Home > The First National Bank of Dryden > Securities
The First National Bank of Dryden, Securities
| 2023-12-31 | Rank | |
| Total securities | $97,901,000 | 1,731 |
| U.S. Government securities | $41,976,000 | 2,073 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $41,976,000 | 1,803 |
| Securities issued by states & political subdivisions | $55,925,000 | 803 |
| 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 | $59,905,000 | 1,317 |
| Mortgage-backed securities | $570,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $570,000 | 3,330 |
| 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 | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $2,455,000 | 1,351 |
| Available-for-sale securities (fair market value) | $95,446,000 | 1,556 |
| Total debt securities | $97,901,000 | 1,717 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 197 |
| Fair value | $7,698,000 | 195 |
| 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 | $111,693,000 | 1,565 |
| U.S. Government securities | $58,600,000 | 1,678 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $58,600,000 | 1,443 |
| Securities issued by states & political subdivisions | $53,093,000 | 815 |
| 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 | $68,964,000 | 1,145 |
| Mortgage-backed securities | $630,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $630,000 | 3,331 |
| 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) | $2,421,000 | 1,375 |
| Available-for-sale securities (fair market value) | $109,272,000 | 1,385 |
| Total debt securities | $111,695,000 | 1,551 |
| Structured notes | ||
| Amortized cost | $12,500,000 | 127 |
| Fair value | $11,852,000 | 117 |
| 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 | $114,746,000 | 1,578 |
| U.S. Government securities | $59,122,000 | 1,702 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $59,122,000 | 1,462 |
| Securities issued by states & political subdivisions | $55,624,000 | 827 |
| 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 | $71,151,000 | 1,112 |
| Mortgage-backed securities | $724,000 | 3,580 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $724,000 | 3,316 |
| 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) | $2,536,000 | 1,376 |
| Available-for-sale securities (fair market value) | $112,210,000 | 1,404 |
| Total debt securities | $114,746,000 | 1,563 |
| Structured notes | ||
| Amortized cost | $12,500,000 | 137 |
| Fair value | $11,916,000 | 128 |
| 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 | $118,411,000 | 1,610 |
| U.S. Government securities | $60,094,000 | 1,765 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $60,094,000 | 1,454 |
| Securities issued by states & political subdivisions | $58,317,000 | 827 |
| 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 | $74,546,000 | 1,011 |
| Mortgage-backed securities | $816,000 | 3,623 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $816,000 | 3,340 |
| 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) | $2,574,000 | 1,417 |
| Available-for-sale securities (fair market value) | $115,837,000 | 1,434 |
| Total debt securities | $118,409,000 | 1,598 |
| Structured notes | ||
| Amortized cost | $12,500,000 | 153 |
| Fair value | $12,074,000 | 144 |
| 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 | $116,082,000 | 1,652 |
| U.S. Government securities | $58,599,000 | 1,825 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $58,599,000 | 1,480 |
| Securities issued by states & political subdivisions | $57,483,000 | 870 |
| 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 | $64,266,000 | 1,046 |
| Mortgage-backed securities | $892,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $892,000 | 3,351 |
| 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) | $2,692,000 | 1,416 |
| Available-for-sale securities (fair market value) | $113,390,000 | 1,467 |
| Total debt securities | $116,082,000 | 1,639 |
| Structured notes | ||
| Amortized cost | $12,500,000 | 165 |
| Fair value | $11,895,000 | 160 |
| 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 | $112,155,000 | 1,694 |
| U.S. Government securities | $56,650,000 | 1,858 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $56,650,000 | 1,524 |
| Securities issued by states & political subdivisions | $55,505,000 | 895 |
| 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 | $60,360,000 | 1,040 |
| Mortgage-backed securities | $983,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $983,000 | 3,344 |
| 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) | $2,765,000 | 1,393 |
| Available-for-sale securities (fair market value) | $109,390,000 | 1,520 |
| Total debt securities | $112,154,000 | 1,679 |
| Structured notes | ||
| Amortized cost | $12,500,000 | 160 |
| Fair value | $11,840,000 | 152 |
| 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 | $111,989,000 | 1,721 |
| U.S. Government securities | $55,939,000 | 1,904 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $55,939,000 | 1,570 |
| Securities issued by states & political subdivisions | $56,050,000 | 925 |
| 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 | $62,421,000 | 1,008 |
| Mortgage-backed securities | $1,132,000 | 3,649 |
| Certificates of participation in pools of residential mortgages | $1,132,000 | 3,435 |
| Issued or guaranteed by U.S. | $1,132,000 | 3,344 |
| 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) | $2,879,000 | 1,321 |
| Available-for-sale securities (fair market value) | $109,110,000 | 1,578 |
| Total debt securities | $111,990,000 | 1,709 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 154 |
| Fair value | $11,627,000 | 149 |
| 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 | $100,485,000 | 1,844 |
| U.S. Government securities | $39,134,000 | 2,294 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $39,134,000 | 1,985 |
| Securities issued by states & political subdivisions | $61,351,000 | 867 |
| 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 | $68,512,000 | 899 |
| Mortgage-backed securities | $1,318,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $1,318,000 | 3,410 |
| Issued or guaranteed by U.S. | $1,318,000 | 3,317 |
| 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) | $2,917,000 | 1,209 |
| Available-for-sale securities (fair market value) | $97,568,000 | 1,722 |
| Total debt securities | $100,485,000 | 1,830 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 298 |
| Fair value | $5,391,000 | 291 |
| 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 | $92,511,000 | 1,886 |
| U.S. Government securities | $26,128,000 | 2,623 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $26,128,000 | 2,381 |
| Securities issued by states & political subdivisions | $66,383,000 | 836 |
| 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 | $52,795,000 | 1,097 |
| Mortgage-backed securities | $1,522,000 | 3,613 |
| Certificates of participation in pools of residential mortgages | $1,522,000 | 3,368 |
| Issued or guaranteed by U.S. | $1,522,000 | 3,267 |
| 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) | $3,385,000 | 1,064 |
| Available-for-sale securities (fair market value) | $89,126,000 | 1,793 |
| Total debt securities | $92,511,000 | 1,865 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 475 |
| Fair value | $1,977,000 | 507 |
| 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 | $84,295,000 | 1,925 |
| U.S. Government securities | $15,889,000 | 3,126 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $15,889,000 | 2,889 |
| Securities issued by states & political subdivisions | $68,406,000 | 806 |
| 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 | $53,519,000 | 1,065 |
| Mortgage-backed securities | $1,727,000 | 3,630 |
| Certificates of participation in pools of residential mortgages | $1,727,000 | 3,354 |
| Issued or guaranteed by U.S. | $1,727,000 | 3,266 |
| 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) | $3,466,000 | 1,046 |
| Available-for-sale securities (fair market value) | $80,829,000 | 1,856 |
| Total debt securities | $84,294,000 | 1,911 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 490 |
| Fair value | $1,842,000 | 489 |
| 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 | $85,360,000 | 1,841 |
| U.S. Government securities | $16,192,000 | 3,051 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $16,192,000 | 2,847 |
| Securities issued by states & political subdivisions | $69,168,000 | 763 |
| 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 | $55,325,000 | 1,025 |
| Mortgage-backed securities | $1,936,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $1,936,000 | 3,317 |
| Issued or guaranteed by U.S. | $1,936,000 | 3,216 |
| 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) | $3,581,000 | 1,006 |
| Available-for-sale securities (fair market value) | $81,779,000 | 1,779 |
| Total debt securities | $85,361,000 | 1,826 |
| Structured notes | ||
| Amortized cost | $850,000 | 618 |
| Fair value | $853,000 | 617 |
| 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 | $87,004,000 | 1,688 |
| U.S. Government securities | $13,482,000 | 3,145 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $13,482,000 | 2,959 |
| Securities issued by states & political subdivisions | $73,522,000 | 686 |
| 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 | $57,514,000 | 963 |
| Mortgage-backed securities | $2,160,000 | 3,550 |
| Certificates of participation in pools of residential mortgages | $2,160,000 | 3,230 |
| Issued or guaranteed by U.S. | $2,160,000 | 3,139 |
| 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) | $3,672,000 | 984 |
| Available-for-sale securities (fair market value) | $83,332,000 | 1,626 |
| Total debt securities | $87,003,000 | 1,674 |
| Structured notes | ||
| Amortized cost | $850,000 | 442 |
| Fair value | $854,000 | 441 |
| 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 | $80,366,000 | 1,674 |
| U.S. Government securities | $6,885,000 | 3,564 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,885,000 | 3,420 |
| Securities issued by states & political subdivisions | $73,481,000 | 655 |
| 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 | $48,229,000 | 1,086 |
| Mortgage-backed securities | $2,418,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $2,418,000 | 3,146 |
| Issued or guaranteed by U.S. | $2,418,000 | 3,065 |
| 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) | $3,787,000 | 954 |
| Available-for-sale securities (fair market value) | $76,579,000 | 1,633 |
| Total debt securities | $80,366,000 | 1,657 |
| Structured notes | ||
| Amortized cost | $349,000 | 310 |
| Fair value | $356,000 | 309 |
| 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 | $77,513,000 | 1,627 |
| U.S. Government securities | $11,216,000 | 3,139 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $11,216,000 | 2,999 |
| Securities issued by states & political subdivisions | $66,297,000 | 658 |
| 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 | $47,533,000 | 1,067 |
| Mortgage-backed securities | $2,729,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $2,729,000 | 3,070 |
| Issued or guaranteed by U.S. | $2,729,000 | 2,981 |
| 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) | $4,167,000 | 924 |
| Available-for-sale securities (fair market value) | $73,346,000 | 1,592 |
| Total debt securities | $77,513,000 | 1,608 |
| Structured notes | ||
| Amortized cost | $349,000 | 304 |
| Fair value | $357,000 | 303 |
| 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 | $74,890,000 | 1,624 |
| U.S. Government securities | $20,528,000 | 2,455 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $20,528,000 | 2,333 |
| Securities issued by states & political subdivisions | $54,362,000 | 733 |
| 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 | $55,373,000 | 952 |
| Mortgage-backed securities | $3,040,000 | 3,420 |
| Certificates of participation in pools of residential mortgages | $3,040,000 | 3,001 |
| Issued or guaranteed by U.S. | $3,040,000 | 2,919 |
| 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) | $3,881,000 | 955 |
| Available-for-sale securities (fair market value) | $71,009,000 | 1,563 |
| Total debt securities | $74,890,000 | 1,610 |
| Structured notes | ||
| Amortized cost | $349,000 | 339 |
| Fair value | $359,000 | 338 |
| 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 | $66,816,000 | 1,707 |
| U.S. Government securities | $33,577,000 | 1,885 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $33,577,000 | 1,791 |
| Securities issued by states & political subdivisions | $33,239,000 | 1,045 |
| 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 | $52,191,000 | 946 |
| Mortgage-backed securities | $3,304,000 | 3,379 |
| Certificates of participation in pools of residential mortgages | $3,304,000 | 2,951 |
| Issued or guaranteed by U.S. | $3,304,000 | 2,860 |
| 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) | $3,835,000 | 965 |
| Available-for-sale securities (fair market value) | $62,981,000 | 1,661 |
| Total debt securities | $66,816,000 | 1,688 |
| Structured notes | ||
| Amortized cost | $646,000 | 394 |
| Fair value | $658,000 | 393 |
| 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 | $77,562,000 | 1,536 |
| U.S. Government securities | $42,745,000 | 1,634 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $42,745,000 | 1,541 |
| Securities issued by states & political subdivisions | $34,817,000 | 960 |
| 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 | $54,951,000 | 894 |
| Mortgage-backed securities | $3,506,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $3,506,000 | 2,878 |
| Issued or guaranteed by U.S. | $3,506,000 | 2,790 |
| 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) | $3,960,000 | 1,000 |
| Available-for-sale securities (fair market value) | $73,602,000 | 1,476 |
| Total debt securities | $77,564,000 | 1,522 |
| Structured notes | ||
| Amortized cost | $1,444,000 | 364 |
| Fair value | $1,454,000 | 364 |
| 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 | $82,792,000 | 1,457 |
| U.S. Government securities | $46,657,000 | 1,539 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $46,657,000 | 1,441 |
| Securities issued by states & political subdivisions | $36,135,000 | 909 |
| 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 | $57,224,000 | 866 |
| Mortgage-backed securities | $3,808,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $3,808,000 | 2,815 |
| Issued or guaranteed by U.S. | $3,808,000 | 2,730 |
| 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) | $3,837,000 | 1,068 |
| Available-for-sale securities (fair market value) | $78,955,000 | 1,391 |
| Total debt securities | $82,793,000 | 1,444 |
| Structured notes | ||
| Amortized cost | $2,143,000 | 352 |
| Fair value | $2,147,000 | 352 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $85,072,000 | 1,450 |
| U.S. Government securities | $48,108,000 | 1,511 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $48,108,000 | 1,420 |
| Securities issued by states & political subdivisions | $36,964,000 | 891 |
| 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 | $66,541,000 | 778 |
| Mortgage-backed securities | $4,118,000 | 3,260 |
| Certificates of participation in pools of residential mortgages | $4,118,000 | 2,761 |
| Issued or guaranteed by U.S. | $4,118,000 | 2,686 |
| 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) | $4,332,000 | 1,071 |
| Available-for-sale securities (fair market value) | $80,740,000 | 1,383 |
| Total debt securities | $85,071,000 | 1,438 |
| Structured notes | ||
| Amortized cost | $3,136,000 | 314 |
| Fair value | $3,142,000 | 315 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $88,695,000 | 1,425 |
| U.S. Government securities | $47,826,000 | 1,523 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $47,826,000 | 1,436 |
| Securities issued by states & political subdivisions | $40,869,000 | 847 |
| 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 | $60,070,000 | 864 |
| Mortgage-backed securities | $4,412,000 | 3,238 |
| Certificates of participation in pools of residential mortgages | $4,412,000 | 2,725 |
| Issued or guaranteed by U.S. | $4,412,000 | 2,651 |
| 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) | $3,353,000 | 1,163 |
| Available-for-sale securities (fair market value) | $85,342,000 | 1,338 |
| Total debt securities | $88,695,000 | 1,411 |
| Structured notes | ||
| Amortized cost | $3,135,000 | 319 |
| Fair value | $3,121,000 | 320 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $87,624,000 | 1,446 |
| U.S. Government securities | $46,791,000 | 1,564 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $46,791,000 | 1,482 |
| Securities issued by states & political subdivisions | $40,833,000 | 866 |
| 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 | $48,027,000 | 1,041 |
| Mortgage-backed securities | $4,693,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $4,693,000 | 2,677 |
| Issued or guaranteed by U.S. | $4,693,000 | 2,634 |
| 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) | $3,104,000 | 1,217 |
| Available-for-sale securities (fair market value) | $84,520,000 | 1,363 |
| Total debt securities | $87,625,000 | 1,430 |
| Structured notes | ||
| Amortized cost | $3,133,000 | 334 |
| Fair value | $3,096,000 | 333 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $86,573,000 | 1,457 |
| U.S. Government securities | $45,540,000 | 1,604 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $45,540,000 | 1,525 |
| Securities issued by states & political subdivisions | $41,033,000 | 864 |
| 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 | $48,259,000 | 1,034 |
| Mortgage-backed securities | $4,997,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $4,997,000 | 2,659 |
| Issued or guaranteed by U.S. | $4,997,000 | 2,642 |
| 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) | $3,050,000 | 1,245 |
| Available-for-sale securities (fair market value) | $83,523,000 | 1,364 |
| Total debt securities | $86,573,000 | 1,438 |
| Structured notes | ||
| Amortized cost | $3,132,000 | 332 |
| Fair value | $3,067,000 | 331 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $82,920,000 | 1,513 |
| U.S. Government securities | $43,248,000 | 1,666 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $43,248,000 | 1,576 |
| Securities issued by states & political subdivisions | $39,672,000 | 933 |
| 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 | $41,465,000 | 1,179 |
| Mortgage-backed securities | $5,045,000 | 3,218 |
| Certificates of participation in pools of residential mortgages | $5,045,000 | 2,709 |
| Issued or guaranteed by U.S. | $5,045,000 | 2,583 |
| 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) | $1,911,000 | 1,404 |
| Available-for-sale securities (fair market value) | $81,009,000 | 1,411 |
| Total debt securities | $82,920,000 | 1,496 |
| Structured notes | ||
| Amortized cost | $2,640,000 | 379 |
| Fair value | $2,585,000 | 379 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $81,174,000 | 1,557 |
| U.S. Government securities | $39,480,000 | 1,839 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $39,480,000 | 1,742 |
| Securities issued by states & political subdivisions | $41,694,000 | 909 |
| 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 | $46,338,000 | 1,112 |
| Mortgage-backed securities | $5,483,000 | 3,171 |
| Certificates of participation in pools of residential mortgages | $5,483,000 | 2,677 |
| Issued or guaranteed by U.S. | $5,483,000 | 2,675 |
| 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) | $1,171,000 | 1,548 |
| Available-for-sale securities (fair market value) | $80,003,000 | 1,434 |
| Total debt securities | $81,176,000 | 1,541 |
| Structured notes | ||
| Amortized cost | $2,639,000 | 369 |
| Fair value | $2,590,000 | 369 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $81,319,000 | 1,589 |
| U.S. Government securities | $38,778,000 | 1,841 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $38,778,000 | 1,772 |
| Securities issued by states & political subdivisions | $42,541,000 | 942 |
| 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 | $35,082,000 | 1,400 |
| Mortgage-backed securities | $5,571,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $5,571,000 | 2,706 |
| Issued or guaranteed by U.S. | $5,571,000 | 2,704 |
| 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) | $1,223,000 | 1,574 |
| Available-for-sale securities (fair market value) | $80,096,000 | 1,462 |
| Total debt securities | $81,318,000 | 1,568 |
| Structured notes | ||
| Amortized cost | $3,139,000 | 320 |
| Fair value | $3,117,000 | 320 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $81,758,000 | 1,603 |
| U.S. Government securities | $38,234,000 | 1,887 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $38,234,000 | 1,805 |
| Securities issued by states & political subdivisions | $43,524,000 | 934 |
| 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 | $36,379,000 | 1,360 |
| Mortgage-backed securities | $6,005,000 | 3,182 |
| Certificates of participation in pools of residential mortgages | $6,005,000 | 2,675 |
| Issued or guaranteed by U.S. | $6,005,000 | 2,674 |
| 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) | $1,296,000 | 1,609 |
| Available-for-sale securities (fair market value) | $80,462,000 | 1,477 |
| Total debt securities | $81,758,000 | 1,582 |
| Structured notes | ||
| Amortized cost | $3,147,000 | 327 |
| Fair value | $3,144,000 | 326 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $75,497,000 | 1,735 |
| U.S. Government securities | $31,222,000 | 2,227 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $31,222,000 | 2,133 |
| Securities issued by states & political subdivisions | $44,275,000 | 931 |
| 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 | $37,178,000 | 1,366 |
| Mortgage-backed securities | $6,480,000 | 3,154 |
| Certificates of participation in pools of residential mortgages | $6,480,000 | 2,637 |
| Issued or guaranteed by U.S. | $6,480,000 | 2,636 |
| 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) | $1,486,000 | 1,609 |
| Available-for-sale securities (fair market value) | $74,011,000 | 1,626 |
| Total debt securities | $75,497,000 | 1,716 |
| Structured notes | ||
| Amortized cost | $3,146,000 | 350 |
| Fair value | $3,143,000 | 349 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $72,246,000 | 1,804 |
| U.S. Government securities | $26,557,000 | 2,498 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $26,557,000 | 2,394 |
| Securities issued by states & political subdivisions | $45,689,000 | 911 |
| 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 | $35,606,000 | 1,424 |
| Mortgage-backed securities | $6,934,000 | 3,140 |
| Certificates of participation in pools of residential mortgages | $6,934,000 | 2,616 |
| Issued or guaranteed by U.S. | $6,934,000 | 2,616 |
| 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) | $1,496,000 | 1,633 |
| Available-for-sale securities (fair market value) | $70,750,000 | 1,688 |
| Total debt securities | $72,246,000 | 1,788 |
| Structured notes | ||
| Amortized cost | $3,646,000 | 342 |
| Fair value | $3,636,000 | 342 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $68,796,000 | 1,869 |
| U.S. Government securities | $23,537,000 | 2,651 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $23,537,000 | 2,531 |
| Securities issued by states & political subdivisions | $45,259,000 | 912 |
| 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 | $34,091,000 | 1,457 |
| Mortgage-backed securities | $7,353,000 | 3,076 |
| Certificates of participation in pools of residential mortgages | $7,353,000 | 2,570 |
| Issued or guaranteed by U.S. | $7,353,000 | 2,566 |
| 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) | $1,309,000 | 1,675 |
| Available-for-sale securities (fair market value) | $67,487,000 | 1,735 |
| Total debt securities | $68,796,000 | 1,847 |
| Structured notes | ||
| Amortized cost | $2,946,000 | 397 |
| Fair value | $2,922,000 | 386 |
| 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 | $68,924,000 | 1,872 |
| U.S. Government securities | $22,220,000 | 2,732 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $22,220,000 | 2,623 |
| Securities issued by states & political subdivisions | $46,704,000 | 876 |
| 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 | $35,982,000 | 1,419 |
| Mortgage-backed securities | $8,037,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $8,037,000 | 2,506 |
| Issued or guaranteed by U.S. | $8,037,000 | 2,505 |
| 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) | $1,372,000 | 1,693 |
| Available-for-sale securities (fair market value) | $67,552,000 | 1,738 |
| Total debt securities | $68,924,000 | 1,849 |
| Structured notes | ||
| Amortized cost | $3,099,000 | 343 |
| Fair value | $3,105,000 | 342 |
| 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 | $69,567,000 | 1,891 |
| U.S. Government securities | $21,922,000 | 2,824 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $21,922,000 | 2,711 |
| Securities issued by states & political subdivisions | $47,645,000 | 858 |
| 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 | $36,049,000 | 1,435 |
| Mortgage-backed securities | $8,553,000 | 2,982 |
| Certificates of participation in pools of residential mortgages | $8,553,000 | 2,492 |
| Issued or guaranteed by U.S. | $8,553,000 | 2,487 |
| 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) | $1,626,000 | 1,688 |
| Available-for-sale securities (fair market value) | $67,941,000 | 1,737 |
| Total debt securities | $69,567,000 | 1,867 |
| Structured notes | ||
| Amortized cost | $3,698,000 | 360 |
| Fair value | $3,307,000 | 380 |
| 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 | $67,068,000 | 1,983 |
| U.S. Government securities | $16,709,000 | 3,299 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $16,709,000 | 3,190 |
| Securities issued by states & political subdivisions | $50,359,000 | 794 |
| 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 | $42,707,000 | 1,263 |
| Mortgage-backed securities | $9,060,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | $9,060,000 | 2,449 |
| Issued or guaranteed by U.S. | $9,060,000 | 2,447 |
| 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) | $1,636,000 | 1,719 |
| Available-for-sale securities (fair market value) | $65,432,000 | 1,826 |
| Total debt securities | $67,068,000 | 1,952 |
| Structured notes | ||
| Amortized cost | $3,097,000 | 490 |
| Fair value | $3,099,000 | 489 |
| 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 | $66,649,000 | 1,999 |
| U.S. Government securities | $17,558,000 | 3,284 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $17,558,000 | 3,174 |
| Securities issued by states & political subdivisions | $49,091,000 | 810 |
| 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 | $42,325,000 | 1,273 |
| Mortgage-backed securities | $9,606,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $9,606,000 | 2,385 |
| Issued or guaranteed by U.S. | $9,606,000 | 2,382 |
| 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) | $1,368,000 | 1,796 |
| Available-for-sale securities (fair market value) | $65,281,000 | 1,847 |
| Total debt securities | $66,649,000 | 1,975 |
| Structured notes | ||
| Amortized cost | $2,847,000 | 616 |
| Fair value | $2,842,000 | 617 |
| 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 | $67,109,000 | 2,005 |
| U.S. Government securities | $18,511,000 | 3,259 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $18,511,000 | 3,154 |
| Securities issued by states & political subdivisions | $48,598,000 | 814 |
| 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 | $41,378,000 | 1,290 |
| Mortgage-backed securities | $10,318,000 | 2,844 |
| Certificates of participation in pools of residential mortgages | $10,318,000 | 2,322 |
| Issued or guaranteed by U.S. | $10,318,000 | 2,320 |
| 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) | $1,441,000 | 1,789 |
| Available-for-sale securities (fair market value) | $65,668,000 | 1,856 |
| Total debt securities | $67,109,000 | 1,979 |
| Structured notes | ||
| Amortized cost | $1,949,000 | 933 |
| Fair value | $1,959,000 | 926 |
| 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 | $65,687,000 | 2,075 |
| U.S. Government securities | $18,613,000 | 3,345 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $18,613,000 | 3,243 |
| Securities issued by states & political subdivisions | $47,074,000 | 826 |
| 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 | $39,766,000 | 1,351 |
| Mortgage-backed securities | $10,503,000 | 2,896 |
| Certificates of participation in pools of residential mortgages | $10,503,000 | 2,361 |
| Issued or guaranteed by U.S. | $10,503,000 | 2,360 |
| 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) | $1,447,000 | 1,817 |
| Available-for-sale securities (fair market value) | $64,240,000 | 1,905 |
| Total debt securities | $65,687,000 | 2,054 |
| Structured notes | ||
| Amortized cost | $1,899,000 | 1,048 |
| Fair value | $1,899,000 | 1,042 |
| 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 | $66,237,000 | 2,090 |
| U.S. Government securities | $18,483,000 | 3,417 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $18,483,000 | 3,309 |
| Securities issued by states & political subdivisions | $47,754,000 | 807 |
| 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 | $35,837,000 | 1,470 |
| Mortgage-backed securities | $11,246,000 | 2,866 |
| Certificates of participation in pools of residential mortgages | $11,246,000 | 2,316 |
| Issued or guaranteed by U.S. | $11,246,000 | 2,316 |
| 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) | $1,475,000 | 1,815 |
| Available-for-sale securities (fair market value) | $64,762,000 | 1,916 |
| Total debt securities | $66,237,000 | 2,064 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,161 |
| Fair value | $1,709,000 | 1,159 |
| 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 | $63,347,000 | 2,198 |
| U.S. Government securities | $17,179,000 | 3,600 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $17,179,000 | 3,484 |
| Securities issued by states & political subdivisions | $46,168,000 | 828 |
| 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 | $42,684,000 | 1,313 |
| Mortgage-backed securities | $11,216,000 | 2,917 |
| Certificates of participation in pools of residential mortgages | $11,216,000 | 2,369 |
| Issued or guaranteed by U.S. | $11,216,000 | 2,367 |
| 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) | $1,370,000 | 1,862 |
| Available-for-sale securities (fair market value) | $61,977,000 | 2,010 |
| Total debt securities | $63,347,000 | 2,172 |
| Structured notes | ||
| Amortized cost | $1,548,000 | 1,253 |
| Fair value | $1,551,000 | 1,248 |
| 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 | $62,367,000 | 2,235 |
| U.S. Government securities | $16,875,000 | 3,716 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,875,000 | 3,598 |
| Securities issued by states & political subdivisions | $45,492,000 | 844 |
| 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 | $34,741,000 | 1,515 |
| Mortgage-backed securities | $11,867,000 | 2,904 |
| Certificates of participation in pools of residential mortgages | $11,867,000 | 2,371 |
| Issued or guaranteed by U.S. | $11,867,000 | 2,368 |
| 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) | $1,484,000 | 1,868 |
| Available-for-sale securities (fair market value) | $60,883,000 | 2,055 |
| Total debt securities | $62,367,000 | 2,219 |
| Structured notes | ||
| Amortized cost | $1,148,000 | 1,495 |
| Fair value | $1,148,000 | 1,493 |
| 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 | $62,134,000 | 2,248 |
| U.S. Government securities | $17,318,000 | 3,727 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $17,318,000 | 3,619 |
| Securities issued by states & political subdivisions | $44,816,000 | 854 |
| 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 | $34,208,000 | 1,543 |
| Mortgage-backed securities | $12,594,000 | 2,887 |
| Certificates of participation in pools of residential mortgages | $12,594,000 | 2,338 |
| Issued or guaranteed by U.S. | $12,594,000 | 2,337 |
| 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) | $1,539,000 | 1,865 |
| Available-for-sale securities (fair market value) | $60,595,000 | 2,064 |
| Total debt securities | $62,134,000 | 2,232 |
| Structured notes | ||
| Amortized cost | $1,947,000 | 1,304 |
| Fair value | $1,946,000 | 1,271 |
| 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 | $61,755,000 | 2,286 |
| U.S. Government securities | $16,868,000 | 3,815 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $16,868,000 | 3,719 |
| Securities issued by states & political subdivisions | $44,887,000 | 849 |
| 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 | $37,954,000 | 1,437 |
| Mortgage-backed securities | $12,730,000 | 2,890 |
| Certificates of participation in pools of residential mortgages | $12,730,000 | 2,339 |
| Issued or guaranteed by U.S. | $12,730,000 | 2,337 |
| 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) | $1,596,000 | 1,859 |
| Available-for-sale securities (fair market value) | $60,159,000 | 2,111 |
| Total debt securities | $61,755,000 | 2,267 |
| Structured notes | ||
| Amortized cost | $1,897,000 | 1,342 |
| Fair value | $1,891,000 | 1,311 |
| 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 | $59,802,000 | 2,322 |
| U.S. Government securities | $15,759,000 | 3,919 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,759,000 | 3,820 |
| Securities issued by states & political subdivisions | $44,043,000 | 860 |
| 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 | $35,068,000 | 1,514 |
| Mortgage-backed securities | $13,068,000 | 2,859 |
| Certificates of participation in pools of residential mortgages | $13,068,000 | 2,308 |
| Issued or guaranteed by U.S. | $13,068,000 | 2,307 |
| 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) | $1,167,000 | 1,937 |
| Available-for-sale securities (fair market value) | $58,635,000 | 2,136 |
| Total debt securities | $59,802,000 | 2,305 |
| Structured notes | ||
| Amortized cost | $747,000 | 1,853 |
| Fair value | $739,000 | 1,841 |
| 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 | $58,884,000 | 2,362 |
| U.S. Government securities | $16,093,000 | 3,930 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,093,000 | 3,829 |
| Securities issued by states & political subdivisions | $42,791,000 | 893 |
| 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 | $38,589,000 | 1,404 |
| Mortgage-backed securities | $13,635,000 | 2,834 |
| Certificates of participation in pools of residential mortgages | $13,635,000 | 2,274 |
| Issued or guaranteed by U.S. | $13,635,000 | 2,272 |
| 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) | $1,241,000 | 1,911 |
| Available-for-sale securities (fair market value) | $57,643,000 | 2,187 |
| Total debt securities | $58,884,000 | 2,344 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $494,000 | 1,998 |
| 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 | $57,584,000 | 2,409 |
| U.S. Government securities | $16,217,000 | 3,892 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,217,000 | 3,800 |
| Securities issued by states & political subdivisions | $41,367,000 | 916 |
| 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 | $36,800,000 | 1,426 |
| Mortgage-backed securities | $14,365,000 | 2,786 |
| Certificates of participation in pools of residential mortgages | $14,365,000 | 2,198 |
| Issued or guaranteed by U.S. | $14,365,000 | 2,196 |
| 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) | $1,296,000 | 1,830 |
| Available-for-sale securities (fair market value) | $56,288,000 | 2,236 |
| Total debt securities | $57,584,000 | 2,381 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $490,000 | 2,002 |
| 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 | $57,199,000 | 2,430 |
| U.S. Government securities | $15,981,000 | 3,954 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $15,981,000 | 3,859 |
| Securities issued by states & political subdivisions | $41,218,000 | 901 |
| 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 | $39,134,000 | 1,390 |
| Mortgage-backed securities | $14,355,000 | 2,831 |
| Certificates of participation in pools of residential mortgages | $14,355,000 | 2,215 |
| Issued or guaranteed by U.S. | $14,355,000 | 2,215 |
| 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) | $1,353,000 | 1,799 |
| Available-for-sale securities (fair market value) | $55,846,000 | 2,282 |
| Total debt securities | $57,199,000 | 2,404 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,980 |
| Fair value | $500,000 | 2,030 |
| 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 | $55,866,000 | 2,420 |
| U.S. Government securities | $15,465,000 | 3,965 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $15,465,000 | 3,866 |
| Securities issued by states & political subdivisions | $40,401,000 | 897 |
| 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 | $40,674,000 | 1,347 |
| Mortgage-backed securities | $14,792,000 | 2,800 |
| Certificates of participation in pools of residential mortgages | $14,792,000 | 2,169 |
| Issued or guaranteed by U.S. | $14,792,000 | 2,168 |
| 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) | $1,450,000 | 1,780 |
| Available-for-sale securities (fair market value) | $54,416,000 | 2,274 |
| Total debt securities | $55,866,000 | 2,397 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,261 |
| Fair value | $299,000 | 2,282 |
| 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 | $53,222,000 | 2,529 |
| U.S. Government securities | $16,353,000 | 3,955 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $16,353,000 | 3,874 |
| Securities issued by states & political subdivisions | $36,869,000 | 960 |
| 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 | $41,370,000 | 1,308 |
| Mortgage-backed securities | $15,725,000 | 2,841 |
| Certificates of participation in pools of residential mortgages | $15,725,000 | 2,181 |
| Issued or guaranteed by U.S. | $15,725,000 | 2,180 |
| 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) | $1,268,000 | 1,870 |
| Available-for-sale securities (fair market value) | $51,954,000 | 2,371 |
| Total debt securities | $53,222,000 | 2,507 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $53,423,000 | 2,547 |
| U.S. Government securities | $18,290,000 | 3,812 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $18,290,000 | 3,738 |
| Securities issued by states & political subdivisions | $35,133,000 | 981 |
| 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 | $41,273,000 | 1,322 |
| Mortgage-backed securities | $16,057,000 | 2,845 |
| Certificates of participation in pools of residential mortgages | $16,057,000 | 2,184 |
| Issued or guaranteed by U.S. | $16,057,000 | 2,183 |
| 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) | $1,324,000 | 1,864 |
| Available-for-sale securities (fair market value) | $52,099,000 | 2,382 |
| Total debt securities | $53,423,000 | 2,523 |
| Structured notes | ||
| Amortized cost | $1,604,000 | 1,697 |
| Fair value | $1,603,000 | 1,701 |
| 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 | $54,413,000 | 2,511 |
| U.S. Government securities | $19,449,000 | 3,779 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $19,449,000 | 3,692 |
| Securities issued by states & political subdivisions | $34,964,000 | 932 |
| 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 | $35,243,000 | 1,491 |
| Mortgage-backed securities | $17,311,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | $17,311,000 | 2,081 |
| Issued or guaranteed by U.S. | $17,311,000 | 2,078 |
| 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) | $1,400,000 | 1,889 |
| Available-for-sale securities (fair market value) | $53,013,000 | 2,340 |
| Total debt securities | $54,413,000 | 2,495 |
| Structured notes | ||
| Amortized cost | $1,506,000 | 1,928 |
| Fair value | $1,505,000 | 1,946 |
| 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 | $53,736,000 | 2,473 |
| U.S. Government securities | $19,957,000 | 3,648 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $19,957,000 | 3,576 |
| Securities issued by states & political subdivisions | $33,779,000 | 949 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,196,000 | 1,250 |
| Mortgage-backed securities | $18,240,000 | 2,611 |
| Certificates of participation in pools of residential mortgages | $18,240,000 | 1,918 |
| Issued or guaranteed by U.S. | $18,240,000 | 1,917 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,497,000 | 1,938 |
| Available-for-sale securities (fair market value) | $52,239,000 | 2,293 |
| Total debt securities | $53,736,000 | 2,453 |
| Structured notes | ||
| Amortized cost | $1,081,000 | 2,101 |
| Fair value | $1,082,000 | 2,104 |
| 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 | $53,623,000 | 2,411 |
| U.S. Government securities | $20,541,000 | 3,513 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $20,541,000 | 3,436 |
| Securities issued by states & political subdivisions | $33,082,000 | 922 |
| 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 | $31,135,000 | 1,536 |
| Mortgage-backed securities | $19,446,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $19,446,000 | 1,757 |
| Issued or guaranteed by U.S. | $19,446,000 | 1,753 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,643,000 | 1,912 |
| Available-for-sale securities (fair market value) | $51,980,000 | 2,235 |
| Total debt securities | $53,623,000 | 2,384 |
| Structured notes | ||
| Amortized cost | $708,000 | 2,558 |
| Fair value | $709,000 | 2,557 |
| 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 | $53,157,000 | 2,425 |
| U.S. Government securities | $22,400,000 | 3,407 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $22,400,000 | 3,314 |
| Securities issued by states & political subdivisions | $30,757,000 | 943 |
| 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 | $32,684,000 | 1,496 |
| Mortgage-backed securities | $20,155,000 | 2,344 |
| Certificates of participation in pools of residential mortgages | $20,155,000 | 1,654 |
| Issued or guaranteed by U.S. | $20,155,000 | 1,651 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,699,000 | 1,918 |
| Available-for-sale securities (fair market value) | $51,458,000 | 2,264 |
| Total debt securities | $53,157,000 | 2,402 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 2,305 |
| Fair value | $1,352,000 | 2,306 |
| 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 | $49,999,000 | 2,522 |
| U.S. Government securities | $22,006,000 | 3,454 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $22,006,000 | 3,355 |
| Securities issued by states & political subdivisions | $27,993,000 | 1,031 |
| 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 | $33,412,000 | 1,460 |
| Mortgage-backed securities | $18,925,000 | 2,386 |
| Certificates of participation in pools of residential mortgages | $18,925,000 | 1,702 |
| Issued or guaranteed by U.S. | $18,925,000 | 1,698 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,614,000 | 1,960 |
| Available-for-sale securities (fair market value) | $48,385,000 | 2,338 |
| Total debt securities | $49,999,000 | 2,496 |
| Structured notes | ||
| Amortized cost | $1,650,000 | 2,198 |
| Fair value | $1,643,000 | 2,204 |
| 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 | $48,940,000 | 2,453 |
| U.S. Government securities | $22,553,000 | 3,223 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $22,553,000 | 3,121 |
| Securities issued by states & political subdivisions | $26,387,000 | 1,068 |
| 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 | $28,812,000 | 1,643 |
| Mortgage-backed securities | $17,822,000 | 2,369 |
| Certificates of participation in pools of residential mortgages | $17,822,000 | 1,703 |
| Issued or guaranteed by U.S. | $17,822,000 | 1,697 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,237,000 | 1,835 |
| Available-for-sale securities (fair market value) | $46,703,000 | 2,299 |
| Total debt securities | $48,940,000 | 2,428 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,994 |
| Fair value | $1,887,000 | 1,998 |
| 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 | $48,994,000 | 2,413 |
| U.S. Government securities | $28,765,000 | 2,713 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $28,765,000 | 2,628 |
| Securities issued by states & political subdivisions | $20,229,000 | 1,367 |
| 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 | $33,522,000 | 1,455 |
| Mortgage-backed securities | $20,590,000 | 2,176 |
| Certificates of participation in pools of residential mortgages | $20,590,000 | 1,511 |
| Issued or guaranteed by U.S. | $20,590,000 | 1,506 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $2,395,000 | 1,840 |
| Available-for-sale securities (fair market value) | $46,599,000 | 2,275 |
| Total debt securities | $48,994,000 | 2,380 |
| Structured notes | ||
| Amortized cost | $4,001,000 | 1,301 |
| Fair value | $4,005,000 | 1,347 |
| 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 | $47,916,000 | 2,456 |
| U.S. Government securities | $29,545,000 | 2,709 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $29,545,000 | 2,624 |
| Securities issued by states & political subdivisions | $18,371,000 | 1,413 |
| 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 | $34,956,000 | 1,428 |
| Mortgage-backed securities | $22,952,000 | 2,024 |
| Certificates of participation in pools of residential mortgages | $22,952,000 | 1,397 |
| Issued or guaranteed by U.S. | $22,952,000 | 1,393 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $2,073,000 | 1,986 |
| Available-for-sale securities (fair market value) | $45,843,000 | 2,280 |
| Total debt securities | $47,916,000 | 2,432 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,003,000 | 2,079 |
| 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 | $45,693,000 | 2,583 |
| U.S. Government securities | $26,360,000 | 2,977 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $26,360,000 | 2,897 |
| Securities issued by states & political subdivisions | $19,333,000 | 1,315 |
| 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 | $30,597,000 | 1,643 |
| Mortgage-backed securities | $22,608,000 | 2,091 |
| Certificates of participation in pools of residential mortgages | $22,608,000 | 1,478 |
| Issued or guaranteed by U.S. | $22,608,000 | 1,474 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,625,000 | 2,116 |
| Available-for-sale securities (fair market value) | $44,068,000 | 2,377 |
| Total debt securities | $45,693,000 | 2,559 |
| 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 | $44,905,000 | 2,602 |
| U.S. Government securities | $28,223,000 | 2,795 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $28,223,000 | 2,724 |
| Securities issued by states & political subdivisions | $16,682,000 | 1,520 |
| 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 | $29,374,000 | 1,693 |
| Mortgage-backed securities | $23,243,000 | 2,084 |
| Certificates of participation in pools of residential mortgages | $23,243,000 | 1,504 |
| Issued or guaranteed by U.S. | $23,243,000 | 1,497 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,796,000 | 2,107 |
| Available-for-sale securities (fair market value) | $43,109,000 | 2,401 |
| Total debt securities | $44,905,000 | 2,577 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $47,750,000 | 2,475 |
| U.S. Government securities | $30,952,000 | 2,608 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $30,952,000 | 2,546 |
| Securities issued by states & political subdivisions | $16,798,000 | 1,490 |
| 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 | $34,870,000 | 1,452 |
| Mortgage-backed securities | $23,846,000 | 2,091 |
| Certificates of participation in pools of residential mortgages | $23,846,000 | 1,523 |
| Issued or guaranteed by U.S. | $23,846,000 | 1,517 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,933,000 | 2,153 |
| Available-for-sale securities (fair market value) | $45,817,000 | 2,260 |
| Total debt securities | $47,750,000 | 2,443 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $49,040,000 | 2,364 |
| U.S. Government securities | $32,168,000 | 2,470 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $32,168,000 | 2,412 |
| Securities issued by states & political subdivisions | $16,872,000 | 1,422 |
| 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 | $34,390,000 | 1,472 |
| Mortgage-backed securities | $24,335,000 | 2,074 |
| Certificates of participation in pools of residential mortgages | $24,335,000 | 1,536 |
| Issued or guaranteed by U.S. | $24,335,000 | 1,528 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,834,000 | 1,953 |
| Available-for-sale securities (fair market value) | $46,206,000 | 2,192 |
| Total debt securities | $49,040,000 | 2,328 |
| 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 | $52,866,000 | 2,216 |
| U.S. Government securities | $35,449,000 | 2,303 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $35,449,000 | 2,251 |
| Securities issued by states & political subdivisions | $17,417,000 | 1,325 |
| 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 | $41,350,000 | 1,285 |
| Mortgage-backed securities | $25,884,000 | 2,019 |
| Certificates of participation in pools of residential mortgages | $25,884,000 | 1,492 |
| Issued or guaranteed by U.S. | $25,884,000 | 1,480 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,663,000 | 2,010 |
| Available-for-sale securities (fair market value) | $50,203,000 | 2,043 |
| Total debt securities | $52,866,000 | 2,193 |
| 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 | $50,337,000 | 2,301 |
| U.S. Government securities | $33,698,000 | 2,409 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $33,698,000 | 2,357 |
| Securities issued by states & political subdivisions | $16,639,000 | 1,364 |
| 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 | $32,169,000 | 1,599 |
| Mortgage-backed securities | $25,955,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | $25,955,000 | 1,451 |
| Issued or guaranteed by U.S. | $25,955,000 | 1,444 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,558,000 | 2,044 |
| Available-for-sale securities (fair market value) | $47,779,000 | 2,111 |
| Total debt securities | $50,337,000 | 2,272 |
| 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 | $43,761,000 | 2,534 |
| U.S. Government securities | $29,608,000 | 2,621 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $29,608,000 | 2,566 |
| Securities issued by states & political subdivisions | $14,153,000 | 1,562 |
| 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 | $31,673,000 | 1,582 |
| Mortgage-backed securities | $26,368,000 | 1,860 |
| Certificates of participation in pools of residential mortgages | $26,368,000 | 1,348 |
| Issued or guaranteed by U.S. | $26,368,000 | 1,336 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,745,000 | 2,024 |
| Available-for-sale securities (fair market value) | $41,016,000 | 2,354 |
| Total debt securities | $43,761,000 | 2,502 |
| 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 | $42,871,000 | 2,613 |
| U.S. Government securities | $30,723,000 | 2,578 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $30,723,000 | 2,532 |
| Securities issued by states & political subdivisions | $12,148,000 | 1,783 |
| 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 | $32,404,000 | 1,535 |
| Mortgage-backed securities | $26,682,000 | 1,821 |
| Certificates of participation in pools of residential mortgages | $26,682,000 | 1,341 |
| Issued or guaranteed by U.S. | $26,682,000 | 1,329 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,744,000 | 2,025 |
| Available-for-sale securities (fair market value) | $40,127,000 | 2,453 |
| Total debt securities | $42,871,000 | 2,573 |
| 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 | $45,386,000 | 2,497 |
| U.S. Government securities | $31,320,000 | 2,536 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $31,320,000 | 2,482 |
| Securities issued by states & political subdivisions | $14,066,000 | 1,590 |
| 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 | $32,524,000 | 1,494 |
| Mortgage-backed securities | $25,198,000 | 1,822 |
| Certificates of participation in pools of residential mortgages | $25,198,000 | 1,336 |
| Issued or guaranteed by U.S. | $25,198,000 | 1,326 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,767,000 | 2,058 |
| Available-for-sale securities (fair market value) | $42,619,000 | 2,328 |
| Total debt securities | $45,386,000 | 2,448 |
| 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 | $44,079,000 | 2,563 |
| U.S. Government securities | $29,985,000 | 2,674 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $29,985,000 | 2,613 |
| Securities issued by states & political subdivisions | $14,094,000 | 1,564 |
| 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 | $36,198,000 | 1,360 |
| Mortgage-backed securities | $11,192,000 | 2,744 |
| Certificates of participation in pools of residential mortgages | $11,192,000 | 2,147 |
| Issued or guaranteed by U.S. | $11,192,000 | 2,135 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,818,000 | 2,105 |
| Available-for-sale securities (fair market value) | $41,261,000 | 2,372 |
| Total debt securities | $44,079,000 | 2,514 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $42,638,000 | 2,623 |
| U.S. Government securities | $28,433,000 | 2,812 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $28,433,000 | 2,753 |
| Securities issued by states & political subdivisions | $14,205,000 | 1,510 |
| 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 | $34,651,000 | 1,380 |
| Mortgage-backed securities | $10,179,000 | 2,717 |
| Certificates of participation in pools of residential mortgages | $10,179,000 | 2,108 |
| Issued or guaranteed by U.S. | $10,179,000 | 2,099 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,939,000 | 2,112 |
| Available-for-sale securities (fair market value) | $39,699,000 | 2,427 |
| Total debt securities | $42,638,000 | 2,582 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $42,505,000 | 2,621 |
| U.S. Government securities | $28,738,000 | 2,772 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $28,738,000 | 2,709 |
| Securities issued by states & political subdivisions | $13,767,000 | 1,533 |
| 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 | $34,983,000 | 1,347 |
| Mortgage-backed securities | $10,380,000 | 2,634 |
| Certificates of participation in pools of residential mortgages | $10,380,000 | 2,025 |
| Issued or guaranteed by U.S. | $10,380,000 | 2,018 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,763,000 | 2,178 |
| Available-for-sale securities (fair market value) | $39,742,000 | 2,434 |
| Total debt securities | $42,505,000 | 2,575 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $44,152,000 | 2,555 |
| U.S. Government securities | $29,163,000 | 2,757 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $29,163,000 | 2,690 |
| Securities issued by states & political subdivisions | $14,989,000 | 1,387 |
| 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 | $38,268,000 | 1,259 |
| Mortgage-backed securities | $10,452,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | $10,452,000 | 2,010 |
| Issued or guaranteed by U.S. | $10,452,000 | 2,003 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,060,000 | 1,957 |
| Available-for-sale securities (fair market value) | $40,092,000 | 2,418 |
| Total debt securities | $44,152,000 | 2,515 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $44,274,000 | 2,584 |
| U.S. Government securities | $28,894,000 | 2,808 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $28,894,000 | 2,734 |
| Securities issued by states & political subdivisions | $15,380,000 | 1,362 |
| 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 | $36,716,000 | 1,307 |
| Mortgage-backed securities | $10,135,000 | 2,625 |
| Certificates of participation in pools of residential mortgages | $10,135,000 | 2,055 |
| Issued or guaranteed by U.S. | $10,135,000 | 2,044 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,554,000 | 1,897 |
| Available-for-sale securities (fair market value) | $39,720,000 | 2,444 |
| Total debt securities | $44,274,000 | 2,543 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $43,544,000 | 2,627 |
| U.S. Government securities | $29,819,000 | 2,779 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $29,819,000 | 2,696 |
| Securities issued by states & political subdivisions | $13,725,000 | 1,503 |
| 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 | $33,398,000 | 1,396 |
| Mortgage-backed securities | $10,609,000 | 2,566 |
| Certificates of participation in pools of residential mortgages | $10,609,000 | 2,023 |
| Issued or guaranteed by U.S. | $10,609,000 | 2,009 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,019,000 | 2,238 |
| Available-for-sale securities (fair market value) | $40,525,000 | 2,403 |
| Total debt securities | $43,544,000 | 2,591 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $42,289,000 | 2,701 |
| U.S. Government securities | $28,742,000 | 2,857 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $28,742,000 | 2,766 |
| Securities issued by states & political subdivisions | $13,547,000 | 1,503 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,179,000 | 1,396 |
| Mortgage-backed securities | $10,453,000 | 2,563 |
| Certificates of participation in pools of residential mortgages | $10,453,000 | 2,048 |
| Issued or guaranteed by U.S. | $10,453,000 | 2,037 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,937,000 | 2,283 |
| Available-for-sale securities (fair market value) | $39,352,000 | 2,446 |
| Total debt securities | $42,289,000 | 2,663 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $43,262,000 | 2,680 |
| U.S. Government securities | $28,934,000 | 2,893 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $28,934,000 | 2,795 |
| Securities issued by states & political subdivisions | $14,328,000 | 1,407 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,648,000 | 1,276 |
| Mortgage-backed securities | $10,678,000 | 2,581 |
| Certificates of participation in pools of residential mortgages | $10,678,000 | 2,069 |
| Issued or guaranteed by U.S. | $10,678,000 | 2,056 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,482,000 | 2,440 |
| Available-for-sale securities (fair market value) | $40,780,000 | 2,418 |
| Total debt securities | $43,262,000 | 2,637 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $41,786,000 | 2,744 |
| U.S. Government securities | $27,541,000 | 2,993 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $27,541,000 | 2,893 |
| Securities issued by states & political subdivisions | $14,245,000 | 1,412 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,230,000 | 1,422 |
| Mortgage-backed securities | $10,774,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $10,774,000 | 2,071 |
| Issued or guaranteed by U.S. | $10,774,000 | 2,056 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,502,000 | 2,476 |
| Available-for-sale securities (fair market value) | $39,284,000 | 2,475 |
| Total debt securities | $41,786,000 | 2,705 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $42,027,000 | 2,709 |
| U.S. Government securities | $26,309,000 | 3,059 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $26,309,000 | 2,962 |
| Securities issued by states & political subdivisions | $15,718,000 | 1,275 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,964,000 | 1,433 |
| Mortgage-backed securities | $10,482,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | $10,482,000 | 2,135 |
| Issued or guaranteed by U.S. | $10,482,000 | 2,123 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,564,000 | 2,481 |
| Available-for-sale securities (fair market value) | $39,463,000 | 2,448 |
| Total debt securities | $42,027,000 | 2,668 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $41,125,000 | 2,780 |
| U.S. Government securities | $26,534,000 | 3,079 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $26,534,000 | 2,965 |
| Securities issued by states & political subdivisions | $14,591,000 | 1,365 |
| 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 | $27,843,000 | 1,561 |
| Mortgage-backed securities | $10,750,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $10,750,000 | 2,172 |
| Issued or guaranteed by U.S. | $10,750,000 | 2,159 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,662,000 | 2,856 |
| Available-for-sale securities (fair market value) | $39,463,000 | 2,462 |
| Total debt securities | $41,125,000 | 2,732 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $41,915,000 | 2,778 |
| U.S. Government securities | $26,520,000 | 3,129 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,520,000 | 3,007 |
| Securities issued by states & political subdivisions | $15,395,000 | 1,273 |
| 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 | $26,693,000 | 1,645 |
| Mortgage-backed securities | $11,400,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | $11,400,000 | 2,151 |
| Issued or guaranteed by U.S. | $11,400,000 | 2,141 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,974,000 | 2,762 |
| Available-for-sale securities (fair market value) | $39,941,000 | 2,466 |
| Total debt securities | $41,915,000 | 2,732 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $41,708,000 | 2,806 |
| U.S. Government securities | $26,173,000 | 3,157 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,173,000 | 3,030 |
| Securities issued by states & political subdivisions | $15,535,000 | 1,262 |
| 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 | $27,847,000 | 1,577 |
| Mortgage-backed securities | $11,268,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | $11,268,000 | 2,204 |
| Issued or guaranteed by U.S. | $11,268,000 | 2,195 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,235,000 | 2,695 |
| Available-for-sale securities (fair market value) | $39,473,000 | 2,513 |
| Total debt securities | $41,708,000 | 2,748 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $40,363,000 | 2,875 |
| U.S. Government securities | $25,064,000 | 3,252 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $25,064,000 | 3,127 |
| Securities issued by states & political subdivisions | $15,299,000 | 1,283 |
| 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 | $32,586,000 | 1,345 |
| Mortgage-backed securities | $11,382,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | $11,382,000 | 2,180 |
| Issued or guaranteed by U.S. | $11,382,000 | 2,171 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,360,000 | 2,693 |
| Available-for-sale securities (fair market value) | $38,003,000 | 2,577 |
| Total debt securities | $40,363,000 | 2,822 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,670 |
| Fair value | $300,000 | 2,683 |
| 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 | $40,635,000 | 2,907 |
| U.S. Government securities | $24,949,000 | 3,327 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $24,949,000 | 3,204 |
| Securities issued by states & political subdivisions | $15,686,000 | 1,228 |
| 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 | $28,564,000 | 1,482 |
| Mortgage-backed securities | $11,362,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $11,362,000 | 2,225 |
| Issued or guaranteed by U.S. | $11,362,000 | 2,214 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,112,000 | 2,462 |
| Available-for-sale securities (fair market value) | $37,523,000 | 2,664 |
| Total debt securities | $40,635,000 | 2,850 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,628 |
| Fair value | $296,000 | 2,644 |
| 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 | $38,511,000 | 3,024 |
| U.S. Government securities | $21,695,000 | 3,632 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $21,695,000 | 3,510 |
| Securities issued by states & political subdivisions | $16,816,000 | 1,158 |
| 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 | $25,882,000 | 1,615 |
| Mortgage-backed securities | $12,132,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | $12,132,000 | 2,148 |
| Issued or guaranteed by U.S. | $12,132,000 | 2,140 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,028,000 | 2,209 |
| Available-for-sale securities (fair market value) | $34,483,000 | 2,849 |
| Total debt securities | $38,511,000 | 2,957 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,406 |
| Fair value | $301,000 | 2,422 |
| 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 | $36,606,000 | 3,193 |
| U.S. Government securities | $19,822,000 | 3,935 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $19,822,000 | 3,801 |
| Securities issued by states & political subdivisions | $16,784,000 | 1,165 |
| 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 | $22,151,000 | 1,796 |
| Mortgage-backed securities | $9,474,000 | 3,097 |
| Certificates of participation in pools of residential mortgages | $9,474,000 | 2,499 |
| Issued or guaranteed by U.S. | $9,474,000 | 2,488 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,048,000 | 2,248 |
| Available-for-sale securities (fair market value) | $32,558,000 | 3,011 |
| Total debt securities | $36,606,000 | 3,131 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,278 |
| Fair value | $300,000 | 2,286 |
| 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 | $36,606,000 | 3,134 |
| U.S. Government securities | $19,907,000 | 3,806 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $19,907,000 | 3,672 |
| Securities issued by states & political subdivisions | $16,699,000 | 1,169 |
| 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 | $26,286,000 | 1,507 |
| Mortgage-backed securities | $9,679,000 | 3,044 |
| Certificates of participation in pools of residential mortgages | $9,679,000 | 2,441 |
| Issued or guaranteed by U.S. | $9,679,000 | 2,432 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,065,000 | 2,249 |
| Available-for-sale securities (fair market value) | $32,541,000 | 2,954 |
| Total debt securities | $36,606,000 | 3,069 |
| 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 | $36,182,000 | 3,107 |
| U.S. Government securities | $20,420,000 | 3,642 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $20,420,000 | 3,495 |
| Securities issued by states & political subdivisions | $15,762,000 | 1,212 |
| 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 | $22,913,000 | 1,647 |
| Mortgage-backed securities | $12,044,000 | 2,771 |
| Certificates of participation in pools of residential mortgages | $12,044,000 | 2,151 |
| Issued or guaranteed by U.S. | $12,044,000 | 2,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,452,000 | 2,426 |
| Available-for-sale securities (fair market value) | $32,730,000 | 2,882 |
| Total debt securities | $36,182,000 | 3,023 |
| 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 | $36,930,000 | 3,014 |
| U.S. Government securities | $21,528,000 | 3,516 |
| U.S. Treasury securities | $500,000 | 1,958 |
| U.S. Government agency obligations | $21,028,000 | 3,420 |
| Securities issued by states & political subdivisions | $15,402,000 | 1,194 |
| 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 | $24,415,000 | 1,549 |
| Mortgage-backed securities | $10,179,000 | 3,033 |
| Certificates of participation in pools of residential mortgages | $10,179,000 | 2,355 |
| Issued or guaranteed by U.S. | $10,179,000 | 2,343 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,115,000 | 2,303 |
| Available-for-sale securities (fair market value) | $32,815,000 | 2,847 |
| Total debt securities | $36,930,000 | 2,934 |
| 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 | $37,441,000 | 2,965 |
| U.S. Government securities | $23,033,000 | 3,324 |
| U.S. Treasury securities | $508,000 | 2,017 |
| U.S. Government agency obligations | $22,525,000 | 3,230 |
| Securities issued by states & political subdivisions | $14,408,000 | 1,270 |
| 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 | $25,850,000 | 1,466 |
| Mortgage-backed securities | $9,800,000 | 3,051 |
| Certificates of participation in pools of residential mortgages | $9,800,000 | 2,369 |
| Issued or guaranteed by U.S. | $9,800,000 | 2,354 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,221,000 | 2,327 |
| Available-for-sale securities (fair market value) | $33,220,000 | 2,777 |
| Total debt securities | $37,441,000 | 2,879 |
| 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 | $34,987,000 | 2,973 |
| U.S. Government securities | $21,474,000 | 3,326 |
| U.S. Treasury securities | $522,000 | 2,382 |
| U.S. Government agency obligations | $20,952,000 | 3,223 |
| Securities issued by states & political subdivisions | $13,513,000 | 1,251 |
| 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 | $20,629,000 | 1,679 |
| Mortgage-backed securities | $5,827,000 | 3,748 |
| Certificates of participation in pools of residential mortgages | $5,827,000 | 2,928 |
| Issued or guaranteed by U.S. | $5,827,000 | 2,911 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,732,000 | 2,122 |
| Available-for-sale securities (fair market value) | $29,255,000 | 2,865 |
| Total debt securities | $34,987,000 | 2,907 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $30,379,000 | 3,408 |
| U.S. Government securities | $17,366,000 | 4,069 |
| U.S. Treasury securities | $3,505,000 | 1,387 |
| U.S. Government agency obligations | $13,861,000 | 4,490 |
| Securities issued by states & political subdivisions | $12,667,000 | 1,314 |
| 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 | NA | NA |
| Equity securities | $346,000 | 4,681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,048,000 | 1,705 |
| Mortgage-backed securities | $738,000 | 5,813 |
| Certificates of participation in pools of residential mortgages | $738,000 | 5,088 |
| Issued or guaranteed by U.S. | $738,000 | 5,074 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,086,000 | 2,304 |
| Available-for-sale securities (fair market value) | $23,293,000 | 3,371 |
| Total debt securities | $30,033,000 | 3,336 |
| 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 | $30,489,000 | 3,537 |
| U.S. Government securities | $16,903,000 | 4,384 |
| U.S. Treasury securities | $3,983,000 | 1,865 |
| U.S. Government agency obligations | $12,920,000 | 4,767 |
| Securities issued by states & political subdivisions | $13,249,000 | 1,261 |
| 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 | $337,000 | 4,588 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,450,000 | 1,508 |
| Mortgage-backed securities | $890,000 | 5,971 |
| Certificates of participation in pools of residential mortgages | $890,000 | 5,177 |
| Issued or guaranteed by U.S. | $890,000 | 5,166 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,556,000 | 2,313 |
| Available-for-sale securities (fair market value) | $21,933,000 | 3,620 |
| Total debt securities | $30,152,000 | 3,466 |
| 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 | $30,496,000 | 3,579 |
| U.S. Government securities | $15,995,000 | 4,585 |
| U.S. Treasury securities | $7,045,000 | 1,759 |
| U.S. Government agency obligations | $8,950,000 | 5,607 |
| Securities issued by states & political subdivisions | $14,168,000 | 1,181 |
| 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 | $333,000 | 4,412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,013,000 | 1,676 |
| Mortgage-backed securities | $879,000 | 6,240 |
| Certificates of participation in pools of residential mortgages | $879,000 | 5,420 |
| Issued or guaranteed by U.S. | $879,000 | 5,403 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,332,000 | 2,605 |
| Available-for-sale securities (fair market value) | $22,164,000 | 3,520 |
| Total debt securities | $30,163,000 | 3,514 |
| 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 | $27,498,000 | 3,901 |
| U.S. Government securities | $16,535,000 | 4,713 |
| U.S. Treasury securities | $7,006,000 | 2,486 |
| U.S. Government agency obligations | $9,529,000 | 5,385 |
| Securities issued by states & political subdivisions | $10,639,000 | 1,371 |
| 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 | $324,000 | 4,483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,493,000 | 2,005 |
| Mortgage-backed securities | $309,000 | 7,342 |
| Certificates of participation in pools of residential mortgages | $309,000 | 6,602 |
| Issued or guaranteed by U.S. | $309,000 | 6,579 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,893,000 | 3,523 |
| Available-for-sale securities (fair market value) | $20,605,000 | 3,513 |
| Total debt securities | $27,174,000 | 3,827 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $200,000 | 2,620 |
| 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 | $29,298,000 | 3,973 |
| U.S. Government securities | $17,787,000 | 4,828 |
| U.S. Treasury securities | $9,533,000 | 2,321 |
| U.S. Government agency obligations | $8,254,000 | 6,138 |
| Securities issued by states & political subdivisions | $11,395,000 | 1,275 |
| 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 | $116,000 | 6,172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,149,000 | 1,543 |
| Mortgage-backed securities | $407,000 | 7,740 |
| Certificates of participation in pools of residential mortgages | $407,000 | 6,897 |
| Issued or guaranteed by U.S. | $407,000 | 6,878 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,953,000 | 3,973 |
| Available-for-sale securities (fair market value) | $22,345,000 | 3,499 |
| Total debt securities | $29,182,000 | 3,910 |
| Structured notes | ||
| Amortized cost | $1,049,000 | 1,644 |
| Fair value | $1,050,000 | 1,628 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $26,955,000 | 4,432 |
| U.S. Government securities | $16,104,000 | 5,452 |
| U.S. Treasury securities | $11,293,000 | 2,392 |
| U.S. Government agency obligations | $4,811,000 | 7,806 |
| Securities issued by states & political subdivisions | $10,744,000 | 1,369 |
| 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 | $107,000 | 6,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,587,000 | 2,271 |
| Mortgage-backed securities | $545,000 | 7,924 |
| Certificates of participation in pools of residential mortgages | $545,000 | 6,902 |
| Issued or guaranteed by U.S. | $545,000 | 6,871 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,475,000 | 4,400 |
| Available-for-sale securities (fair market value) | $20,480,000 | 3,890 |
| Total debt securities | $26,848,000 | 4,348 |
| Structured notes | ||
| Amortized cost | $1,097,000 | 2,451 |
| Fair value | $1,086,000 | 2,442 |
| 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 | $26,234,000 | 4,778 |
| U.S. Government securities | $16,094,000 | 5,765 |
| U.S. Treasury securities | $12,470,000 | 2,784 |
| U.S. Government agency obligations | $3,624,000 | 8,640 |
| Securities issued by states & political subdivisions | $10,041,000 | 1,486 |
| 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 | $99,000 | 5,997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,650,000 | 1,881 |
| Mortgage-backed securities | $611,000 | 8,328 |
| Certificates of participation in pools of residential mortgages | $611,000 | 7,131 |
| Issued or guaranteed by U.S. | $611,000 | 7,106 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,954,000 | 6,509 |
| Available-for-sale securities (fair market value) | $18,280,000 | 3,044 |
| Total debt securities | $26,135,000 | 4,714 |
| 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 | $26,588,000 | 4,962 |
| U.S. Government securities | $15,755,000 | 6,073 |
| U.S. Treasury securities | $11,964,000 | 3,023 |
| U.S. Government agency obligations | $3,791,000 | 8,758 |
| Securities issued by states & political subdivisions | $10,742,000 | 1,390 |
| 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 | $91,000 | 5,811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,653,000 | 2,103 |
| Mortgage-backed securities | $2,530,000 | 6,793 |
| Certificates of participation in pools of residential mortgages | $2,530,000 | 5,250 |
| Issued or guaranteed by U.S. | $2,530,000 | 5,211 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $26,497,000 | 4,861 |
| 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 | $23,302,000 | 5,465 |
| U.S. Government securities | $13,761,000 | 6,640 |
| U.S. Treasury securities | $12,503,000 | 2,913 |
| U.S. Government agency obligations | $1,258,000 | 11,282 |
| Securities issued by states & political subdivisions | $9,357,000 | 1,455 |
| Other domestic debt securities | $100,000 | 6,649 |
| 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 | $100,000 | 5,148 |
| Foreign debt securities | NA | NA |
| Equity securities | $84,000 | 5,483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,655,000 | 2,348 |
| Mortgage-backed securities | $1,258,000 | 8,565 |
| Certificates of participation in pools of residential mortgages | $1,258,000 | 7,130 |
| Issued or guaranteed by U.S. | $1,258,000 | 7,071 |
| 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 | $23,218,000 | 5,362 |
| 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 |