CMOs issued by government agencies or sponsored agencies | $33,695,000 | 605 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,557,000 | 672 |
| Commercial mortgage pass-through securities | $1,557,000 | 435 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $113,412,000 | 1,162 |
| Total debt securities | $113,412,000 | 1,301 |
| Structured notes | ||
| Amortized cost | $717,000 | 1,869 |
| Fair value | $727,000 | 1,858 |
| 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 | $111,021,000 | 1,338 |
| U.S. Government securities | $67,363,000 | 1,424 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $67,363,000 | 1,382 |
| Securities issued by states & political subdivisions | $43,658,000 | 870 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,040,000 | 1,726 |
| Mortgage-backed securities | $64,469,000 | 993 |
| Certificates of participation in pools of residential mortgages | $31,353,000 | 1,277 |
| Issued or guaranteed by U.S. | $31,353,000 | 1,277 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $31,513,000 | 670 |
| CMOs issued by government agencies or sponsored agencies | $31,513,000 | 634 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $1,603,000 | 628 |
| Commercial mortgage pass-through securities | $1,603,000 | 395 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $111,021,000 | 1,173 |
| Total debt securities | $111,022,000 | 1,320 |
| Structured notes | ||
| Amortized cost | $773,000 | 1,833 |
| Fair value | $779,000 | 1,824 |
| 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 | $120,532,000 | 1,258 |
| U.S. Government securities | $76,631,000 | 1,303 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $76,631,000 | 1,262 |
| Securities issued by states & political subdivisions | $43,901,000 | 871 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,831,000 | 1,732 |
| Mortgage-backed securities | $73,385,000 | 900 |
| Certificates of participation in pools of residential mortgages | $35,938,000 | 1,124 |
| Issued or guaranteed by U.S. | $35,938,000 | 1,123 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $35,776,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $35,776,000 | 577 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,671,000 | 606 |
| Commercial mortgage pass-through securities | $1,671,000 | 372 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $120,532,000 | 1,108 |
| Total debt securities | $120,532,000 | 1,241 |
| Structured notes | ||
| Amortized cost | $845,000 | 1,800 |
| Fair value | $850,000 | 1,793 |
| 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 | $132,022,000 | 1,155 |
| U.S. Government securities | $86,735,000 | 1,150 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $86,735,000 | 1,109 |
| Securities issued by states & political subdivisions | $45,287,000 | 841 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,734,000 | 1,759 |
| Mortgage-backed securities | $82,721,000 | 825 |
| Certificates of participation in pools of residential mortgages | $41,557,000 | 1,008 |
| Issued or guaranteed by U.S. | $41,557,000 | 1,007 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $39,419,000 | 584 |
| CMOs issued by government agencies or sponsored agencies | $39,419,000 | 542 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $1,745,000 | 580 |
| Commercial mortgage pass-through securities | $1,745,000 | 369 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $132,022,000 | 1,032 |
| Total debt securities | $132,023,000 | 1,142 |
| Structured notes | ||
| Amortized cost | $963,000 | 1,734 |
| Fair value | $979,000 | 1,640 |
| 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 | $116,659,000 | 1,308 |
| U.S. Government securities | $76,768,000 | 1,316 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $76,768,000 | 1,275 |
| Securities issued by states & political subdivisions | $39,891,000 | 925 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,036,000 | 1,733 |
| Mortgage-backed securities | $72,529,000 | 946 |
| Certificates of participation in pools of residential mortgages | $27,297,000 | 1,459 |
| Issued or guaranteed by U.S. | $27,297,000 | 1,457 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $43,255,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $43,255,000 | 525 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,977,000 | 495 |
| Commercial mortgage pass-through securities | $1,977,000 | 331 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $116,659,000 | 1,185 |
| Total debt securities | $116,659,000 | 1,293 |
| Structured notes | ||
| Amortized cost | $1,123,000 | 1,538 |
| Fair value | $1,145,000 | 1,539 |
| 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 | $111,512,000 | 1,340 |
| U.S. Government securities | $73,360,000 | 1,363 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $73,360,000 | 1,323 |
| Securities issued by states & political subdivisions | $38,152,000 | 954 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,873,000 | 1,597 |
| Mortgage-backed securities | $69,697,000 | 964 |
| Certificates of participation in pools of residential mortgages | $22,415,000 | 1,645 |
| Issued or guaranteed by U.S. | $22,415,000 | 1,643 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $45,247,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $45,247,000 | 516 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $2,035,000 | 400 |
| Commercial mortgage pass-through securities | $2,035,000 | 275 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $111,512,000 | 1,204 |
| Total debt securities | $111,514,000 | 1,327 |
| Structured notes | ||
| Amortized cost | $1,786,000 | 1,365 |
| Fair value | $1,813,000 | 1,355 |
| 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 | $117,814,000 | 1,289 |
| U.S. Government securities | $80,248,000 | 1,262 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $80,248,000 | 1,226 |
| Securities issued by states & political subdivisions | $37,566,000 | 939 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,976,000 | 1,669 |
| Mortgage-backed securities | $76,312,000 | 933 |
| Certificates of participation in pools of residential mortgages | $25,370,000 | 1,581 |
| Issued or guaranteed by U.S. | $25,370,000 | 1,580 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $48,846,000 | 553 |
| CMOs issued by government agencies or sponsored agencies | $48,846,000 | 518 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $2,096,000 | 380 |
| Commercial mortgage pass-through securities | $2,096,000 | 247 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $117,814,000 | 1,157 |
| Total debt securities | $117,814,000 | 1,274 |
| Structured notes | ||
| Amortized cost | $2,035,000 | 1,296 |
| Fair value | $2,067,000 | 1,296 |
| 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 | $121,508,000 | 1,259 |
| U.S. Government securities | $86,656,000 | 1,197 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $86,656,000 | 1,162 |
| Securities issued by states & political subdivisions | $34,852,000 | 991 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,037,000 | 2,115 |
| Mortgage-backed securities | $82,379,000 | 893 |
| Certificates of participation in pools of residential mortgages | $26,876,000 | 1,538 |
| Issued or guaranteed by U.S. | $26,876,000 | 1,536 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $53,359,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $53,359,000 | 493 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $2,144,000 | 355 |
| Commercial mortgage pass-through securities | $2,144,000 | 218 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $121,508,000 | 1,140 |
| Total debt securities | $121,508,000 | 1,244 |
| Structured notes | ||
| Amortized cost | $2,342,000 | 1,411 |
| Fair value | $2,381,000 | 1,405 |
| 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 | $104,694,000 | 1,444 |
| U.S. Government securities | $77,670,000 | 1,378 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $77,670,000 | 1,337 |
| Securities issued by states & political subdivisions | $27,024,000 | 1,239 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,335,000 | 1,845 |
| Mortgage-backed securities | $72,516,000 | 1,018 |
| Certificates of participation in pools of residential mortgages | $21,171,000 | 1,803 |
| Issued or guaranteed by U.S. | $21,171,000 | 1,801 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $49,160,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $49,160,000 | 539 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $2,185,000 | 320 |
| Commercial mortgage pass-through securities | $2,185,000 | 193 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $104,694,000 | 1,319 |
| Total debt securities | $104,695,000 | 1,429 |
| Structured notes | ||
| Amortized cost | $3,167,000 | 1,353 |
| Fair value | $3,198,000 | 1,349 |
| 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 | $101,570,000 | 1,441 |
| U.S. Government securities | $76,489,000 | 1,327 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $76,489,000 | 1,287 |
| Securities issued by states & political subdivisions | $25,081,000 | 1,291 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,925,000 | 1,609 |
| Mortgage-backed securities | $70,368,000 | 996 |
| Certificates of participation in pools of residential mortgages | $18,037,000 | 1,927 |
| Issued or guaranteed by U.S. | $18,037,000 | 1,926 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $50,100,000 | 568 |
| CMOs issued by government agencies or sponsored agencies | $50,100,000 | 500 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $2,231,000 | 262 |
| Commercial mortgage pass-through securities | $2,231,000 | 156 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $101,570,000 | 1,307 |
| Total debt securities | $101,569,000 | 1,423 |
| Structured notes | ||
| Amortized cost | $3,876,000 | 1,216 |
| Fair value | $3,901,000 | 1,213 |
| 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 | $104,172,000 | 1,377 |
| U.S. Government securities | $80,315,000 | 1,231 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $80,315,000 | 1,185 |
| Securities issued by states & political subdivisions | $23,857,000 | 1,308 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,250,000 | 1,485 |
| Mortgage-backed securities | $72,694,000 | 944 |
| Certificates of participation in pools of residential mortgages | $19,665,000 | 1,749 |
| Issued or guaranteed by U.S. | $19,665,000 | 1,744 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $50,731,000 | 578 |
| CMOs issued by government agencies or sponsored agencies | $50,731,000 | 501 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $2,298,000 | 226 |
| Commercial mortgage pass-through securities | $2,298,000 | 139 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $104,172,000 | 1,241 |
| Total debt securities | $104,173,000 | 1,364 |
| Structured notes | ||
| Amortized cost | $4,830,000 | 1,089 |
| Fair value | $4,884,000 | 1,080 |
| 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 | $103,598,000 | 1,382 |
| U.S. Government securities | $80,939,000 | 1,239 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $80,939,000 | 1,190 |
| Securities issued by states & political subdivisions | $22,659,000 | 1,320 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,672,000 | 1,528 |
| Mortgage-backed securities | $72,599,000 | 920 |
| Certificates of participation in pools of residential mortgages | $21,122,000 | 1,596 |
| Issued or guaranteed by U.S. | $21,122,000 | 1,593 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $49,137,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $49,137,000 | 511 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $2,340,000 | 199 |
| Commercial mortgage pass-through securities | $2,340,000 | 128 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $103,598,000 | 1,237 |
| Total debt securities | $103,598,000 | 1,358 |
| Structured notes | ||
| Amortized cost | $5,024,000 | 1,156 |
| Fair value | $5,078,000 | 1,151 |
| 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 | $106,347,000 | 1,325 |
| U.S. Government securities | $85,255,000 | 1,163 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $85,255,000 | 1,117 |
| Securities issued by states & political subdivisions | $21,092,000 | 1,384 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,725,000 | 1,489 |
| Mortgage-backed securities | $77,296,000 | 853 |
| Certificates of participation in pools of residential mortgages | $24,316,000 | 1,407 |
| Issued or guaranteed by U.S. | $24,316,000 | 1,401 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $50,529,000 | 569 |
| CMOs issued by government agencies or sponsored agencies | $50,529,000 | 487 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $2,451,000 | 183 |
| Commercial mortgage pass-through securities | $2,451,000 | 118 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $106,347,000 | 1,190 |
| Total debt securities | $106,346,000 | 1,307 |
| Structured notes | ||
| Amortized cost | $3,644,000 | 1,516 |
| Fair value | $3,680,000 | 1,510 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $92,651,000 | 1,444 |
| U.S. Government securities | $74,848,000 | 1,244 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $74,848,000 | 1,187 |
| Securities issued by states & political subdivisions | $17,803,000 | 1,585 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,201,000 | 1,628 |
| Mortgage-backed securities | $67,107,000 | 908 |
| Certificates of participation in pools of residential mortgages | $19,124,000 | 1,605 |
| Issued or guaranteed by U.S. | $19,124,000 | 1,600 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $47,983,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $47,983,000 | 474 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $92,651,000 | 1,291 |
| Total debt securities | $92,652,000 | 1,425 |
| Structured notes | ||
| Amortized cost | $3,896,000 | 1,368 |
| Fair value | $3,935,000 | 1,338 |
| 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 | $93,469,000 | 1,413 |
| U.S. Government securities | $75,816,000 | 1,213 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $75,816,000 | 1,156 |
| Securities issued by states & political subdivisions | $17,653,000 | 1,558 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,159,000 | 1,685 |
| Mortgage-backed securities | $70,118,000 | 868 |
| Certificates of participation in pools of residential mortgages | $21,949,000 | 1,429 |
| Issued or guaranteed by U.S. | $21,949,000 | 1,425 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $48,169,000 | 555 |
| CMOs issued by government agencies or sponsored agencies | $48,169,000 | 468 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $93,469,000 | 1,253 |
| Total debt securities | $93,466,000 | 1,392 |
| Structured notes | ||
| Amortized cost | $2,352,000 | 1,775 |
| Fair value | $2,402,000 | 1,770 |
| 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 | $94,187,000 | 1,405 |
| U.S. Government securities | $77,904,000 | 1,206 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $77,904,000 | 1,159 |
| Securities issued by states & political subdivisions | $16,283,000 | 1,580 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,914,000 | 1,659 |
| Mortgage-backed securities | $71,075,000 | 853 |
| Certificates of participation in pools of residential mortgages | $23,897,000 | 1,335 |
| Issued or guaranteed by U.S. | $23,897,000 | 1,329 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $47,178,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $47,178,000 | 454 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $94,187,000 | 1,243 |
| Total debt securities | $94,186,000 | 1,384 |
| Structured notes | ||
| Amortized cost | $2,741,000 | 1,748 |
| Fair value | $2,784,000 | 1,731 |
| 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 | $89,207,000 | 1,461 |
| U.S. Government securities | $73,626,000 | 1,268 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $73,626,000 | 1,221 |
| Securities issued by states & political subdivisions | $15,577,000 | 1,623 |
| Other domestic debt securities | $4,000 | 3,166 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,506 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,885,000 | 1,670 |
| Mortgage-backed securities | $67,192,000 | 913 |
| Certificates of participation in pools of residential mortgages | $23,908,000 | 1,425 |
| Issued or guaranteed by U.S. | $23,908,000 | 1,421 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $43,284,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $43,280,000 | 476 |
| Privately issued | $4,000 | 1,439 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $89,207,000 | 1,297 |
| Total debt securities | $89,207,000 | 1,438 |
| Structured notes | ||
| Amortized cost | $2,116,000 | 1,711 |
| Fair value | $2,141,000 | 1,703 |
| 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 | $79,339,000 | 1,604 |
| U.S. Government securities | $64,253,000 | 1,392 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $64,253,000 | 1,345 |
| Securities issued by states & political subdivisions | $15,060,000 | 1,660 |
| Other domestic debt securities | $26,000 | 3,172 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,508 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,624,000 | 2,718 |
| Mortgage-backed securities | $58,737,000 | 1,025 |
| Certificates of participation in pools of residential mortgages | $25,301,000 | 1,404 |
| Issued or guaranteed by U.S. | $25,301,000 | 1,397 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $33,436,000 | 683 |
| CMOs issued by government agencies or sponsored agencies | $33,410,000 | 537 |
| Privately issued | $26,000 | 1,435 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $79,339,000 | 1,413 |
| Total debt securities | $79,339,000 | 1,578 |
| Structured notes | ||
| Amortized cost | $2,464,000 | 1,395 |
| Fair value | $2,495,000 | 1,353 |
| 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 | $78,958,000 | 1,616 |
| U.S. Government securities | $64,236,000 | 1,376 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $64,236,000 | 1,338 |
| Securities issued by states & political subdivisions | $14,666,000 | 1,689 |
| Other domestic debt securities | $56,000 | 3,224 |
| Privately issued residential mortgage-backed securities | $56,000 | 1,532 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,976,000 | 2,566 |
| Mortgage-backed securities | $57,687,000 | 1,071 |
| Certificates of participation in pools of residential mortgages | $27,532,000 | 1,360 |
| Issued or guaranteed by U.S. | $27,532,000 | 1,351 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $30,155,000 | 725 |
| CMOs issued by government agencies or sponsored agencies | $30,099,000 | 564 |
| Privately issued | $56,000 | 1,457 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $78,958,000 | 1,407 |
| Total debt securities | $78,958,000 | 1,591 |
| Structured notes | ||
| Amortized cost | $2,241,000 | 1,036 |
| Fair value | $2,282,000 | 1,024 |
| 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 | $73,022,000 | 1,699 |
| U.S. Government securities | $59,157,000 | 1,443 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $59,157,000 | 1,401 |
| Securities issued by states & political subdivisions | $13,766,000 | 1,737 |
| Other domestic debt securities | $99,000 | 3,260 |
| Privately issued residential mortgage-backed securities | $99,000 | 1,536 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,101,000 | 2,486 |
| Mortgage-backed securities | $53,652,000 | 1,141 |
| Certificates of participation in pools of residential mortgages | $25,573,000 | 1,459 |
| Issued or guaranteed by U.S. | $25,573,000 | 1,451 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $28,079,000 | 721 |
| CMOs issued by government agencies or sponsored agencies | $27,980,000 | 546 |
| Privately issued | $99,000 | 1,461 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $73,022,000 | 1,475 |
| Total debt securities | $73,021,000 | 1,677 |
| Structured notes | ||
| Amortized cost | $1,737,000 | 896 |
| Fair value | $1,765,000 | 878 |
| 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 | $64,438,000 | 1,876 |
| U.S. Government securities | $47,384,000 | 1,767 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $47,384,000 | 1,725 |
| Securities issued by states & political subdivisions | $16,878,000 | 1,377 |
| Other domestic debt securities | $176,000 | 3,129 |
| Privately issued residential mortgage-backed securities | $176,000 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,473,000 | 2,503 |
| Mortgage-backed securities | $42,570,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $22,741,000 | 1,644 |
| Issued or guaranteed by U.S. | $22,741,000 | 1,633 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $19,829,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $19,653,000 | 696 |
| Privately issued | $176,000 | 1,444 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $64,438,000 | 1,647 |
| Total debt securities | $64,439,000 | 1,855 |
| Structured notes | ||
| Amortized cost | $1,592,000 | 724 |
| Fair value | $1,615,000 | 719 |
| 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 | $71,408,000 | 1,698 |
| U.S. Government securities | $54,315,000 | 1,571 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $54,315,000 | 1,547 |
| Securities issued by states & political subdivisions | $16,886,000 | 1,346 |
| Other domestic debt securities | $207,000 | 3,004 |
| Privately issued residential mortgage-backed securities | $207,000 | 1,454 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,992,000 | 2,476 |
| Mortgage-backed securities | $48,661,000 | 1,213 |
| Certificates of participation in pools of residential mortgages | $27,202,000 | 1,394 |
| Issued or guaranteed by U.S. | $27,202,000 | 1,386 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $21,459,000 | 841 |
| CMOs issued by government agencies or sponsored agencies | $21,252,000 | 641 |
| Privately issued | $207,000 | 1,387 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $71,408,000 | 1,485 |
| Total debt securities | $71,408,000 | 1,675 |
| Structured notes | ||
| Amortized cost | $1,661,000 | 748 |
| Fair value | $1,672,000 | 749 |
| 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 | $62,791,000 | 1,855 |
| U.S. Government securities | $46,275,000 | 1,775 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $46,275,000 | 1,745 |
| Securities issued by states & political subdivisions | $16,293,000 | 1,360 |
| Other domestic debt securities | $223,000 | 2,945 |
| Privately issued residential mortgage-backed securities | $223,000 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,358,000 | 2,236 |
| Mortgage-backed securities | $42,265,000 | 1,276 |
| Certificates of participation in pools of residential mortgages | $26,685,000 | 1,332 |
| Issued or guaranteed by U.S. | $26,685,000 | 1,319 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $15,580,000 | 974 |
| CMOs issued by government agencies or sponsored agencies | $15,357,000 | 760 |
| Privately issued | $223,000 | 1,357 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $62,791,000 | 1,632 |
| Total debt securities | $62,791,000 | 1,832 |
| Structured notes | ||
| Amortized cost | $1,144,000 | 878 |
| Fair value | $1,146,000 | 879 |
| 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 | $62,413,000 | 1,903 |
| U.S. Government securities | $46,497,000 | 1,782 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $46,497,000 | 1,750 |
| Securities issued by states & political subdivisions | $15,686,000 | 1,419 |
| Other domestic debt securities | $230,000 | 2,911 |
| Privately issued residential mortgage-backed securities | $230,000 | 1,381 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,513,000 | 2,203 |
| Mortgage-backed securities | $42,465,000 | 1,276 |
| Certificates of participation in pools of residential mortgages | $27,581,000 | 1,311 |
| Issued or guaranteed by U.S. | $27,581,000 | 1,299 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $14,884,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $14,654,000 | 766 |
| Privately issued | $230,000 | 1,312 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $62,413,000 | 1,660 |
| Total debt securities | $62,412,000 | 1,871 |
| Structured notes | ||
| Amortized cost | $1,174,000 | 923 |
| Fair value | $1,173,000 | 926 |
| 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 | $60,318,000 | 1,952 |
| U.S. Government securities | $45,992,000 | 1,801 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $45,992,000 | 1,765 |
| Securities issued by states & political subdivisions | $14,079,000 | 1,587 |
| Other domestic debt securities | $247,000 | 2,852 |
| Privately issued residential mortgage-backed securities | $247,000 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,305,000 | 2,054 |
| Mortgage-backed securities | $41,554,000 | 1,243 |
| Certificates of participation in pools of residential mortgages | $26,741,000 | 1,271 |
| Issued or guaranteed by U.S. | $26,741,000 | 1,261 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,813,000 | 961 |
| CMOs issued by government agencies or sponsored agencies | $14,566,000 | 756 |
| Privately issued | $247,000 | 1,294 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $60,318,000 | 1,720 |
| Total debt securities | $60,318,000 | 1,912 |
| Structured notes | ||
| Amortized cost | $1,216,000 | 983 |
| Fair value | $1,228,000 | 982 |
| 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 | $51,821,000 | 2,224 |
| U.S. Government securities | $40,329,000 | 2,039 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $40,329,000 | 1,994 |
| Securities issued by states & political subdivisions | $11,227,000 | 1,869 |
| Other domestic debt securities | $265,000 | 2,638 |
| Privately issued residential mortgage-backed securities | $265,000 | 1,249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,397,000 | 2,087 |
| Mortgage-backed securities | $35,433,000 | 1,260 |
| Certificates of participation in pools of residential mortgages | $22,102,000 | 1,308 |
| Issued or guaranteed by U.S. | $22,102,000 | 1,299 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,331,000 | 971 |
| CMOs issued by government agencies or sponsored agencies | $13,066,000 | 765 |
| Privately issued | $265,000 | 1,188 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $51,821,000 | 1,946 |
| Total debt securities | $51,812,000 | 2,180 |
| Structured notes | ||
| Amortized cost | $1,757,000 | 1,185 |
| Fair value | $1,752,000 | 1,182 |
| 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 | $54,130,000 | 2,132 |
| U.S. Government securities | $42,735,000 | 1,957 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $42,735,000 | 1,913 |
| Securities issued by states & political subdivisions | $11,121,000 | 1,848 |
| Other domestic debt securities | $274,000 | 2,591 |
| Privately issued residential mortgage-backed securities | $274,000 | 1,212 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,143,000 | 2,087 |
| Mortgage-backed securities | $36,882,000 | 1,153 |
| Certificates of participation in pools of residential mortgages | $23,125,000 | 1,169 |
| Issued or guaranteed by U.S. | $23,125,000 | 1,163 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $13,757,000 | 900 |
| CMOs issued by government agencies or sponsored agencies | $13,483,000 | 708 |
| Privately issued | $274,000 | 1,150 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $54,130,000 | 1,848 |
| Total debt securities | $54,125,000 | 2,088 |
| Structured notes | ||
| Amortized cost | $2,793,000 | 1,020 |
| Fair value | $2,767,000 | 1,023 |
| 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 | $46,659,000 | 2,419 |
| U.S. Government securities | $36,458,000 | 2,252 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $36,458,000 | 2,196 |
| Securities issued by states & political subdivisions | $9,909,000 | 2,019 |
| Other domestic debt securities | $292,000 | 2,524 |
| Privately issued residential mortgage-backed securities | $292,000 | 1,164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,264,000 | 2,073 |
| Mortgage-backed securities | $30,666,000 | 1,307 |
| Certificates of participation in pools of residential mortgages | $19,518,000 | 1,324 |
| Issued or guaranteed by U.S. | $19,518,000 | 1,315 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $11,148,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $10,856,000 | 807 |
| Privately issued | $292,000 | 1,096 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $46,659,000 | 2,098 |
| Total debt securities | $46,655,000 | 2,380 |
| Structured notes | ||
| Amortized cost | $2,839,000 | 1,074 |
| Fair value | $2,788,000 | 1,078 |
| 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 | $44,263,000 | 2,548 |
| U.S. Government securities | $34,388,000 | 2,414 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $34,388,000 | 2,340 |
| Securities issued by states & political subdivisions | $9,553,000 | 2,089 |
| Other domestic debt securities | $322,000 | 2,511 |
| Privately issued residential mortgage-backed securities | $322,000 | 1,114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,206,000 | 1,944 |
| Mortgage-backed securities | $28,503,000 | 1,355 |
| Certificates of participation in pools of residential mortgages | $17,685,000 | 1,412 |
| Issued or guaranteed by U.S. | $17,685,000 | 1,404 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,818,000 | 1,017 |
| CMOs issued by government agencies or sponsored agencies | $10,496,000 | 823 |
| Privately issued | $322,000 | 1,043 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $44,263,000 | 2,216 |
| Total debt securities | $44,262,000 | 2,505 |
| Structured notes | ||
| Amortized cost | $2,900,000 | 1,107 |
| Fair value | $2,864,000 | 1,116 |
| 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 | $50,131,000 | 2,326 |
| U.S. Government securities | $38,992,000 | 2,181 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $38,992,000 | 2,121 |
| Securities issued by states & political subdivisions | $10,798,000 | 1,870 |
| Other domestic debt securities | $341,000 | 2,525 |
| Privately issued residential mortgage-backed securities | $341,000 | 1,083 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $446,000 | 6,633 |
| Mortgage-backed securities | $30,891,000 | 1,305 |
| Certificates of participation in pools of residential mortgages | $19,699,000 | 1,322 |
| Issued or guaranteed by U.S. | $19,699,000 | 1,314 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $11,192,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $10,851,000 | 824 |
| Privately issued | $341,000 | 1,020 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $50,131,000 | 2,018 |
| Total debt securities | $50,131,000 | 2,281 |
| Structured notes | ||
| Amortized cost | $3,646,000 | 977 |
| Fair value | $3,606,000 | 976 |
| 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 | $47,578,000 | 2,442 |
| U.S. Government securities | $36,948,000 | 2,325 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $36,948,000 | 2,259 |
| Securities issued by states & political subdivisions | $10,270,000 | 1,964 |
| Other domestic debt securities | $360,000 | 2,552 |
| Privately issued residential mortgage-backed securities | $360,000 | 1,054 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $476,000 | 6,678 |
| Mortgage-backed securities | $28,243,000 | 1,394 |
| Certificates of participation in pools of residential mortgages | $20,108,000 | 1,321 |
| Issued or guaranteed by U.S. | $20,108,000 | 1,311 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,135,000 | 1,140 |
| CMOs issued by government agencies or sponsored agencies | $7,775,000 | 979 |
| Privately issued | $360,000 | 982 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $47,578,000 | 2,107 |
| Total debt securities | $47,578,000 | 2,400 |
| Structured notes | ||
| Amortized cost | $4,949,000 | 823 |
| Fair value | $4,879,000 | 815 |
| 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 | $44,346,000 | 2,583 |
| U.S. Government securities | $34,889,000 | 2,452 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $34,889,000 | 2,380 |
| Securities issued by states & political subdivisions | $9,081,000 | 2,130 |
| Other domestic debt securities | $373,000 | 2,566 |
| Privately issued residential mortgage-backed securities | $373,000 | 1,032 |
| 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 | $3,000 | 1,970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,125,000 | 2,797 |
| Mortgage-backed securities | $26,710,000 | 1,459 |
| Certificates of participation in pools of residential mortgages | $18,210,000 | 1,423 |
| Issued or guaranteed by U.S. | $18,210,000 | 1,416 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,500,000 | 1,110 |
| CMOs issued by government agencies or sponsored agencies | $8,127,000 | 954 |
| Privately issued | $373,000 | 968 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $44,346,000 | 2,227 |
| Total debt securities | $44,343,000 | 2,541 |
| Structured notes | ||
| Amortized cost | $5,513,000 | 781 |
| Fair value | $5,391,000 | 779 |
| 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 | $48,944,000 | 2,403 |
| U.S. Government securities | $38,988,000 | 2,250 |
| U.S. Treasury securities | $1,127,000 | 1,062 |
| U.S. Government agency obligations | $37,861,000 | 2,240 |
| Securities issued by states & political subdivisions | $9,024,000 | 2,136 |
| Other domestic debt securities | $780,000 | 2,187 |
| Privately issued residential mortgage-backed securities | $397,000 | 1,007 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $383,000 | 2,086 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $152,000 | 1,674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,013,000 | 2,912 |
| Mortgage-backed securities | $29,177,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $20,186,000 | 1,342 |
| Issued or guaranteed by U.S. | $20,186,000 | 1,335 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,991,000 | 1,096 |
| CMOs issued by government agencies or sponsored agencies | $8,594,000 | 930 |
| Privately issued | $397,000 | 944 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $48,944,000 | 2,057 |
| Total debt securities | $48,792,000 | 2,360 |
| Structured notes | ||
| Amortized cost | $5,592,000 | 778 |
| Fair value | $5,508,000 | 775 |
| 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 | $49,266,000 | 2,408 |
| U.S. Government securities | $40,139,000 | 2,182 |
| U.S. Treasury securities | $1,633,000 | 978 |
| U.S. Government agency obligations | $38,506,000 | 2,186 |
| Securities issued by states & political subdivisions | $8,199,000 | 2,290 |
| Other domestic debt securities | $842,000 | 2,239 |
| Privately issued residential mortgage-backed securities | $428,000 | 958 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $414,000 | 2,172 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $86,000 | 1,788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,156,000 | 2,733 |
| Mortgage-backed securities | $29,009,000 | 1,393 |
| Certificates of participation in pools of residential mortgages | $21,962,000 | 1,283 |
| Issued or guaranteed by U.S. | $21,962,000 | 1,275 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $7,047,000 | 1,233 |
| CMOs issued by government agencies or sponsored agencies | $6,619,000 | 1,081 |
| Privately issued | $428,000 | 893 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $49,266,000 | 2,048 |
| Total debt securities | $49,180,000 | 2,365 |
| Structured notes | ||
| Amortized cost | $5,170,000 | 840 |
| Fair value | $5,094,000 | 839 |
| 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 | $47,555,000 | 2,448 |
| U.S. Government securities | $39,881,000 | 2,183 |
| U.S. Treasury securities | $1,835,000 | 952 |
| U.S. Government agency obligations | $38,046,000 | 2,204 |
| Securities issued by states & political subdivisions | $6,783,000 | 2,573 |
| Other domestic debt securities | $837,000 | 2,274 |
| Privately issued residential mortgage-backed securities | $477,000 | 926 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $360,000 | 2,281 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $54,000 | 1,849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,892,000 | 2,623 |
| Mortgage-backed securities | $28,322,000 | 1,447 |
| Certificates of participation in pools of residential mortgages | $21,963,000 | 1,311 |
| Issued or guaranteed by U.S. | $21,963,000 | 1,301 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,359,000 | 1,308 |
| CMOs issued by government agencies or sponsored agencies | $5,882,000 | 1,169 |
| Privately issued | $477,000 | 861 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $47,555,000 | 2,077 |
| Total debt securities | $47,501,000 | 2,407 |
| Structured notes | ||
| Amortized cost | $4,533,000 | 921 |
| Fair value | $4,490,000 | 922 |
| 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 | $46,772,000 | 2,499 |
| U.S. Government securities | $38,938,000 | 2,256 |
| U.S. Treasury securities | $1,800,000 | 989 |
| U.S. Government agency obligations | $37,138,000 | 2,263 |
| Securities issued by states & political subdivisions | $6,828,000 | 2,524 |
| Other domestic debt securities | $1,004,000 | 2,181 |
| Privately issued residential mortgage-backed securities | $591,000 | 870 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $413,000 | 2,321 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,000 | 2,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,255,000 | 3,945 |
| Mortgage-backed securities | $29,020,000 | 1,458 |
| Certificates of participation in pools of residential mortgages | $22,859,000 | 1,307 |
| Issued or guaranteed by U.S. | $22,859,000 | 1,297 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $6,161,000 | 1,357 |
| CMOs issued by government agencies or sponsored agencies | $5,570,000 | 1,246 |
| Privately issued | $591,000 | 806 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $46,772,000 | 2,119 |
| Total debt securities | $46,770,000 | 2,455 |
| Structured notes | ||
| Amortized cost | $3,749,000 | 1,085 |
| Fair value | $3,725,000 | 1,085 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $53,042,000 | 2,285 |
| U.S. Government securities | $45,451,000 | 1,999 |
| U.S. Treasury securities | $4,051,000 | 701 |
| U.S. Government agency obligations | $41,400,000 | 2,092 |
| Securities issued by states & political subdivisions | $5,953,000 | 2,750 |
| Other domestic debt securities | $1,201,000 | 2,098 |
| Privately issued residential mortgage-backed securities | $687,000 | 842 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $514,000 | 2,199 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $437,000 | 1,499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,928,000 | 3,811 |
| Mortgage-backed securities | $30,245,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $23,183,000 | 1,322 |
| Issued or guaranteed by U.S. | $23,183,000 | 1,314 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,062,000 | 1,293 |
| CMOs issued by government agencies or sponsored agencies | $6,375,000 | 1,194 |
| Privately issued | $687,000 | 784 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $53,042,000 | 1,911 |
| Total debt securities | $52,606,000 | 2,250 |
| Structured notes | ||
| Amortized cost | $4,748,000 | 907 |
| Fair value | $4,696,000 | 901 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $48,739,000 | 2,457 |
| U.S. Government securities | $45,839,000 | 1,999 |
| U.S. Treasury securities | $3,907,000 | 765 |
| U.S. Government agency obligations | $41,932,000 | 2,065 |
| Securities issued by states & political subdivisions | $1,304,000 | 4,849 |
| Other domestic debt securities | $1,348,000 | 2,086 |
| Privately issued residential mortgage-backed securities | $827,000 | 798 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $521,000 | 2,261 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $248,000 | 1,682 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,796,000 | 3,605 |
| Mortgage-backed securities | $32,416,000 | 1,403 |
| Certificates of participation in pools of residential mortgages | $25,112,000 | 1,266 |
| Issued or guaranteed by U.S. | $25,112,000 | 1,258 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $7,304,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $6,477,000 | 1,194 |
| Privately issued | $827,000 | 744 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $48,739,000 | 2,090 |
| Total debt securities | $48,490,000 | 2,431 |
| Structured notes | ||
| Amortized cost | $4,248,000 | 957 |
| Fair value | $4,231,000 | 953 |
| 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 | $55,961,000 | 2,190 |
| U.S. Government securities | $53,939,000 | 1,710 |
| U.S. Treasury securities | $3,953,000 | 736 |
| U.S. Government agency obligations | $49,986,000 | 1,757 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,500,000 | 2,031 |
| Privately issued residential mortgage-backed securities | $972,000 | 712 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $528,000 | 2,314 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $522,000 | 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 | $9,497,000 | 3,417 |
| Mortgage-backed securities | $37,043,000 | 1,277 |
| Certificates of participation in pools of residential mortgages | $28,537,000 | 1,159 |
| Issued or guaranteed by U.S. | $28,537,000 | 1,151 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,506,000 | 1,188 |
| CMOs issued by government agencies or sponsored agencies | $7,534,000 | 1,119 |
| Privately issued | $972,000 | 662 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $55,961,000 | 1,842 |
| Total debt securities | $55,440,000 | 2,151 |
| Structured notes | ||
| Amortized cost | $5,498,000 | 766 |
| Fair value | $5,504,000 | 766 |
| 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 | $58,184,000 | 2,129 |
| U.S. Government securities | $56,556,000 | 1,675 |
| U.S. Treasury securities | $4,362,000 | 712 |
| U.S. Government agency obligations | $52,194,000 | 1,714 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,521,000 | 2,110 |
| Privately issued residential mortgage-backed securities | $1,068,000 | 683 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $453,000 | 2,597 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $107,000 | 1,908 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,360,000 | 4,468 |
| Mortgage-backed securities | $39,620,000 | 1,239 |
| Certificates of participation in pools of residential mortgages | $30,906,000 | 1,103 |
| Issued or guaranteed by U.S. | $30,906,000 | 1,096 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,714,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $7,646,000 | 1,124 |
| Privately issued | $1,068,000 | 639 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $58,184,000 | 1,802 |
| Total debt securities | $58,076,000 | 2,088 |
| Structured notes | ||
| Amortized cost | $5,498,000 | 752 |
| Fair value | $5,412,000 | 750 |
| 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 | $58,587,000 | 2,111 |
| U.S. Government securities | $56,624,000 | 1,646 |
| U.S. Treasury securities | $4,832,000 | 661 |
| U.S. Government agency obligations | $51,792,000 | 1,722 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,935,000 | 2,028 |
| Privately issued residential mortgage-backed securities | $1,467,000 | 665 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $468,000 | 2,669 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $28,000 | 2,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,747,000 | 4,293 |
| Mortgage-backed securities | $42,626,000 | 1,208 |
| Certificates of participation in pools of residential mortgages | $32,954,000 | 1,069 |
| Issued or guaranteed by U.S. | $32,954,000 | 1,061 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $9,672,000 | 1,174 |
| CMOs issued by government agencies or sponsored agencies | $8,205,000 | 1,110 |
| Privately issued | $1,467,000 | 623 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $58,587,000 | 1,806 |
| Total debt securities | $58,560,000 | 2,054 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 710 |
| Fair value | $5,035,000 | 685 |
| 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 | $48,525,000 | 2,557 |
| U.S. Government securities | $47,916,000 | 1,976 |
| U.S. Treasury securities | $3,834,000 | 813 |
| U.S. Government agency obligations | $44,082,000 | 2,049 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $464,000 | 3,157 |
| 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 | $464,000 | 2,827 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $145,000 | 1,931 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,160,000 | 4,074 |
| Mortgage-backed securities | $32,171,000 | 1,463 |
| Certificates of participation in pools of residential mortgages | $25,673,000 | 1,288 |
| Issued or guaranteed by U.S. | $25,673,000 | 1,279 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,498,000 | 1,408 |
| CMOs issued by government agencies or sponsored agencies | $6,498,000 | 1,321 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $48,525,000 | 2,185 |
| Total debt securities | $48,381,000 | 2,503 |
| Structured notes | ||
| Amortized cost | $6,998,000 | 452 |
| Fair value | $6,885,000 | 463 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $45,519,000 | 2,637 |
| U.S. Government securities | $44,365,000 | 2,066 |
| U.S. Treasury securities | $3,204,000 | 869 |
| U.S. Government agency obligations | $41,161,000 | 2,118 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $738,000 | 2,928 |
| 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 | $738,000 | 2,609 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $416,000 | 1,713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,031,000 | 3,771 |
| Mortgage-backed securities | $31,412,000 | 1,474 |
| Certificates of participation in pools of residential mortgages | $25,252,000 | 1,283 |
| Issued or guaranteed by U.S. | $25,252,000 | 1,279 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,160,000 | 1,460 |
| CMOs issued by government agencies or sponsored agencies | $6,160,000 | 1,358 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $45,519,000 | 2,262 |
| Total debt securities | $45,102,000 | 2,586 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 521 |
| Fair value | $4,896,000 | 528 |
| 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 | $44,545,000 | 2,634 |
| U.S. Government securities | $42,966,000 | 2,041 |
| U.S. Treasury securities | $2,483,000 | 1,018 |
| U.S. Government agency obligations | $40,483,000 | 2,064 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $766,000 | 2,973 |
| 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 | $766,000 | 2,642 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $813,000 | 1,490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,644,000 | 3,320 |
| Mortgage-backed securities | $32,972,000 | 1,441 |
| Certificates of participation in pools of residential mortgages | $26,859,000 | 1,230 |
| Issued or guaranteed by U.S. | $26,859,000 | 1,225 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $6,113,000 | 1,582 |
| CMOs issued by government agencies or sponsored agencies | $6,113,000 | 1,475 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $44,545,000 | 2,259 |
| Total debt securities | $43,732,000 | 2,599 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 637 |
| Fair value | $3,000,000 | 650 |
| 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 | $37,916,000 | 2,948 |
| U.S. Government securities | $36,930,000 | 2,309 |
| U.S. Treasury securities | $2,022,000 | 1,186 |
| U.S. Government agency obligations | $34,908,000 | 2,319 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $822,000 | 2,962 |
| 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 | $822,000 | 2,618 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $164,000 | 1,975 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,557,000 | 3,379 |
| Mortgage-backed securities | $28,406,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $21,481,000 | 1,431 |
| Issued or guaranteed by U.S. | $21,481,000 | 1,426 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,925,000 | 1,533 |
| CMOs issued by government agencies or sponsored agencies | $6,925,000 | 1,438 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $37,916,000 | 2,532 |
| Total debt securities | $37,752,000 | 2,877 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $500,000 | 1,450 |
| 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 | $37,913,000 | 2,938 |
| U.S. Government securities | $36,840,000 | 2,295 |
| U.S. Treasury securities | $2,094,000 | 1,188 |
| U.S. Government agency obligations | $34,746,000 | 2,311 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $823,000 | 2,979 |
| 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 | $823,000 | 2,635 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $250,000 | 1,867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,559,000 | 3,366 |
| Mortgage-backed securities | $28,154,000 | 1,577 |
| Certificates of participation in pools of residential mortgages | $18,669,000 | 1,540 |
| Issued or guaranteed by U.S. | $18,669,000 | 1,534 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,485,000 | 1,312 |
| CMOs issued by government agencies or sponsored agencies | $9,485,000 | 1,213 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $37,913,000 | 2,494 |
| Total debt securities | $37,664,000 | 2,867 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $31,667,000 | 3,206 |
| U.S. Government securities | $30,938,000 | 2,485 |
| U.S. Treasury securities | $1,393,000 | 1,689 |
| U.S. Government agency obligations | $29,545,000 | 2,436 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $592,000 | 3,245 |
| 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 | $592,000 | 2,797 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $137,000 | 1,952 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,632,000 | 4,549 |
| Mortgage-backed securities | $22,041,000 | 1,709 |
| Certificates of participation in pools of residential mortgages | $16,934,000 | 1,481 |
| Issued or guaranteed by U.S. | $16,934,000 | 1,472 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,107,000 | 1,847 |
| CMOs issued by government agencies or sponsored agencies | $5,107,000 | 1,720 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $31,667,000 | 2,688 |
| Total debt securities | $31,529,000 | 3,154 |
| 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 | $26,965,000 | 3,735 |
| U.S. Government securities | $25,640,000 | 3,008 |
| U.S. Treasury securities | $4,161,000 | 1,198 |
| U.S. Government agency obligations | $21,479,000 | 3,203 |
| Securities issued by states & political subdivisions | $418,000 | 6,225 |
| Other domestic debt securities | $444,000 | 3,077 |
| 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 | $444,000 | 2,706 |
| Foreign debt securities | NA | NA |
| Equity securities | $463,000 | 3,998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,545,000 | 4,429 |
| Mortgage-backed securities | $14,058,000 | 1,888 |
| Certificates of participation in pools of residential mortgages | $12,290,000 | 1,517 |
| Issued or guaranteed by U.S. | $12,290,000 | 1,504 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,768,000 | 2,395 |
| CMOs issued by government agencies or sponsored agencies | $1,768,000 | 2,257 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $26,965,000 | 3,012 |
| Total debt securities | $26,502,000 | 3,677 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $23,549,000 | 4,306 |
| U.S. Government securities | $22,361,000 | 3,543 |
| U.S. Treasury securities | $5,476,000 | 1,465 |
| U.S. Government agency obligations | $16,885,000 | 3,970 |
| Securities issued by states & political subdivisions | $411,000 | 6,554 |
| Other domestic debt securities | $431,000 | 2,989 |
| 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 | $431,000 | 2,554 |
| Foreign debt securities | NA | NA |
| Equity securities | $346,000 | 4,535 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,484,000 | 4,452 |
| Mortgage-backed securities | $12,849,000 | 2,158 |
| Certificates of participation in pools of residential mortgages | $10,635,000 | 1,813 |
| Issued or guaranteed by U.S. | $10,635,000 | 1,801 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,214,000 | 2,356 |
| CMOs issued by government agencies or sponsored agencies | $2,214,000 | 2,216 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $23,549,000 | 3,438 |
| Total debt securities | $23,203,000 | 4,246 |
| 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 | $26,502,000 | 3,991 |
| U.S. Government securities | $21,083,000 | 3,749 |
| U.S. Treasury securities | $5,518,000 | 2,088 |
| U.S. Government agency obligations | $15,565,000 | 4,012 |
| Securities issued by states & political subdivisions | $4,714,000 | 3,081 |
| Other domestic debt securities | $408,000 | 2,874 |
| 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 | $408,000 | 2,391 |
| Foreign debt securities | NA | NA |
| Equity securities | $297,000 | 4,649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,181,000 | 4,711 |
| Mortgage-backed securities | $11,146,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $7,738,000 | 2,334 |
| Issued or guaranteed by U.S. | $7,738,000 | 2,318 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,408,000 | 2,091 |
| CMOs issued by government agencies or sponsored agencies | $3,408,000 | 1,979 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $26,502,000 | 3,085 |
| Total debt securities | $26,205,000 | 3,916 |
| 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 | $17,626,000 | 5,381 |
| U.S. Government securities | $16,865,000 | 4,632 |
| U.S. Treasury securities | $5,279,000 | 3,050 |
| U.S. Government agency obligations | $11,586,000 | 4,768 |
| Securities issued by states & political subdivisions | $170,000 | 7,609 |
| Other domestic debt securities | $203,000 | 2,903 |
| 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 | $203,000 | 2,312 |
| Foreign debt securities | NA | NA |
| Equity securities | $388,000 | 4,137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,600,000 | 4,690 |
| Mortgage-backed securities | $8,149,000 | 2,962 |
| Certificates of participation in pools of residential mortgages | $5,274,000 | 2,835 |
| Issued or guaranteed by U.S. | $5,274,000 | 2,822 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,875,000 | 2,301 |
| CMOs issued by government agencies or sponsored agencies | $2,875,000 | 2,203 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $17,626,000 | 3,966 |
| Total debt securities | $17,238,000 | 5,339 |
| 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 | $10,279,000 | 7,833 |
| U.S. Government securities | $10,048,000 | 6,996 |
| U.S. Treasury securities | $5,293,000 | 3,637 |
| U.S. Government agency obligations | $4,755,000 | 7,790 |
| Securities issued by states & political subdivisions | $4,000 | 8,615 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $227,000 | 5,060 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,954,000 | 5,188 |
| Mortgage-backed securities | $2,898,000 | 5,261 |
| Certificates of participation in pools of residential mortgages | $1,629,000 | 5,067 |
| Issued or guaranteed by U.S. | $1,629,000 | 5,050 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,269,000 | 3,565 |
| CMOs issued by government agencies or sponsored agencies | $1,269,000 | 3,430 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,000 | 8,047 |
| Available-for-sale securities (fair market value) | $10,275,000 | 5,919 |
| Total debt securities | $10,052,000 | 7,794 |
| 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 | $10,999,000 | 7,929 |
| U.S. Government securities | $10,830,000 | 6,978 |
| U.S. Treasury securities | $1,004,000 | 8,510 |
| U.S. Government agency obligations | $9,826,000 | 5,542 |
| Securities issued by states & political subdivisions | $9,000 | 8,987 |
| Other domestic debt securities | $2,000 | 5,139 |
| Privately issued residential mortgage-backed securities | $2,000 | 2,539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $158,000 | 5,460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,555,000 | 4,414 |
| Mortgage-backed securities | $9,828,000 | 3,121 |
| Certificates of participation in pools of residential mortgages | $114,000 | 8,216 |
| Issued or guaranteed by U.S. | $114,000 | 8,183 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $9,714,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $9,712,000 | 1,358 |
| Privately issued | $2,000 | 2,191 |
| 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) | $9,000 | 8,428 |
| Available-for-sale securities (fair market value) | $10,990,000 | 5,861 |
| Total debt securities | $10,841,000 | 7,852 |
| 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 | $12,365,000 | 7,929 |
| U.S. Government securities | $12,245,000 | 6,884 |
| U.S. Treasury securities | $1,247,000 | 9,252 |
| U.S. Government agency obligations | $10,998,000 | 5,017 |
| Securities issued by states & political subdivisions | $7,000 | 9,518 |
| Other domestic debt securities | $51,000 | 5,356 |
| Privately issued residential mortgage-backed securities | $51,000 | 2,440 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $62,000 | 6,646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,917,000 | 4,811 |
| Mortgage-backed securities | $11,049,000 | 3,035 |
| Certificates of participation in pools of residential mortgages | $160,000 | 8,518 |
| Issued or guaranteed by U.S. | $160,000 | 8,489 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $10,889,000 | 1,392 |
| CMOs issued by government agencies or sponsored agencies | $10,838,000 | 1,331 |
| Privately issued | $51,000 | 2,117 |
| 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) | $12,303,000 | 4,958 |
| Available-for-sale securities (fair market value) | $62,000 | 10,860 |
| Total debt securities | $12,303,000 | 7,840 |
| 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 | $10,314,000 | 8,974 |
| U.S. Government securities | $10,038,000 | 7,996 |
| U.S. Treasury securities | $1,000,000 | 10,019 |
| U.S. Government agency obligations | $9,038,000 | 5,928 |
| Securities issued by states & political subdivisions | $3,000 | 9,838 |
| Other domestic debt securities | $212,000 | 5,195 |
| Privately issued residential mortgage-backed securities | $212,000 | 2,294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $61,000 | 6,411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,954,000 | 4,653 |
| Mortgage-backed securities | $8,221,000 | 4,052 |
| Certificates of participation in pools of residential mortgages | $327,000 | 8,563 |
| Issued or guaranteed by U.S. | $327,000 | 8,506 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $7,894,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $7,682,000 | 1,897 |
| Privately issued | $212,000 | 1,920 |
| 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 | $10,253,000 | 8,865 |
| 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 | $7,727,000 | 10,160 |
| U.S. Government securities | $7,493,000 | 9,261 |
| U.S. Treasury securities | $1,497,000 | 9,586 |
| U.S. Government agency obligations | $5,996,000 | 7,358 |
| Securities issued by states & political subdivisions | $2,000 | 9,971 |
| Other domestic debt securities | $157,000 | 6,367 |
| Privately issued residential mortgage-backed securities | $157,000 | 3,238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $75,000 | 5,639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,206,000 | 5,774 |
| Mortgage-backed securities | $5,620,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $408,000 | 8,833 |
| Issued or guaranteed by U.S. | $408,000 | 8,770 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $5,212,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $5,055,000 | 2,378 |
| Privately issued | $157,000 | 2,763 |
| 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 | $7,652,000 | 10,048 |
| 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 |