Home > Veritex Community Bank > Securities
Veritex Community Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,266,939,000 | 215 |
| U.S. Government securities | $821,359,000 | 215 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $821,359,000 | 200 |
| Securities issued by states & political subdivisions | $155,685,000 | 270 |
| Other domestic debt securities | $279,998,000 | 132 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $63,878,000 | 108 |
| Other domestic debt securities - All other | $216,120,000 | 51 |
| 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 | $964,222,000 | 152 |
| Mortgage-backed securities | $774,706,000 | 178 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $219,167,000 | 275 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $262,179,000 | 133 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $57,996,000 | 156 |
| Other commercial mortgage-backed securities | $235,364,000 | 88 |
| Held to maturity securities (book value) | $180,403,000 | 266 |
| Available-for-sale securities (fair market value) | $1,076,639,000 | 189 |
| Total debt securities | $1,257,042,000 | 213 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 223 |
| Fair value | $6,055,000 | 230 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,070,086,000 | 236 |
| U.S. Government securities | $628,125,000 | 254 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $628,125,000 | 238 |
| Securities issued by states & political subdivisions | $153,130,000 | 261 |
| Other domestic debt securities | $279,374,000 | 135 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $68,560,000 | 108 |
| Other domestic debt securities - All other | $210,814,000 | 51 |
| 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 | $219,293,000 | 474 |
| Mortgage-backed securities | $596,150,000 | 212 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $136,237,000 | 387 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $246,821,000 | 131 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $36,472,000 | 206 |
| Other commercial mortgage-backed securities | $176,620,000 | 96 |
| Held to maturity securities (book value) | $181,546,000 | 269 |
| Available-for-sale securities (fair market value) | $879,083,000 | 215 |
| Total debt securities | $1,060,629,000 | 234 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 230 |
| Fair value | $5,804,000 | 242 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,153,781,000 | 227 |
| U.S. Government securities | $596,426,000 | 271 |
| U.S. Treasury securities | $39,712,000 | 597 |
| U.S. Government agency obligations | $556,714,000 | 259 |
| Securities issued by states & political subdivisions | $155,928,000 | 272 |
| Other domestic debt securities | $391,666,000 | 107 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,478,000 | 120 |
| Structured financial products - Total | $154,201,000 | 86 |
| Other domestic debt securities - All other | $207,987,000 | 53 |
| 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 | $236,040,000 | 429 |
| Mortgage-backed securities | $547,095,000 | 222 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $145,739,000 | 385 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $264,624,000 | 126 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $64,074,000 | 140 |
| Other commercial mortgage-backed securities | $72,658,000 | 149 |
| Held to maturity securities (book value) | $182,975,000 | 264 |
| Available-for-sale securities (fair market value) | $961,045,000 | 205 |
| Total debt securities | $1,144,020,000 | 225 |
| Structured notes | ||
| Amortized cost | $218,684,000 | 12 |
| Fair value | $183,883,000 | 12 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,160,877,000 | 239 |
| U.S. Government securities | $583,598,000 | 291 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $583,598,000 | 246 |
| Securities issued by states & political subdivisions | $156,843,000 | 284 |
| Other domestic debt securities | $410,518,000 | 109 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,950,000 | 128 |
| Structured financial products - Total | $160,945,000 | 86 |
| Other domestic debt securities - All other | $220,623,000 | 51 |
| 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 | $107,986,000 | 763 |
| Mortgage-backed securities | $573,358,000 | 227 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $151,663,000 | 388 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $279,836,000 | 127 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $65,299,000 | 150 |
| Other commercial mortgage-backed securities | $76,560,000 | 149 |
| Held to maturity securities (book value) | $184,836,000 | 271 |
| Available-for-sale securities (fair market value) | $966,123,000 | 214 |
| Total debt securities | $1,150,959,000 | 235 |
| Structured notes | ||
| Amortized cost | $218,681,000 | 11 |
| Fair value | $196,082,000 | 11 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,292,252,000 | 230 |
| U.S. Government securities | $640,923,000 | 274 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $640,923,000 | 238 |
| Securities issued by states & political subdivisions | $159,348,000 | 289 |
| Other domestic debt securities | $482,189,000 | 103 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,950,000 | 123 |
| Structured financial products - Total | $200,994,000 | 80 |
| Other domestic debt securities - All other | $252,245,000 | 49 |
| 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 | $118,392,000 | 659 |
| Mortgage-backed securities | $629,481,000 | 220 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $175,353,000 | 355 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $297,536,000 | 133 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $78,200,000 | 135 |
| Other commercial mortgage-backed securities | $78,392,000 | 151 |
| Held to maturity securities (book value) | $186,168,000 | 281 |
| Available-for-sale securities (fair market value) | $1,096,292,000 | 209 |
| Total debt securities | $1,282,460,000 | 228 |
| Structured notes | ||
| Amortized cost | $222,678,000 | 15 |
| Fair value | $207,299,000 | 14 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,312,744,000 | 226 |
| U.S. Government securities | $826,018,000 | 235 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $826,018,000 | 207 |
| Securities issued by states & political subdivisions | $158,602,000 | 289 |
| Other domestic debt securities | $318,384,000 | 126 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,664,000 | 129 |
| Structured financial products - Total | $36,822,000 | 114 |
| Other domestic debt securities - All other | $252,898,000 | 50 |
| 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 | $120,850,000 | 610 |
| Mortgage-backed securities | $814,040,000 | 186 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $179,008,000 | 353 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $305,020,000 | 134 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $79,973,000 | 134 |
| Other commercial mortgage-backed securities | $250,039,000 | 95 |
| Held to maturity securities (book value) | $188,118,000 | 277 |
| Available-for-sale securities (fair market value) | $1,114,886,000 | 208 |
| Total debt securities | $1,303,004,000 | 225 |
| Structured notes | ||
| Amortized cost | $222,675,000 | 15 |
| Fair value | $207,891,000 | 14 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,364,572,000 | 220 |
| U.S. Government securities | $869,604,000 | 234 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $869,604,000 | 210 |
| Securities issued by states & political subdivisions | $155,824,000 | 311 |
| Other domestic debt securities | $328,975,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,680,000 | 127 |
| Structured financial products - Total | $36,822,000 | 68 |
| Other domestic debt securities - All other | $263,473,000 | 49 |
| 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 | $123,285,000 | 597 |
| Mortgage-backed securities | $855,230,000 | 188 |
| Certificates of participation in pools of residential mortgages | $192,958,000 | 339 |
| Issued or guaranteed by U.S. | $192,958,000 | 337 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $313,238,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $313,238,000 | 132 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $349,034,000 | 125 |
| Commercial mortgage pass-through securities | $84,985,000 | 133 |
| Other commercial mortgage-backed securities | $264,049,000 | 106 |
| Held to maturity securities (book value) | $184,399,000 | 259 |
| Available-for-sale securities (fair market value) | $1,170,004,000 | 203 |
| Total debt securities | $1,354,403,000 | 223 |
| Structured notes | ||
| Amortized cost | $222,672,000 | 14 |
| Fair value | $217,259,000 | 13 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,255,039,000 | 240 |
| U.S. Government securities | $752,723,000 | 263 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $752,723,000 | 227 |
| Securities issued by states & political subdivisions | $154,897,000 | 324 |
| Other domestic debt securities | $336,894,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $30,469,000 | 126 |
| Structured financial products - Total | $39,204,000 | 65 |
| Other domestic debt securities - All other | $267,221,000 | 53 |
| 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 | $114,741,000 | 602 |
| Mortgage-backed securities | $737,537,000 | 211 |
| Certificates of participation in pools of residential mortgages | $187,042,000 | 356 |
| Issued or guaranteed by U.S. | $187,042,000 | 354 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $205,865,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $205,865,000 | 162 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $344,630,000 | 118 |
| Commercial mortgage pass-through securities | $88,882,000 | 131 |
| Other commercial mortgage-backed securities | $255,748,000 | 104 |
| Held to maturity securities (book value) | $181,265,000 | 240 |
| Available-for-sale securities (fair market value) | $1,063,249,000 | 221 |
| Total debt securities | $1,244,514,000 | 237 |
| Structured notes | ||
| Amortized cost | $222,669,000 | 12 |
| Fair value | $224,845,000 | 11 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,063,532,000 | 256 |
| U.S. Government securities | $646,951,000 | 270 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $646,951,000 | 250 |
| Securities issued by states & political subdivisions | $152,109,000 | 346 |
| Other domestic debt securities | $253,434,000 | 123 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,506,000 | 241 |
| Structured financial products - Total | $33,416,000 | 65 |
| Other domestic debt securities - All other | $208,512,000 | 61 |
| 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 | $321,728,000 | 259 |
| Mortgage-backed securities | $628,808,000 | 234 |
| Certificates of participation in pools of residential mortgages | $152,834,000 | 408 |
| Issued or guaranteed by U.S. | $152,834,000 | 406 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $111,396,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $111,396,000 | 265 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $364,578,000 | 120 |
| Commercial mortgage pass-through securities | $93,462,000 | 127 |
| Other commercial mortgage-backed securities | $271,116,000 | 99 |
| Held to maturity securities (book value) | $59,436,000 | 340 |
| Available-for-sale securities (fair market value) | $993,058,000 | 237 |
| Total debt securities | $1,052,494,000 | 257 |
| Structured notes | ||
| Amortized cost | $172,916,000 | 13 |
| Fair value | $180,226,000 | 13 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $1,114,888,000 | 242 |
| U.S. Government securities | $695,423,000 | 256 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $695,423,000 | 237 |
| Securities issued by states & political subdivisions | $152,113,000 | 337 |
| Other domestic debt securities | $256,209,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,580,000 | 243 |
| Structured financial products - Total | $38,509,000 | 61 |
| Other domestic debt securities - All other | $206,120,000 | 57 |
| 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 | $106,349,000 | 617 |
| Mortgage-backed securities | $676,293,000 | 220 |
| Certificates of participation in pools of residential mortgages | $159,524,000 | 381 |
| Issued or guaranteed by U.S. | $159,524,000 | 380 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $114,752,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $114,752,000 | 257 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $402,017,000 | 115 |
| Commercial mortgage pass-through securities | $122,981,000 | 108 |
| Other commercial mortgage-backed securities | $279,036,000 | 99 |
| Held to maturity securities (book value) | $55,257,000 | 333 |
| Available-for-sale securities (fair market value) | $1,048,488,000 | 226 |
| Total debt securities | $1,103,745,000 | 240 |
| Structured notes | ||
| Amortized cost | $172,913,000 | 8 |
| Fair value | $180,286,000 | 8 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,137,104,000 | 227 |
| U.S. Government securities | $718,411,000 | 239 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $718,411,000 | 220 |
| Securities issued by states & political subdivisions | $151,946,000 | 316 |
| Other domestic debt securities | $255,520,000 | 107 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,588,000 | 242 |
| Structured financial products - Total | $38,562,000 | 61 |
| Other domestic debt securities - All other | $205,370,000 | 60 |
| 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 | $125,569,000 | 526 |
| Mortgage-backed securities | $696,743,000 | 202 |
| Certificates of participation in pools of residential mortgages | $180,409,000 | 338 |
| Issued or guaranteed by U.S. | $180,409,000 | 334 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $108,660,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $108,660,000 | 256 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $407,674,000 | 113 |
| Commercial mortgage pass-through securities | $124,919,000 | 102 |
| Other commercial mortgage-backed securities | $282,755,000 | 94 |
| Held to maturity securities (book value) | $48,638,000 | 332 |
| Available-for-sale securities (fair market value) | $1,077,239,000 | 209 |
| Total debt securities | $1,125,877,000 | 222 |
| Structured notes | ||
| Amortized cost | $135,000,000 | 9 |
| Fair value | $140,554,000 | 9 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,089,024,000 | 226 |
| U.S. Government securities | $742,736,000 | 224 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $742,736,000 | 212 |
| Securities issued by states & political subdivisions | $145,933,000 | 317 |
| Other domestic debt securities | $189,191,000 | 119 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $10,063,000 | 70 |
| Other domestic debt securities - All other | $179,128,000 | 62 |
| 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 | $122,598,000 | 522 |
| Mortgage-backed securities | $720,215,000 | 194 |
| Certificates of participation in pools of residential mortgages | $185,887,000 | 309 |
| Issued or guaranteed by U.S. | $185,887,000 | 307 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $126,182,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $126,182,000 | 219 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $408,146,000 | 107 |
| Commercial mortgage pass-through securities | $125,242,000 | 96 |
| Other commercial mortgage-backed securities | $282,904,000 | 92 |
| Held to maturity securities (book value) | $33,909,000 | 387 |
| Available-for-sale securities (fair market value) | $1,043,951,000 | 201 |
| Total debt securities | $1,077,860,000 | 222 |
| Structured notes | ||
| Amortized cost | $121,000,000 | 10 |
| Fair value | $122,645,000 | 10 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,066,564,000 | 223 |
| U.S. Government securities | $729,105,000 | 216 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $729,105,000 | 202 |
| Securities issued by states & political subdivisions | $147,926,000 | 288 |
| Other domestic debt securities | $178,170,000 | 119 |
| 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 | $178,170,000 | 59 |
| 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 | $110,465,000 | 548 |
| Mortgage-backed securities | $703,364,000 | 188 |
| Certificates of participation in pools of residential mortgages | $175,930,000 | 283 |
| Issued or guaranteed by U.S. | $175,930,000 | 282 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $127,259,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $127,259,000 | 223 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $400,175,000 | 103 |
| Commercial mortgage pass-through securities | $116,904,000 | 95 |
| Other commercial mortgage-backed securities | $283,271,000 | 90 |
| Held to maturity securities (book value) | $30,872,000 | 380 |
| Available-for-sale securities (fair market value) | $1,024,329,000 | 202 |
| Total debt securities | $1,055,200,000 | 219 |
| Structured notes | ||
| Amortized cost | $121,000,000 | 7 |
| Fair value | $122,409,000 | 7 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $1,103,045,000 | 200 |
| U.S. Government securities | $777,046,000 | 197 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $777,046,000 | 186 |
| Securities issued by states & political subdivisions | $143,973,000 | 269 |
| Other domestic debt securities | $170,421,000 | 122 |
| 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 | $170,421,000 | 64 |
| 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 | $81,819,000 | 709 |
| Mortgage-backed securities | $750,544,000 | 176 |
| Certificates of participation in pools of residential mortgages | $193,333,000 | 257 |
| Issued or guaranteed by U.S. | $193,333,000 | 256 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $149,931,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $149,931,000 | 191 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $407,280,000 | 93 |
| Commercial mortgage pass-through securities | $118,645,000 | 86 |
| Other commercial mortgage-backed securities | $288,635,000 | 87 |
| Held to maturity securities (book value) | $30,984,000 | 364 |
| Available-for-sale securities (fair market value) | $1,060,456,000 | 190 |
| Total debt securities | $1,091,440,000 | 197 |
| Structured notes | ||
| Amortized cost | $12,250,000 | 32 |
| Fair value | $12,307,000 | 31 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $1,127,896,000 | 188 |
| U.S. Government securities | $816,005,000 | 188 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $816,005,000 | 176 |
| Securities issued by states & political subdivisions | $144,727,000 | 246 |
| Other domestic debt securities | $151,329,000 | 136 |
| 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 | $151,329,000 | 58 |
| 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 | $89,538,000 | 663 |
| Mortgage-backed securities | $787,433,000 | 169 |
| Certificates of participation in pools of residential mortgages | $209,662,000 | 240 |
| Issued or guaranteed by U.S. | $209,662,000 | 238 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $170,814,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $170,814,000 | 174 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $406,957,000 | 93 |
| Commercial mortgage pass-through securities | $119,033,000 | 83 |
| Other commercial mortgage-backed securities | $287,924,000 | 82 |
| Held to maturity securities (book value) | $31,991,000 | 364 |
| Available-for-sale securities (fair market value) | $1,080,070,000 | 177 |
| Total debt securities | $1,112,062,000 | 188 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,133,177,000 | 181 |
| U.S. Government securities | $880,208,000 | 174 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $880,208,000 | 165 |
| Securities issued by states & political subdivisions | $125,500,000 | 263 |
| Other domestic debt securities | $112,096,000 | 159 |
| 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 | $112,096,000 | 69 |
| 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 | $491,858,000 | 173 |
| Mortgage-backed securities | $850,762,000 | 163 |
| Certificates of participation in pools of residential mortgages | $254,985,000 | 206 |
| Issued or guaranteed by U.S. | $254,985,000 | 204 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $207,042,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $207,042,000 | 161 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $388,735,000 | 94 |
| Commercial mortgage pass-through securities | $125,103,000 | 82 |
| Other commercial mortgage-backed securities | $263,632,000 | 88 |
| Held to maturity securities (book value) | $32,842,000 | 365 |
| Available-for-sale securities (fair market value) | $1,084,962,000 | 169 |
| Total debt securities | $1,117,805,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $1,008,452,000 | 199 |
| U.S. Government securities | $817,143,000 | 188 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $817,143,000 | 176 |
| Securities issued by states & political subdivisions | $101,215,000 | 309 |
| Other domestic debt securities | $78,972,000 | 192 |
| 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 | $78,972,000 | 89 |
| 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 | $103,987,000 | 526 |
| Mortgage-backed securities | $785,468,000 | 165 |
| Certificates of participation in pools of residential mortgages | $233,737,000 | 218 |
| Issued or guaranteed by U.S. | $233,737,000 | 215 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $221,691,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $221,691,000 | 158 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $330,040,000 | 102 |
| Commercial mortgage pass-through securities | $113,684,000 | 85 |
| Other commercial mortgage-backed securities | $216,356,000 | 92 |
| Held to maturity securities (book value) | $32,965,000 | 382 |
| Available-for-sale securities (fair market value) | $964,365,000 | 183 |
| Total debt securities | $997,333,000 | 196 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,023,393,000 | 194 |
| U.S. Government securities | $842,822,000 | 183 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $842,822,000 | 175 |
| Securities issued by states & political subdivisions | $101,747,000 | 294 |
| Other domestic debt securities | $78,824,000 | 193 |
| 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 | $78,824,000 | 84 |
| 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 | $112,686,000 | 491 |
| Mortgage-backed securities | $809,443,000 | 162 |
| Certificates of participation in pools of residential mortgages | $295,841,000 | 167 |
| Issued or guaranteed by U.S. | $295,841,000 | 167 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $287,409,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $287,409,000 | 139 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $226,193,000 | 119 |
| Commercial mortgage pass-through securities | $104,242,000 | 82 |
| Other commercial mortgage-backed securities | $121,951,000 | 124 |
| Held to maturity securities (book value) | $33,119,000 | 407 |
| Available-for-sale securities (fair market value) | $990,274,000 | 177 |
| Total debt securities | $1,023,392,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,020,279,000 | 192 |
| U.S. Government securities | $857,483,000 | 182 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $857,483,000 | 169 |
| Securities issued by states & political subdivisions | $102,323,000 | 288 |
| Other domestic debt securities | $60,473,000 | 208 |
| 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 | $60,473,000 | 104 |
| 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 | $108,672,000 | 510 |
| Mortgage-backed securities | $822,110,000 | 161 |
| Certificates of participation in pools of residential mortgages | $307,225,000 | 171 |
| Issued or guaranteed by U.S. | $307,225,000 | 171 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $288,695,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $288,695,000 | 144 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $226,190,000 | 121 |
| Commercial mortgage pass-through securities | $105,727,000 | 81 |
| Other commercial mortgage-backed securities | $120,463,000 | 121 |
| Held to maturity securities (book value) | $33,219,000 | 426 |
| Available-for-sale securities (fair market value) | $987,060,000 | 174 |
| Total debt securities | $1,020,279,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $950,671,000 | 202 |
| U.S. Government securities | $810,989,000 | 185 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $810,989,000 | 175 |
| Securities issued by states & political subdivisions | $97,305,000 | 323 |
| Other domestic debt securities | $42,377,000 | 260 |
| 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 | $42,377,000 | 140 |
| 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 | $100,230,000 | 561 |
| Mortgage-backed securities | $766,267,000 | 159 |
| Certificates of participation in pools of residential mortgages | $274,989,000 | 185 |
| Issued or guaranteed by U.S. | $274,989,000 | 185 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $321,709,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $321,709,000 | 130 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $169,569,000 | 133 |
| Commercial mortgage pass-through securities | $108,390,000 | 75 |
| Other commercial mortgage-backed securities | $61,179,000 | 161 |
| Held to maturity securities (book value) | $26,343,000 | 504 |
| Available-for-sale securities (fair market value) | $924,328,000 | 182 |
| Total debt securities | $950,671,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $262,695,000 | 540 |
| U.S. Government securities | $195,789,000 | 493 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $195,789,000 | 467 |
| Securities issued by states & political subdivisions | $39,947,000 | 882 |
| Other domestic debt securities | $26,959,000 | 323 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $492,000 | 352 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $26,467,000 | 194 |
| 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 | $6,541,000 | 3,181 |
| Mortgage-backed securities | $187,081,000 | 388 |
| Certificates of participation in pools of residential mortgages | $92,028,000 | 437 |
| Issued or guaranteed by U.S. | $92,028,000 | 434 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $91,759,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $91,759,000 | 261 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,294,000 | 1,022 |
| Commercial mortgage pass-through securities | $3,294,000 | 713 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $262,695,000 | 473 |
| Total debt securities | $262,695,000 | 534 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $256,237,000 | 549 |
| U.S. Government securities | $186,674,000 | 508 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $186,674,000 | 479 |
| Securities issued by states & political subdivisions | $42,778,000 | 836 |
| Other domestic debt securities | $26,785,000 | 316 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $526,000 | 343 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $26,259,000 | 193 |
| 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 | $6,832,000 | 3,165 |
| Mortgage-backed securities | $178,086,000 | 401 |
| Certificates of participation in pools of residential mortgages | $87,904,000 | 454 |
| Issued or guaranteed by U.S. | $87,904,000 | 452 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $86,937,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $86,937,000 | 269 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,245,000 | 1,015 |
| Commercial mortgage pass-through securities | $3,245,000 | 701 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $256,237,000 | 482 |
| Total debt securities | $256,237,000 | 543 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $252,187,000 | 560 |
| U.S. Government securities | $187,333,000 | 503 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $187,333,000 | 470 |
| Securities issued by states & political subdivisions | $43,438,000 | 850 |
| Other domestic debt securities | $21,416,000 | 404 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $560,000 | 334 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $20,856,000 | 249 |
| 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 | $7,060,000 | 3,168 |
| Mortgage-backed securities | $177,482,000 | 399 |
| Certificates of participation in pools of residential mortgages | $90,263,000 | 449 |
| Issued or guaranteed by U.S. | $90,263,000 | 446 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $86,927,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $86,927,000 | 271 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $292,000 | 1,614 |
| Commercial mortgage pass-through securities | $292,000 | 1,239 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $252,187,000 | 492 |
| Total debt securities | $252,187,000 | 554 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $243,164,000 | 588 |
| U.S. Government securities | $177,155,000 | 539 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $177,155,000 | 507 |
| Securities issued by states & political subdivisions | $44,477,000 | 855 |
| Other domestic debt securities | $21,532,000 | 369 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $592,000 | 323 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $20,940,000 | 249 |
| 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 | $3,199,000 | 3,868 |
| Mortgage-backed securities | $166,973,000 | 431 |
| Certificates of participation in pools of residential mortgages | $91,995,000 | 458 |
| Issued or guaranteed by U.S. | $91,995,000 | 457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $74,978,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $74,978,000 | 290 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $243,164,000 | 517 |
| Total debt securities | $243,164,000 | 583 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $228,117,000 | 633 |
| U.S. Government securities | $154,186,000 | 605 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $154,186,000 | 570 |
| Securities issued by states & political subdivisions | $55,477,000 | 708 |
| Other domestic debt securities | $18,454,000 | 402 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $624,000 | 294 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $17,830,000 | 275 |
| 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 | $3,604,000 | 3,834 |
| Mortgage-backed securities | $143,366,000 | 472 |
| Certificates of participation in pools of residential mortgages | $90,723,000 | 462 |
| Issued or guaranteed by U.S. | $90,723,000 | 461 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $52,643,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $52,643,000 | 365 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $228,117,000 | 555 |
| Total debt securities | $228,117,000 | 624 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $204,788,000 | 690 |
| U.S. Government securities | $143,779,000 | 645 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $143,779,000 | 609 |
| Securities issued by states & political subdivisions | $52,520,000 | 763 |
| Other domestic debt securities | $8,489,000 | 638 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $659,000 | 281 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $7,830,000 | 504 |
| 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 | $1,953,000 | 4,294 |
| Mortgage-backed securities | $132,871,000 | 504 |
| Certificates of participation in pools of residential mortgages | $81,105,000 | 492 |
| Issued or guaranteed by U.S. | $81,105,000 | 491 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $51,766,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $51,766,000 | 369 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $204,788,000 | 606 |
| Total debt securities | $204,789,000 | 682 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $134,708,000 | 1,055 |
| U.S. Government securities | $111,481,000 | 821 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $111,481,000 | 782 |
| Securities issued by states & political subdivisions | $14,830,000 | 2,262 |
| Other domestic debt securities | $8,397,000 | 657 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $700,000 | 264 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $7,697,000 | 514 |
| 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 | $1,745,000 | 4,378 |
| Mortgage-backed securities | $110,800,000 | 605 |
| Certificates of participation in pools of residential mortgages | $65,589,000 | 609 |
| Issued or guaranteed by U.S. | $65,589,000 | 609 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $45,211,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $45,211,000 | 415 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $134,708,000 | 926 |
| Total debt securities | $134,706,000 | 1,040 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $138,698,000 | 1,040 |
| U.S. Government securities | $115,811,000 | 810 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $115,811,000 | 771 |
| Securities issued by states & political subdivisions | $14,651,000 | 2,277 |
| Other domestic debt securities | $8,236,000 | 669 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $736,000 | 269 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $7,500,000 | 523 |
| 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 | $1,840,000 | 4,405 |
| Mortgage-backed securities | $115,153,000 | 593 |
| Certificates of participation in pools of residential mortgages | $68,666,000 | 593 |
| Issued or guaranteed by U.S. | $68,666,000 | 593 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $46,487,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $46,487,000 | 402 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $138,698,000 | 917 |
| Total debt securities | $138,698,000 | 1,026 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $102,559,000 | 1,339 |
| U.S. Government securities | $87,742,000 | 1,011 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $87,742,000 | 968 |
| Securities issued by states & political subdivisions | $14,042,000 | 2,357 |
| Other domestic debt securities | $775,000 | 1,693 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $775,000 | 270 |
| 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 | $1,903,000 | 4,433 |
| Mortgage-backed securities | $87,046,000 | 732 |
| Certificates of participation in pools of residential mortgages | $49,119,000 | 796 |
| Issued or guaranteed by U.S. | $49,119,000 | 795 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $37,927,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $37,927,000 | 471 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $102,559,000 | 1,187 |
| Total debt securities | $102,559,000 | 1,317 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $86,772,000 | 1,558 |
| U.S. Government securities | $74,204,000 | 1,153 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $74,204,000 | 1,105 |
| Securities issued by states & political subdivisions | $11,766,000 | 2,577 |
| Other domestic debt securities | $802,000 | 1,683 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $802,000 | 270 |
| 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 | $2,023,000 | 4,452 |
| Mortgage-backed securities | $73,487,000 | 838 |
| Certificates of participation in pools of residential mortgages | $44,484,000 | 853 |
| Issued or guaranteed by U.S. | $44,484,000 | 853 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $29,003,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $29,003,000 | 553 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $86,772,000 | 1,402 |
| Total debt securities | $86,771,000 | 1,533 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $83,677,000 | 1,623 |
| U.S. Government securities | $71,680,000 | 1,205 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $71,680,000 | 1,149 |
| Securities issued by states & political subdivisions | $11,177,000 | 2,657 |
| Other domestic debt securities | $820,000 | 1,704 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $820,000 | 273 |
| 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 | $2,172,000 | 4,490 |
| Mortgage-backed securities | $70,915,000 | 860 |
| Certificates of participation in pools of residential mortgages | $45,129,000 | 857 |
| Issued or guaranteed by U.S. | $45,129,000 | 854 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $25,786,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $25,786,000 | 612 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $83,677,000 | 1,465 |
| Total debt securities | $83,676,000 | 1,600 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $79,146,000 | 1,708 |
| U.S. Government securities | $71,247,000 | 1,245 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $71,247,000 | 1,189 |
| Securities issued by states & political subdivisions | $7,049,000 | 3,190 |
| Other domestic debt securities | $850,000 | 1,716 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $850,000 | 268 |
| 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 | $1,500,000 | 4,727 |
| Mortgage-backed securities | $70,487,000 | 861 |
| Certificates of participation in pools of residential mortgages | $45,490,000 | 857 |
| Issued or guaranteed by U.S. | $45,490,000 | 857 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $24,997,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $24,997,000 | 635 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $79,146,000 | 1,538 |
| Total debt securities | $79,147,000 | 1,686 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $75,813,000 | 1,796 |
| U.S. Government securities | $68,228,000 | 1,313 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $68,228,000 | 1,254 |
| Securities issued by states & political subdivisions | $6,696,000 | 3,266 |
| Other domestic debt securities | $889,000 | 1,702 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $889,000 | 272 |
| 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 | $75,813,000 | 793 |
| Mortgage-backed securities | $64,441,000 | 919 |
| Certificates of participation in pools of residential mortgages | $46,057,000 | 852 |
| Issued or guaranteed by U.S. | $46,057,000 | 851 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $18,384,000 | 821 |
| CMOs issued by government agencies or sponsored agencies | $18,384,000 | 784 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $75,813,000 | 1,623 |
| Total debt securities | $75,814,000 | 1,772 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $61,023,000 | 2,152 |
| U.S. Government securities | $53,375,000 | 1,610 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $53,375,000 | 1,543 |
| Securities issued by states & political subdivisions | $6,724,000 | 3,279 |
| Other domestic debt securities | $924,000 | 1,693 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $924,000 | 281 |
| 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 | $61,023,000 | 968 |
| Mortgage-backed securities | $49,551,000 | 1,141 |
| Certificates of participation in pools of residential mortgages | $39,742,000 | 943 |
| Issued or guaranteed by U.S. | $39,742,000 | 943 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,809,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $9,809,000 | 1,143 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $61,023,000 | 1,962 |
| Total debt securities | $61,023,000 | 2,126 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $59,299,000 | 2,228 |
| U.S. Government securities | $52,156,000 | 1,703 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $52,156,000 | 1,627 |
| Securities issued by states & political subdivisions | $6,114,000 | 3,410 |
| Other domestic debt securities | $1,029,000 | 1,601 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $1,029,000 | 272 |
| 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 | $59,299,000 | 998 |
| Mortgage-backed securities | $50,302,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $39,803,000 | 981 |
| Issued or guaranteed by U.S. | $39,803,000 | 980 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,499,000 | 1,215 |
| CMOs issued by government agencies or sponsored agencies | $10,499,000 | 1,164 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $59,299,000 | 2,019 |
| Total debt securities | $59,299,000 | 2,205 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $53,391,000 | 2,447 |
| U.S. Government securities | $48,893,000 | 1,842 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $48,893,000 | 1,766 |
| Securities issued by states & political subdivisions | $3,402,000 | 3,968 |
| Other domestic debt securities | $1,096,000 | 1,607 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $1,096,000 | 275 |
| 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 | $53,391,000 | 1,121 |
| Mortgage-backed securities | $47,039,000 | 1,245 |
| Certificates of participation in pools of residential mortgages | $35,804,000 | 1,056 |
| Issued or guaranteed by U.S. | $35,804,000 | 1,055 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $11,235,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $11,235,000 | 1,161 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $53,391,000 | 2,234 |
| Total debt securities | $53,391,000 | 2,420 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $45,127,000 | 2,778 |
| U.S. Government securities | $42,491,000 | 2,080 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $42,491,000 | 1,998 |
| Securities issued by states & political subdivisions | $987,000 | 4,753 |
| Other domestic debt securities | $1,149,000 | 1,610 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $1,149,000 | 274 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $500,000 | 227 |
| 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 | $45,127,000 | 1,254 |
| Mortgage-backed securities | $40,610,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $28,771,000 | 1,270 |
| Issued or guaranteed by U.S. | $28,771,000 | 1,268 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,839,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $11,839,000 | 1,148 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $45,127,000 | 2,535 |
| Total debt securities | $45,127,000 | 2,757 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $47,497,000 | 2,733 |
| U.S. Government securities | $44,790,000 | 2,029 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $44,790,000 | 1,954 |
| Securities issued by states & political subdivisions | $990,000 | 4,808 |
| Other domestic debt securities | $1,216,000 | 1,642 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $1,216,000 | 273 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $501,000 | 227 |
| 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 | $47,497,000 | 1,224 |
| Mortgage-backed securities | $42,933,000 | 1,404 |
| Certificates of participation in pools of residential mortgages | $30,368,000 | 1,259 |
| Issued or guaranteed by U.S. | $30,368,000 | 1,258 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $12,565,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $12,565,000 | 1,128 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $47,497,000 | 2,492 |
| Total debt securities | $47,497,000 | 2,707 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $50,547,000 | 2,646 |
| U.S. Government securities | $47,785,000 | 1,937 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $47,785,000 | 1,870 |
| Securities issued by states & political subdivisions | $981,000 | 4,864 |
| Other domestic debt securities | $1,781,000 | 1,508 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $1,278,000 | 285 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $503,000 | 1,662 |
| 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 | $50,547,000 | 1,172 |
| Mortgage-backed securities | $45,856,000 | 1,348 |
| Certificates of participation in pools of residential mortgages | $32,434,000 | 1,232 |
| Issued or guaranteed by U.S. | $32,434,000 | 1,232 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,422,000 | 1,159 |
| CMOs issued by government agencies or sponsored agencies | $13,422,000 | 1,101 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $50,547,000 | 2,415 |
| Total debt securities | $50,547,000 | 2,621 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $51,215,000 | 2,633 |
| U.S. Government securities | $48,405,000 | 1,934 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $48,405,000 | 1,878 |
| Securities issued by states & political subdivisions | $974,000 | 4,899 |
| Other domestic debt securities | $1,836,000 | 1,537 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $1,332,000 | 299 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $504,000 | 1,691 |
| 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 | $51,215,000 | 1,149 |
| Mortgage-backed securities | $46,500,000 | 1,330 |
| Certificates of participation in pools of residential mortgages | $32,328,000 | 1,248 |
| Issued or guaranteed by U.S. | $32,328,000 | 1,248 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $14,172,000 | 1,123 |
| CMOs issued by government agencies or sponsored agencies | $14,172,000 | 1,067 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $51,215,000 | 2,405 |
| Total debt securities | $51,215,000 | 2,612 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $45,604,000 | 2,866 |
| U.S. Government securities | $41,769,000 | 2,190 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $41,769,000 | 2,123 |
| Securities issued by states & political subdivisions | $958,000 | 4,951 |
| Other domestic debt securities | $2,877,000 | 1,299 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,396,000 | 296 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,481,000 | 1,307 |
| 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 | $45,604,000 | 1,263 |
| Mortgage-backed securities | $39,845,000 | 1,500 |
| Certificates of participation in pools of residential mortgages | $24,931,000 | 1,525 |
| Issued or guaranteed by U.S. | $24,931,000 | 1,524 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $14,914,000 | 1,099 |
| CMOs issued by government agencies or sponsored agencies | $14,914,000 | 1,043 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $45,604,000 | 2,610 |
| Total debt securities | $45,604,000 | 2,838 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $39,157,000 | 3,197 |
| U.S. Government securities | $35,273,000 | 2,480 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $35,273,000 | 2,412 |
| Securities issued by states & political subdivisions | $952,000 | 4,967 |
| Other domestic debt securities | $2,932,000 | 1,323 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $1,449,000 | 300 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,483,000 | 1,335 |
| 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 | $39,157,000 | 1,387 |
| Mortgage-backed securities | $33,348,000 | 1,728 |
| Certificates of participation in pools of residential mortgages | $23,310,000 | 1,602 |
| Issued or guaranteed by U.S. | $23,310,000 | 1,599 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $10,038,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $10,038,000 | 1,306 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $39,157,000 | 2,923 |
| Total debt securities | $39,156,000 | 3,166 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $38,530,000 | 3,208 |
| U.S. Government securities | $34,590,000 | 2,511 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $34,590,000 | 2,443 |
| Securities issued by states & political subdivisions | $952,000 | 4,960 |
| Other domestic debt securities | $2,988,000 | 1,328 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $1,514,000 | 298 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,474,000 | 1,368 |
| 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 | $38,530,000 | 1,374 |
| Mortgage-backed securities | $32,626,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $24,111,000 | 1,560 |
| Issued or guaranteed by U.S. | $24,111,000 | 1,558 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,515,000 | 1,508 |
| CMOs issued by government agencies or sponsored agencies | $8,515,000 | 1,425 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $38,530,000 | 2,944 |
| Total debt securities | $38,529,000 | 3,176 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $31,660,000 | 3,627 |
| U.S. Government securities | $27,648,000 | 2,949 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $27,648,000 | 2,880 |
| Securities issued by states & political subdivisions | $954,000 | 4,979 |
| Other domestic debt securities | $3,058,000 | 1,314 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $1,575,000 | 282 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,483,000 | 1,352 |
| 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 | $15,000,000 | 2,660 |
| Mortgage-backed securities | $26,645,000 | 2,046 |
| Certificates of participation in pools of residential mortgages | $16,961,000 | 2,013 |
| Issued or guaranteed by U.S. | $16,961,000 | 2,012 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,684,000 | 1,458 |
| CMOs issued by government agencies or sponsored agencies | $9,684,000 | 1,379 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $31,660,000 | 3,358 |
| Total debt securities | $31,660,000 | 3,585 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $29,538,000 | 3,703 |
| U.S. Government securities | $25,500,000 | 3,030 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $25,500,000 | 2,962 |
| Securities issued by states & political subdivisions | $944,000 | 5,005 |
| Other domestic debt securities | $3,094,000 | 1,288 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,633,000 | 261 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,461,000 | 1,323 |
| 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 | $10,000,000 | 3,292 |
| Mortgage-backed securities | $25,500,000 | 2,089 |
| Certificates of participation in pools of residential mortgages | $15,455,000 | 2,113 |
| Issued or guaranteed by U.S. | $15,455,000 | 2,111 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $10,045,000 | 1,504 |
| CMOs issued by government agencies or sponsored agencies | $10,045,000 | 1,409 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $29,538,000 | 3,428 |
| Total debt securities | $29,537,000 | 3,673 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $32,269,000 | 3,576 |
| U.S. Government securities | $28,182,000 | 2,911 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $28,182,000 | 2,856 |
| Securities issued by states & political subdivisions | $944,000 | 5,020 |
| Other domestic debt securities | $3,143,000 | 1,309 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $1,699,000 | 252 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,444,000 | 1,372 |
| 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 | $10,000,000 | 3,315 |
| Mortgage-backed securities | $28,182,000 | 2,069 |
| Certificates of participation in pools of residential mortgages | $16,767,000 | 2,097 |
| Issued or guaranteed by U.S. | $16,767,000 | 2,096 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $11,415,000 | 1,466 |
| CMOs issued by government agencies or sponsored agencies | $11,415,000 | 1,369 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $32,269,000 | 3,310 |
| Total debt securities | $32,269,000 | 3,545 |
| 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 | $34,611,000 | 3,440 |
| U.S. Government securities | $30,494,000 | 2,815 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $30,494,000 | 2,757 |
| Securities issued by states & political subdivisions | $926,000 | 5,016 |
| Other domestic debt securities | $3,191,000 | 1,308 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,789,000 | 220 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,402,000 | 1,391 |
| 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 | $10,000,000 | 3,341 |
| Mortgage-backed securities | $30,494,000 | 1,977 |
| Certificates of participation in pools of residential mortgages | $17,732,000 | 2,057 |
| Issued or guaranteed by U.S. | $17,732,000 | 2,056 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,762,000 | 1,423 |
| CMOs issued by government agencies or sponsored agencies | $12,762,000 | 1,316 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $34,611,000 | 3,186 |
| Total debt securities | $34,611,000 | 3,421 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $38,014,000 | 3,261 |
| U.S. Government securities | $33,846,000 | 2,645 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $33,846,000 | 2,588 |
| Securities issued by states & political subdivisions | $908,000 | 5,002 |
| Other domestic debt securities | $3,260,000 | 1,279 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $1,843,000 | 180 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,417,000 | 1,371 |
| 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 | $10,396,000 | 3,309 |
| Mortgage-backed securities | $32,847,000 | 1,881 |
| Certificates of participation in pools of residential mortgages | $18,794,000 | 1,976 |
| Issued or guaranteed by U.S. | $18,794,000 | 1,974 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,053,000 | 1,376 |
| CMOs issued by government agencies or sponsored agencies | $14,053,000 | 1,271 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $38,014,000 | 3,014 |
| Total debt securities | $38,020,000 | 3,237 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $999,000 | 2,317 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $42,688,000 | 2,934 |
| U.S. Government securities | $39,891,000 | 2,228 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $39,891,000 | 2,175 |
| Securities issued by states & political subdivisions | $914,000 | 4,994 |
| Other domestic debt securities | $1,883,000 | 1,642 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $1,883,000 | 132 |
| 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 | $10,000,000 | 3,235 |
| Mortgage-backed securities | $33,892,000 | 1,780 |
| Certificates of participation in pools of residential mortgages | $18,795,000 | 1,863 |
| Issued or guaranteed by U.S. | $18,795,000 | 1,862 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $15,097,000 | 1,291 |
| CMOs issued by government agencies or sponsored agencies | $15,097,000 | 1,144 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $42,688,000 | 2,686 |
| Total debt securities | $42,688,000 | 2,913 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,140 |
| Fair value | $4,000,000 | 1,184 |
| 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 | $59,186,000 | 2,204 |
| U.S. Government securities | $58,287,000 | 1,621 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $58,287,000 | 1,576 |
| Securities issued by states & political subdivisions | $899,000 | 4,995 |
| 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 | $10,007,000 | 3,196 |
| Mortgage-backed securities | $49,282,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $23,865,000 | 1,492 |
| Issued or guaranteed by U.S. | $23,865,000 | 1,488 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $25,417,000 | 906 |
| CMOs issued by government agencies or sponsored agencies | $25,417,000 | 794 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $59,186,000 | 1,993 |
| Total debt securities | $59,186,000 | 2,184 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,019 |
| Fair value | $5,002,000 | 1,052 |
| 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 | $80,118,000 | 1,703 |
| U.S. Government securities | $79,289,000 | 1,261 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $79,289,000 | 1,209 |
| Securities issued by states & political subdivisions | $829,000 | 5,022 |
| 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 | $10,000,000 | 3,207 |
| Mortgage-backed securities | $76,288,000 | 880 |
| Certificates of participation in pools of residential mortgages | $49,717,000 | 840 |
| Issued or guaranteed by U.S. | $49,717,000 | 836 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $26,571,000 | 867 |
| CMOs issued by government agencies or sponsored agencies | $26,571,000 | 753 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $80,118,000 | 1,544 |
| Total debt securities | $80,118,000 | 1,688 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,597 |
| Fair value | $3,001,000 | 1,642 |
| 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 | $69,209,000 | 1,929 |
| U.S. Government securities | $69,209,000 | 1,407 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $69,209,000 | 1,353 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $10,000,000 | 3,206 |
| Mortgage-backed securities | $69,209,000 | 922 |
| Certificates of participation in pools of residential mortgages | $50,806,000 | 779 |
| Issued or guaranteed by U.S. | $50,806,000 | 776 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $18,403,000 | 1,083 |
| CMOs issued by government agencies or sponsored agencies | $18,403,000 | 926 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $69,209,000 | 1,742 |
| Total debt securities | $69,209,000 | 1,912 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $69,502,000 | 1,836 |
| U.S. Government securities | $69,502,000 | 1,341 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $69,502,000 | 1,289 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $10,000,000 | 3,167 |
| Mortgage-backed securities | $69,502,000 | 883 |
| Certificates of participation in pools of residential mortgages | $50,625,000 | 739 |
| Issued or guaranteed by U.S. | $50,625,000 | 733 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,877,000 | 1,047 |
| CMOs issued by government agencies or sponsored agencies | $18,877,000 | 884 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $69,502,000 | 1,660 |
| Total debt securities | $69,502,000 | 1,820 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $49,273,000 | 2,402 |
| U.S. Government securities | $49,273,000 | 1,757 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $49,273,000 | 1,692 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $10,000,000 | 3,221 |
| Mortgage-backed securities | $49,273,000 | 1,157 |
| Certificates of participation in pools of residential mortgages | $40,429,000 | 862 |
| Issued or guaranteed by U.S. | $40,429,000 | 854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,844,000 | 1,555 |
| CMOs issued by government agencies or sponsored agencies | $8,844,000 | 1,367 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $49,273,000 | 2,166 |
| Total debt securities | $49,274,000 | 2,368 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $40,071,000 | 2,839 |
| U.S. Government securities | $40,071,000 | 2,122 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $40,071,000 | 2,046 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $10,000,000 | 3,240 |
| Mortgage-backed securities | $40,071,000 | 1,339 |
| Certificates of participation in pools of residential mortgages | $37,314,000 | 923 |
| Issued or guaranteed by U.S. | $37,314,000 | 916 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,757,000 | 2,323 |
| CMOs issued by government agencies or sponsored agencies | $2,757,000 | 2,061 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $40,071,000 | 2,544 |
| Total debt securities | $40,071,000 | 2,814 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $37,970,000 | 2,971 |
| U.S. Government securities | $37,970,000 | 2,255 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $37,970,000 | 2,189 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $10,000,000 | 3,318 |
| Mortgage-backed securities | $37,970,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $35,886,000 | 1,041 |
| Issued or guaranteed by U.S. | $35,886,000 | 1,033 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,084,000 | 2,456 |
| CMOs issued by government agencies or sponsored agencies | $2,084,000 | 2,162 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $37,970,000 | 2,664 |
| Total debt securities | $37,970,000 | 2,945 |
| 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 | $30,642,000 | 3,440 |
| U.S. Government securities | $30,642,000 | 2,643 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $30,642,000 | 2,569 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $10,000,000 | 3,332 |
| Mortgage-backed securities | $30,642,000 | 1,701 |
| Certificates of participation in pools of residential mortgages | $29,743,000 | 1,245 |
| Issued or guaranteed by U.S. | $29,743,000 | 1,239 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $899,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $899,000 | 2,603 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $30,642,000 | 3,112 |
| Total debt securities | $30,642,000 | 3,409 |
| 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 | $30,186,000 | 3,477 |
| U.S. Government securities | $30,186,000 | 2,670 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $30,186,000 | 2,603 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $10,000,000 | 3,346 |
| Mortgage-backed securities | $30,186,000 | 1,768 |
| Certificates of participation in pools of residential mortgages | $27,345,000 | 1,365 |
| Issued or guaranteed by U.S. | $27,345,000 | 1,357 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,841,000 | 2,236 |
| CMOs issued by government agencies or sponsored agencies | $2,841,000 | 1,934 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $30,186,000 | 3,131 |
| Total debt securities | $30,186,000 | 3,436 |
| 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 | $26,094,000 | 3,777 |
| U.S. Government securities | $26,094,000 | 2,911 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $26,094,000 | 2,843 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $10,000,000 | 3,354 |
| Mortgage-backed securities | $26,094,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | $22,538,000 | 1,619 |
| Issued or guaranteed by U.S. | $22,538,000 | 1,612 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,556,000 | 2,072 |
| CMOs issued by government agencies or sponsored agencies | $3,556,000 | 1,752 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $26,094,000 | 3,402 |
| Total debt securities | $26,093,000 | 3,740 |
| 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 | $23,763,000 | 4,010 |
| U.S. Government securities | $23,763,000 | 3,137 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $23,763,000 | 3,078 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $12,970,000 | 2,958 |
| Mortgage-backed securities | $23,763,000 | 2,141 |
| Certificates of participation in pools of residential mortgages | $20,068,000 | 1,818 |
| Issued or guaranteed by U.S. | $20,068,000 | 1,807 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,695,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $3,695,000 | 1,733 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $23,763,000 | 3,604 |
| Total debt securities | $23,764,000 | 3,978 |
| 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 | $25,020,000 | 3,892 |
| U.S. Government securities | $25,020,000 | 3,026 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $25,020,000 | 2,968 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $16,459,000 | 2,616 |
| Mortgage-backed securities | $25,020,000 | 2,023 |
| Certificates of participation in pools of residential mortgages | $21,183,000 | 1,703 |
| Issued or guaranteed by U.S. | $21,183,000 | 1,693 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,837,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $3,837,000 | 1,686 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $25,020,000 | 3,481 |
| Total debt securities | $25,020,000 | 3,855 |
| 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 | $22,271,000 | 4,106 |
| U.S. Government securities | $22,271,000 | 3,234 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $22,271,000 | 3,168 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $20,315,000 | 2,240 |
| Mortgage-backed securities | $20,764,000 | 2,189 |
| Certificates of participation in pools of residential mortgages | $17,472,000 | 1,853 |
| Issued or guaranteed by U.S. | $17,472,000 | 1,841 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,292,000 | 2,029 |
| CMOs issued by government agencies or sponsored agencies | $3,292,000 | 1,707 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $22,271,000 | 3,647 |
| Total debt securities | $22,271,000 | 4,071 |
| 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 | $23,798,000 | 3,992 |
| U.S. Government securities | $23,798,000 | 3,131 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $23,798,000 | 3,073 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $23,798,000 | 1,973 |
| Mortgage-backed securities | $21,782,000 | 2,126 |
| Certificates of participation in pools of residential mortgages | $20,406,000 | 1,656 |
| Issued or guaranteed by U.S. | $20,406,000 | 1,647 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,376,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $1,376,000 | 2,255 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $23,798,000 | 3,560 |
| Total debt securities | $23,798,000 | 3,944 |
| 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 | $25,897,000 | 3,789 |
| U.S. Government securities | $25,897,000 | 2,939 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $25,897,000 | 2,884 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $17,000,000 | 2,456 |
| Mortgage-backed securities | $23,362,000 | 1,941 |
| Certificates of participation in pools of residential mortgages | $21,876,000 | 1,517 |
| Issued or guaranteed by U.S. | $21,876,000 | 1,505 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,486,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $1,486,000 | 2,204 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $25,897,000 | 3,381 |
| Total debt securities | $25,897,000 | 3,738 |
| 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 | $12,999,000 | 5,506 |
| U.S. Government securities | $12,999,000 | 4,679 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,999,000 | 4,580 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $499,000 | 6,448 |
| Mortgage-backed securities | $7,499,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $5,987,000 | 3,007 |
| Issued or guaranteed by U.S. | $5,987,000 | 2,992 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,512,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $1,512,000 | 2,105 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $12,999,000 | 4,942 |
| Total debt securities | $12,999,000 | 5,448 |
| 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 | $12,522,000 | 5,632 |
| U.S. Government securities | $12,522,000 | 4,855 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,522,000 | 4,760 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $493,000 | 6,486 |
| Mortgage-backed securities | $6,556,000 | 3,327 |
| Certificates of participation in pools of residential mortgages | $5,599,000 | 2,934 |
| Issued or guaranteed by U.S. | $5,599,000 | 2,919 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $957,000 | 2,635 |
| CMOs issued by government agencies or sponsored agencies | $957,000 | 2,330 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $12,522,000 | 5,048 |
| Total debt securities | $12,522,000 | 5,580 |
| 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 | $9,529,000 | 6,192 |
| U.S. Government securities | $9,529,000 | 5,511 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,529,000 | 5,401 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $483,000 | 6,557 |
| Mortgage-backed securities | $3,139,000 | 4,271 |
| Certificates of participation in pools of residential mortgages | $2,682,000 | 3,843 |
| Issued or guaranteed by U.S. | $2,682,000 | 3,831 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $457,000 | 2,980 |
| CMOs issued by government agencies or sponsored agencies | $457,000 | 2,672 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $9,529,000 | 5,574 |
| Total debt securities | $9,529,000 | 6,137 |
| 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 | $8,207,000 | 6,486 |
| U.S. Government securities | $8,207,000 | 5,828 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,207,000 | 5,714 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $488,000 | 6,585 |
| Mortgage-backed securities | $1,793,000 | 4,831 |
| Certificates of participation in pools of residential mortgages | $1,793,000 | 4,302 |
| Issued or guaranteed by U.S. | $1,793,000 | 4,285 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $8,207,000 | 5,830 |
| Total debt securities | $8,207,000 | 6,427 |
| 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 | $8,226,000 | 6,534 |
| U.S. Government securities | $8,226,000 | 5,879 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,226,000 | 5,760 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | $1,835,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $1,835,000 | 4,284 |
| Issued or guaranteed by U.S. | $1,835,000 | 4,269 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $8,226,000 | 5,879 |
| Total debt securities | $8,226,000 | 6,470 |
| 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 | $6,240,000 | 7,048 |
| U.S. Government securities | $6,240,000 | 6,504 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,240,000 | 6,368 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $484,000 | 6,672 |
| Mortgage-backed securities | $365,000 | 5,823 |
| Certificates of participation in pools of residential mortgages | $365,000 | 5,436 |
| Issued or guaranteed by U.S. | $365,000 | 5,410 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $6,240,000 | 6,326 |
| Total debt securities | $6,240,000 | 6,992 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $499,000 | 2,552 |
| 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 | $6,151,000 | 7,086 |
| U.S. Government securities | $6,151,000 | 6,531 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,151,000 | 6,400 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $472,000 | 6,715 |
| Mortgage-backed securities | $376,000 | 5,842 |
| Certificates of participation in pools of residential mortgages | $376,000 | 5,458 |
| Issued or guaranteed by U.S. | $376,000 | 5,433 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $6,151,000 | 6,347 |
| Total debt securities | $6,151,000 | 7,031 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,120 |
| Fair value | $984,000 | 2,193 |
| 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 | $6,222,000 | 7,129 |
| U.S. Government securities | $6,222,000 | 6,568 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,222,000 | 6,426 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $478,000 | 6,748 |
| Mortgage-backed securities | $406,000 | 5,849 |
| Certificates of participation in pools of residential mortgages | $406,000 | 5,446 |
| Issued or guaranteed by U.S. | $406,000 | 5,423 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $6,222,000 | 6,401 |
| Total debt securities | $6,222,000 | 7,072 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,107 |
| Fair value | $986,000 | 2,198 |
| 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 | $6,283,000 | 7,146 |
| U.S. Government securities | $6,283,000 | 6,560 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,283,000 | 6,412 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $485,000 | 6,777 |
| Mortgage-backed securities | $428,000 | 5,887 |
| Certificates of participation in pools of residential mortgages | $428,000 | 5,458 |
| Issued or guaranteed by U.S. | $428,000 | 5,432 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $6,283,000 | 6,418 |
| Total debt securities | $6,283,000 | 7,090 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $985,000 | 2,227 |
| 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 | $6,337,000 | 7,157 |
| U.S. Government securities | $6,337,000 | 6,541 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,337,000 | 6,404 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $489,000 | 6,806 |
| Mortgage-backed securities | $450,000 | 5,909 |
| Certificates of participation in pools of residential mortgages | $450,000 | 5,477 |
| Issued or guaranteed by U.S. | $450,000 | 5,455 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $6,337,000 | 6,409 |
| Total debt securities | $6,335,000 | 7,101 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $987,000 | 2,228 |
| 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 | $6,437,000 | 7,183 |
| U.S. Government securities | $6,437,000 | 6,571 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,437,000 | 6,428 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $497,000 | 6,786 |
| Mortgage-backed securities | $483,000 | 5,939 |
| Certificates of participation in pools of residential mortgages | $483,000 | 5,504 |
| Issued or guaranteed by U.S. | $483,000 | 5,477 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $6,437,000 | 6,411 |
| Total debt securities | $6,437,000 | 7,117 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $993,000 | 2,182 |
| 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 | $6,360,000 | 7,277 |
| U.S. Government securities | $6,360,000 | 6,657 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,360,000 | 6,496 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,896 |
| Mortgage-backed securities | $503,000 | 5,982 |
| Certificates of participation in pools of residential mortgages | $503,000 | 5,544 |
| Issued or guaranteed by U.S. | $503,000 | 5,524 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,360,000 | 6,481 |
| Total debt securities | $6,360,000 | 7,215 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $984,000 | 2,174 |
| 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 | $5,966,000 | 7,405 |
| U.S. Government securities | $5,966,000 | 6,799 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,966,000 | 6,643 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $5,966,000 | 4,303 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,966,000 | 6,603 |
| Total debt securities | $5,966,000 | 7,333 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $995,000 | 2,103 |
| 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 | $3,995,000 | 7,923 |
| U.S. Government securities | $3,995,000 | 7,455 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,995,000 | 7,302 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $3,992,000 | 4,984 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $3,995,000 | 7,129 |
| Total debt securities | $3,995,000 | 7,861 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,000,000 | 2,082 |
| 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 | $3,928,000 | 7,998 |
| U.S. Government securities | $3,928,000 | 7,548 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,928,000 | 7,388 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $3,928,000 | 7,213 |
| Total debt securities | $3,928,000 | 7,940 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $986,000 | 2,080 |
| 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 | $2,538,000 | 8,340 |
| U.S. Government securities | $2,538,000 | 7,979 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,538,000 | 7,814 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $2,538,000 | 7,528 |
| Total debt securities | $2,538,000 | 8,275 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $503,000 | 2,221 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |