Home > Apollo Bank > Securities
Apollo Bank, Securities
| 2022-09-30 | Rank | |
| Total securities | $209,262,000 | 1,017 |
| U.S. Government securities | $97,163,000 | 1,308 |
| U.S. Treasury securities | $22,177,000 | 1,011 |
| U.S. Government agency obligations | $74,986,000 | 1,265 |
| Securities issued by states & political subdivisions | $25,038,000 | 1,689 |
| Other domestic debt securities | $82,357,000 | 306 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,833,000 | 132 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $55,524,000 | 186 |
| Foreign debt securities | $4,704,000 | 101 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $70,145,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $32,656,000 | 1,200 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,712,000 | 621 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $8,777,000 | 586 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $209,262,000 | 872 |
| Total debt securities | $209,262,000 | 1,004 |
| Structured notes | ||
| Amortized cost | $9,800,000 | 214 |
| Fair value | $9,118,000 | 199 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $219,628,000 | 991 |
| U.S. Government securities | $104,257,000 | 1,241 |
| U.S. Treasury securities | $22,724,000 | 985 |
| U.S. Government agency obligations | $81,533,000 | 1,211 |
| Securities issued by states & political subdivisions | $26,292,000 | 1,686 |
| Other domestic debt securities | $84,339,000 | 285 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,782,000 | 130 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $56,557,000 | 187 |
| Foreign debt securities | $4,740,000 | 103 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $75,942,000 | 1,053 |
| Certificates of participation in pools of residential mortgages | $35,082,000 | 1,204 |
| Issued or guaranteed by U.S. | $35,082,000 | 1,181 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $34,326,000 | 614 |
| CMOs issued by government agencies or sponsored agencies | $34,326,000 | 557 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $6,534,000 | 1,057 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $6,534,000 | 731 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $219,628,000 | 866 |
| Total debt securities | $219,626,000 | 979 |
| Structured notes | ||
| Amortized cost | $9,800,000 | 199 |
| Fair value | $9,215,000 | 192 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $236,040,000 | 934 |
| U.S. Government securities | $113,304,000 | 1,144 |
| U.S. Treasury securities | $23,226,000 | 878 |
| U.S. Government agency obligations | $90,078,000 | 1,136 |
| Securities issued by states & political subdivisions | $28,165,000 | 1,636 |
| Other domestic debt securities | $89,778,000 | 262 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,661,000 | 135 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $61,117,000 | 172 |
| Foreign debt securities | $4,793,000 | 98 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $84,113,000 | 988 |
| Certificates of participation in pools of residential mortgages | $38,819,000 | 1,144 |
| Issued or guaranteed by U.S. | $38,819,000 | 1,127 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $38,493,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $38,493,000 | 516 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $6,801,000 | 1,037 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $6,801,000 | 707 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $236,040,000 | 831 |
| Total debt securities | $236,038,000 | 925 |
| Structured notes | ||
| Amortized cost | $9,800,000 | 168 |
| Fair value | $9,447,000 | 165 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $258,738,000 | 811 |
| U.S. Government securities | $129,705,000 | 962 |
| U.S. Treasury securities | $24,301,000 | 609 |
| U.S. Government agency obligations | $105,404,000 | 988 |
| Securities issued by states & political subdivisions | $30,677,000 | 1,594 |
| Other domestic debt securities | $93,444,000 | 259 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,427,000 | 135 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $64,017,000 | 155 |
| Foreign debt securities | $4,912,000 | 91 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $98,508,000 | 875 |
| Certificates of participation in pools of residential mortgages | $43,947,000 | 1,038 |
| Issued or guaranteed by U.S. | $43,947,000 | 1,021 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $47,181,000 | 474 |
| CMOs issued by government agencies or sponsored agencies | $47,181,000 | 442 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $7,380,000 | 995 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $7,380,000 | 680 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $258,738,000 | 740 |
| Total debt securities | $258,736,000 | 803 |
| Structured notes | ||
| Amortized cost | $9,800,000 | 134 |
| Fair value | $9,645,000 | 135 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $270,714,000 | 753 |
| U.S. Government securities | $140,307,000 | 846 |
| U.S. Treasury securities | $24,596,000 | 487 |
| U.S. Government agency obligations | $115,711,000 | 895 |
| Securities issued by states & political subdivisions | $30,775,000 | 1,561 |
| Other domestic debt securities | $94,685,000 | 247 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,910,000 | 136 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $64,775,000 | 143 |
| Foreign debt securities | $4,947,000 | 85 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $108,310,000 | 787 |
| Certificates of participation in pools of residential mortgages | $47,737,000 | 954 |
| Issued or guaranteed by U.S. | $47,737,000 | 936 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $52,896,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $52,896,000 | 406 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $7,677,000 | 983 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $7,677,000 | 668 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $270,714,000 | 685 |
| Total debt securities | $270,714,000 | 745 |
| Structured notes | ||
| Amortized cost | $9,800,000 | 112 |
| Fair value | $9,762,000 | 112 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $285,148,000 | 690 |
| U.S. Government securities | $151,244,000 | 755 |
| U.S. Treasury securities | $27,533,000 | 389 |
| U.S. Government agency obligations | $123,711,000 | 816 |
| Securities issued by states & political subdivisions | $30,867,000 | 1,511 |
| Other domestic debt securities | $98,116,000 | 231 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $30,260,000 | 137 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $67,856,000 | 135 |
| Foreign debt securities | $4,921,000 | 88 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $115,437,000 | 729 |
| Certificates of participation in pools of residential mortgages | $51,369,000 | 873 |
| Issued or guaranteed by U.S. | $51,369,000 | 854 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $56,012,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $56,012,000 | 386 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $8,056,000 | 958 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $8,056,000 | 628 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $285,148,000 | 629 |
| Total debt securities | $285,149,000 | 680 |
| Structured notes | ||
| Amortized cost | $12,951,000 | 75 |
| Fair value | $12,879,000 | 74 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $222,246,000 | 786 |
| U.S. Government securities | $63,743,000 | 1,372 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $63,743,000 | 1,280 |
| Securities issued by states & political subdivisions | $23,515,000 | 1,764 |
| Other domestic debt securities | $130,077,000 | 169 |
| Privately issued residential mortgage-backed securities | $67,787,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,586,000 | 229 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $49,704,000 | 162 |
| Foreign debt securities | $4,911,000 | 91 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $118,501,000 | 667 |
| Certificates of participation in pools of residential mortgages | $77,641,000 | 608 |
| Issued or guaranteed by U.S. | $9,854,000 | 2,152 |
| Privately issued | $67,787,000 | 18 |
| Collaterized mortgage obligations | $32,667,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $32,667,000 | 516 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $8,193,000 | 900 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $8,193,000 | 597 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $222,246,000 | 713 |
| Total debt securities | $222,247,000 | 777 |
| Structured notes | ||
| Amortized cost | $12,951,000 | 54 |
| Fair value | $12,642,000 | 53 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $232,861,000 | 692 |
| U.S. Government securities | $141,206,000 | 660 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $141,206,000 | 626 |
| Securities issued by states & political subdivisions | $24,140,000 | 1,684 |
| Other domestic debt securities | $62,561,000 | 262 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,557,000 | 222 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $50,004,000 | 159 |
| Foreign debt securities | $4,954,000 | 85 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $122,411,000 | 597 |
| Certificates of participation in pools of residential mortgages | $84,732,000 | 504 |
| Issued or guaranteed by U.S. | $84,732,000 | 498 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $29,135,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $29,135,000 | 553 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $8,544,000 | 853 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $8,544,000 | 559 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $232,861,000 | 641 |
| Total debt securities | $232,861,000 | 682 |
| Structured notes | ||
| Amortized cost | $12,952,000 | 34 |
| Fair value | $12,629,000 | 34 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $168,315,000 | 865 |
| U.S. Government securities | $89,626,000 | 901 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $89,626,000 | 853 |
| Securities issued by states & political subdivisions | $14,235,000 | 2,145 |
| Other domestic debt securities | $59,552,000 | 260 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,414,000 | 212 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $47,138,000 | 163 |
| Foreign debt securities | $4,902,000 | 87 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $70,498,000 | 891 |
| Certificates of participation in pools of residential mortgages | $51,103,000 | 717 |
| Issued or guaranteed by U.S. | $51,103,000 | 702 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $13,423,000 | 969 |
| CMOs issued by government agencies or sponsored agencies | $13,423,000 | 938 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $5,972,000 | 970 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $5,972,000 | 641 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $168,315,000 | 781 |
| Total debt securities | $168,315,000 | 853 |
| Structured notes | ||
| Amortized cost | $12,952,000 | 30 |
| Fair value | $12,718,000 | 30 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $164,154,000 | 853 |
| U.S. Government securities | $95,542,000 | 853 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $95,542,000 | 803 |
| Securities issued by states & political subdivisions | $8,673,000 | 2,554 |
| Other domestic debt securities | $57,194,000 | 256 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,515,000 | 228 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $48,679,000 | 155 |
| Foreign debt securities | $2,745,000 | 119 |
| 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 | $2,826,000 | 3,549 |
| Mortgage-backed securities | $75,817,000 | 827 |
| Certificates of participation in pools of residential mortgages | $45,572,000 | 758 |
| Issued or guaranteed by U.S. | $45,572,000 | 742 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $19,835,000 | 798 |
| CMOs issued by government agencies or sponsored agencies | $19,835,000 | 759 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $10,410,000 | 727 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $10,410,000 | 470 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $164,154,000 | 772 |
| Total debt securities | $164,154,000 | 841 |
| Structured notes | ||
| Amortized cost | $12,953,000 | 28 |
| Fair value | $12,676,000 | 28 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $128,848,000 | 1,046 |
| U.S. Government securities | $87,883,000 | 926 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $87,883,000 | 868 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $38,224,000 | 329 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,564,000 | 201 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $29,660,000 | 215 |
| Foreign debt securities | $2,741,000 | 120 |
| 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 | $2,300,000 | 3,650 |
| Mortgage-backed securities | $67,793,000 | 907 |
| Certificates of participation in pools of residential mortgages | $34,224,000 | 934 |
| Issued or guaranteed by U.S. | $34,224,000 | 911 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $25,299,000 | 691 |
| CMOs issued by government agencies or sponsored agencies | $25,299,000 | 662 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $8,270,000 | 804 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $8,270,000 | 522 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $128,848,000 | 943 |
| Total debt securities | $128,847,000 | 1,031 |
| Structured notes | ||
| Amortized cost | $9,953,000 | 55 |
| Fair value | $9,844,000 | 54 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $133,294,000 | 993 |
| U.S. Government securities | $91,608,000 | 913 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $91,608,000 | 863 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $38,948,000 | 307 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $8,966,000 | 193 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $29,982,000 | 195 |
| Foreign debt securities | $2,738,000 | 110 |
| 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 | $21,121,000 | 1,779 |
| Mortgage-backed securities | $70,349,000 | 870 |
| Certificates of participation in pools of residential mortgages | $34,525,000 | 900 |
| Issued or guaranteed by U.S. | $34,525,000 | 881 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $27,356,000 | 658 |
| CMOs issued by government agencies or sponsored agencies | $27,356,000 | 629 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $8,468,000 | 776 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $8,468,000 | 493 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $133,294,000 | 891 |
| Total debt securities | $133,294,000 | 977 |
| Structured notes | ||
| Amortized cost | $14,953,000 | 56 |
| Fair value | $14,639,000 | 55 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $118,670,000 | 1,091 |
| U.S. Government securities | $79,637,000 | 1,011 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $79,637,000 | 955 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $36,289,000 | 320 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $9,163,000 | 186 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $27,126,000 | 207 |
| Foreign debt securities | $2,744,000 | 113 |
| 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 | $26,886,000 | 1,534 |
| Mortgage-backed securities | $57,618,000 | 982 |
| Certificates of participation in pools of residential mortgages | $12,643,000 | 1,769 |
| Issued or guaranteed by U.S. | $12,643,000 | 1,716 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $36,173,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $36,173,000 | 498 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $8,802,000 | 755 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $8,802,000 | 470 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $118,670,000 | 985 |
| Total debt securities | $118,671,000 | 1,077 |
| Structured notes | ||
| Amortized cost | $14,954,000 | 77 |
| Fair value | $14,645,000 | 78 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $117,748,000 | 1,111 |
| U.S. Government securities | $84,885,000 | 985 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $84,885,000 | 929 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $30,112,000 | 334 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $9,223,000 | 172 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $20,889,000 | 256 |
| Foreign debt securities | $2,751,000 | 121 |
| 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 | $28,709,000 | 1,510 |
| Mortgage-backed securities | $61,487,000 | 924 |
| Certificates of participation in pools of residential mortgages | $13,337,000 | 1,705 |
| Issued or guaranteed by U.S. | $13,337,000 | 1,675 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $39,371,000 | 473 |
| CMOs issued by government agencies or sponsored agencies | $39,371,000 | 446 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $8,779,000 | 740 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $8,779,000 | 446 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $117,748,000 | 995 |
| Total debt securities | $117,748,000 | 1,089 |
| Structured notes | ||
| Amortized cost | $11,800,000 | 107 |
| Fair value | $11,602,000 | 108 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $114,977,000 | 1,135 |
| U.S. Government securities | $87,084,000 | 961 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $87,084,000 | 902 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $25,166,000 | 352 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $4,461,000 | 213 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $20,705,000 | 253 |
| Foreign debt securities | $2,727,000 | 128 |
| 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 | $29,331,000 | 1,513 |
| Mortgage-backed securities | $63,401,000 | 900 |
| Certificates of participation in pools of residential mortgages | $13,710,000 | 1,666 |
| Issued or guaranteed by U.S. | $13,710,000 | 1,635 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $45,741,000 | 418 |
| CMOs issued by government agencies or sponsored agencies | $45,741,000 | 393 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,950,000 | 976 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $3,950,000 | 560 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $114,977,000 | 1,021 |
| Total debt securities | $114,979,000 | 1,118 |
| Structured notes | ||
| Amortized cost | $11,800,000 | 122 |
| Fair value | $11,471,000 | 121 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $117,855,000 | 1,123 |
| U.S. Government securities | $90,126,000 | 947 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $90,126,000 | 901 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $24,931,000 | 344 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $4,455,000 | 205 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $20,476,000 | 253 |
| Foreign debt securities | $2,798,000 | 127 |
| 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 | $30,148,000 | 1,491 |
| Mortgage-backed securities | $65,448,000 | 870 |
| Certificates of participation in pools of residential mortgages | $14,051,000 | 1,636 |
| Issued or guaranteed by U.S. | $14,051,000 | 1,618 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $47,401,000 | 414 |
| CMOs issued by government agencies or sponsored agencies | $47,401,000 | 390 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,996,000 | 942 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $3,996,000 | 539 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $117,855,000 | 1,008 |
| Total debt securities | $117,854,000 | 1,105 |
| Structured notes | ||
| Amortized cost | $11,800,000 | 122 |
| Fair value | $11,524,000 | 121 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $109,329,000 | 1,191 |
| U.S. Government securities | $81,206,000 | 1,031 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $81,206,000 | 975 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $25,336,000 | 335 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $4,471,000 | 203 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $20,865,000 | 246 |
| Foreign debt securities | $2,787,000 | 127 |
| 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 | $36,124,000 | 1,298 |
| Mortgage-backed securities | $56,442,000 | 963 |
| Certificates of participation in pools of residential mortgages | $14,438,000 | 1,637 |
| Issued or guaranteed by U.S. | $14,438,000 | 1,631 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $38,007,000 | 465 |
| CMOs issued by government agencies or sponsored agencies | $38,007,000 | 438 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,997,000 | 930 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $3,997,000 | 538 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $109,329,000 | 1,070 |
| Total debt securities | $109,332,000 | 1,170 |
| Structured notes | ||
| Amortized cost | $11,800,000 | 118 |
| Fair value | $11,534,000 | 117 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $113,388,000 | 1,176 |
| U.S. Government securities | $69,778,000 | 1,160 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $69,778,000 | 1,094 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $40,816,000 | 266 |
| Privately issued residential mortgage-backed securities | $15,209,000 | 157 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $4,485,000 | 193 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $21,122,000 | 241 |
| Foreign debt securities | $2,794,000 | 125 |
| 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 | $63,006,000 | 853 |
| Mortgage-backed securities | $59,006,000 | 945 |
| Certificates of participation in pools of residential mortgages | $15,209,000 | 1,636 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $15,209,000 | 72 |
| Collaterized mortgage obligations | $39,798,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $39,798,000 | 429 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $3,999,000 | 917 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $3,999,000 | 527 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $113,388,000 | 1,053 |
| Total debt securities | $113,388,000 | 1,160 |
| Structured notes | ||
| Amortized cost | $11,800,000 | 120 |
| Fair value | $11,595,000 | 118 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $118,772,000 | 1,145 |
| U.S. Government securities | $79,847,000 | 1,067 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $79,847,000 | 1,020 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $33,399,000 | 279 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $4,540,000 | 183 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $28,859,000 | 193 |
| Foreign debt securities | $5,526,000 | 81 |
| 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 | $6,297,000 | 3,330 |
| Mortgage-backed securities | $52,942,000 | 1,026 |
| Certificates of participation in pools of residential mortgages | $15,931,000 | 1,621 |
| Issued or guaranteed by U.S. | $15,931,000 | 1,618 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $37,011,000 | 486 |
| CMOs issued by government agencies or sponsored agencies | $37,011,000 | 461 |
| 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) | $118,772,000 | 1,021 |
| Total debt securities | $118,772,000 | 1,127 |
| Structured notes | ||
| Amortized cost | $11,800,000 | 117 |
| Fair value | $11,623,000 | 114 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $124,991,000 | 1,095 |
| U.S. Government securities | $86,620,000 | 1,006 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $86,620,000 | 963 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $34,066,000 | 268 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $4,496,000 | 180 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $29,570,000 | 189 |
| Foreign debt securities | $4,305,000 | 90 |
| 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 | $27,335,000 | 1,656 |
| Mortgage-backed securities | $58,656,000 | 964 |
| Certificates of participation in pools of residential mortgages | $19,901,000 | 1,424 |
| Issued or guaranteed by U.S. | $19,901,000 | 1,423 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $38,755,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $38,755,000 | 452 |
| 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) | $124,991,000 | 970 |
| Total debt securities | $124,990,000 | 1,079 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 137 |
| Fair value | $8,864,000 | 137 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $110,396,000 | 1,234 |
| U.S. Government securities | $75,903,000 | 1,127 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $75,903,000 | 1,073 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $30,125,000 | 292 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $4,473,000 | 172 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $25,652,000 | 217 |
| Foreign debt securities | $4,368,000 | 96 |
| 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 | $28,702,000 | 1,627 |
| Mortgage-backed securities | $50,989,000 | 1,075 |
| Certificates of participation in pools of residential mortgages | $20,983,000 | 1,411 |
| Issued or guaranteed by U.S. | $20,983,000 | 1,408 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $30,006,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $30,006,000 | 547 |
| 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) | $110,396,000 | 1,095 |
| Total debt securities | $110,395,000 | 1,209 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 142 |
| Fair value | $8,905,000 | 143 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $108,848,000 | 1,266 |
| U.S. Government securities | $77,760,000 | 1,130 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $77,760,000 | 1,080 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $26,683,000 | 328 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $6,164,000 | 135 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $20,519,000 | 275 |
| Foreign debt securities | $4,405,000 | 100 |
| 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 | $13,975,000 | 2,526 |
| Mortgage-backed securities | $51,545,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | $24,712,000 | 1,289 |
| Issued or guaranteed by U.S. | $24,712,000 | 1,288 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $26,833,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $26,833,000 | 582 |
| 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) | $108,848,000 | 1,126 |
| Total debt securities | $108,845,000 | 1,245 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 149 |
| Fair value | $8,905,000 | 148 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $94,082,000 | 1,470 |
| U.S. Government securities | $74,233,000 | 1,181 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $74,233,000 | 1,130 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $15,431,000 | 467 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $1,995,000 | 215 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $13,436,000 | 362 |
| Foreign debt securities | $4,418,000 | 102 |
| 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 | $15,591,000 | 2,415 |
| Mortgage-backed securities | $45,657,000 | 1,198 |
| Certificates of participation in pools of residential mortgages | $24,275,000 | 1,330 |
| Issued or guaranteed by U.S. | $24,275,000 | 1,329 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $21,382,000 | 710 |
| CMOs issued by government agencies or sponsored agencies | $21,382,000 | 675 |
| 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) | $94,082,000 | 1,314 |
| Total debt securities | $94,082,000 | 1,450 |
| Structured notes | ||
| Amortized cost | $1,986,000 | 528 |
| Fair value | $1,995,000 | 482 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $80,184,000 | 1,662 |
| U.S. Government securities | $59,233,000 | 1,391 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $59,233,000 | 1,322 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $16,568,000 | 440 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $1,988,000 | 213 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $14,580,000 | 331 |
| Foreign debt securities | $4,383,000 | 102 |
| 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 | $15,304,000 | 2,450 |
| Mortgage-backed securities | $46,987,000 | 1,179 |
| Certificates of participation in pools of residential mortgages | $25,136,000 | 1,314 |
| Issued or guaranteed by U.S. | $25,136,000 | 1,313 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $21,851,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $21,851,000 | 662 |
| 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) | $80,184,000 | 1,502 |
| Total debt securities | $80,184,000 | 1,635 |
| Structured notes | ||
| Amortized cost | $1,985,000 | 524 |
| Fair value | $1,988,000 | 475 |
| 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 | $64,080,000 | 1,977 |
| U.S. Government securities | $42,682,000 | 1,796 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $42,682,000 | 1,710 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $16,874,000 | 435 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $16,874,000 | 304 |
| Foreign debt securities | $4,524,000 | 100 |
| 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 | $13,358,000 | 2,605 |
| Mortgage-backed securities | $34,980,000 | 1,422 |
| Certificates of participation in pools of residential mortgages | $15,656,000 | 1,806 |
| Issued or guaranteed by U.S. | $15,656,000 | 1,806 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $19,324,000 | 774 |
| CMOs issued by government agencies or sponsored agencies | $19,324,000 | 737 |
| 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) | $64,080,000 | 1,816 |
| Total debt securities | $64,080,000 | 1,958 |
| Structured notes | ||
| Amortized cost | $11,000,000 | 120 |
| Fair value | $10,927,000 | 125 |
| 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 | $71,672,000 | 1,850 |
| U.S. Government securities | $46,632,000 | 1,716 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $46,632,000 | 1,637 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $20,491,000 | 403 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $20,491,000 | 267 |
| Foreign debt securities | $4,549,000 | 100 |
| 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 | $20,791,000 | 2,078 |
| Mortgage-backed securities | $35,334,000 | 1,428 |
| Certificates of participation in pools of residential mortgages | $24,991,000 | 1,336 |
| Issued or guaranteed by U.S. | $24,991,000 | 1,332 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,343,000 | 1,143 |
| CMOs issued by government agencies or sponsored agencies | $10,343,000 | 1,088 |
| 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) | $71,672,000 | 1,667 |
| Total debt securities | $71,672,000 | 1,821 |
| Structured notes | ||
| Amortized cost | $9,500,000 | 160 |
| Fair value | $9,426,000 | 162 |
| 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 | $72,796,000 | 1,852 |
| U.S. Government securities | $49,134,000 | 1,690 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $49,134,000 | 1,611 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $19,154,000 | 416 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $19,154,000 | 282 |
| Foreign debt securities | $4,508,000 | 98 |
| 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 | $7,422,000 | 3,433 |
| Mortgage-backed securities | $31,709,000 | 1,543 |
| Certificates of participation in pools of residential mortgages | $26,607,000 | 1,261 |
| Issued or guaranteed by U.S. | $26,607,000 | 1,260 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,102,000 | 1,616 |
| CMOs issued by government agencies or sponsored agencies | $5,102,000 | 1,546 |
| 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) | $72,796,000 | 1,667 |
| Total debt securities | $72,796,000 | 1,836 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 329 |
| Fair value | $4,983,000 | 356 |
| 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 | $69,910,000 | 1,934 |
| U.S. Government securities | $51,156,000 | 1,659 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $51,156,000 | 1,575 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $14,224,000 | 482 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $14,224,000 | 346 |
| Foreign debt securities | $4,530,000 | 92 |
| 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 | $11,040,000 | 2,973 |
| Mortgage-backed securities | $31,755,000 | 1,548 |
| Certificates of participation in pools of residential mortgages | $31,755,000 | 1,126 |
| Issued or guaranteed by U.S. | $31,755,000 | 1,124 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $69,910,000 | 1,754 |
| Total debt securities | $69,910,000 | 1,907 |
| 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 | $73,435,000 | 1,852 |
| U.S. Government securities | $51,417,000 | 1,660 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $51,417,000 | 1,594 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $17,416,000 | 431 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $17,416,000 | 288 |
| Foreign debt securities | $4,602,000 | 96 |
| 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 | $9,720,000 | 3,184 |
| Mortgage-backed securities | $30,731,000 | 1,611 |
| Certificates of participation in pools of residential mortgages | $30,731,000 | 1,144 |
| Issued or guaranteed by U.S. | $30,731,000 | 1,143 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $73,435,000 | 1,678 |
| Total debt securities | $73,435,000 | 1,825 |
| 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 | $76,485,000 | 1,819 |
| U.S. Government securities | $51,089,000 | 1,729 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $51,089,000 | 1,657 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $17,522,000 | 431 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $17,522,000 | 293 |
| Foreign debt securities | $7,874,000 | 79 |
| 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 | $8,103,000 | 3,447 |
| Mortgage-backed securities | $29,257,000 | 1,706 |
| Certificates of participation in pools of residential mortgages | $29,257,000 | 1,235 |
| Issued or guaranteed by U.S. | $29,257,000 | 1,234 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $76,485,000 | 1,637 |
| Total debt securities | $76,485,000 | 1,800 |
| 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 | $85,383,000 | 1,663 |
| U.S. Government securities | $56,092,000 | 1,639 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $56,092,000 | 1,559 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $21,291,000 | 385 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $21,291,000 | 249 |
| Foreign debt securities | $8,000,000 | 77 |
| 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 | $6,285,000 | 3,797 |
| Mortgage-backed securities | $26,062,000 | 1,873 |
| Certificates of participation in pools of residential mortgages | $26,062,000 | 1,359 |
| Issued or guaranteed by U.S. | $26,062,000 | 1,359 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $85,383,000 | 1,490 |
| Total debt securities | $85,383,000 | 1,641 |
| Structured notes | ||
| Amortized cost | $12,576,000 | 260 |
| Fair value | $12,631,000 | 260 |
| 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 | $88,688,000 | 1,618 |
| U.S. Government securities | $57,204,000 | 1,606 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $57,204,000 | 1,542 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $23,525,000 | 354 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $23,525,000 | 231 |
| Foreign debt securities | $7,959,000 | 72 |
| 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 | $7,882,000 | 3,548 |
| Mortgage-backed securities | $22,868,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $22,868,000 | 1,524 |
| Issued or guaranteed by U.S. | $22,868,000 | 1,522 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $88,688,000 | 1,430 |
| Total debt securities | $88,688,000 | 1,593 |
| Structured notes | ||
| Amortized cost | $12,568,000 | 270 |
| Fair value | $12,571,000 | 269 |
| 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 | $96,218,000 | 1,527 |
| U.S. Government securities | $64,513,000 | 1,492 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $64,513,000 | 1,426 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $23,739,000 | 357 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $23,739,000 | 229 |
| Foreign debt securities | $7,966,000 | 70 |
| 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 | $6,424,000 | 3,876 |
| Mortgage-backed securities | $23,979,000 | 2,073 |
| Certificates of participation in pools of residential mortgages | $23,979,000 | 1,509 |
| Issued or guaranteed by U.S. | $23,979,000 | 1,509 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $96,218,000 | 1,351 |
| Total debt securities | $96,218,000 | 1,510 |
| Structured notes | ||
| Amortized cost | $14,556,000 | 273 |
| Fair value | $14,561,000 | 270 |
| 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 | $67,680,000 | 2,106 |
| U.S. Government securities | $44,527,000 | 2,065 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $44,527,000 | 1,990 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $15,070,000 | 484 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $15,070,000 | 328 |
| Foreign debt securities | $8,083,000 | 68 |
| 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 | $6,467,000 | 3,907 |
| Mortgage-backed securities | $25,537,000 | 2,031 |
| Certificates of participation in pools of residential mortgages | $25,537,000 | 1,475 |
| Issued or guaranteed by U.S. | $25,537,000 | 1,474 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $67,680,000 | 1,895 |
| Total debt securities | $67,680,000 | 2,084 |
| 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 | $73,856,000 | 1,969 |
| U.S. Government securities | $48,706,000 | 1,923 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $48,706,000 | 1,869 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $17,151,000 | 458 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $17,151,000 | 308 |
| Foreign debt securities | $7,999,000 | 70 |
| 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 | $5,692,000 | 4,081 |
| Mortgage-backed securities | $26,621,000 | 1,999 |
| Certificates of participation in pools of residential mortgages | $26,621,000 | 1,442 |
| Issued or guaranteed by U.S. | $26,621,000 | 1,441 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $73,856,000 | 1,768 |
| Total debt securities | $73,856,000 | 1,950 |
| 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 | $77,219,000 | 1,889 |
| U.S. Government securities | $49,920,000 | 1,876 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $49,920,000 | 1,823 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $17,256,000 | 477 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $17,256,000 | 316 |
| Foreign debt securities | $10,043,000 | 69 |
| 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 | $7,531,000 | 3,708 |
| Mortgage-backed securities | $25,324,000 | 2,058 |
| Certificates of participation in pools of residential mortgages | $25,324,000 | 1,503 |
| Issued or guaranteed by U.S. | $25,324,000 | 1,502 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $77,219,000 | 1,690 |
| Total debt securities | $77,219,000 | 1,863 |
| 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 | $63,598,000 | 2,226 |
| U.S. Government securities | $36,321,000 | 2,428 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $36,321,000 | 2,361 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $17,259,000 | 498 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $17,259,000 | 323 |
| Foreign debt securities | $10,018,000 | 66 |
| 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 | $7,943,000 | 3,641 |
| Mortgage-backed securities | $16,283,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $16,283,000 | 2,052 |
| Issued or guaranteed by U.S. | $16,283,000 | 2,048 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $63,598,000 | 2,006 |
| Total debt securities | $63,598,000 | 2,202 |
| 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 | $59,758,000 | 2,331 |
| U.S. Government securities | $32,647,000 | 2,608 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $32,647,000 | 2,537 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $17,165,000 | 500 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $17,165,000 | 329 |
| Foreign debt securities | $9,946,000 | 69 |
| 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 | $8,677,000 | 3,497 |
| Mortgage-backed securities | $17,211,000 | 2,554 |
| Certificates of participation in pools of residential mortgages | $17,211,000 | 1,983 |
| Issued or guaranteed by U.S. | $17,211,000 | 1,982 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $59,758,000 | 2,124 |
| Total debt securities | $59,758,000 | 2,308 |
| 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 | $64,864,000 | 2,201 |
| U.S. Government securities | $34,925,000 | 2,528 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $34,925,000 | 2,466 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $17,629,000 | 494 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $17,629,000 | 326 |
| Foreign debt securities | $12,310,000 | 61 |
| 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 | $8,316,000 | 3,613 |
| Mortgage-backed securities | $18,996,000 | 2,469 |
| Certificates of participation in pools of residential mortgages | $18,996,000 | 1,876 |
| Issued or guaranteed by U.S. | $18,996,000 | 1,875 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $64,864,000 | 2,017 |
| Total debt securities | $64,864,000 | 2,181 |
| 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 | $56,512,000 | 2,402 |
| U.S. Government securities | $23,711,000 | 3,169 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,711,000 | 3,102 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $20,479,000 | 437 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $20,479,000 | 277 |
| Foreign debt securities | $12,322,000 | 61 |
| 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 | $7,361,000 | 3,758 |
| Mortgage-backed securities | $15,239,000 | 2,753 |
| Certificates of participation in pools of residential mortgages | $15,239,000 | 2,134 |
| Issued or guaranteed by U.S. | $15,239,000 | 2,132 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $56,512,000 | 2,200 |
| Total debt securities | $56,512,000 | 2,378 |
| 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 | $65,909,000 | 2,149 |
| U.S. Government securities | $25,284,000 | 3,111 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $25,284,000 | 3,052 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $28,464,000 | 358 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $28,464,000 | 230 |
| Foreign debt securities | $12,161,000 | 62 |
| 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 | $6,066,000 | 4,091 |
| Mortgage-backed securities | $16,536,000 | 2,771 |
| Certificates of participation in pools of residential mortgages | $16,536,000 | 2,112 |
| Issued or guaranteed by U.S. | $16,536,000 | 2,111 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $65,909,000 | 1,960 |
| Total debt securities | $65,909,000 | 2,126 |
| 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 | $65,019,000 | 2,165 |
| U.S. Government securities | $26,282,000 | 3,094 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $26,282,000 | 3,031 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $27,103,000 | 371 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $27,103,000 | 231 |
| Foreign debt securities | $11,634,000 | 58 |
| 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 | $4,101,000 | 4,602 |
| Mortgage-backed securities | $17,543,000 | 2,727 |
| Certificates of participation in pools of residential mortgages | $17,543,000 | 2,068 |
| Issued or guaranteed by U.S. | $17,543,000 | 2,067 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $65,019,000 | 1,970 |
| Total debt securities | $65,019,000 | 2,142 |
| 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 | $76,210,000 | 1,901 |
| U.S. Government securities | $40,226,000 | 2,315 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $40,226,000 | 2,262 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $24,354,000 | 392 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $24,354,000 | 246 |
| Foreign debt securities | $11,630,000 | 57 |
| 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 | $4,311,000 | 4,561 |
| Mortgage-backed securities | $24,996,000 | 2,244 |
| Certificates of participation in pools of residential mortgages | $24,996,000 | 1,599 |
| Issued or guaranteed by U.S. | $24,996,000 | 1,596 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $76,210,000 | 1,734 |
| Total debt securities | $76,210,000 | 1,887 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| 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 | $81,874,000 | 1,709 |
| U.S. Government securities | $48,077,000 | 1,956 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $48,077,000 | 1,906 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $22,749,000 | 442 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $22,749,000 | 250 |
| Foreign debt securities | $11,048,000 | 49 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,880,000 | 3,407 |
| Mortgage-backed securities | $21,776,000 | 2,342 |
| Certificates of participation in pools of residential mortgages | $21,776,000 | 1,676 |
| Issued or guaranteed by U.S. | $21,776,000 | 1,675 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $81,874,000 | 1,559 |
| Total debt securities | $81,874,000 | 1,695 |
| Structured notes | ||
| Amortized cost | $5,869,000 | 902 |
| Fair value | $5,881,000 | 901 |
| 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 | $75,760,000 | 1,811 |
| U.S. Government securities | $46,124,000 | 1,954 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $46,124,000 | 1,899 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $22,596,000 | 427 |
| 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 | $22,596,000 | 228 |
| Foreign debt securities | $7,040,000 | 57 |
| 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 | $8,074,000 | 3,527 |
| Mortgage-backed securities | $19,943,000 | 2,438 |
| Certificates of participation in pools of residential mortgages | $19,943,000 | 1,726 |
| Issued or guaranteed by U.S. | $19,943,000 | 1,721 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $75,760,000 | 1,645 |
| Total debt securities | $75,760,000 | 1,794 |
| Structured notes | ||
| Amortized cost | $5,869,000 | 927 |
| Fair value | $5,882,000 | 923 |
| 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 | $75,793,000 | 1,787 |
| U.S. Government securities | $48,836,000 | 1,894 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $48,836,000 | 1,838 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $19,743,000 | 469 |
| 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 | $19,743,000 | 249 |
| Foreign debt securities | $7,214,000 | 55 |
| 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 | $8,027,000 | 3,580 |
| Mortgage-backed securities | $17,096,000 | 2,591 |
| Certificates of participation in pools of residential mortgages | $17,096,000 | 1,886 |
| Issued or guaranteed by U.S. | $17,096,000 | 1,884 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $75,793,000 | 1,621 |
| Total debt securities | $75,793,000 | 1,768 |
| Structured notes | ||
| Amortized cost | $10,864,000 | 653 |
| Fair value | $10,651,000 | 657 |
| 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 | $71,978,000 | 1,859 |
| U.S. Government securities | $45,297,000 | 2,009 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $45,297,000 | 1,950 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $26,681,000 | 388 |
| 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 | $26,681,000 | 190 |
| 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 | $10,744,000 | 3,082 |
| Mortgage-backed securities | $5,143,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $5,143,000 | 3,417 |
| Issued or guaranteed by U.S. | $5,143,000 | 3,409 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $71,978,000 | 1,681 |
| Total debt securities | $71,978,000 | 1,841 |
| Structured notes | ||
| Amortized cost | $13,864,000 | 529 |
| Fair value | $13,185,000 | 546 |
| 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 | $72,173,000 | 1,770 |
| U.S. Government securities | $45,765,000 | 1,910 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $45,765,000 | 1,840 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $26,408,000 | 421 |
| 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 | $26,408,000 | 190 |
| 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 | $10,778,000 | 3,050 |
| Mortgage-backed securities | $5,290,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $5,290,000 | 3,287 |
| Issued or guaranteed by U.S. | $5,290,000 | 3,280 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $72,173,000 | 1,603 |
| Total debt securities | $72,173,000 | 1,756 |
| Structured notes | ||
| Amortized cost | $5,988,000 | 1,003 |
| Fair value | $5,646,000 | 1,024 |
| 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 | $77,196,000 | 1,642 |
| U.S. Government securities | $47,229,000 | 1,827 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $47,229,000 | 1,758 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $29,967,000 | 377 |
| 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 | $29,967,000 | 174 |
| 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 | $11,127,000 | 3,037 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $77,196,000 | 1,468 |
| Total debt securities | $77,197,000 | 1,626 |
| 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 | $58,768,000 | 2,072 |
| U.S. Government securities | $42,309,000 | 2,036 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $42,309,000 | 1,967 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $16,459,000 | 557 |
| 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 | $16,459,000 | 244 |
| 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 | $10,104,000 | 3,214 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $58,768,000 | 1,853 |
| Total debt securities | $58,768,000 | 2,051 |
| 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 | $39,221,000 | 2,906 |
| U.S. Government securities | $22,917,000 | 3,253 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $22,917,000 | 3,170 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $16,304,000 | 582 |
| 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 | $16,304,000 | 242 |
| 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 | $9,998,000 | 3,320 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $39,221,000 | 2,604 |
| Total debt securities | $39,221,000 | 2,883 |
| 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 | $40,582,000 | 2,823 |
| U.S. Government securities | $22,550,000 | 3,264 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $22,550,000 | 3,186 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $18,032,000 | 566 |
| 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 | $18,032,000 | 227 |
| 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 | $9,998,000 | 3,335 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $9,937,000 | 1,096 |
| Available-for-sale securities (fair market value) | $30,645,000 | 3,111 |
| Total debt securities | $40,582,000 | 2,802 |
| 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 | $40,162,000 | 2,857 |
| U.S. Government securities | $15,927,000 | 4,000 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $15,927,000 | 3,925 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $24,235,000 | 507 |
| 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 | $24,235,000 | 189 |
| 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 | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $9,923,000 | 1,136 |
| Available-for-sale securities (fair market value) | $30,239,000 | 3,129 |
| Total debt securities | $40,162,000 | 2,831 |
| 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 | $39,673,000 | 2,808 |
| U.S. Government securities | $15,781,000 | 4,003 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $15,781,000 | 3,916 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $23,892,000 | 530 |
| 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 | $23,892,000 | 208 |
| 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 | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $9,910,000 | 1,150 |
| Available-for-sale securities (fair market value) | $29,763,000 | 3,107 |
| Total debt securities | $39,673,000 | 2,780 |
| 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 | $37,560,000 | 2,940 |
| U.S. Government securities | $10,020,000 | 5,068 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $10,020,000 | 4,985 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $27,540,000 | 465 |
| 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 | $27,540,000 | 172 |
| 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 | $5,000,000 | 4,470 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,896,000 | 956 |
| Available-for-sale securities (fair market value) | $23,664,000 | 3,613 |
| Total debt securities | $37,560,000 | 2,907 |
| 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 | $14,586,000 | 5,177 |
| U.S. Government securities | $5,000,000 | 6,410 |
| U.S. Treasury securities | $5,000,000 | 280 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $9,586,000 | 865 |
| 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 | $9,586,000 | 398 |
| 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 | $9,882,000 | 3,474 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,882,000 | 1,171 |
| Available-for-sale securities (fair market value) | $4,704,000 | 6,408 |
| Total debt securities | $14,586,000 | 5,135 |
| 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 | $39,770,000 | 2,743 |
| U.S. Government securities | $35,069,000 | 2,267 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $35,069,000 | 2,222 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $4,701,000 | 1,225 |
| 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 | $4,701,000 | 662 |
| 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 | $29,242,000 | 1,702 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $39,770,000 | 2,412 |
| Total debt securities | $39,770,000 | 2,711 |
| 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 | $40,094,000 | 2,770 |
| U.S. Government securities | $35,404,000 | 2,281 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $35,404,000 | 2,233 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $4,690,000 | 1,273 |
| 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 | $4,690,000 | 730 |
| 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 | $29,518,000 | 1,656 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $40,094,000 | 2,456 |
| Total debt securities | $40,094,000 | 2,731 |
| 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 | $41,003,000 | 2,698 |
| U.S. Government securities | $36,295,000 | 2,247 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $36,295,000 | 2,204 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $4,708,000 | 1,234 |
| 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 | $4,708,000 | 725 |
| 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 | $25,153,000 | 1,870 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $41,003,000 | 2,401 |
| Total debt securities | $41,003,000 | 2,660 |
| 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 | $52,641,000 | 2,191 |
| U.S. Government securities | $52,641,000 | 1,583 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $52,641,000 | 1,550 |
| 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 | $25,039,000 | 1,859 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $52,641,000 | 1,915 |
| Total debt securities | $52,641,000 | 2,145 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $42,785,000 | 2,612 |
| U.S. Government securities | $42,265,000 | 1,972 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $42,265,000 | 1,931 |
| 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 | $520,000 | 100 |
| 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 | $24,961,000 | 1,829 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $42,785,000 | 2,281 |
| Total debt securities | $42,785,000 | 2,573 |
| 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 | $41,135,000 | 2,707 |
| U.S. Government securities | $40,612,000 | 2,050 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $40,612,000 | 1,996 |
| 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 | $523,000 | 96 |
| 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 | $24,940,000 | 1,815 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $41,135,000 | 2,360 |
| Total debt securities | $41,135,000 | 2,663 |
| 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 | $35,295,000 | 3,071 |
| U.S. Government securities | $33,709,000 | 2,454 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $33,709,000 | 2,378 |
| 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 | $1,586,000 | 61 |
| 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 | $24,939,000 | 1,829 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $35,295,000 | 2,668 |
| Total debt securities | $35,294,000 | 3,035 |
| 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 | $35,212,000 | 3,098 |
| U.S. Government securities | $33,612,000 | 2,503 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $33,612,000 | 2,432 |
| 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 | $1,600,000 | 59 |
| 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 | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| 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) | $35,212,000 | 2,691 |
| Total debt securities | $35,214,000 | 3,059 |
| 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 | $37,733,000 | 2,969 |
| U.S. Government securities | $33,541,000 | 2,527 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $33,541,000 | 2,456 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $2,588,000 | 1,373 |
| 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 | $2,588,000 | 921 |
| Foreign debt securities | $1,604,000 | 62 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| 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) | $37,733,000 | 2,561 |
| Total debt securities | $37,733,000 | 2,930 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $37,650,000 | 2,964 |
| U.S. Government securities | $33,535,000 | 2,538 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $33,535,000 | 2,458 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $2,508,000 | 1,394 |
| 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 | $2,508,000 | 948 |
| Foreign debt securities | $1,607,000 | 62 |
| 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 | $0 | 6,970 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| 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) | $37,650,000 | 2,555 |
| Total debt securities | $37,650,000 | 2,929 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $37,725,000 | 2,993 |
| U.S. Government securities | $33,630,000 | 2,552 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $33,630,000 | 2,484 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $2,469,000 | 1,449 |
| 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 | $2,469,000 | 1,013 |
| Foreign debt securities | $1,626,000 | 65 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| 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) | $37,725,000 | 2,577 |
| Total debt securities | $37,724,000 | 2,947 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $37,840,000 | 2,965 |
| U.S. Government securities | $33,746,000 | 2,513 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $33,746,000 | 2,432 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $2,453,000 | 1,494 |
| 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 | $2,453,000 | 1,063 |
| Foreign debt securities | $1,641,000 | 65 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| 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) | $37,840,000 | 2,555 |
| Total debt securities | $37,840,000 | 2,921 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $37,828,000 | 2,936 |
| U.S. Government securities | $33,754,000 | 2,488 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $33,754,000 | 2,413 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $2,418,000 | 1,532 |
| 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 | $2,418,000 | 1,119 |
| Foreign debt securities | $1,656,000 | 65 |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| 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) | $37,828,000 | 2,531 |
| Total debt securities | $37,828,000 | 2,888 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $44,686,000 | 2,594 |
| U.S. Government securities | $40,519,000 | 2,180 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $40,519,000 | 2,106 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $2,497,000 | 1,536 |
| 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 | $2,497,000 | 1,135 |
| Foreign debt securities | $1,670,000 | 64 |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| 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) | $44,686,000 | 2,195 |
| Total debt securities | $44,685,000 | 2,547 |
| Structured notes | ||
| Amortized cost | $11,996,000 | 359 |
| Fair value | $11,544,000 | 369 |
| 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 | $44,606,000 | 2,631 |
| U.S. Government securities | $40,487,000 | 2,205 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $40,487,000 | 2,125 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $2,479,000 | 1,584 |
| 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 | $2,479,000 | 1,209 |
| Foreign debt securities | $1,640,000 | 68 |
| 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 | $0 | 7,151 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| 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) | $44,606,000 | 2,218 |
| Total debt securities | $44,606,000 | 2,583 |
| Structured notes | ||
| Amortized cost | $16,981,000 | 235 |
| Fair value | $16,669,000 | 232 |
| 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 | $43,382,000 | 2,707 |
| U.S. Government securities | $38,990,000 | 2,281 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $38,990,000 | 2,197 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $2,685,000 | 1,570 |
| 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 | $2,685,000 | 1,201 |
| Foreign debt securities | $1,707,000 | 73 |
| 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 | $0 | 7,176 |
| 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) | $43,382,000 | 2,318 |
| Total debt securities | $43,382,000 | 2,658 |
| Structured notes | ||
| Amortized cost | $16,961,000 | 235 |
| Fair value | $16,914,000 | 230 |
| 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 | $42,419,000 | 2,758 |
| U.S. Government securities | $37,989,000 | 2,318 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $37,989,000 | 2,240 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,735,000 | 1,583 |
| 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 | $2,735,000 | 1,249 |
| Foreign debt securities | $1,695,000 | 73 |
| 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 | $0 | 7,214 |
| 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) | $42,419,000 | 2,360 |
| Total debt securities | $42,419,000 | 2,703 |
| Structured notes | ||
| Amortized cost | $22,918,000 | 160 |
| Fair value | $22,930,000 | 159 |
| 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 | $44,460,000 | 2,696 |
| U.S. Government securities | $38,083,000 | 2,354 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $38,083,000 | 2,272 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $4,678,000 | 1,242 |
| 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 | $4,678,000 | 933 |
| Foreign debt securities | $1,699,000 | 67 |
| 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) | $44,460,000 | 2,306 |
| Total debt securities | $44,459,000 | 2,640 |
| Structured notes | ||
| Amortized cost | $23,815,000 | 141 |
| Fair value | $23,111,000 | 142 |
| 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 | $37,049,000 | 3,116 |
| U.S. Government securities | $30,383,000 | 2,782 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $30,383,000 | 2,691 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $4,939,000 | 1,297 |
| 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 | $4,939,000 | 979 |
| Foreign debt securities | $1,727,000 | 74 |
| 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) | $1,000,000 | 3,331 |
| Available-for-sale securities (fair market value) | $36,049,000 | 2,747 |
| Total debt securities | $37,049,000 | 3,049 |
| Structured notes | ||
| Amortized cost | $28,999,000 | 82 |
| Fair value | $29,383,000 | 80 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $41,664,000 | 2,884 |
| U.S. Government securities | $35,299,000 | 2,560 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $35,299,000 | 2,476 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $6,365,000 | 1,118 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,365,000 | 889 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,377 |
| Available-for-sale securities (fair market value) | $40,664,000 | 2,530 |
| Total debt securities | $41,664,000 | 2,826 |
| Structured notes | ||
| Amortized cost | $35,063,000 | 51 |
| Fair value | $34,299,000 | 55 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $51,903,000 | 2,378 |
| U.S. Government securities | $45,655,000 | 2,013 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $45,655,000 | 1,940 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $6,248,000 | 1,185 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,248,000 | 959 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,400 |
| Available-for-sale securities (fair market value) | $50,903,000 | 2,053 |
| Total debt securities | $51,903,000 | 2,323 |
| Structured notes | ||
| Amortized cost | $44,655,000 | 33 |
| Fair value | $44,655,000 | 31 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $22,005,000 | 4,415 |
| U.S. Government securities | $22,005,000 | 3,454 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $22,005,000 | 3,319 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,447 |
| Available-for-sale securities (fair market value) | $21,005,000 | 3,953 |
| Total debt securities | $22,005,000 | 4,331 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $26,836,000 | 3,819 |
| U.S. Government securities | $26,836,000 | 2,960 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $26,836,000 | 2,837 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,504 |
| Available-for-sale securities (fair market value) | $25,836,000 | 3,377 |
| Total debt securities | $26,836,000 | 3,744 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,382,000 | 7,705 |
| U.S. Government securities | $5,382,000 | 7,009 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,382,000 | 6,806 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,583 |
| Available-for-sale securities (fair market value) | $4,382,000 | 7,125 |
| Total debt securities | $5,382,000 | 7,619 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,985,000 | 8,253 |
| U.S. Government securities | $2,000,000 | 8,485 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,000,000 | 8,291 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,985,000 | 1,058 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 3,196 |
| Available-for-sale securities (fair market value) | $1,985,000 | 7,936 |
| Total debt securities | $2,000,000 | 8,778 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |