Home > The Bank of Clarendon > Securities
The Bank of Clarendon, Securities
| 2023-12-31 | Rank | |
| Total securities | $131,377,000 | 1,405 |
| U.S. Government securities | $94,638,000 | 1,220 |
| U.S. Treasury securities | $18,995,000 | 952 |
| U.S. Government agency obligations | $75,643,000 | 1,219 |
| Securities issued by states & political subdivisions | $36,789,000 | 1,170 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,009,000 | 1,422 |
| Mortgage-backed securities | $57,274,000 | 1,160 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $54,254,000 | 787 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,020,000 | 858 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $41,351,000 | 599 |
| Available-for-sale securities (fair market value) | $90,076,000 | 1,632 |
| Total debt securities | $131,428,000 | 1,385 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 345 |
| Fair value | $4,225,000 | 335 |
| 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 | $124,543,000 | 1,447 |
| U.S. Government securities | $87,844,000 | 1,277 |
| U.S. Treasury securities | $18,586,000 | 1,011 |
| U.S. Government agency obligations | $69,258,000 | 1,279 |
| Securities issued by states & political subdivisions | $36,749,000 | 1,143 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,562,000 | 1,345 |
| Mortgage-backed securities | $52,150,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $52,150,000 | 799 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| 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) | $41,441,000 | 614 |
| Available-for-sale securities (fair market value) | $83,152,000 | 1,699 |
| Total debt securities | $124,593,000 | 1,430 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 356 |
| Fair value | $4,117,000 | 345 |
| 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 | $126,516,000 | 1,474 |
| U.S. Government securities | $89,639,000 | 1,297 |
| U.S. Treasury securities | $17,703,000 | 1,037 |
| U.S. Government agency obligations | $71,936,000 | 1,279 |
| Securities issued by states & political subdivisions | $36,927,000 | 1,201 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,810,000 | 970 |
| Mortgage-backed securities | $54,726,000 | 1,204 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $54,726,000 | 794 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| 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) | $41,531,000 | 607 |
| Available-for-sale securities (fair market value) | $85,035,000 | 1,722 |
| Total debt securities | $126,568,000 | 1,460 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 388 |
| Fair value | $4,122,000 | 381 |
| 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 | $129,889,000 | 1,507 |
| U.S. Government securities | $92,895,000 | 1,336 |
| U.S. Treasury securities | $17,974,000 | 1,117 |
| U.S. Government agency obligations | $74,921,000 | 1,254 |
| Securities issued by states & political subdivisions | $37,044,000 | 1,229 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,750,000 | 892 |
| Mortgage-backed securities | $57,556,000 | 1,215 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $57,556,000 | 797 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| 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) | $41,623,000 | 637 |
| Available-for-sale securities (fair market value) | $88,316,000 | 1,744 |
| Total debt securities | $129,939,000 | 1,491 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 410 |
| Fair value | $4,188,000 | 402 |
| 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 | $130,884,000 | 1,523 |
| U.S. Government securities | $93,585,000 | 1,337 |
| U.S. Treasury securities | $17,730,000 | 1,154 |
| U.S. Government agency obligations | $75,855,000 | 1,240 |
| Securities issued by states & political subdivisions | $37,299,000 | 1,250 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,068,000 | 805 |
| Mortgage-backed securities | $58,529,000 | 1,216 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $58,529,000 | 796 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| 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) | $41,913,000 | 635 |
| Available-for-sale securities (fair market value) | $88,971,000 | 1,761 |
| Total debt securities | $130,885,000 | 1,509 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 428 |
| Fair value | $4,116,000 | 423 |
| 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 | $124,548,000 | 1,585 |
| U.S. Government securities | $90,291,000 | 1,372 |
| U.S. Treasury securities | $13,964,000 | 1,339 |
| U.S. Government agency obligations | $76,327,000 | 1,243 |
| Securities issued by states & political subdivisions | $34,257,000 | 1,348 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,754,000 | 785 |
| Mortgage-backed securities | $59,348,000 | 1,219 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $59,348,000 | 793 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| 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) | $42,012,000 | 622 |
| Available-for-sale securities (fair market value) | $82,536,000 | 1,870 |
| Total debt securities | $124,548,000 | 1,569 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 426 |
| Fair value | $4,091,000 | 422 |
| 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 | $127,804,000 | 1,569 |
| U.S. Government securities | $93,449,000 | 1,359 |
| U.S. Treasury securities | $14,268,000 | 1,319 |
| U.S. Government agency obligations | $79,181,000 | 1,247 |
| Securities issued by states & political subdivisions | $34,355,000 | 1,395 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,416,000 | 1,048 |
| Mortgage-backed securities | $62,685,000 | 1,221 |
| Certificates of participation in pools of residential mortgages | $62,685,000 | 805 |
| Issued or guaranteed by U.S. | $62,685,000 | 791 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| 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) | $42,106,000 | 560 |
| Available-for-sale securities (fair market value) | $85,698,000 | 1,893 |
| Total debt securities | $127,805,000 | 1,556 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 409 |
| Fair value | $4,225,000 | 407 |
| 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 | $131,616,000 | 1,511 |
| U.S. Government securities | $97,163,000 | 1,287 |
| U.S. Treasury securities | $13,611,000 | 1,199 |
| U.S. Government agency obligations | $83,552,000 | 1,206 |
| Securities issued by states & political subdivisions | $34,453,000 | 1,403 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,010,000 | 952 |
| Mortgage-backed securities | $66,133,000 | 1,186 |
| Certificates of participation in pools of residential mortgages | $66,133,000 | 784 |
| Issued or guaranteed by U.S. | $66,133,000 | 772 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| 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) | $42,197,000 | 502 |
| Available-for-sale securities (fair market value) | $89,419,000 | 1,832 |
| Total debt securities | $131,616,000 | 1,496 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 360 |
| Fair value | $4,351,000 | 361 |
| 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 | $103,055,000 | 1,743 |
| U.S. Government securities | $70,813,000 | 1,512 |
| U.S. Treasury securities | $1,922,000 | 1,822 |
| U.S. Government agency obligations | $68,891,000 | 1,370 |
| Securities issued by states & political subdivisions | $32,242,000 | 1,546 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,966,000 | 848 |
| Mortgage-backed securities | $57,357,000 | 1,295 |
| Certificates of participation in pools of residential mortgages | $57,357,000 | 862 |
| Issued or guaranteed by U.S. | $57,357,000 | 849 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| 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) | $1,615,000 | 1,247 |
| Available-for-sale securities (fair market value) | $101,440,000 | 1,636 |
| Total debt securities | $103,055,000 | 1,725 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 433 |
| Fair value | $2,478,000 | 440 |
| 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 | $90,730,000 | 1,829 |
| U.S. Government securities | $59,450,000 | 1,623 |
| U.S. Treasury securities | $2,704,000 | 1,443 |
| U.S. Government agency obligations | $56,746,000 | 1,508 |
| Securities issued by states & political subdivisions | $31,280,000 | 1,540 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,757,000 | 995 |
| Mortgage-backed securities | $44,295,000 | 1,457 |
| Certificates of participation in pools of residential mortgages | $44,295,000 | 1,020 |
| Issued or guaranteed by U.S. | $44,295,000 | 999 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $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) | $1,615,000 | 1,234 |
| Available-for-sale securities (fair market value) | $89,115,000 | 1,733 |
| Total debt securities | $90,730,000 | 1,816 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 384 |
| Fair value | $2,501,000 | 385 |
| 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 | $88,616,000 | 1,797 |
| U.S. Government securities | $60,165,000 | 1,536 |
| U.S. Treasury securities | $2,699,000 | 1,345 |
| U.S. Government agency obligations | $57,466,000 | 1,432 |
| Securities issued by states & political subdivisions | $28,451,000 | 1,599 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,031,000 | 944 |
| Mortgage-backed securities | $46,558,000 | 1,374 |
| Certificates of participation in pools of residential mortgages | $46,558,000 | 946 |
| Issued or guaranteed by U.S. | $46,558,000 | 925 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,615,000 | 1,219 |
| Available-for-sale securities (fair market value) | $87,001,000 | 1,699 |
| Total debt securities | $88,617,000 | 1,782 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 456 |
| Fair value | $1,497,000 | 464 |
| 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 | $85,420,000 | 1,712 |
| U.S. Government securities | $59,633,000 | 1,445 |
| U.S. Treasury securities | $759,000 | 1,453 |
| U.S. Government agency obligations | $58,874,000 | 1,346 |
| Securities issued by states & political subdivisions | $25,787,000 | 1,661 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,933,000 | 1,086 |
| Mortgage-backed securities | $49,489,000 | 1,277 |
| Certificates of participation in pools of residential mortgages | $49,489,000 | 860 |
| Issued or guaranteed by U.S. | $49,489,000 | 839 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,615,000 | 1,194 |
| Available-for-sale securities (fair market value) | $83,805,000 | 1,619 |
| Total debt securities | $85,417,000 | 1,697 |
| 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 | $82,527,000 | 1,626 |
| U.S. Government securities | $56,541,000 | 1,372 |
| U.S. Treasury securities | $762,000 | 1,021 |
| U.S. Government agency obligations | $55,779,000 | 1,304 |
| Securities issued by states & political subdivisions | $25,986,000 | 1,607 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,975,000 | 1,114 |
| Mortgage-backed securities | $48,951,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $48,951,000 | 782 |
| Issued or guaranteed by U.S. | $48,951,000 | 770 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,800,000 | 1,156 |
| Available-for-sale securities (fair market value) | $80,727,000 | 1,563 |
| Total debt securities | $82,527,000 | 1,610 |
| 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 | $78,135,000 | 1,616 |
| U.S. Government securities | $54,218,000 | 1,358 |
| U.S. Treasury securities | $765,000 | 1,037 |
| U.S. Government agency obligations | $53,453,000 | 1,305 |
| Securities issued by states & political subdivisions | $23,917,000 | 1,580 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,937,000 | 1,124 |
| Mortgage-backed securities | $48,353,000 | 1,187 |
| Certificates of participation in pools of residential mortgages | $48,353,000 | 754 |
| Issued or guaranteed by U.S. | $48,353,000 | 738 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,800,000 | 1,161 |
| Available-for-sale securities (fair market value) | $76,335,000 | 1,537 |
| Total debt securities | $78,135,000 | 1,598 |
| 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 | $76,799,000 | 1,592 |
| U.S. Government securities | $54,170,000 | 1,342 |
| U.S. Treasury securities | $768,000 | 1,075 |
| U.S. Government agency obligations | $53,402,000 | 1,281 |
| Securities issued by states & political subdivisions | $22,629,000 | 1,554 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,729,000 | 1,086 |
| Mortgage-backed securities | $47,195,000 | 1,185 |
| Certificates of participation in pools of residential mortgages | $47,195,000 | 734 |
| Issued or guaranteed by U.S. | $47,195,000 | 718 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,800,000 | 1,165 |
| Available-for-sale securities (fair market value) | $74,999,000 | 1,510 |
| Total debt securities | $76,798,000 | 1,578 |
| 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 | $80,620,000 | 1,484 |
| U.S. Government securities | $57,962,000 | 1,272 |
| U.S. Treasury securities | $771,000 | 1,129 |
| U.S. Government agency obligations | $57,191,000 | 1,217 |
| Securities issued by states & political subdivisions | $22,658,000 | 1,420 |
| 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 | $38,637,000 | 1,198 |
| Mortgage-backed securities | $46,751,000 | 1,187 |
| Certificates of participation in pools of residential mortgages | $46,751,000 | 741 |
| Issued or guaranteed by U.S. | $46,751,000 | 724 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,800,000 | 1,173 |
| Available-for-sale securities (fair market value) | $78,820,000 | 1,400 |
| Total debt securities | $80,619,000 | 1,470 |
| 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 | $82,002,000 | 1,474 |
| U.S. Government securities | $63,886,000 | 1,217 |
| U.S. Treasury securities | $753,000 | 1,184 |
| U.S. Government agency obligations | $63,133,000 | 1,151 |
| Securities issued by states & political subdivisions | $18,116,000 | 1,641 |
| 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 | $38,334,000 | 1,183 |
| Mortgage-backed securities | $40,493,000 | 1,298 |
| Certificates of participation in pools of residential mortgages | $40,493,000 | 806 |
| Issued or guaranteed by U.S. | $40,493,000 | 789 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,800,000 | 1,220 |
| Available-for-sale securities (fair market value) | $80,202,000 | 1,383 |
| Total debt securities | $82,002,000 | 1,461 |
| 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 | $80,454,000 | 1,487 |
| U.S. Government securities | $68,230,000 | 1,132 |
| U.S. Treasury securities | $1,500,000 | 1,036 |
| U.S. Government agency obligations | $66,730,000 | 1,092 |
| Securities issued by states & political subdivisions | $12,224,000 | 2,101 |
| 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 | $37,172,000 | 1,214 |
| Mortgage-backed securities | $31,051,000 | 1,489 |
| Certificates of participation in pools of residential mortgages | $31,051,000 | 947 |
| Issued or guaranteed by U.S. | $31,051,000 | 920 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $1,836,000 | 1,271 |
| Available-for-sale securities (fair market value) | $78,618,000 | 1,393 |
| Total debt securities | $80,453,000 | 1,473 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $77,157,000 | 1,559 |
| U.S. Government securities | $70,212,000 | 1,142 |
| U.S. Treasury securities | $1,500,000 | 1,069 |
| U.S. Government agency obligations | $68,712,000 | 1,096 |
| Securities issued by states & political subdivisions | $6,945,000 | 2,762 |
| 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 | $32,222,000 | 1,399 |
| Mortgage-backed securities | $31,914,000 | 1,442 |
| Certificates of participation in pools of residential mortgages | $31,914,000 | 929 |
| Issued or guaranteed by U.S. | $31,914,000 | 921 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $36,000 | 1,793 |
| Available-for-sale securities (fair market value) | $77,121,000 | 1,436 |
| Total debt securities | $77,157,000 | 1,544 |
| 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 | $76,886,000 | 1,581 |
| U.S. Government securities | $72,221,000 | 1,115 |
| U.S. Treasury securities | $1,480,000 | 1,114 |
| U.S. Government agency obligations | $70,741,000 | 1,074 |
| Securities issued by states & political subdivisions | $4,665,000 | 3,181 |
| 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 | $26,329,000 | 1,628 |
| Mortgage-backed securities | $32,929,000 | 1,405 |
| Certificates of participation in pools of residential mortgages | $32,929,000 | 915 |
| Issued or guaranteed by U.S. | $32,929,000 | 907 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $36,000 | 1,818 |
| Available-for-sale securities (fair market value) | $76,850,000 | 1,454 |
| Total debt securities | $76,886,000 | 1,562 |
| 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 | $76,036,000 | 1,594 |
| U.S. Government securities | $72,391,000 | 1,130 |
| U.S. Treasury securities | $1,469,000 | 1,115 |
| U.S. Government agency obligations | $70,922,000 | 1,084 |
| Securities issued by states & political subdivisions | $3,645,000 | 3,436 |
| 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 | $26,603,000 | 1,617 |
| Mortgage-backed securities | $31,596,000 | 1,451 |
| Certificates of participation in pools of residential mortgages | $31,596,000 | 954 |
| Issued or guaranteed by U.S. | $31,596,000 | 946 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $36,000 | 1,867 |
| Available-for-sale securities (fair market value) | $76,000,000 | 1,466 |
| Total debt securities | $76,036,000 | 1,572 |
| 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 | $74,759,000 | 1,613 |
| U.S. Government securities | $72,400,000 | 1,132 |
| U.S. Treasury securities | $1,457,000 | 1,095 |
| U.S. Government agency obligations | $70,943,000 | 1,076 |
| Securities issued by states & political subdivisions | $2,359,000 | 3,732 |
| 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 | $26,671,000 | 1,613 |
| Mortgage-backed securities | $29,651,000 | 1,514 |
| Certificates of participation in pools of residential mortgages | $29,651,000 | 998 |
| Issued or guaranteed by U.S. | $29,651,000 | 993 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $72,000 | 1,886 |
| Available-for-sale securities (fair market value) | $74,687,000 | 1,476 |
| Total debt securities | $74,759,000 | 1,593 |
| 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 | $74,937,000 | 1,630 |
| U.S. Government securities | $72,565,000 | 1,124 |
| U.S. Treasury securities | $1,462,000 | 1,078 |
| U.S. Government agency obligations | $71,103,000 | 1,075 |
| Securities issued by states & political subdivisions | $2,372,000 | 3,784 |
| 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 | $28,808,000 | 1,561 |
| Mortgage-backed securities | $27,122,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $27,122,000 | 1,103 |
| Issued or guaranteed by U.S. | $27,122,000 | 1,071 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $72,000 | 1,915 |
| Available-for-sale securities (fair market value) | $74,865,000 | 1,496 |
| Total debt securities | $74,937,000 | 1,614 |
| 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 | $73,640,000 | 1,677 |
| U.S. Government securities | $71,263,000 | 1,160 |
| U.S. Treasury securities | $2,217,000 | 877 |
| U.S. Government agency obligations | $69,046,000 | 1,129 |
| Securities issued by states & political subdivisions | $2,377,000 | 3,820 |
| 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 | $25,253,000 | 1,706 |
| Mortgage-backed securities | $23,475,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | $23,475,000 | 1,247 |
| Issued or guaranteed by U.S. | $23,475,000 | 1,244 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $72,000 | 1,946 |
| Available-for-sale securities (fair market value) | $73,568,000 | 1,538 |
| Total debt securities | $73,640,000 | 1,658 |
| 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 | $73,174,000 | 1,716 |
| U.S. Government securities | $70,252,000 | 1,171 |
| U.S. Treasury securities | $2,234,000 | 834 |
| U.S. Government agency obligations | $68,018,000 | 1,154 |
| Securities issued by states & political subdivisions | $2,922,000 | 3,777 |
| 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 | $26,762,000 | 1,683 |
| Mortgage-backed securities | $21,776,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $21,776,000 | 1,338 |
| Issued or guaranteed by U.S. | $21,776,000 | 1,337 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $72,000 | 1,970 |
| Available-for-sale securities (fair market value) | $73,102,000 | 1,585 |
| Total debt securities | $73,174,000 | 1,697 |
| 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 | $72,351,000 | 1,768 |
| U.S. Government securities | $69,360,000 | 1,215 |
| U.S. Treasury securities | $2,251,000 | 800 |
| U.S. Government agency obligations | $67,109,000 | 1,187 |
| Securities issued by states & political subdivisions | $2,991,000 | 3,813 |
| 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 | $36,332,000 | 1,364 |
| Mortgage-backed securities | $22,016,000 | 1,862 |
| Certificates of participation in pools of residential mortgages | $22,016,000 | 1,362 |
| Issued or guaranteed by U.S. | $22,016,000 | 1,360 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $106,000 | 1,999 |
| Available-for-sale securities (fair market value) | $72,245,000 | 1,632 |
| Total debt securities | $72,351,000 | 1,748 |
| 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 | $71,410,000 | 1,816 |
| U.S. Government securities | $68,176,000 | 1,247 |
| U.S. Treasury securities | $2,254,000 | 813 |
| U.S. Government agency obligations | $65,922,000 | 1,225 |
| Securities issued by states & political subdivisions | $3,234,000 | 3,796 |
| 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 | $40,052,000 | 1,274 |
| Mortgage-backed securities | $19,700,000 | 1,994 |
| Certificates of participation in pools of residential mortgages | $19,700,000 | 1,511 |
| Issued or guaranteed by U.S. | $19,700,000 | 1,510 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $106,000 | 2,026 |
| Available-for-sale securities (fair market value) | $71,304,000 | 1,670 |
| Total debt securities | $71,410,000 | 1,800 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $70,251,000 | 1,850 |
| U.S. Government securities | $66,509,000 | 1,295 |
| U.S. Treasury securities | $2,245,000 | 851 |
| U.S. Government agency obligations | $64,264,000 | 1,266 |
| Securities issued by states & political subdivisions | $3,742,000 | 3,730 |
| 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 | $38,764,000 | 1,322 |
| Mortgage-backed securities | $18,288,000 | 2,128 |
| Certificates of participation in pools of residential mortgages | $18,288,000 | 1,622 |
| Issued or guaranteed by U.S. | $18,288,000 | 1,622 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $106,000 | 2,061 |
| Available-for-sale securities (fair market value) | $70,145,000 | 1,703 |
| Total debt securities | $70,251,000 | 1,832 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $62,749,000 | 2,013 |
| U.S. Government securities | $57,730,000 | 1,422 |
| U.S. Treasury securities | $2,235,000 | 828 |
| U.S. Government agency obligations | $55,495,000 | 1,401 |
| Securities issued by states & political subdivisions | $5,019,000 | 3,499 |
| 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 | $39,235,000 | 1,303 |
| Mortgage-backed securities | $14,753,000 | 2,365 |
| Certificates of participation in pools of residential mortgages | $14,753,000 | 1,858 |
| Issued or guaranteed by U.S. | $14,753,000 | 1,856 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $106,000 | 2,084 |
| Available-for-sale securities (fair market value) | $62,643,000 | 1,855 |
| Total debt securities | $62,749,000 | 1,993 |
| 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 | $53,323,000 | 2,251 |
| U.S. Government securities | $46,453,000 | 1,668 |
| U.S. Treasury securities | $752,000 | 1,035 |
| U.S. Government agency obligations | $45,701,000 | 1,620 |
| Securities issued by states & political subdivisions | $6,870,000 | 3,226 |
| 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 | $40,173,000 | 1,289 |
| Mortgage-backed securities | $13,983,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $13,983,000 | 1,915 |
| Issued or guaranteed by U.S. | $13,983,000 | 1,915 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $140,000 | 2,087 |
| Available-for-sale securities (fair market value) | $53,183,000 | 2,068 |
| Total debt securities | $53,323,000 | 2,226 |
| 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 | $51,013,000 | 2,371 |
| U.S. Government securities | $44,053,000 | 1,791 |
| U.S. Treasury securities | $8,571,000 | 404 |
| U.S. Government agency obligations | $35,482,000 | 2,008 |
| Securities issued by states & political subdivisions | $6,960,000 | 3,218 |
| 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 | $38,185,000 | 1,375 |
| Mortgage-backed securities | $10,454,000 | 2,780 |
| Certificates of participation in pools of residential mortgages | $10,454,000 | 2,268 |
| Issued or guaranteed by U.S. | $10,454,000 | 2,264 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $140,000 | 2,131 |
| Available-for-sale securities (fair market value) | $50,873,000 | 2,165 |
| Total debt securities | $51,013,000 | 2,345 |
| Structured notes | ||
| Amortized cost | $750,000 | 897 |
| Fair value | $750,000 | 902 |
| 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 | $51,961,000 | 2,362 |
| U.S. Government securities | $44,968,000 | 1,817 |
| U.S. Treasury securities | $8,519,000 | 413 |
| U.S. Government agency obligations | $36,449,000 | 2,043 |
| Securities issued by states & political subdivisions | $6,993,000 | 3,203 |
| 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 | $31,660,000 | 1,583 |
| Mortgage-backed securities | $10,917,000 | 2,771 |
| Certificates of participation in pools of residential mortgages | $10,917,000 | 2,240 |
| Issued or guaranteed by U.S. | $10,917,000 | 2,239 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $140,000 | 2,174 |
| Available-for-sale securities (fair market value) | $51,821,000 | 2,153 |
| Total debt securities | $51,961,000 | 2,337 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,053 |
| Fair value | $750,000 | 1,055 |
| 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 | $51,685,000 | 2,405 |
| U.S. Government securities | $43,797,000 | 1,868 |
| U.S. Treasury securities | $8,429,000 | 447 |
| U.S. Government agency obligations | $35,368,000 | 2,114 |
| Securities issued by states & political subdivisions | $7,888,000 | 3,103 |
| 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 | $30,755,000 | 1,626 |
| Mortgage-backed securities | $11,317,000 | 2,719 |
| Certificates of participation in pools of residential mortgages | $11,317,000 | 2,192 |
| Issued or guaranteed by U.S. | $11,317,000 | 2,190 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $140,000 | 2,215 |
| Available-for-sale securities (fair market value) | $51,545,000 | 2,192 |
| Total debt securities | $51,685,000 | 2,377 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,171 |
| Fair value | $738,000 | 1,191 |
| 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 | $49,006,000 | 2,525 |
| U.S. Government securities | $42,817,000 | 1,925 |
| U.S. Treasury securities | $6,740,000 | 469 |
| U.S. Government agency obligations | $36,077,000 | 2,110 |
| Securities issued by states & political subdivisions | $6,189,000 | 3,378 |
| 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 | $30,297,000 | 1,644 |
| Mortgage-backed securities | $11,908,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $11,908,000 | 2,165 |
| Issued or guaranteed by U.S. | $11,908,000 | 2,164 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $172,000 | 2,204 |
| Available-for-sale securities (fair market value) | $48,834,000 | 2,311 |
| Total debt securities | $49,006,000 | 2,502 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,328 |
| Fair value | $744,000 | 1,350 |
| 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 | $51,741,000 | 2,471 |
| U.S. Government securities | $45,556,000 | 1,899 |
| U.S. Treasury securities | $6,688,000 | 474 |
| U.S. Government agency obligations | $38,868,000 | 2,071 |
| Securities issued by states & political subdivisions | $6,185,000 | 3,399 |
| 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 | $33,584,000 | 1,529 |
| Mortgage-backed securities | $12,476,000 | 2,703 |
| Certificates of participation in pools of residential mortgages | $12,476,000 | 2,165 |
| Issued or guaranteed by U.S. | $12,476,000 | 2,164 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $172,000 | 2,243 |
| Available-for-sale securities (fair market value) | $51,569,000 | 2,260 |
| Total debt securities | $51,741,000 | 2,445 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,122 |
| Fair value | $1,461,000 | 1,164 |
| 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 | $51,010,000 | 2,527 |
| U.S. Government securities | $43,411,000 | 2,012 |
| U.S. Treasury securities | $5,962,000 | 508 |
| U.S. Government agency obligations | $37,449,000 | 2,162 |
| Securities issued by states & political subdivisions | $7,599,000 | 3,163 |
| 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 | $24,288,000 | 1,983 |
| Mortgage-backed securities | $13,178,000 | 2,682 |
| Certificates of participation in pools of residential mortgages | $13,178,000 | 2,121 |
| Issued or guaranteed by U.S. | $13,178,000 | 2,121 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $172,000 | 2,245 |
| Available-for-sale securities (fair market value) | $50,838,000 | 2,307 |
| Total debt securities | $51,010,000 | 2,505 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,195 |
| Fair value | $1,474,000 | 1,246 |
| 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 | $52,691,000 | 2,490 |
| U.S. Government securities | $43,901,000 | 2,029 |
| U.S. Treasury securities | $5,890,000 | 532 |
| U.S. Government agency obligations | $38,011,000 | 2,168 |
| Securities issued by states & political subdivisions | $8,790,000 | 3,009 |
| 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 | $23,520,000 | 2,023 |
| Mortgage-backed securities | $13,795,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $13,795,000 | 2,121 |
| Issued or guaranteed by U.S. | $13,795,000 | 2,119 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $172,000 | 2,274 |
| Available-for-sale securities (fair market value) | $52,519,000 | 2,267 |
| Total debt securities | $52,691,000 | 2,468 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,266 |
| Fair value | $1,448,000 | 1,316 |
| 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 | $53,746,000 | 2,512 |
| U.S. Government securities | $44,783,000 | 2,030 |
| U.S. Treasury securities | $5,833,000 | 511 |
| U.S. Government agency obligations | $38,950,000 | 2,185 |
| Securities issued by states & political subdivisions | $8,963,000 | 3,019 |
| 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 | $25,550,000 | 1,906 |
| Mortgage-backed securities | $14,197,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $14,197,000 | 2,159 |
| Issued or guaranteed by U.S. | $14,197,000 | 2,158 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $304,000 | 2,237 |
| Available-for-sale securities (fair market value) | $53,442,000 | 2,280 |
| Total debt securities | $53,746,000 | 2,489 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,357 |
| Fair value | $1,420,000 | 1,423 |
| 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 | $51,759,000 | 2,604 |
| U.S. Government securities | $42,785,000 | 2,143 |
| U.S. Treasury securities | $2,909,000 | 688 |
| U.S. Government agency obligations | $39,876,000 | 2,185 |
| Securities issued by states & political subdivisions | $8,974,000 | 3,054 |
| 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 | $25,682,000 | 1,916 |
| Mortgage-backed securities | $15,030,000 | 2,668 |
| Certificates of participation in pools of residential mortgages | $15,030,000 | 2,126 |
| Issued or guaranteed by U.S. | $15,030,000 | 2,124 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $304,000 | 2,253 |
| Available-for-sale securities (fair market value) | $51,455,000 | 2,381 |
| Total debt securities | $51,759,000 | 2,583 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,149 |
| Fair value | $2,144,000 | 1,169 |
| 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 | $47,526,000 | 2,788 |
| U.S. Government securities | $39,041,000 | 2,317 |
| U.S. Treasury securities | $976,000 | 926 |
| U.S. Government agency obligations | $38,065,000 | 2,298 |
| Securities issued by states & political subdivisions | $8,485,000 | 3,138 |
| 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 | $25,320,000 | 1,926 |
| Mortgage-backed securities | $14,039,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $14,039,000 | 2,235 |
| Issued or guaranteed by U.S. | $14,039,000 | 2,235 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $304,000 | 2,267 |
| Available-for-sale securities (fair market value) | $47,222,000 | 2,556 |
| Total debt securities | $47,526,000 | 2,761 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 998 |
| Fair value | $2,828,000 | 1,058 |
| 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 | $41,842,000 | 3,034 |
| U.S. Government securities | $31,685,000 | 2,653 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $31,685,000 | 2,579 |
| Securities issued by states & political subdivisions | $10,157,000 | 2,866 |
| 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 | $24,568,000 | 1,967 |
| Mortgage-backed securities | $12,066,000 | 2,955 |
| Certificates of participation in pools of residential mortgages | $12,066,000 | 2,407 |
| Issued or guaranteed by U.S. | $12,066,000 | 2,407 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $304,000 | 2,276 |
| Available-for-sale securities (fair market value) | $41,538,000 | 2,776 |
| Total debt securities | $41,842,000 | 2,999 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,158 |
| Fair value | $2,048,000 | 1,181 |
| 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 | $43,425,000 | 2,986 |
| U.S. Government securities | $33,136,000 | 2,586 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $33,136,000 | 2,520 |
| Securities issued by states & political subdivisions | $10,289,000 | 2,858 |
| 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 | $23,253,000 | 2,019 |
| Mortgage-backed securities | $12,704,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | $12,704,000 | 2,356 |
| Issued or guaranteed by U.S. | $12,704,000 | 2,354 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $435,000 | 2,198 |
| Available-for-sale securities (fair market value) | $42,990,000 | 2,745 |
| Total debt securities | $43,425,000 | 2,956 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,144 |
| Fair value | $2,058,000 | 1,161 |
| 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 | $41,119,000 | 3,066 |
| U.S. Government securities | $30,910,000 | 2,711 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $30,910,000 | 2,644 |
| Securities issued by states & political subdivisions | $10,209,000 | 2,854 |
| 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 | $25,801,000 | 1,853 |
| Mortgage-backed securities | $12,860,000 | 2,920 |
| Certificates of participation in pools of residential mortgages | $12,860,000 | 2,321 |
| Issued or guaranteed by U.S. | $12,860,000 | 2,320 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $435,000 | 2,140 |
| Available-for-sale securities (fair market value) | $40,684,000 | 2,836 |
| Total debt securities | $41,119,000 | 3,032 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,125 |
| Fair value | $2,155,000 | 1,138 |
| 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 | $37,812,000 | 3,267 |
| U.S. Government securities | $27,142,000 | 2,974 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $27,142,000 | 2,907 |
| Securities issued by states & political subdivisions | $10,670,000 | 2,769 |
| 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 | $25,451,000 | 1,920 |
| Mortgage-backed securities | $13,414,000 | 2,925 |
| Certificates of participation in pools of residential mortgages | $13,414,000 | 2,299 |
| Issued or guaranteed by U.S. | $13,414,000 | 2,299 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $665,000 | 2,022 |
| Available-for-sale securities (fair market value) | $37,147,000 | 3,051 |
| Total debt securities | $37,812,000 | 3,238 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,146 |
| Fair value | $2,221,000 | 1,155 |
| 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 | $37,699,000 | 3,211 |
| U.S. Government securities | $25,783,000 | 3,015 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $25,783,000 | 2,947 |
| Securities issued by states & political subdivisions | $11,916,000 | 2,578 |
| 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 | $20,262,000 | 2,185 |
| Mortgage-backed securities | $11,433,000 | 3,135 |
| Certificates of participation in pools of residential mortgages | $11,433,000 | 2,486 |
| Issued or guaranteed by U.S. | $11,433,000 | 2,485 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,380,000 | 1,804 |
| Available-for-sale securities (fair market value) | $36,319,000 | 3,041 |
| Total debt securities | $37,700,000 | 3,179 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,439 |
| Fair value | $1,488,000 | 1,488 |
| 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 | $38,099,000 | 3,234 |
| U.S. Government securities | $26,342,000 | 3,029 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $26,342,000 | 2,974 |
| Securities issued by states & political subdivisions | $11,757,000 | 2,565 |
| 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 | $20,831,000 | 2,167 |
| Mortgage-backed securities | $12,770,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $12,770,000 | 2,477 |
| Issued or guaranteed by U.S. | $12,770,000 | 2,476 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,146,000 | 1,901 |
| Available-for-sale securities (fair market value) | $36,953,000 | 3,033 |
| Total debt securities | $38,101,000 | 3,208 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $50,886,000 | 2,640 |
| U.S. Government securities | $38,689,000 | 2,374 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $38,689,000 | 2,324 |
| Securities issued by states & political subdivisions | $12,197,000 | 2,458 |
| 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 | $23,759,000 | 2,017 |
| Mortgage-backed securities | $19,864,000 | 2,547 |
| Certificates of participation in pools of residential mortgages | $19,864,000 | 1,894 |
| Issued or guaranteed by U.S. | $19,864,000 | 1,893 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,597,000 | 1,780 |
| Available-for-sale securities (fair market value) | $49,289,000 | 2,492 |
| Total debt securities | $50,883,000 | 2,612 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,290 |
| Fair value | $751,000 | 2,306 |
| 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 | $50,081,000 | 2,666 |
| U.S. Government securities | $37,936,000 | 2,433 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $37,936,000 | 2,376 |
| Securities issued by states & political subdivisions | $12,145,000 | 2,393 |
| 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 | $28,000,000 | 1,809 |
| Mortgage-backed securities | $20,760,000 | 2,494 |
| Certificates of participation in pools of residential mortgages | $20,760,000 | 1,830 |
| Issued or guaranteed by U.S. | $20,760,000 | 1,828 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,597,000 | 1,826 |
| Available-for-sale securities (fair market value) | $48,484,000 | 2,503 |
| Total debt securities | $50,081,000 | 2,645 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,985 |
| Fair value | $1,502,000 | 1,955 |
| 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 | $49,122,000 | 2,625 |
| U.S. Government securities | $34,970,000 | 2,484 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $34,970,000 | 2,428 |
| Securities issued by states & political subdivisions | $14,152,000 | 2,123 |
| 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 | $28,718,000 | 1,658 |
| Mortgage-backed securities | $19,927,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $19,922,000 | 1,788 |
| Issued or guaranteed by U.S. | $19,922,000 | 1,785 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,545 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $3,508,000 | 1,539 |
| Available-for-sale securities (fair market value) | $45,614,000 | 2,548 |
| Total debt securities | $49,122,000 | 2,605 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,942 |
| Fair value | $1,505,000 | 1,911 |
| 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 | $47,378,000 | 2,641 |
| U.S. Government securities | $33,745,000 | 2,505 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $33,745,000 | 2,444 |
| Securities issued by states & political subdivisions | $13,633,000 | 2,098 |
| 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 | $25,015,000 | 1,802 |
| Mortgage-backed securities | $20,152,000 | 2,417 |
| Certificates of participation in pools of residential mortgages | $20,121,000 | 1,714 |
| Issued or guaranteed by U.S. | $20,121,000 | 1,709 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $31,000 | 3,750 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,477 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $3,937,000 | 1,501 |
| Available-for-sale securities (fair market value) | $43,441,000 | 2,572 |
| Total debt securities | $47,377,000 | 2,615 |
| Structured notes | ||
| Amortized cost | $2,248,000 | 1,665 |
| Fair value | $2,264,000 | 1,659 |
| 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 | $48,767,000 | 2,614 |
| U.S. Government securities | $35,781,000 | 2,435 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $35,781,000 | 2,367 |
| Securities issued by states & political subdivisions | $12,986,000 | 2,128 |
| 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 | $26,844,000 | 1,744 |
| Mortgage-backed securities | $18,549,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $18,489,000 | 1,780 |
| Issued or guaranteed by U.S. | $18,489,000 | 1,777 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $60,000 | 3,698 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,414 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $3,937,000 | 1,522 |
| Available-for-sale securities (fair market value) | $44,830,000 | 2,514 |
| Total debt securities | $48,768,000 | 2,587 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,597 |
| Fair value | $3,002,000 | 1,635 |
| 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 | $48,083,000 | 2,602 |
| U.S. Government securities | $34,946,000 | 2,475 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $34,946,000 | 2,405 |
| Securities issued by states & political subdivisions | $13,137,000 | 2,067 |
| 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 | $34,397,000 | 1,420 |
| Mortgage-backed securities | $19,395,000 | 2,345 |
| Certificates of participation in pools of residential mortgages | $19,298,000 | 1,673 |
| Issued or guaranteed by U.S. | $19,298,000 | 1,669 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $97,000 | 3,625 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 3,338 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $3,938,000 | 1,531 |
| Available-for-sale securities (fair market value) | $44,145,000 | 2,517 |
| Total debt securities | $48,084,000 | 2,578 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,913 |
| Fair value | $2,229,000 | 1,919 |
| 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 | $50,380,000 | 2,407 |
| U.S. Government securities | $36,329,000 | 2,288 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $36,329,000 | 2,213 |
| Securities issued by states & political subdivisions | $14,051,000 | 1,944 |
| 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 | $33,802,000 | 1,448 |
| Mortgage-backed securities | $17,028,000 | 2,427 |
| Certificates of participation in pools of residential mortgages | $16,888,000 | 1,775 |
| Issued or guaranteed by U.S. | $16,888,000 | 1,771 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $140,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 3,267 |
| 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) | $4,615,000 | 1,464 |
| Available-for-sale securities (fair market value) | $45,765,000 | 2,332 |
| Total debt securities | $50,381,000 | 2,381 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,519 |
| Fair value | $2,968,000 | 1,564 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $52,598,000 | 2,279 |
| U.S. Government securities | $39,036,000 | 2,131 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $39,036,000 | 2,058 |
| Securities issued by states & political subdivisions | $13,562,000 | 1,915 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,928,000 | 1,407 |
| Mortgage-backed securities | $18,699,000 | 2,295 |
| Certificates of participation in pools of residential mortgages | $18,520,000 | 1,627 |
| Issued or guaranteed by U.S. | $18,520,000 | 1,623 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $179,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $179,000 | 3,210 |
| 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) | $4,614,000 | 1,500 |
| Available-for-sale securities (fair market value) | $47,984,000 | 2,220 |
| Total debt securities | $52,596,000 | 2,255 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,596 |
| Fair value | $2,996,000 | 1,620 |
| 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 | $53,976,000 | 2,231 |
| U.S. Government securities | $41,182,000 | 2,078 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $41,182,000 | 2,007 |
| Securities issued by states & political subdivisions | $12,794,000 | 1,919 |
| 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 | $29,251,000 | 1,646 |
| Mortgage-backed securities | $19,889,000 | 2,209 |
| Certificates of participation in pools of residential mortgages | $19,675,000 | 1,576 |
| Issued or guaranteed by U.S. | $19,675,000 | 1,567 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $214,000 | 3,419 |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 3,102 |
| 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) | $4,851,000 | 1,521 |
| Available-for-sale securities (fair market value) | $49,125,000 | 2,145 |
| Total debt securities | $53,976,000 | 2,201 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $55,206,000 | 2,207 |
| U.S. Government securities | $40,945,000 | 2,107 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $40,945,000 | 2,034 |
| Securities issued by states & political subdivisions | $14,261,000 | 1,733 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,439,000 | 1,946 |
| Mortgage-backed securities | $22,620,000 | 2,088 |
| Certificates of participation in pools of residential mortgages | $22,353,000 | 1,490 |
| Issued or guaranteed by U.S. | $22,353,000 | 1,486 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $267,000 | 3,352 |
| CMOs issued by government agencies or sponsored agencies | $267,000 | 3,023 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $6,216,000 | 1,381 |
| Available-for-sale securities (fair market value) | $48,990,000 | 2,184 |
| Total debt securities | $55,206,000 | 2,180 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $46,545,000 | 2,524 |
| U.S. Government securities | $31,394,000 | 2,592 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $31,394,000 | 2,518 |
| Securities issued by states & political subdivisions | $15,151,000 | 1,648 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,501,000 | 2,014 |
| Mortgage-backed securities | $20,674,000 | 2,241 |
| Certificates of participation in pools of residential mortgages | $20,376,000 | 1,663 |
| Issued or guaranteed by U.S. | $20,376,000 | 1,658 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $298,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 2,999 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $7,335,000 | 1,275 |
| Available-for-sale securities (fair market value) | $39,210,000 | 2,578 |
| Total debt securities | $46,545,000 | 2,497 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,295 |
| Fair value | $752,000 | 2,295 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $49,850,000 | 2,378 |
| U.S. Government securities | $34,433,000 | 2,396 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $34,433,000 | 2,338 |
| Securities issued by states & political subdivisions | $15,417,000 | 1,597 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,938,000 | 1,915 |
| Mortgage-backed securities | $22,211,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $21,859,000 | 1,622 |
| Issued or guaranteed by U.S. | $21,859,000 | 1,616 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $352,000 | 3,302 |
| CMOs issued by government agencies or sponsored agencies | $352,000 | 2,961 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $7,336,000 | 1,339 |
| Available-for-sale securities (fair market value) | $42,514,000 | 2,416 |
| Total debt securities | $49,850,000 | 2,349 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,862 |
| Fair value | $754,000 | 1,864 |
| 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 | $44,548,000 | 2,553 |
| U.S. Government securities | $29,295,000 | 2,676 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $29,295,000 | 2,611 |
| Securities issued by states & political subdivisions | $15,253,000 | 1,568 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,220,000 | 1,857 |
| Mortgage-backed securities | $23,610,000 | 2,116 |
| Certificates of participation in pools of residential mortgages | $23,187,000 | 1,585 |
| Issued or guaranteed by U.S. | $23,187,000 | 1,578 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $423,000 | 3,254 |
| CMOs issued by government agencies or sponsored agencies | $423,000 | 2,900 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $7,668,000 | 1,323 |
| Available-for-sale securities (fair market value) | $36,880,000 | 2,657 |
| Total debt securities | $44,548,000 | 2,527 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $51,302,000 | 2,280 |
| U.S. Government securities | $35,381,000 | 2,306 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $35,381,000 | 2,254 |
| Securities issued by states & political subdivisions | $15,921,000 | 1,446 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,817,000 | 1,840 |
| Mortgage-backed securities | $26,175,000 | 2,003 |
| Certificates of participation in pools of residential mortgages | $25,679,000 | 1,507 |
| Issued or guaranteed by U.S. | $25,679,000 | 1,496 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $496,000 | 3,245 |
| CMOs issued by government agencies or sponsored agencies | $496,000 | 2,880 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,861,000 | 1,167 |
| Available-for-sale securities (fair market value) | $41,441,000 | 2,416 |
| Total debt securities | $51,302,000 | 2,252 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $53,793,000 | 2,172 |
| U.S. Government securities | $37,029,000 | 2,217 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $37,029,000 | 2,175 |
| Securities issued by states & political subdivisions | $16,764,000 | 1,353 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,610,000 | 1,813 |
| Mortgage-backed securities | $20,866,000 | 2,287 |
| Certificates of participation in pools of residential mortgages | $20,341,000 | 1,753 |
| Issued or guaranteed by U.S. | $20,341,000 | 1,743 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $525,000 | 3,149 |
| CMOs issued by government agencies or sponsored agencies | $525,000 | 2,822 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,533,000 | 1,065 |
| Available-for-sale securities (fair market value) | $42,260,000 | 2,348 |
| Total debt securities | $53,793,000 | 2,139 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $54,993,000 | 2,079 |
| U.S. Government securities | $38,415,000 | 2,095 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $38,415,000 | 2,047 |
| Securities issued by states & political subdivisions | $16,578,000 | 1,341 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,865,000 | 1,498 |
| Mortgage-backed securities | $19,015,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | $18,490,000 | 1,790 |
| Issued or guaranteed by U.S. | $18,490,000 | 1,776 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $525,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $525,000 | 2,738 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,542,000 | 1,060 |
| Available-for-sale securities (fair market value) | $43,451,000 | 2,250 |
| Total debt securities | $54,993,000 | 2,053 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $58,865,000 | 2,012 |
| U.S. Government securities | $42,011,000 | 1,967 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $42,011,000 | 1,923 |
| Securities issued by states & political subdivisions | $16,854,000 | 1,330 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,620,000 | 1,563 |
| Mortgage-backed securities | $19,255,000 | 2,299 |
| Certificates of participation in pools of residential mortgages | $18,724,000 | 1,763 |
| Issued or guaranteed by U.S. | $18,724,000 | 1,751 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $531,000 | 3,071 |
| CMOs issued by government agencies or sponsored agencies | $531,000 | 2,743 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,852,000 | 1,027 |
| Available-for-sale securities (fair market value) | $47,013,000 | 2,151 |
| Total debt securities | $58,865,000 | 1,979 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $51,686,000 | 2,247 |
| U.S. Government securities | $36,271,000 | 2,249 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $36,271,000 | 2,205 |
| Securities issued by states & political subdivisions | $15,415,000 | 1,452 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,876,000 | 1,561 |
| Mortgage-backed securities | $15,109,000 | 2,585 |
| Certificates of participation in pools of residential mortgages | $14,550,000 | 2,049 |
| Issued or guaranteed by U.S. | $14,550,000 | 2,039 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $559,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $559,000 | 2,702 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,062,000 | 1,037 |
| Available-for-sale securities (fair market value) | $39,624,000 | 2,481 |
| Total debt securities | $51,686,000 | 2,197 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $51,193,000 | 2,250 |
| U.S. Government securities | $36,967,000 | 2,207 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $36,967,000 | 2,165 |
| Securities issued by states & political subdivisions | $14,226,000 | 1,554 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,987,000 | 1,448 |
| Mortgage-backed securities | $9,664,000 | 2,954 |
| Certificates of participation in pools of residential mortgages | $9,115,000 | 2,399 |
| Issued or guaranteed by U.S. | $9,115,000 | 2,386 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $549,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $549,000 | 2,621 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,645,000 | 1,059 |
| Available-for-sale securities (fair market value) | $38,548,000 | 2,519 |
| Total debt securities | $51,193,000 | 2,206 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $1,000,000 | 1,579 |
| 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 | $52,997,000 | 2,182 |
| U.S. Government securities | $38,759,000 | 2,121 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $38,759,000 | 2,072 |
| Securities issued by states & political subdivisions | $14,238,000 | 1,506 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,329,000 | 1,427 |
| Mortgage-backed securities | $9,996,000 | 2,741 |
| Certificates of participation in pools of residential mortgages | $9,449,000 | 2,196 |
| Issued or guaranteed by U.S. | $9,449,000 | 2,187 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $547,000 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $547,000 | 2,579 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,656,000 | 1,091 |
| Available-for-sale securities (fair market value) | $40,341,000 | 2,387 |
| Total debt securities | $52,997,000 | 2,133 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,366 |
| Fair value | $1,748,000 | 1,368 |
| 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 | $54,093,000 | 2,120 |
| U.S. Government securities | $39,695,000 | 2,089 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $39,695,000 | 2,034 |
| Securities issued by states & political subdivisions | $14,398,000 | 1,462 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,483,000 | 1,576 |
| Mortgage-backed securities | $9,208,000 | 2,801 |
| Certificates of participation in pools of residential mortgages | $8,658,000 | 2,261 |
| Issued or guaranteed by U.S. | $8,658,000 | 2,248 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $550,000 | 2,872 |
| CMOs issued by government agencies or sponsored agencies | $550,000 | 2,565 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,842,000 | 1,094 |
| Available-for-sale securities (fair market value) | $41,251,000 | 2,358 |
| Total debt securities | $54,093,000 | 2,078 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,446 |
| Fair value | $1,736,000 | 1,447 |
| 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 | $54,345,000 | 2,121 |
| U.S. Government securities | $40,778,000 | 2,068 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $40,778,000 | 2,009 |
| Securities issued by states & political subdivisions | $13,567,000 | 1,553 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,257,000 | 1,605 |
| Mortgage-backed securities | $7,271,000 | 3,103 |
| Certificates of participation in pools of residential mortgages | $6,700,000 | 2,611 |
| Issued or guaranteed by U.S. | $6,700,000 | 2,601 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $571,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $571,000 | 2,540 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,854,000 | 1,108 |
| Available-for-sale securities (fair market value) | $41,491,000 | 2,354 |
| Total debt securities | $54,345,000 | 2,084 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,520 |
| Fair value | $1,731,000 | 1,526 |
| 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 | $55,514,000 | 2,115 |
| U.S. Government securities | $41,917,000 | 2,045 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $41,917,000 | 1,988 |
| Securities issued by states & political subdivisions | $13,597,000 | 1,542 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,594,000 | 1,631 |
| Mortgage-backed securities | $7,588,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $7,012,000 | 2,548 |
| Issued or guaranteed by U.S. | $7,012,000 | 2,534 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $576,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $576,000 | 2,522 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,597,000 | 1,098 |
| Available-for-sale securities (fair market value) | $41,917,000 | 2,348 |
| Total debt securities | $55,514,000 | 2,075 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,619 |
| Fair value | $1,722,000 | 1,630 |
| 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 | $55,779,000 | 2,133 |
| U.S. Government securities | $42,171,000 | 2,059 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $42,171,000 | 2,002 |
| Securities issued by states & political subdivisions | $13,608,000 | 1,514 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,789,000 | 1,646 |
| Mortgage-backed securities | $7,934,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | $7,355,000 | 2,495 |
| Issued or guaranteed by U.S. | $7,355,000 | 2,481 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $579,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $579,000 | 2,494 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,608,000 | 1,135 |
| Available-for-sale securities (fair market value) | $42,171,000 | 2,325 |
| Total debt securities | $55,779,000 | 2,089 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,698 |
| Fair value | $1,717,000 | 1,714 |
| 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 | $52,115,000 | 2,256 |
| U.S. Government securities | $38,407,000 | 2,240 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $38,407,000 | 2,164 |
| Securities issued by states & political subdivisions | $13,582,000 | 1,497 |
| Other domestic debt securities | $126,000 | 2,890 |
| Privately issued residential mortgage-backed securities | $126,000 | 1,152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,678,000 | 1,622 |
| Mortgage-backed securities | $8,301,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $7,728,000 | 2,440 |
| Issued or guaranteed by U.S. | $7,728,000 | 2,429 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $573,000 | 2,767 |
| CMOs issued by government agencies or sponsored agencies | $447,000 | 2,599 |
| Privately issued | $126,000 | 1,067 |
| 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) | $13,582,000 | 1,153 |
| Available-for-sale securities (fair market value) | $38,533,000 | 2,503 |
| Total debt securities | $52,113,000 | 2,210 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 1,191 |
| Fair value | $3,185,000 | 1,186 |
| 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 | $49,154,000 | 2,398 |
| U.S. Government securities | $36,999,000 | 2,360 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $36,999,000 | 2,298 |
| Securities issued by states & political subdivisions | $12,016,000 | 1,655 |
| Other domestic debt securities | $139,000 | 2,961 |
| Privately issued residential mortgage-backed securities | $139,000 | 1,127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,754,000 | 1,686 |
| Mortgage-backed securities | $8,129,000 | 2,964 |
| Certificates of participation in pools of residential mortgages | $7,531,000 | 2,519 |
| Issued or guaranteed by U.S. | $7,531,000 | 2,509 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $598,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $459,000 | 2,591 |
| Privately issued | $139,000 | 1,045 |
| 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) | $12,016,000 | 1,260 |
| Available-for-sale securities (fair market value) | $37,138,000 | 2,613 |
| Total debt securities | $49,154,000 | 2,348 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 1,214 |
| Fair value | $3,187,000 | 1,220 |
| 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 | $50,870,000 | 2,330 |
| U.S. Government securities | $37,565,000 | 2,319 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $37,565,000 | 2,245 |
| Securities issued by states & political subdivisions | $13,154,000 | 1,513 |
| Other domestic debt securities | $151,000 | 3,038 |
| Privately issued residential mortgage-backed securities | $151,000 | 1,096 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,494,000 | 1,697 |
| Mortgage-backed securities | $8,647,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $8,032,000 | 2,452 |
| Issued or guaranteed by U.S. | $8,032,000 | 2,443 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $615,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $464,000 | 2,594 |
| Privately issued | $151,000 | 1,009 |
| 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) | $13,154,000 | 1,224 |
| Available-for-sale securities (fair market value) | $37,716,000 | 2,563 |
| Total debt securities | $50,870,000 | 2,286 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 1,203 |
| Fair value | $3,185,000 | 1,208 |
| 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 | $50,300,000 | 2,326 |
| U.S. Government securities | $36,969,000 | 2,326 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $36,969,000 | 2,259 |
| Securities issued by states & political subdivisions | $13,165,000 | 1,514 |
| Other domestic debt securities | $166,000 | 3,076 |
| Privately issued residential mortgage-backed securities | $166,000 | 1,078 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,300,000 | 1,706 |
| Mortgage-backed securities | $9,305,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $8,663,000 | 2,393 |
| Issued or guaranteed by U.S. | $8,663,000 | 2,383 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $642,000 | 2,753 |
| CMOs issued by government agencies or sponsored agencies | $476,000 | 2,612 |
| Privately issued | $166,000 | 991 |
| 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) | $13,165,000 | 1,229 |
| Available-for-sale securities (fair market value) | $37,135,000 | 2,565 |
| Total debt securities | $50,299,000 | 2,280 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 1,182 |
| Fair value | $3,201,000 | 1,187 |
| 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 | $50,802,000 | 2,331 |
| U.S. Government securities | $38,217,000 | 2,289 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $38,217,000 | 2,212 |
| Securities issued by states & political subdivisions | $12,585,000 | 1,570 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,870,000 | 1,516 |
| Mortgage-backed securities | $10,132,000 | 2,800 |
| Certificates of participation in pools of residential mortgages | $9,463,000 | 2,344 |
| Issued or guaranteed by U.S. | $9,463,000 | 2,334 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $669,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $669,000 | 2,526 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,585,000 | 1,268 |
| Available-for-sale securities (fair market value) | $38,217,000 | 2,530 |
| Total debt securities | $50,802,000 | 2,283 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 1,182 |
| Fair value | $3,213,000 | 1,190 |
| 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 | $51,873,000 | 2,328 |
| U.S. Government securities | $38,878,000 | 2,286 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $38,878,000 | 2,210 |
| Securities issued by states & political subdivisions | $12,995,000 | 1,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,486,000 | 1,657 |
| Mortgage-backed securities | $10,759,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $10,086,000 | 2,309 |
| Issued or guaranteed by U.S. | $10,086,000 | 2,299 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $673,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $673,000 | 2,570 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,995,000 | 1,265 |
| Available-for-sale securities (fair market value) | $38,878,000 | 2,520 |
| Total debt securities | $51,873,000 | 2,283 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 1,179 |
| Fair value | $3,181,000 | 1,184 |
| 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 | $55,896,000 | 2,203 |
| U.S. Government securities | $40,983,000 | 2,194 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $40,983,000 | 2,106 |
| Securities issued by states & political subdivisions | $14,913,000 | 1,322 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,457,000 | 1,820 |
| Mortgage-backed securities | $11,589,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | $10,886,000 | 2,252 |
| Issued or guaranteed by U.S. | $10,886,000 | 2,243 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $703,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $703,000 | 2,595 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,913,000 | 1,159 |
| Available-for-sale securities (fair market value) | $40,983,000 | 2,435 |
| Total debt securities | $55,896,000 | 2,155 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 1,144 |
| Fair value | $3,220,000 | 1,151 |
| 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 | $57,704,000 | 2,132 |
| U.S. Government securities | $42,775,000 | 2,081 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $42,775,000 | 2,006 |
| Securities issued by states & political subdivisions | $14,929,000 | 1,326 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,071,000 | 1,804 |
| Mortgage-backed securities | $12,429,000 | 2,621 |
| Certificates of participation in pools of residential mortgages | $11,701,000 | 2,157 |
| Issued or guaranteed by U.S. | $11,701,000 | 2,148 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $728,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $728,000 | 2,606 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,929,000 | 1,158 |
| Available-for-sale securities (fair market value) | $42,775,000 | 2,344 |
| Total debt securities | $57,704,000 | 2,073 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 1,168 |
| Fair value | $3,238,000 | 1,177 |
| 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 | $63,699,000 | 1,964 |
| U.S. Government securities | $48,756,000 | 1,893 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $48,756,000 | 1,826 |
| Securities issued by states & political subdivisions | $14,943,000 | 1,303 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,408,000 | 1,837 |
| Mortgage-backed securities | $14,394,000 | 2,429 |
| Certificates of participation in pools of residential mortgages | $13,669,000 | 1,979 |
| Issued or guaranteed by U.S. | $13,669,000 | 1,971 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $725,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $725,000 | 2,653 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,943,000 | 1,159 |
| Available-for-sale securities (fair market value) | $48,756,000 | 2,121 |
| Total debt securities | $63,699,000 | 1,909 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 1,144 |
| Fair value | $3,165,000 | 1,150 |
| 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 | $63,215,000 | 1,982 |
| U.S. Government securities | $48,659,000 | 1,894 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $48,659,000 | 1,836 |
| Securities issued by states & political subdivisions | $14,556,000 | 1,344 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,899,000 | 1,796 |
| Mortgage-backed securities | $16,455,000 | 2,283 |
| Certificates of participation in pools of residential mortgages | $15,630,000 | 1,822 |
| Issued or guaranteed by U.S. | $15,630,000 | 1,813 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $825,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $825,000 | 2,644 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,556,000 | 1,162 |
| Available-for-sale securities (fair market value) | $48,659,000 | 2,141 |
| Total debt securities | $63,215,000 | 1,928 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,196 |
| Fair value | $2,498,000 | 1,208 |
| 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 | $61,776,000 | 2,076 |
| U.S. Government securities | $45,811,000 | 2,053 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $45,811,000 | 1,986 |
| Securities issued by states & political subdivisions | $15,965,000 | 1,226 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,427,000 | 1,848 |
| Mortgage-backed securities | $17,250,000 | 2,203 |
| Certificates of participation in pools of residential mortgages | $16,878,000 | 1,749 |
| Issued or guaranteed by U.S. | $16,878,000 | 1,736 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $372,000 | 3,312 |
| CMOs issued by government agencies or sponsored agencies | $372,000 | 3,154 |
| 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) | $15,965,000 | 1,109 |
| Available-for-sale securities (fair market value) | $45,811,000 | 2,300 |
| Total debt securities | $61,776,000 | 2,018 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $60,197,000 | 2,095 |
| U.S. Government securities | $44,417,000 | 2,063 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $44,417,000 | 1,993 |
| Securities issued by states & political subdivisions | $15,780,000 | 1,237 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,214,000 | 1,787 |
| Mortgage-backed securities | $17,305,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | $16,865,000 | 1,735 |
| Issued or guaranteed by U.S. | $16,865,000 | 1,727 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $440,000 | 3,314 |
| CMOs issued by government agencies or sponsored agencies | $440,000 | 3,151 |
| 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) | $15,780,000 | 1,104 |
| Available-for-sale securities (fair market value) | $44,417,000 | 2,295 |
| Total debt securities | $60,197,000 | 2,033 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $54,561,000 | 2,227 |
| U.S. Government securities | $40,188,000 | 2,155 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $40,188,000 | 2,076 |
| Securities issued by states & political subdivisions | $14,373,000 | 1,341 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,854,000 | 1,713 |
| Mortgage-backed securities | $20,334,000 | 2,025 |
| Certificates of participation in pools of residential mortgages | $19,541,000 | 1,554 |
| Issued or guaranteed by U.S. | $19,541,000 | 1,547 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $793,000 | 3,199 |
| CMOs issued by government agencies or sponsored agencies | $793,000 | 3,046 |
| 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) | $14,373,000 | 1,147 |
| Available-for-sale securities (fair market value) | $40,188,000 | 2,465 |
| Total debt securities | $54,561,000 | 2,155 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $51,030,000 | 2,335 |
| U.S. Government securities | $36,323,000 | 2,342 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $36,323,000 | 2,246 |
| Securities issued by states & political subdivisions | $14,707,000 | 1,258 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,816,000 | 1,884 |
| Mortgage-backed securities | $19,842,000 | 2,025 |
| Certificates of participation in pools of residential mortgages | $18,554,000 | 1,571 |
| Issued or guaranteed by U.S. | $18,554,000 | 1,565 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,288,000 | 2,931 |
| CMOs issued by government agencies or sponsored agencies | $1,288,000 | 2,794 |
| 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) | $14,707,000 | 1,159 |
| Available-for-sale securities (fair market value) | $36,323,000 | 2,626 |
| Total debt securities | $51,030,000 | 2,254 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $52,441,000 | 2,243 |
| U.S. Government securities | $36,920,000 | 2,292 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $36,920,000 | 2,200 |
| Securities issued by states & political subdivisions | $15,521,000 | 1,155 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,490,000 | 1,888 |
| Mortgage-backed securities | $20,663,000 | 1,951 |
| Certificates of participation in pools of residential mortgages | $18,921,000 | 1,522 |
| Issued or guaranteed by U.S. | $18,921,000 | 1,516 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,742,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $1,742,000 | 2,625 |
| 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) | $15,521,000 | 1,121 |
| Available-for-sale securities (fair market value) | $36,920,000 | 2,556 |
| Total debt securities | $52,441,000 | 2,172 |
| 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 | $44,989,000 | 2,415 |
| U.S. Government securities | $34,123,000 | 2,286 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $34,123,000 | 2,155 |
| Securities issued by states & political subdivisions | $10,866,000 | 1,590 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,202,000 | 1,793 |
| Mortgage-backed securities | $17,384,000 | 2,047 |
| Certificates of participation in pools of residential mortgages | $13,611,000 | 1,717 |
| Issued or guaranteed by U.S. | $13,611,000 | 1,708 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,773,000 | 2,159 |
| CMOs issued by government agencies or sponsored agencies | $3,773,000 | 2,021 |
| 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) | $10,866,000 | 1,467 |
| Available-for-sale securities (fair market value) | $34,123,000 | 2,534 |
| Total debt securities | $44,989,000 | 2,349 |
| Structured notes | ||
| Amortized cost | $501,000 | 523 |
| Fair value | $500,000 | 582 |
| 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 | $42,044,000 | 2,569 |
| U.S. Government securities | $35,649,000 | 2,257 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $35,649,000 | 2,077 |
| Securities issued by states & political subdivisions | $5,770,000 | 2,547 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $625,000 | 3,360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,100,000 | 1,920 |
| Mortgage-backed securities | $2,777,000 | 4,324 |
| Certificates of participation in pools of residential mortgages | $1,860,000 | 4,061 |
| Issued or guaranteed by U.S. | $1,860,000 | 4,035 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $917,000 | 2,939 |
| CMOs issued by government agencies or sponsored agencies | $917,000 | 2,791 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,770,000 | 2,577 |
| Available-for-sale securities (fair market value) | $36,274,000 | 2,330 |
| Total debt securities | $41,419,000 | 2,508 |
| 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 | $39,341,000 | 2,844 |
| U.S. Government securities | $36,502,000 | 2,296 |
| U.S. Treasury securities | $2,008,000 | 2,641 |
| U.S. Government agency obligations | $34,494,000 | 2,158 |
| Securities issued by states & political subdivisions | $2,464,000 | 4,266 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $375,000 | 4,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,652,000 | 2,148 |
| Mortgage-backed securities | $915,000 | 5,944 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $915,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $915,000 | 2,980 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,464,000 | 3,999 |
| Available-for-sale securities (fair market value) | $36,877,000 | 2,342 |
| Total debt securities | $38,966,000 | 2,783 |
| 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 | $37,227,000 | 3,023 |
| U.S. Government securities | $34,375,000 | 2,489 |
| U.S. Treasury securities | $2,600,000 | 3,366 |
| U.S. Government agency obligations | $31,775,000 | 2,254 |
| Securities issued by states & political subdivisions | $2,488,000 | 4,351 |
| Other domestic debt securities | $0 | 3,984 |
| 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 | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $364,000 | 4,239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,200,000 | 2,393 |
| Mortgage-backed securities | $893,000 | 6,227 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $893,000 | 3,410 |
| CMOs issued by government agencies or sponsored agencies | $893,000 | 3,263 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,488,000 | 4,461 |
| Available-for-sale securities (fair market value) | $34,739,000 | 2,420 |
| Total debt securities | $36,863,000 | 2,959 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $29,850,000 | 3,649 |
| U.S. Government securities | $28,396,000 | 3,081 |
| U.S. Treasury securities | $6,548,000 | 2,591 |
| U.S. Government agency obligations | $21,848,000 | 2,987 |
| Securities issued by states & political subdivisions | $1,128,000 | 5,610 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $326,000 | 4,467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,800,000 | 2,944 |
| Mortgage-backed securities | $963,000 | 6,375 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $963,000 | 3,478 |
| CMOs issued by government agencies or sponsored agencies | $963,000 | 3,354 |
| 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) | $1,128,000 | 6,189 |
| Available-for-sale securities (fair market value) | $28,722,000 | 2,725 |
| Total debt securities | $29,524,000 | 3,585 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $25,824,000 | 4,412 |
| U.S. Government securities | $24,682,000 | 3,775 |
| U.S. Treasury securities | $9,518,000 | 2,324 |
| U.S. Government agency obligations | $15,164,000 | 4,162 |
| Securities issued by states & political subdivisions | $825,000 | 6,397 |
| 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 | $317,000 | 4,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,800,000 | 2,986 |
| Mortgage-backed securities | $923,000 | 6,971 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $923,000 | 3,937 |
| CMOs issued by government agencies or sponsored agencies | $923,000 | 3,789 |
| 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) | $825,000 | 7,152 |
| Available-for-sale securities (fair market value) | $24,999,000 | 3,186 |
| Total debt securities | $25,507,000 | 4,346 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,005 |
| Fair value | $1,997,000 | 1,027 |
| 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 | $19,257,000 | 5,694 |
| U.S. Government securities | $18,047,000 | 5,010 |
| U.S. Treasury securities | $12,500,000 | 2,197 |
| U.S. Government agency obligations | $5,547,000 | 7,405 |
| Securities issued by states & political subdivisions | $1,210,000 | 5,994 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,300,000 | 3,372 |
| Mortgage-backed securities | $919,000 | 7,393 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $919,000 | 4,374 |
| CMOs issued by government agencies or sponsored agencies | $919,000 | 4,210 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,210,000 | 7,250 |
| Available-for-sale securities (fair market value) | $18,047,000 | 4,307 |
| Total debt securities | $19,257,000 | 5,593 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $974,000 | 2,824 |
| 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 | $20,109,000 | 5,856 |
| U.S. Government securities | $18,269,000 | 5,291 |
| U.S. Treasury securities | $15,378,000 | 2,286 |
| U.S. Government agency obligations | $2,891,000 | 9,220 |
| Securities issued by states & political subdivisions | $1,840,000 | 5,418 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,375,000 | 3,380 |
| Mortgage-backed securities | $961,000 | 7,805 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $961,000 | 4,592 |
| CMOs issued by government agencies or sponsored agencies | $961,000 | 4,393 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,342,000 | 5,250 |
| Available-for-sale securities (fair market value) | $8,767,000 | 5,173 |
| Total debt securities | $20,109,000 | 5,764 |
| 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 | $20,546,000 | 6,014 |
| U.S. Government securities | $17,629,000 | 5,598 |
| U.S. Treasury securities | $14,616,000 | 2,514 |
| U.S. Government agency obligations | $3,013,000 | 9,380 |
| Securities issued by states & political subdivisions | $2,917,000 | 4,355 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,375,000 | 3,197 |
| Mortgage-backed securities | $1,000,000 | 8,455 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,000,000 | 4,988 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 4,772 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $20,546,000 | 5,887 |
| 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 | $16,736,000 | 6,888 |
| U.S. Government securities | $13,702,000 | 6,660 |
| U.S. Treasury securities | $10,998,000 | 3,264 |
| U.S. Government agency obligations | $2,704,000 | 9,822 |
| Securities issued by states & political subdivisions | $3,034,000 | 4,035 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,805,000 | 2,054 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,736,000 | 6,775 |
| 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 |