Home > Citizens Bank and Trust > Securities
Citizens Bank and Trust, Securities
| 2023-12-31 | Rank | |
| Total securities | $556,206,000 | 402 |
| U.S. Government securities | $474,341,000 | 320 |
| U.S. Treasury securities | $84,458,000 | 293 |
| U.S. Government agency obligations | $389,883,000 | 332 |
| Securities issued by states & political subdivisions | $38,356,000 | 1,123 |
| Other domestic debt securities | $43,509,000 | 442 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $6,328,000 | 322 |
| Other domestic debt securities - All other | $37,181,000 | 242 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $447,555,000 | 259 |
| Mortgage-backed securities | $313,939,000 | 332 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $103,862,000 | 489 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $99,119,000 | 249 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $63,943,000 | 146 |
| Other commercial mortgage-backed securities | $47,015,000 | 192 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $556,206,000 | 318 |
| Total debt securities | $556,204,000 | 394 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $539,533,000 | 410 |
| U.S. Government securities | $458,218,000 | 324 |
| U.S. Treasury securities | $82,234,000 | 306 |
| U.S. Government agency obligations | $375,984,000 | 342 |
| Securities issued by states & political subdivisions | $38,885,000 | 1,086 |
| Other domestic debt securities | $42,430,000 | 438 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $6,084,000 | 321 |
| Other domestic debt securities - All other | $36,346,000 | 245 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $449,467,000 | 257 |
| Mortgage-backed securities | $303,588,000 | 335 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $99,640,000 | 501 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $97,691,000 | 248 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $61,213,000 | 145 |
| Other commercial mortgage-backed securities | $45,044,000 | 197 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $539,533,000 | 326 |
| Total debt securities | $539,533,000 | 401 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $564,500,000 | 397 |
| U.S. Government securities | $480,788,000 | 312 |
| U.S. Treasury securities | $82,630,000 | 308 |
| U.S. Government agency obligations | $398,158,000 | 329 |
| Securities issued by states & political subdivisions | $41,048,000 | 1,087 |
| Other domestic debt securities | $42,664,000 | 437 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $6,202,000 | 306 |
| Other domestic debt securities - All other | $36,462,000 | 245 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $462,459,000 | 252 |
| Mortgage-backed securities | $324,809,000 | 320 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $107,995,000 | 483 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $103,565,000 | 237 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $62,927,000 | 142 |
| Other commercial mortgage-backed securities | $50,322,000 | 188 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $564,500,000 | 320 |
| Total debt securities | $564,498,000 | 390 |
| Structured notes | ||
| Amortized cost | $40,888,000 | 37 |
| Fair value | $33,677,000 | 45 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $584,323,000 | 403 |
| U.S. Government securities | $496,300,000 | 318 |
| U.S. Treasury securities | $84,384,000 | 326 |
| U.S. Government agency obligations | $411,916,000 | 314 |
| Securities issued by states & political subdivisions | $43,465,000 | 1,073 |
| Other domestic debt securities | $44,558,000 | 450 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $6,364,000 | 299 |
| Other domestic debt securities - All other | $38,194,000 | 246 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $489,565,000 | 234 |
| Mortgage-backed securities | $336,880,000 | 333 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $109,675,000 | 506 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $109,180,000 | 243 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $65,698,000 | 148 |
| Other commercial mortgage-backed securities | $52,327,000 | 191 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $584,323,000 | 328 |
| Total debt securities | $584,325,000 | 394 |
| Structured notes | ||
| Amortized cost | $40,915,000 | 44 |
| Fair value | $35,294,000 | 45 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $646,827,000 | 376 |
| U.S. Government securities | $515,582,000 | 321 |
| U.S. Treasury securities | $82,481,000 | 357 |
| U.S. Government agency obligations | $433,101,000 | 305 |
| Securities issued by states & political subdivisions | $91,819,000 | 559 |
| Other domestic debt securities | $39,426,000 | 497 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $39,426,000 | 256 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $461,801,000 | 215 |
| Mortgage-backed securities | $360,353,000 | 319 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $109,063,000 | 519 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $113,698,000 | 240 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $69,526,000 | 143 |
| Other commercial mortgage-backed securities | $68,066,000 | 170 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $646,827,000 | 310 |
| Total debt securities | $646,828,000 | 369 |
| Structured notes | ||
| Amortized cost | $40,942,000 | 51 |
| Fair value | $38,205,000 | 47 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $651,679,000 | 376 |
| U.S. Government securities | $522,052,000 | 322 |
| U.S. Treasury securities | $81,963,000 | 371 |
| U.S. Government agency obligations | $440,089,000 | 302 |
| Securities issued by states & political subdivisions | $89,844,000 | 580 |
| Other domestic debt securities | $39,783,000 | 468 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $39,783,000 | 250 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,744,000 | 379 |
| Mortgage-backed securities | $367,235,000 | 323 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $110,587,000 | 512 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $116,778,000 | 240 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $69,723,000 | 142 |
| Other commercial mortgage-backed securities | $70,147,000 | 177 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $651,679,000 | 308 |
| Total debt securities | $651,680,000 | 369 |
| Structured notes | ||
| Amortized cost | $40,983,000 | 50 |
| Fair value | $38,232,000 | 45 |
| 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 | $703,362,000 | 353 |
| U.S. Government securities | $562,579,000 | 308 |
| U.S. Treasury securities | $85,154,000 | 350 |
| U.S. Government agency obligations | $477,425,000 | 301 |
| Securities issued by states & political subdivisions | $98,911,000 | 544 |
| Other domestic debt securities | $41,872,000 | 432 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $41,872,000 | 237 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,417,000 | 377 |
| Mortgage-backed securities | $400,504,000 | 312 |
| Certificates of participation in pools of residential mortgages | $120,305,000 | 496 |
| Issued or guaranteed by U.S. | $120,305,000 | 492 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $128,675,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $128,675,000 | 226 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $151,524,000 | 182 |
| Commercial mortgage pass-through securities | $77,374,000 | 138 |
| Other commercial mortgage-backed securities | $74,150,000 | 192 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $703,362,000 | 298 |
| Total debt securities | $703,364,000 | 350 |
| Structured notes | ||
| Amortized cost | $41,027,000 | 46 |
| Fair value | $39,430,000 | 43 |
| 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 | $671,632,000 | 379 |
| U.S. Government securities | $530,578,000 | 320 |
| U.S. Treasury securities | $77,574,000 | 335 |
| U.S. Government agency obligations | $453,004,000 | 315 |
| Securities issued by states & political subdivisions | $99,678,000 | 555 |
| Other domestic debt securities | $41,376,000 | 432 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,961,000 | 335 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $36,415,000 | 267 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,346,000 | 493 |
| Mortgage-backed securities | $392,357,000 | 321 |
| Certificates of participation in pools of residential mortgages | $129,776,000 | 473 |
| Issued or guaranteed by U.S. | $129,776,000 | 469 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $142,047,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $142,047,000 | 220 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $120,534,000 | 208 |
| Commercial mortgage pass-through securities | $44,364,000 | 200 |
| Other commercial mortgage-backed securities | $76,170,000 | 194 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $671,632,000 | 324 |
| Total debt securities | $671,632,000 | 373 |
| Structured notes | ||
| Amortized cost | $29,641,000 | 63 |
| Fair value | $29,243,000 | 63 |
| 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 | $654,052,000 | 376 |
| U.S. Government securities | $520,410,000 | 314 |
| U.S. Treasury securities | $31,145,000 | 501 |
| U.S. Government agency obligations | $489,265,000 | 303 |
| Securities issued by states & political subdivisions | $106,657,000 | 538 |
| Other domestic debt securities | $26,985,000 | 550 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,960,000 | 347 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $22,025,000 | 385 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,822,000 | 523 |
| Mortgage-backed securities | $433,386,000 | 296 |
| Certificates of participation in pools of residential mortgages | $143,303,000 | 439 |
| Issued or guaranteed by U.S. | $143,303,000 | 436 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $160,451,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $160,451,000 | 203 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $129,632,000 | 201 |
| Commercial mortgage pass-through securities | $49,003,000 | 188 |
| Other commercial mortgage-backed securities | $80,629,000 | 190 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $654,052,000 | 331 |
| Total debt securities | $654,052,000 | 370 |
| Structured notes | ||
| Amortized cost | $13,096,000 | 103 |
| Fair value | $12,943,000 | 102 |
| 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 | $631,045,000 | 375 |
| U.S. Government securities | $517,516,000 | 312 |
| U.S. Treasury securities | $31,578,000 | 390 |
| U.S. Government agency obligations | $485,938,000 | 302 |
| Securities issued by states & political subdivisions | $98,432,000 | 556 |
| Other domestic debt securities | $15,097,000 | 717 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,004,000 | 343 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $10,093,000 | 602 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,505,000 | 583 |
| Mortgage-backed securities | $448,782,000 | 292 |
| Certificates of participation in pools of residential mortgages | $151,276,000 | 399 |
| Issued or guaranteed by U.S. | $151,276,000 | 398 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $162,978,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $162,978,000 | 204 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $134,528,000 | 198 |
| Commercial mortgage pass-through securities | $47,216,000 | 187 |
| Other commercial mortgage-backed securities | $87,312,000 | 178 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $631,045,000 | 333 |
| Total debt securities | $631,046,000 | 369 |
| Structured notes | ||
| Amortized cost | $4,584,000 | 245 |
| Fair value | $4,586,000 | 246 |
| 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 | $479,058,000 | 430 |
| U.S. Government securities | $386,238,000 | 357 |
| U.S. Treasury securities | $31,509,000 | 340 |
| U.S. Government agency obligations | $354,729,000 | 363 |
| Securities issued by states & political subdivisions | $87,274,000 | 616 |
| Other domestic debt securities | $5,546,000 | 1,144 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,017,000 | 351 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $529,000 | 1,561 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,763,000 | 496 |
| Mortgage-backed securities | $335,348,000 | 343 |
| Certificates of participation in pools of residential mortgages | $117,790,000 | 466 |
| Issued or guaranteed by U.S. | $117,790,000 | 459 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $115,732,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $115,732,000 | 242 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $101,826,000 | 219 |
| Commercial mortgage pass-through securities | $45,545,000 | 182 |
| Other commercial mortgage-backed securities | $56,281,000 | 219 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $479,058,000 | 385 |
| Total debt securities | $479,057,000 | 425 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $400,145,000 | 474 |
| U.S. Government securities | $307,531,000 | 397 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $307,531,000 | 372 |
| Securities issued by states & political subdivisions | $87,098,000 | 581 |
| Other domestic debt securities | $5,516,000 | 1,104 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,984,000 | 352 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $532,000 | 1,514 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,017,000 | 508 |
| Mortgage-backed securities | $296,286,000 | 348 |
| Certificates of participation in pools of residential mortgages | $96,334,000 | 509 |
| Issued or guaranteed by U.S. | $96,334,000 | 500 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $101,338,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $101,338,000 | 255 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $98,614,000 | 210 |
| Commercial mortgage pass-through securities | $45,652,000 | 176 |
| Other commercial mortgage-backed securities | $52,962,000 | 215 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $400,145,000 | 426 |
| Total debt securities | $400,146,000 | 467 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $299,589,000 | 556 |
| U.S. Government securities | $212,853,000 | 468 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $212,853,000 | 452 |
| Securities issued by states & political subdivisions | $81,240,000 | 584 |
| Other domestic debt securities | $5,496,000 | 1,039 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,961,000 | 335 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $535,000 | 1,449 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,676,000 | 495 |
| Mortgage-backed securities | $212,853,000 | 406 |
| Certificates of participation in pools of residential mortgages | $31,231,000 | 1,075 |
| Issued or guaranteed by U.S. | $31,231,000 | 1,053 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $82,108,000 | 308 |
| CMOs issued by government agencies or sponsored agencies | $82,108,000 | 285 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $99,514,000 | 202 |
| Commercial mortgage pass-through securities | $43,180,000 | 166 |
| Other commercial mortgage-backed securities | $56,334,000 | 199 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $299,589,000 | 507 |
| Total debt securities | $299,589,000 | 547 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $260,176,000 | 594 |
| U.S. Government securities | $181,801,000 | 511 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $181,801,000 | 485 |
| Securities issued by states & political subdivisions | $72,997,000 | 585 |
| Other domestic debt securities | $5,378,000 | 996 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,839,000 | 325 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $539,000 | 1,420 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,981,000 | 464 |
| Mortgage-backed securities | $181,801,000 | 427 |
| Certificates of participation in pools of residential mortgages | $16,701,000 | 1,595 |
| Issued or guaranteed by U.S. | $16,701,000 | 1,552 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $56,198,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $56,198,000 | 358 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $108,902,000 | 187 |
| Commercial mortgage pass-through securities | $49,032,000 | 145 |
| Other commercial mortgage-backed securities | $59,870,000 | 184 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $260,176,000 | 544 |
| Total debt securities | $260,176,000 | 582 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $313,744,000 | 482 |
| U.S. Government securities | $226,628,000 | 432 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $226,628,000 | 408 |
| Securities issued by states & political subdivisions | $81,919,000 | 473 |
| Other domestic debt securities | $5,197,000 | 968 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,657,000 | 291 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $540,000 | 1,376 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,437,000 | 437 |
| Mortgage-backed securities | $226,628,000 | 372 |
| Certificates of participation in pools of residential mortgages | $31,006,000 | 1,011 |
| Issued or guaranteed by U.S. | $31,006,000 | 983 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $60,215,000 | 373 |
| CMOs issued by government agencies or sponsored agencies | $60,215,000 | 345 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $135,407,000 | 175 |
| Commercial mortgage pass-through securities | $50,587,000 | 129 |
| Other commercial mortgage-backed securities | $84,820,000 | 154 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $313,744,000 | 434 |
| Total debt securities | $313,744,000 | 474 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $287,248,000 | 511 |
| U.S. Government securities | $203,168,000 | 471 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $203,168,000 | 443 |
| Securities issued by states & political subdivisions | $74,157,000 | 470 |
| Other domestic debt securities | $9,923,000 | 690 |
| Privately issued residential mortgage-backed securities | $4,924,000 | 240 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,496,000 | 276 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $503,000 | 1,304 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,563,000 | 758 |
| Mortgage-backed securities | $208,088,000 | 391 |
| Certificates of participation in pools of residential mortgages | $32,654,000 | 977 |
| Issued or guaranteed by U.S. | $32,654,000 | 951 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $58,778,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $53,854,000 | 369 |
| Privately issued | $4,924,000 | 143 |
| Commercial mortgage-backed securities | $116,656,000 | 185 |
| Commercial mortgage pass-through securities | $49,500,000 | 132 |
| Other commercial mortgage-backed securities | $67,156,000 | 177 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $287,248,000 | 458 |
| Total debt securities | $287,247,000 | 500 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $248,212,000 | 560 |
| U.S. Government securities | $187,954,000 | 504 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $187,954,000 | 472 |
| Securities issued by states & political subdivisions | $59,734,000 | 556 |
| Other domestic debt securities | $524,000 | 1,657 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $524,000 | 1,254 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,447,000 | 756 |
| Mortgage-backed securities | $187,942,000 | 407 |
| Certificates of participation in pools of residential mortgages | $29,797,000 | 1,014 |
| Issued or guaranteed by U.S. | $29,797,000 | 991 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $47,632,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $47,632,000 | 415 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $110,513,000 | 185 |
| Commercial mortgage pass-through securities | $47,782,000 | 138 |
| Other commercial mortgage-backed securities | $62,731,000 | 179 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $248,212,000 | 509 |
| Total debt securities | $248,211,000 | 552 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $222,011,000 | 623 |
| U.S. Government securities | $163,826,000 | 560 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $163,826,000 | 521 |
| Securities issued by states & political subdivisions | $57,466,000 | 579 |
| Other domestic debt securities | $719,000 | 1,640 |
| Privately issued residential mortgage-backed securities | $196,000 | 543 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $523,000 | 1,261 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,850,000 | 728 |
| Mortgage-backed securities | $164,003,000 | 432 |
| Certificates of participation in pools of residential mortgages | $17,063,000 | 1,441 |
| Issued or guaranteed by U.S. | $16,867,000 | 1,411 |
| Privately issued | $196,000 | 236 |
| Collaterized mortgage obligations | $30,629,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $30,629,000 | 573 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $116,311,000 | 175 |
| Commercial mortgage pass-through securities | $47,137,000 | 142 |
| Other commercial mortgage-backed securities | $69,174,000 | 164 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $222,011,000 | 550 |
| Total debt securities | $222,011,000 | 614 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $223,864,000 | 625 |
| U.S. Government securities | $166,295,000 | 564 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $166,295,000 | 524 |
| Securities issued by states & political subdivisions | $56,834,000 | 584 |
| Other domestic debt securities | $735,000 | 1,631 |
| Privately issued residential mortgage-backed securities | $215,000 | 507 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $520,000 | 1,292 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,636,000 | 787 |
| Mortgage-backed securities | $166,484,000 | 435 |
| Certificates of participation in pools of residential mortgages | $20,911,000 | 1,243 |
| Issued or guaranteed by U.S. | $20,696,000 | 1,238 |
| Privately issued | $215,000 | 192 |
| Collaterized mortgage obligations | $31,437,000 | 573 |
| CMOs issued by government agencies or sponsored agencies | $31,437,000 | 546 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $114,136,000 | 173 |
| Commercial mortgage pass-through securities | $44,696,000 | 142 |
| Other commercial mortgage-backed securities | $69,440,000 | 163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $223,864,000 | 550 |
| Total debt securities | $223,862,000 | 616 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $181,685,000 | 743 |
| U.S. Government securities | $125,201,000 | 712 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $125,201,000 | 670 |
| Securities issued by states & political subdivisions | $55,742,000 | 629 |
| Other domestic debt securities | $742,000 | 1,632 |
| Privately issued residential mortgage-backed securities | $231,000 | 516 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $511,000 | 1,304 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,628,000 | 883 |
| Mortgage-backed securities | $125,400,000 | 529 |
| Certificates of participation in pools of residential mortgages | $26,564,000 | 1,059 |
| Issued or guaranteed by U.S. | $26,333,000 | 1,051 |
| Privately issued | $231,000 | 193 |
| Collaterized mortgage obligations | $31,842,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $31,842,000 | 527 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $66,994,000 | 221 |
| Commercial mortgage pass-through securities | $22,142,000 | 238 |
| Other commercial mortgage-backed securities | $44,852,000 | 187 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $181,685,000 | 651 |
| Total debt securities | $181,685,000 | 733 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $205,558,000 | 672 |
| U.S. Government securities | $150,290,000 | 611 |
| U.S. Treasury securities | $14,950,000 | 341 |
| U.S. Government agency obligations | $135,340,000 | 637 |
| Securities issued by states & political subdivisions | $54,517,000 | 659 |
| Other domestic debt securities | $751,000 | 1,611 |
| Privately issued residential mortgage-backed securities | $250,000 | 482 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $501,000 | 1,318 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,843,000 | 826 |
| Mortgage-backed securities | $135,551,000 | 499 |
| Certificates of participation in pools of residential mortgages | $32,677,000 | 921 |
| Issued or guaranteed by U.S. | $32,427,000 | 919 |
| Privately issued | $250,000 | 161 |
| Collaterized mortgage obligations | $32,380,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $32,380,000 | 512 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $70,494,000 | 212 |
| Commercial mortgage pass-through securities | $21,836,000 | 225 |
| Other commercial mortgage-backed securities | $48,658,000 | 174 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $205,558,000 | 597 |
| Total debt securities | $205,558,000 | 664 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $206,482,000 | 669 |
| U.S. Government securities | $152,910,000 | 603 |
| U.S. Treasury securities | $14,897,000 | 329 |
| U.S. Government agency obligations | $138,013,000 | 621 |
| Securities issued by states & political subdivisions | $52,801,000 | 665 |
| Other domestic debt securities | $771,000 | 1,568 |
| Privately issued residential mortgage-backed securities | $273,000 | 424 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $498,000 | 1,367 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,643,000 | 664 |
| Mortgage-backed securities | $138,240,000 | 487 |
| Certificates of participation in pools of residential mortgages | $40,182,000 | 795 |
| Issued or guaranteed by U.S. | $39,909,000 | 797 |
| Privately issued | $273,000 | 101 |
| Collaterized mortgage obligations | $32,482,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $32,482,000 | 507 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $65,576,000 | 219 |
| Commercial mortgage pass-through securities | $16,731,000 | 282 |
| Other commercial mortgage-backed securities | $48,845,000 | 170 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $206,482,000 | 585 |
| Total debt securities | $206,482,000 | 661 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $191,912,000 | 720 |
| U.S. Government securities | $144,075,000 | 634 |
| U.S. Treasury securities | $14,862,000 | 319 |
| U.S. Government agency obligations | $129,213,000 | 654 |
| Securities issued by states & political subdivisions | $47,544,000 | 768 |
| Other domestic debt securities | $293,000 | 1,992 |
| Privately issued residential mortgage-backed securities | $293,000 | 668 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,969,000 | 800 |
| Mortgage-backed securities | $124,773,000 | 529 |
| Certificates of participation in pools of residential mortgages | $47,860,000 | 733 |
| Issued or guaranteed by U.S. | $47,567,000 | 720 |
| Privately issued | $293,000 | 352 |
| Collaterized mortgage obligations | $28,195,000 | 596 |
| CMOs issued by government agencies or sponsored agencies | $28,195,000 | 568 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $48,718,000 | 242 |
| Commercial mortgage pass-through securities | $6,847,000 | 465 |
| Other commercial mortgage-backed securities | $41,871,000 | 170 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $191,912,000 | 625 |
| Total debt securities | $191,912,000 | 712 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $181,566,000 | 768 |
| U.S. Government securities | $139,042,000 | 664 |
| U.S. Treasury securities | $4,971,000 | 599 |
| U.S. Government agency obligations | $134,071,000 | 649 |
| Securities issued by states & political subdivisions | $42,524,000 | 895 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,366,000 | 827 |
| Mortgage-backed securities | $128,820,000 | 521 |
| Certificates of participation in pools of residential mortgages | $55,871,000 | 666 |
| Issued or guaranteed by U.S. | $55,871,000 | 666 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $24,755,000 | 646 |
| CMOs issued by government agencies or sponsored agencies | $24,755,000 | 616 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $48,194,000 | 228 |
| Commercial mortgage pass-through securities | $5,930,000 | 399 |
| Other commercial mortgage-backed securities | $42,264,000 | 165 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $181,566,000 | 665 |
| Total debt securities | $181,566,000 | 759 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $155,293,000 | 905 |
| U.S. Government securities | $121,890,000 | 742 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $121,890,000 | 705 |
| Securities issued by states & political subdivisions | $33,403,000 | 1,160 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,622,000 | 980 |
| Mortgage-backed securities | $116,176,000 | 578 |
| Certificates of participation in pools of residential mortgages | $62,730,000 | 609 |
| Issued or guaranteed by U.S. | $62,730,000 | 609 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $10,441,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $10,441,000 | 1,069 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $43,005,000 | 237 |
| Commercial mortgage pass-through securities | $4,974,000 | 448 |
| Other commercial mortgage-backed securities | $38,031,000 | 172 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $155,293,000 | 790 |
| Total debt securities | $155,293,000 | 891 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $142,169,000 | 999 |
| U.S. Government securities | $111,792,000 | 806 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $111,792,000 | 765 |
| Securities issued by states & political subdivisions | $30,377,000 | 1,286 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,059,000 | 978 |
| Mortgage-backed securities | $106,118,000 | 613 |
| Certificates of participation in pools of residential mortgages | $67,194,000 | 581 |
| Issued or guaranteed by U.S. | $67,194,000 | 581 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $431,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $431,000 | 2,622 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $38,493,000 | 242 |
| Commercial mortgage pass-through securities | $38,493,000 | 122 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $142,169,000 | 871 |
| Total debt securities | $142,169,000 | 982 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $134,583,000 | 1,056 |
| U.S. Government securities | $106,311,000 | 860 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $106,311,000 | 824 |
| Securities issued by states & political subdivisions | $28,272,000 | 1,399 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,126,000 | 1,090 |
| Mortgage-backed securities | $100,461,000 | 639 |
| Certificates of participation in pools of residential mortgages | $61,210,000 | 651 |
| Issued or guaranteed by U.S. | $61,210,000 | 651 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $492,000 | 2,683 |
| CMOs issued by government agencies or sponsored agencies | $492,000 | 2,614 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $38,759,000 | 248 |
| Commercial mortgage pass-through securities | $38,759,000 | 120 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $134,583,000 | 927 |
| Total debt securities | $134,583,000 | 1,041 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $142,478,000 | 1,017 |
| U.S. Government securities | $104,074,000 | 895 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $104,074,000 | 858 |
| Securities issued by states & political subdivisions | $38,404,000 | 1,064 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,183,000 | 1,028 |
| Mortgage-backed securities | $97,883,000 | 671 |
| Certificates of participation in pools of residential mortgages | $59,037,000 | 683 |
| Issued or guaranteed by U.S. | $59,037,000 | 683 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $567,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $567,000 | 2,605 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $38,279,000 | 243 |
| Commercial mortgage pass-through securities | $38,279,000 | 117 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $142,478,000 | 890 |
| Total debt securities | $142,477,000 | 1,003 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $142,637,000 | 998 |
| U.S. Government securities | $105,846,000 | 864 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $105,846,000 | 824 |
| Securities issued by states & political subdivisions | $36,791,000 | 1,093 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,840,000 | 1,174 |
| Mortgage-backed securities | $99,339,000 | 651 |
| Certificates of participation in pools of residential mortgages | $60,648,000 | 655 |
| Issued or guaranteed by U.S. | $60,648,000 | 655 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $638,000 | 2,656 |
| CMOs issued by government agencies or sponsored agencies | $638,000 | 2,573 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $38,053,000 | 235 |
| Commercial mortgage pass-through securities | $38,053,000 | 119 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $142,637,000 | 867 |
| Total debt securities | $142,637,000 | 986 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $138,385,000 | 1,014 |
| U.S. Government securities | $111,677,000 | 815 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $111,677,000 | 782 |
| Securities issued by states & political subdivisions | $26,708,000 | 1,483 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,477,000 | 1,129 |
| Mortgage-backed securities | $104,922,000 | 626 |
| Certificates of participation in pools of residential mortgages | $64,035,000 | 637 |
| Issued or guaranteed by U.S. | $64,035,000 | 637 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $728,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $728,000 | 2,560 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $40,159,000 | 216 |
| Commercial mortgage pass-through securities | $40,159,000 | 104 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $138,385,000 | 889 |
| Total debt securities | $138,385,000 | 1,005 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $141,381,000 | 1,010 |
| U.S. Government securities | $114,588,000 | 808 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $114,588,000 | 773 |
| Securities issued by states & political subdivisions | $26,793,000 | 1,490 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,432,000 | 1,140 |
| Mortgage-backed securities | $107,545,000 | 613 |
| Certificates of participation in pools of residential mortgages | $66,888,000 | 612 |
| Issued or guaranteed by U.S. | $66,888,000 | 610 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $827,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $827,000 | 2,539 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $39,830,000 | 202 |
| Commercial mortgage pass-through securities | $39,830,000 | 103 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $141,381,000 | 887 |
| Total debt securities | $141,382,000 | 1,001 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $142,420,000 | 1,015 |
| U.S. Government securities | $116,196,000 | 813 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $116,196,000 | 776 |
| Securities issued by states & political subdivisions | $26,224,000 | 1,493 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,485,000 | 1,348 |
| Mortgage-backed securities | $108,862,000 | 610 |
| Certificates of participation in pools of residential mortgages | $67,416,000 | 611 |
| Issued or guaranteed by U.S. | $67,416,000 | 611 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,978,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $1,978,000 | 2,160 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $39,468,000 | 189 |
| Commercial mortgage pass-through securities | $39,468,000 | 97 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $142,420,000 | 888 |
| Total debt securities | $142,419,000 | 1,003 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $139,696,000 | 1,033 |
| U.S. Government securities | $112,931,000 | 847 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $112,931,000 | 815 |
| Securities issued by states & political subdivisions | $26,765,000 | 1,464 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,955,000 | 1,384 |
| Mortgage-backed securities | $96,460,000 | 666 |
| Certificates of participation in pools of residential mortgages | $58,773,000 | 690 |
| Issued or guaranteed by U.S. | $58,773,000 | 690 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,332,000 | 2,148 |
| CMOs issued by government agencies or sponsored agencies | $2,332,000 | 2,085 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $35,355,000 | 186 |
| Commercial mortgage pass-through securities | $35,355,000 | 94 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $139,696,000 | 902 |
| Total debt securities | $139,695,000 | 1,026 |
| 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 | $125,919,000 | 1,135 |
| U.S. Government securities | $99,751,000 | 944 |
| U.S. Treasury securities | $15,697,000 | 284 |
| U.S. Government agency obligations | $84,054,000 | 1,049 |
| Securities issued by states & political subdivisions | $26,168,000 | 1,498 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,797,000 | 1,222 |
| Mortgage-backed securities | $70,090,000 | 847 |
| Certificates of participation in pools of residential mortgages | $32,493,000 | 1,089 |
| Issued or guaranteed by U.S. | $32,493,000 | 1,088 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,861,000 | 1,457 |
| CMOs issued by government agencies or sponsored agencies | $6,861,000 | 1,386 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $30,736,000 | 188 |
| Commercial mortgage pass-through securities | $30,736,000 | 97 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $125,919,000 | 1,009 |
| Total debt securities | $125,919,000 | 1,125 |
| 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 | $122,398,000 | 1,187 |
| U.S. Government securities | $100,346,000 | 976 |
| U.S. Treasury securities | $15,578,000 | 279 |
| U.S. Government agency obligations | $84,768,000 | 1,076 |
| Securities issued by states & political subdivisions | $22,052,000 | 1,706 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,224,000 | 1,264 |
| Mortgage-backed securities | $67,530,000 | 903 |
| Certificates of participation in pools of residential mortgages | $33,207,000 | 1,120 |
| Issued or guaranteed by U.S. | $33,207,000 | 1,119 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,423,000 | 1,369 |
| CMOs issued by government agencies or sponsored agencies | $8,423,000 | 1,304 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $25,900,000 | 198 |
| Commercial mortgage pass-through securities | $25,900,000 | 105 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $122,398,000 | 1,047 |
| Total debt securities | $122,398,000 | 1,169 |
| 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 | $91,032,000 | 1,564 |
| U.S. Government securities | $77,468,000 | 1,242 |
| U.S. Treasury securities | $11,098,000 | 336 |
| U.S. Government agency obligations | $66,370,000 | 1,349 |
| Securities issued by states & political subdivisions | $13,564,000 | 2,406 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,538,000 | 1,425 |
| Mortgage-backed securities | $52,668,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $33,899,000 | 1,116 |
| Issued or guaranteed by U.S. | $33,899,000 | 1,115 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $10,418,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $10,418,000 | 1,196 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $8,351,000 | 369 |
| Commercial mortgage pass-through securities | $8,351,000 | 199 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $91,032,000 | 1,393 |
| Total debt securities | $91,032,000 | 1,548 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $113,047,000 | 1,281 |
| U.S. Government securities | $91,106,000 | 1,078 |
| U.S. Treasury securities | $10,970,000 | 351 |
| U.S. Government agency obligations | $80,136,000 | 1,141 |
| Securities issued by states & political subdivisions | $21,941,000 | 1,693 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,951,000 | 1,307 |
| Mortgage-backed securities | $56,398,000 | 1,083 |
| Certificates of participation in pools of residential mortgages | $30,182,000 | 1,226 |
| Issued or guaranteed by U.S. | $30,182,000 | 1,224 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,116,000 | 1,188 |
| CMOs issued by government agencies or sponsored agencies | $12,116,000 | 1,136 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $14,100,000 | 267 |
| Commercial mortgage pass-through securities | $14,100,000 | 147 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $113,047,000 | 1,123 |
| Total debt securities | $113,048,000 | 1,262 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $124,268,000 | 1,203 |
| U.S. Government securities | $95,486,000 | 1,052 |
| U.S. Treasury securities | $10,905,000 | 354 |
| U.S. Government agency obligations | $84,581,000 | 1,115 |
| Securities issued by states & political subdivisions | $28,782,000 | 1,335 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000,000 | 1,174 |
| Mortgage-backed securities | $59,873,000 | 1,065 |
| Certificates of participation in pools of residential mortgages | $31,495,000 | 1,227 |
| Issued or guaranteed by U.S. | $31,495,000 | 1,227 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $14,472,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $14,472,000 | 1,037 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $13,906,000 | 265 |
| Commercial mortgage pass-through securities | $13,906,000 | 152 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $124,268,000 | 1,057 |
| Total debt securities | $124,270,000 | 1,188 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $125,439,000 | 1,201 |
| U.S. Government securities | $91,651,000 | 1,107 |
| U.S. Treasury securities | $4,970,000 | 515 |
| U.S. Government agency obligations | $86,681,000 | 1,115 |
| Securities issued by states & political subdivisions | $33,788,000 | 1,157 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,259,000 | 1,155 |
| Mortgage-backed securities | $60,072,000 | 1,068 |
| Certificates of participation in pools of residential mortgages | $28,127,000 | 1,363 |
| Issued or guaranteed by U.S. | $28,127,000 | 1,363 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $18,001,000 | 969 |
| CMOs issued by government agencies or sponsored agencies | $18,001,000 | 914 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $13,944,000 | 255 |
| Commercial mortgage pass-through securities | $13,944,000 | 143 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $125,439,000 | 1,050 |
| Total debt securities | $125,440,000 | 1,187 |
| 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 | $114,161,000 | 1,311 |
| U.S. Government securities | $82,828,000 | 1,217 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $82,828,000 | 1,167 |
| Securities issued by states & political subdivisions | $31,333,000 | 1,237 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,623,000 | 1,217 |
| Mortgage-backed securities | $62,072,000 | 1,035 |
| Certificates of participation in pools of residential mortgages | $25,634,000 | 1,483 |
| Issued or guaranteed by U.S. | $25,634,000 | 1,482 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $22,720,000 | 834 |
| CMOs issued by government agencies or sponsored agencies | $22,720,000 | 789 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $13,718,000 | 238 |
| Commercial mortgage pass-through securities | $13,718,000 | 132 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $114,161,000 | 1,150 |
| Total debt securities | $114,162,000 | 1,293 |
| 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 | $86,695,000 | 1,702 |
| U.S. Government securities | $57,798,000 | 1,657 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $57,798,000 | 1,598 |
| Securities issued by states & political subdivisions | $28,897,000 | 1,344 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,684,000 | 1,347 |
| Mortgage-backed securities | $52,128,000 | 1,199 |
| Certificates of participation in pools of residential mortgages | $6,999,000 | 3,102 |
| Issued or guaranteed by U.S. | $6,999,000 | 3,100 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $33,500,000 | 642 |
| CMOs issued by government agencies or sponsored agencies | $33,500,000 | 605 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $11,629,000 | 248 |
| Commercial mortgage pass-through securities | $11,629,000 | 140 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $86,695,000 | 1,512 |
| Total debt securities | $86,694,000 | 1,682 |
| 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 | $89,678,000 | 1,671 |
| U.S. Government securities | $60,721,000 | 1,589 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $60,721,000 | 1,539 |
| Securities issued by states & political subdivisions | $28,957,000 | 1,331 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,026,000 | 948 |
| Mortgage-backed securities | $54,887,000 | 1,164 |
| Certificates of participation in pools of residential mortgages | $7,433,000 | 3,033 |
| Issued or guaranteed by U.S. | $7,433,000 | 3,029 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $35,780,000 | 619 |
| CMOs issued by government agencies or sponsored agencies | $35,780,000 | 576 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $11,674,000 | 243 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $11,674,000 | 139 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $89,678,000 | 1,482 |
| Total debt securities | $89,678,000 | 1,648 |
| 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 | $89,918,000 | 1,657 |
| U.S. Government securities | $63,577,000 | 1,530 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $63,577,000 | 1,484 |
| Securities issued by states & political subdivisions | $26,341,000 | 1,434 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,734,000 | 987 |
| Mortgage-backed securities | $57,550,000 | 1,119 |
| Certificates of participation in pools of residential mortgages | $7,961,000 | 2,926 |
| Issued or guaranteed by U.S. | $7,961,000 | 2,924 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $37,649,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $37,649,000 | 566 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $11,940,000 | 230 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $11,940,000 | 129 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $89,918,000 | 1,491 |
| Total debt securities | $89,918,000 | 1,635 |
| 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 | $91,792,000 | 1,652 |
| U.S. Government securities | $64,928,000 | 1,522 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $64,928,000 | 1,478 |
| Securities issued by states & political subdivisions | $26,864,000 | 1,385 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,970,000 | 1,078 |
| Mortgage-backed securities | $58,608,000 | 1,148 |
| Certificates of participation in pools of residential mortgages | $10,063,000 | 2,648 |
| Issued or guaranteed by U.S. | $10,063,000 | 2,647 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $48,545,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $48,545,000 | 488 |
| 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) | $91,792,000 | 1,501 |
| Total debt securities | $91,792,000 | 1,629 |
| 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 | $70,967,000 | 2,017 |
| U.S. Government securities | $50,286,000 | 1,849 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $50,286,000 | 1,802 |
| Securities issued by states & political subdivisions | $20,681,000 | 1,752 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,795,000 | 1,313 |
| Mortgage-backed securities | $42,658,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | $5,798,000 | 3,360 |
| Issued or guaranteed by U.S. | $5,798,000 | 3,357 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $36,860,000 | 648 |
| CMOs issued by government agencies or sponsored agencies | $36,860,000 | 603 |
| 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) | $70,967,000 | 1,835 |
| Total debt securities | $70,967,000 | 1,997 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,004,000 | 1,645 |
| 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 | $81,783,000 | 1,800 |
| U.S. Government securities | $59,487,000 | 1,659 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $59,487,000 | 1,608 |
| Securities issued by states & political subdivisions | $22,296,000 | 1,582 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,445,000 | 1,258 |
| Mortgage-backed securities | $51,622,000 | 1,335 |
| Certificates of participation in pools of residential mortgages | $8,214,000 | 3,065 |
| Issued or guaranteed by U.S. | $8,214,000 | 3,064 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $43,408,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $43,408,000 | 557 |
| 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) | $81,783,000 | 1,644 |
| Total debt securities | $81,783,000 | 1,772 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,011,000 | 1,756 |
| 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 | $86,846,000 | 1,694 |
| U.S. Government securities | $68,957,000 | 1,495 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $68,957,000 | 1,454 |
| Securities issued by states & political subdivisions | $17,889,000 | 1,881 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,953,000 | 1,358 |
| Mortgage-backed securities | $60,904,000 | 1,185 |
| Certificates of participation in pools of residential mortgages | $33,688,000 | 1,289 |
| Issued or guaranteed by U.S. | $33,688,000 | 1,288 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $27,216,000 | 881 |
| CMOs issued by government agencies or sponsored agencies | $27,216,000 | 817 |
| 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) | $86,846,000 | 1,546 |
| Total debt securities | $86,846,000 | 1,675 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,017,000 | 1,959 |
| 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 | $85,309,000 | 1,721 |
| U.S. Government securities | $71,849,000 | 1,468 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $71,849,000 | 1,425 |
| Securities issued by states & political subdivisions | $13,460,000 | 2,248 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,816,000 | 1,183 |
| Mortgage-backed securities | $62,586,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $32,975,000 | 1,286 |
| Issued or guaranteed by U.S. | $32,975,000 | 1,285 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $29,611,000 | 850 |
| CMOs issued by government agencies or sponsored agencies | $29,611,000 | 791 |
| 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) | $85,309,000 | 1,565 |
| Total debt securities | $85,309,000 | 1,702 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,385 |
| Fair value | $1,023,000 | 2,167 |
| 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 | $81,909,000 | 1,707 |
| U.S. Government securities | $70,585,000 | 1,421 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $70,585,000 | 1,376 |
| Securities issued by states & political subdivisions | $11,324,000 | 2,455 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,906,000 | 1,140 |
| Mortgage-backed securities | $61,104,000 | 1,140 |
| Certificates of participation in pools of residential mortgages | $31,108,000 | 1,294 |
| Issued or guaranteed by U.S. | $31,108,000 | 1,292 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $29,996,000 | 841 |
| CMOs issued by government agencies or sponsored agencies | $29,996,000 | 748 |
| 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) | $81,909,000 | 1,557 |
| Total debt securities | $81,909,000 | 1,693 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,332 |
| Fair value | $1,028,000 | 2,125 |
| 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 | $96,614,000 | 1,465 |
| U.S. Government securities | $66,607,000 | 1,448 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $66,607,000 | 1,400 |
| Securities issued by states & political subdivisions | $30,007,000 | 1,024 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,772,000 | 946 |
| Mortgage-backed securities | $56,856,000 | 1,167 |
| Certificates of participation in pools of residential mortgages | $25,081,000 | 1,440 |
| Issued or guaranteed by U.S. | $25,081,000 | 1,436 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $31,775,000 | 784 |
| CMOs issued by government agencies or sponsored agencies | $31,775,000 | 687 |
| 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) | $96,614,000 | 1,317 |
| Total debt securities | $96,614,000 | 1,451 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,403 |
| Fair value | $1,035,000 | 2,201 |
| 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 | $100,172,000 | 1,428 |
| U.S. Government securities | $72,171,000 | 1,357 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $72,171,000 | 1,314 |
| Securities issued by states & political subdivisions | $28,001,000 | 1,039 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,295,000 | 863 |
| Mortgage-backed securities | $58,393,000 | 1,116 |
| Certificates of participation in pools of residential mortgages | $24,966,000 | 1,415 |
| Issued or guaranteed by U.S. | $24,966,000 | 1,411 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $33,427,000 | 756 |
| CMOs issued by government agencies or sponsored agencies | $33,427,000 | 660 |
| 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) | $100,172,000 | 1,283 |
| Total debt securities | $100,172,000 | 1,406 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,640 |
| Fair value | $3,038,000 | 1,595 |
| 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 | $116,245,000 | 1,234 |
| U.S. Government securities | $87,941,000 | 1,130 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $87,941,000 | 1,083 |
| Securities issued by states & political subdivisions | $27,808,000 | 1,036 |
| Other domestic debt securities | $496,000 | 2,364 |
| 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 | $496,000 | 1,715 |
| 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 | $70,351,000 | 784 |
| Mortgage-backed securities | $71,949,000 | 901 |
| Certificates of participation in pools of residential mortgages | $29,938,000 | 1,204 |
| Issued or guaranteed by U.S. | $29,938,000 | 1,199 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $42,011,000 | 650 |
| CMOs issued by government agencies or sponsored agencies | $42,011,000 | 552 |
| 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) | $116,245,000 | 1,100 |
| Total debt securities | $116,244,000 | 1,223 |
| Structured notes | ||
| Amortized cost | $4,495,000 | 1,350 |
| Fair value | $4,508,000 | 1,326 |
| 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 | $103,160,000 | 1,313 |
| U.S. Government securities | $73,175,000 | 1,278 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $73,175,000 | 1,222 |
| Securities issued by states & political subdivisions | $27,111,000 | 1,037 |
| Other domestic debt securities | $2,429,000 | 1,561 |
| 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 | $2,429,000 | 953 |
| Foreign debt securities | $445,000 | 100 |
| 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 | $67,810,000 | 788 |
| Mortgage-backed securities | $55,566,000 | 1,082 |
| Certificates of participation in pools of residential mortgages | $27,303,000 | 1,247 |
| Issued or guaranteed by U.S. | $27,303,000 | 1,235 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $28,263,000 | 805 |
| CMOs issued by government agencies or sponsored agencies | $28,263,000 | 683 |
| 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) | $103,160,000 | 1,173 |
| Total debt securities | $103,160,000 | 1,294 |
| Structured notes | ||
| Amortized cost | $4,496,000 | 1,235 |
| Fair value | $4,512,000 | 1,209 |
| 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 | $98,690,000 | 1,348 |
| U.S. Government securities | $71,034,000 | 1,279 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $71,034,000 | 1,226 |
| Securities issued by states & political subdivisions | $25,758,000 | 1,050 |
| Other domestic debt securities | $1,455,000 | 1,926 |
| 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 | $1,455,000 | 1,195 |
| Foreign debt securities | $443,000 | 98 |
| 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 | $68,924,000 | 765 |
| Mortgage-backed securities | $60,443,000 | 983 |
| Certificates of participation in pools of residential mortgages | $31,006,000 | 1,105 |
| Issued or guaranteed by U.S. | $31,006,000 | 1,094 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $29,437,000 | 792 |
| CMOs issued by government agencies or sponsored agencies | $29,437,000 | 667 |
| 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) | $98,690,000 | 1,197 |
| Total debt securities | $98,690,000 | 1,330 |
| Structured notes | ||
| Amortized cost | $4,493,000 | 1,239 |
| Fair value | $4,548,000 | 1,217 |
| 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 | $115,973,000 | 1,145 |
| U.S. Government securities | $101,490,000 | 927 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $101,490,000 | 891 |
| Securities issued by states & political subdivisions | $14,483,000 | 1,734 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,249,000 | 772 |
| Mortgage-backed securities | $63,709,000 | 929 |
| Certificates of participation in pools of residential mortgages | $34,054,000 | 1,016 |
| Issued or guaranteed by U.S. | $34,054,000 | 1,008 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $29,655,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $29,655,000 | 627 |
| 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) | $115,973,000 | 1,003 |
| Total debt securities | $115,973,000 | 1,130 |
| Structured notes | ||
| Amortized cost | $13,974,000 | 496 |
| Fair value | $14,088,000 | 489 |
| 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 | $109,665,000 | 1,218 |
| U.S. Government securities | $97,790,000 | 952 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $97,790,000 | 918 |
| Securities issued by states & political subdivisions | $11,875,000 | 2,006 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,253,000 | 810 |
| Mortgage-backed securities | $60,502,000 | 988 |
| Certificates of participation in pools of residential mortgages | $35,929,000 | 1,040 |
| Issued or guaranteed by U.S. | $35,929,000 | 1,032 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $24,573,000 | 831 |
| CMOs issued by government agencies or sponsored agencies | $24,573,000 | 690 |
| 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) | $109,665,000 | 1,073 |
| Total debt securities | $109,665,000 | 1,203 |
| Structured notes | ||
| Amortized cost | $11,973,000 | 458 |
| Fair value | $11,909,000 | 459 |
| 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 | $101,062,000 | 1,283 |
| U.S. Government securities | $89,140,000 | 1,019 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $89,140,000 | 985 |
| Securities issued by states & political subdivisions | $11,922,000 | 2,001 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,184,000 | 770 |
| Mortgage-backed securities | $63,242,000 | 965 |
| Certificates of participation in pools of residential mortgages | $38,528,000 | 1,003 |
| Issued or guaranteed by U.S. | $38,528,000 | 994 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $24,714,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $24,714,000 | 660 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $101,062,000 | 1,125 |
| Total debt securities | $101,062,000 | 1,264 |
| 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 | $96,551,000 | 1,319 |
| U.S. Government securities | $81,494,000 | 1,079 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $81,494,000 | 1,042 |
| Securities issued by states & political subdivisions | $9,353,000 | 2,362 |
| Other domestic debt securities | $5,604,000 | 1,222 |
| Privately issued residential mortgage-backed securities | $3,581,000 | 790 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,023,000 | 1,105 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $100,000 | 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 | $79,179,000 | 715 |
| Mortgage-backed securities | $59,725,000 | 1,040 |
| Certificates of participation in pools of residential mortgages | $38,697,000 | 1,020 |
| Issued or guaranteed by U.S. | $38,697,000 | 1,013 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $21,028,000 | 904 |
| CMOs issued by government agencies or sponsored agencies | $17,447,000 | 808 |
| Privately issued | $3,581,000 | 755 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $96,551,000 | 1,154 |
| Total debt securities | $96,451,000 | 1,294 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $1,007,000 | 1,544 |
| 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 | $90,886,000 | 1,393 |
| U.S. Government securities | $75,097,000 | 1,147 |
| U.S. Treasury securities | $14,995,000 | 181 |
| U.S. Government agency obligations | $60,102,000 | 1,384 |
| Securities issued by states & political subdivisions | $11,693,000 | 1,991 |
| Other domestic debt securities | $3,996,000 | 1,466 |
| 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 | $3,996,000 | 777 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $100,000 | 1,252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,246,000 | 720 |
| Mortgage-backed securities | $57,196,000 | 1,080 |
| Certificates of participation in pools of residential mortgages | $53,755,000 | 769 |
| Issued or guaranteed by U.S. | $53,755,000 | 760 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,441,000 | 2,096 |
| CMOs issued by government agencies or sponsored agencies | $3,441,000 | 1,772 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $90,886,000 | 1,208 |
| Total debt securities | $90,786,000 | 1,368 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $495,000 | 1,629 |
| 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 | $79,056,000 | 1,573 |
| U.S. Government securities | $63,211,000 | 1,372 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $63,211,000 | 1,339 |
| Securities issued by states & political subdivisions | $12,164,000 | 1,841 |
| Other domestic debt securities | $3,581,000 | 1,464 |
| 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 | $3,581,000 | 826 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $100,000 | 1,256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,636,000 | 1,539 |
| Mortgage-backed securities | $62,200,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | $57,228,000 | 751 |
| Issued or guaranteed by U.S. | $57,228,000 | 739 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,972,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $4,972,000 | 1,528 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $79,056,000 | 1,367 |
| Total debt securities | $78,956,000 | 1,549 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,280 |
| Fair value | $496,000 | 1,381 |
| 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 | $48,004,000 | 2,390 |
| U.S. Government securities | $21,929,000 | 3,325 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $21,929,000 | 3,265 |
| Securities issued by states & political subdivisions | $22,220,000 | 975 |
| Other domestic debt securities | $3,755,000 | 1,391 |
| 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 | $3,755,000 | 778 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $100,000 | 1,247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,378,000 | 1,505 |
| Mortgage-backed securities | $20,925,000 | 2,280 |
| Certificates of participation in pools of residential mortgages | $14,959,000 | 2,163 |
| Issued or guaranteed by U.S. | $14,959,000 | 2,151 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,966,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $5,966,000 | 1,367 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $48,004,000 | 2,103 |
| Total debt securities | $47,903,000 | 2,367 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,335 |
| Fair value | $502,000 | 1,368 |
| 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 | $49,971,000 | 2,257 |
| U.S. Government securities | $22,309,000 | 3,227 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $22,309,000 | 3,163 |
| Securities issued by states & political subdivisions | $23,247,000 | 920 |
| Other domestic debt securities | $4,315,000 | 1,284 |
| 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 | $4,315,000 | 696 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $100,000 | 1,365 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,552,000 | 1,437 |
| Mortgage-backed securities | $20,817,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $14,644,000 | 2,107 |
| Issued or guaranteed by U.S. | $14,644,000 | 2,097 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,173,000 | 1,578 |
| CMOs issued by government agencies or sponsored agencies | $6,173,000 | 1,273 |
| 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) | $49,971,000 | 1,976 |
| Total debt securities | $49,871,000 | 2,235 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $993,000 | 1,006 |
| 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 | $49,175,000 | 2,350 |
| U.S. Government securities | $20,311,000 | 3,501 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $20,311,000 | 3,436 |
| Securities issued by states & political subdivisions | $23,103,000 | 947 |
| Other domestic debt securities | $5,761,000 | 1,150 |
| 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 | $5,761,000 | 642 |
| 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 | $38,644,000 | 1,312 |
| Mortgage-backed securities | $18,845,000 | 2,328 |
| Certificates of participation in pools of residential mortgages | $12,059,000 | 2,367 |
| Issued or guaranteed by U.S. | $12,059,000 | 2,355 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $6,786,000 | 1,516 |
| CMOs issued by government agencies or sponsored agencies | $6,786,000 | 1,216 |
| 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) | $49,175,000 | 2,064 |
| Total debt securities | $49,175,000 | 2,300 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 979 |
| Fair value | $982,000 | 1,100 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $51,314,000 | 2,256 |
| U.S. Government securities | $20,818,000 | 3,416 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $20,818,000 | 3,355 |
| Securities issued by states & political subdivisions | $24,746,000 | 869 |
| Other domestic debt securities | $5,750,000 | 1,128 |
| 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 | $5,750,000 | 642 |
| 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 | $26,052,000 | 1,818 |
| Mortgage-backed securities | $19,313,000 | 2,223 |
| Certificates of participation in pools of residential mortgages | $12,100,000 | 2,267 |
| Issued or guaranteed by U.S. | $12,100,000 | 2,255 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,213,000 | 1,450 |
| CMOs issued by government agencies or sponsored agencies | $7,213,000 | 1,175 |
| 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) | $51,314,000 | 1,985 |
| Total debt securities | $51,314,000 | 2,205 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,057 |
| Fair value | $1,002,000 | 1,148 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $51,136,000 | 2,252 |
| U.S. Government securities | $21,197,000 | 3,436 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $21,197,000 | 3,367 |
| Securities issued by states & political subdivisions | $24,181,000 | 867 |
| Other domestic debt securities | $5,758,000 | 1,053 |
| 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 | $5,758,000 | 616 |
| 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 | $26,096,000 | 1,803 |
| Mortgage-backed securities | $18,194,000 | 2,046 |
| Certificates of participation in pools of residential mortgages | $11,034,000 | 2,162 |
| Issued or guaranteed by U.S. | $11,034,000 | 2,150 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,160,000 | 1,368 |
| CMOs issued by government agencies or sponsored agencies | $7,160,000 | 1,127 |
| 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) | $51,136,000 | 1,969 |
| Total debt securities | $51,136,000 | 2,208 |
| 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 | $53,622,000 | 2,153 |
| U.S. Government securities | $22,567,000 | 3,327 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $22,567,000 | 3,262 |
| Securities issued by states & political subdivisions | $25,230,000 | 792 |
| Other domestic debt securities | $5,825,000 | 998 |
| 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 | $5,825,000 | 593 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,621,000 | 2,219 |
| Mortgage-backed securities | $18,580,000 | 1,903 |
| Certificates of participation in pools of residential mortgages | $11,350,000 | 1,963 |
| Issued or guaranteed by U.S. | $11,350,000 | 1,954 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,230,000 | 1,333 |
| CMOs issued by government agencies or sponsored agencies | $7,230,000 | 1,083 |
| 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) | $53,622,000 | 1,866 |
| Total debt securities | $53,623,000 | 2,106 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,161 |
| Fair value | $500,000 | 2,183 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $54,130,000 | 2,119 |
| U.S. Government securities | $22,916,000 | 3,297 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $22,916,000 | 3,221 |
| Securities issued by states & political subdivisions | $25,378,000 | 782 |
| Other domestic debt securities | $5,836,000 | 949 |
| 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 | $5,836,000 | 562 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,951,000 | 2,464 |
| Mortgage-backed securities | $18,989,000 | 1,821 |
| Certificates of participation in pools of residential mortgages | $11,704,000 | 1,870 |
| Issued or guaranteed by U.S. | $11,704,000 | 1,864 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,285,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $7,285,000 | 1,056 |
| 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) | $54,130,000 | 1,828 |
| Total debt securities | $54,131,000 | 2,076 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $495,000 | 2,348 |
| 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 | $56,184,000 | 2,060 |
| U.S. Government securities | $24,010,000 | 3,221 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $24,010,000 | 3,125 |
| Securities issued by states & political subdivisions | $26,220,000 | 755 |
| Other domestic debt securities | $5,954,000 | 956 |
| 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 | $5,954,000 | 581 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,963,000 | 2,690 |
| Mortgage-backed securities | $20,041,000 | 1,740 |
| Certificates of participation in pools of residential mortgages | $12,454,000 | 1,807 |
| Issued or guaranteed by U.S. | $12,454,000 | 1,801 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $7,587,000 | 1,226 |
| CMOs issued by government agencies or sponsored agencies | $7,587,000 | 1,020 |
| 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) | $56,184,000 | 1,771 |
| Total debt securities | $56,180,000 | 2,018 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $497,000 | 2,398 |
| 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 | $57,057,000 | 2,061 |
| U.S. Government securities | $24,580,000 | 3,207 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $24,580,000 | 3,115 |
| Securities issued by states & political subdivisions | $26,536,000 | 740 |
| Other domestic debt securities | $5,941,000 | 949 |
| 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 | $5,941,000 | 587 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,702,000 | 3,133 |
| Mortgage-backed securities | $20,626,000 | 1,709 |
| Certificates of participation in pools of residential mortgages | $12,899,000 | 1,780 |
| Issued or guaranteed by U.S. | $12,899,000 | 1,771 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $7,727,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $7,727,000 | 1,012 |
| 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) | $57,057,000 | 1,776 |
| Total debt securities | $57,057,000 | 2,023 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $496,000 | 2,500 |
| 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 | $66,730,000 | 1,788 |
| U.S. Government securities | $31,412,000 | 2,681 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $31,412,000 | 2,612 |
| Securities issued by states & political subdivisions | $26,402,000 | 736 |
| Other domestic debt securities | $8,916,000 | 756 |
| 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 | $8,916,000 | 442 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,695,000 | 3,140 |
| Mortgage-backed securities | $23,406,000 | 1,569 |
| Certificates of participation in pools of residential mortgages | $15,239,000 | 1,607 |
| Issued or guaranteed by U.S. | $15,239,000 | 1,597 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,167,000 | 1,137 |
| CMOs issued by government agencies or sponsored agencies | $8,167,000 | 952 |
| 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) | $66,730,000 | 1,535 |
| Total debt securities | $66,730,000 | 1,755 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $495,000 | 2,633 |
| 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 | $69,542,000 | 1,727 |
| U.S. Government securities | $33,147,000 | 2,556 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $33,147,000 | 2,478 |
| Securities issued by states & political subdivisions | $26,191,000 | 719 |
| Other domestic debt securities | $10,204,000 | 696 |
| 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 | $10,204,000 | 405 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,205,000 | 3,052 |
| Mortgage-backed securities | $25,295,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | $17,064,000 | 1,504 |
| Issued or guaranteed by U.S. | $17,064,000 | 1,497 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,231,000 | 1,131 |
| CMOs issued by government agencies or sponsored agencies | $8,231,000 | 946 |
| 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) | $69,542,000 | 1,472 |
| Total debt securities | $69,541,000 | 1,692 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $486,000 | 2,747 |
| 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 | $76,118,000 | 1,619 |
| U.S. Government securities | $37,117,000 | 2,351 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $37,117,000 | 2,291 |
| Securities issued by states & political subdivisions | $27,072,000 | 675 |
| Other domestic debt securities | $11,929,000 | 649 |
| 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 | $11,929,000 | 383 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,028,000 | 3,394 |
| Mortgage-backed securities | $26,916,000 | 1,463 |
| Certificates of participation in pools of residential mortgages | $18,314,000 | 1,452 |
| Issued or guaranteed by U.S. | $18,314,000 | 1,445 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,602,000 | 1,115 |
| CMOs issued by government agencies or sponsored agencies | $8,602,000 | 928 |
| 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) | $76,118,000 | 1,392 |
| Total debt securities | $76,118,000 | 1,577 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $491,000 | 2,705 |
| 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 | $67,621,000 | 1,793 |
| U.S. Government securities | $34,157,000 | 2,490 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $34,157,000 | 2,411 |
| Securities issued by states & political subdivisions | $24,893,000 | 756 |
| Other domestic debt securities | $8,571,000 | 808 |
| 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 | $8,571,000 | 498 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,550,000 | 3,666 |
| Mortgage-backed securities | $25,060,000 | 1,555 |
| Certificates of participation in pools of residential mortgages | $17,704,000 | 1,491 |
| Issued or guaranteed by U.S. | $17,704,000 | 1,479 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $7,356,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $7,356,000 | 1,015 |
| 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) | $67,621,000 | 1,528 |
| Total debt securities | $67,622,000 | 1,756 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $491,000 | 2,724 |
| 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 | $77,638,000 | 1,566 |
| U.S. Government securities | $36,498,000 | 2,346 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $36,498,000 | 2,280 |
| Securities issued by states & political subdivisions | $29,952,000 | 612 |
| Other domestic debt securities | $11,188,000 | 697 |
| 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 | $11,188,000 | 422 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,803,000 | 3,607 |
| Mortgage-backed securities | $25,833,000 | 1,535 |
| Certificates of participation in pools of residential mortgages | $19,602,000 | 1,416 |
| Issued or guaranteed by U.S. | $19,602,000 | 1,405 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,231,000 | 1,324 |
| CMOs issued by government agencies or sponsored agencies | $6,231,000 | 1,137 |
| 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) | $77,638,000 | 1,337 |
| Total debt securities | $77,637,000 | 1,525 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $496,000 | 2,618 |
| 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 | $81,428,000 | 1,509 |
| U.S. Government securities | $39,381,000 | 2,227 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $39,381,000 | 2,151 |
| Securities issued by states & political subdivisions | $30,242,000 | 590 |
| Other domestic debt securities | $11,805,000 | 691 |
| 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 | $11,805,000 | 431 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,793,000 | 3,613 |
| Mortgage-backed securities | $28,179,000 | 1,485 |
| Certificates of participation in pools of residential mortgages | $21,612,000 | 1,363 |
| Issued or guaranteed by U.S. | $21,612,000 | 1,350 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $6,567,000 | 1,319 |
| CMOs issued by government agencies or sponsored agencies | $6,567,000 | 1,146 |
| 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) | $81,428,000 | 1,287 |
| Total debt securities | $81,426,000 | 1,476 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $499,000 | 2,554 |
| 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 | $82,185,000 | 1,530 |
| U.S. Government securities | $40,836,000 | 2,196 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $40,836,000 | 2,115 |
| Securities issued by states & political subdivisions | $30,183,000 | 587 |
| Other domestic debt securities | $11,166,000 | 718 |
| 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 | $11,166,000 | 461 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,398,000 | 3,487 |
| Mortgage-backed securities | $29,717,000 | 1,468 |
| Certificates of participation in pools of residential mortgages | $23,026,000 | 1,325 |
| Issued or guaranteed by U.S. | $23,026,000 | 1,317 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,691,000 | 1,331 |
| CMOs issued by government agencies or sponsored agencies | $6,691,000 | 1,160 |
| 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) | $82,185,000 | 1,292 |
| Total debt securities | $82,185,000 | 1,490 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $492,000 | 2,603 |
| 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 | $84,754,000 | 1,502 |
| U.S. Government securities | $42,972,000 | 2,112 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $42,972,000 | 2,027 |
| Securities issued by states & political subdivisions | $30,343,000 | 593 |
| Other domestic debt securities | $11,439,000 | 741 |
| 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 | $11,439,000 | 488 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,102,000 | 4,905 |
| Mortgage-backed securities | $31,701,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | $24,669,000 | 1,281 |
| Issued or guaranteed by U.S. | $24,669,000 | 1,273 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $7,032,000 | 1,307 |
| CMOs issued by government agencies or sponsored agencies | $7,032,000 | 1,138 |
| 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) | $84,754,000 | 1,280 |
| Total debt securities | $84,754,000 | 1,457 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $500,000 | 2,458 |
| 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 | $63,165,000 | 1,954 |
| U.S. Government securities | $27,850,000 | 3,014 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $27,850,000 | 2,897 |
| Securities issued by states & political subdivisions | $26,194,000 | 708 |
| Other domestic debt securities | $9,121,000 | 854 |
| 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 | $9,121,000 | 579 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,681,000 | 4,724 |
| Mortgage-backed securities | $19,685,000 | 1,952 |
| Certificates of participation in pools of residential mortgages | $18,390,000 | 1,588 |
| Issued or guaranteed by U.S. | $18,390,000 | 1,579 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,295,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $1,295,000 | 2,277 |
| 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) | $63,165,000 | 1,640 |
| Total debt securities | $63,164,000 | 1,898 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| 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 | $60,869,000 | 2,060 |
| U.S. Government securities | $26,707,000 | 3,156 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $26,707,000 | 3,035 |
| Securities issued by states & political subdivisions | $25,077,000 | 735 |
| Other domestic debt securities | $9,085,000 | 864 |
| 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 | $9,085,000 | 605 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,081,000 | 4,928 |
| Mortgage-backed securities | $18,598,000 | 2,075 |
| Certificates of participation in pools of residential mortgages | $18,404,000 | 1,612 |
| Issued or guaranteed by U.S. | $18,404,000 | 1,600 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $194,000 | 3,422 |
| CMOs issued by government agencies or sponsored agencies | $194,000 | 3,134 |
| 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) | $60,869,000 | 1,737 |
| Total debt securities | $60,868,000 | 2,005 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| 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 | $44,423,000 | 2,710 |
| U.S. Government securities | $9,408,000 | 5,889 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,408,000 | 5,730 |
| Securities issued by states & political subdivisions | $23,569,000 | 802 |
| Other domestic debt securities | $11,446,000 | 803 |
| 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 | $11,446,000 | 552 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,158,000 | 5,266 |
| Mortgage-backed securities | $7,087,000 | 3,550 |
| Certificates of participation in pools of residential mortgages | $5,521,000 | 3,286 |
| Issued or guaranteed by U.S. | $5,521,000 | 3,276 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,566,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $1,566,000 | 2,254 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $44,423,000 | 2,322 |
| Total debt securities | $44,425,000 | 2,644 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $502,000 | 2,237 |
| 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 | $46,605,000 | 2,628 |
| U.S. Government securities | $10,829,000 | 5,563 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,829,000 | 5,400 |
| Securities issued by states & political subdivisions | $23,891,000 | 778 |
| Other domestic debt securities | $11,885,000 | 768 |
| 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 | $11,885,000 | 570 |
| 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 | $3,013,000 | 5,313 |
| Mortgage-backed securities | $7,503,000 | 3,450 |
| Certificates of participation in pools of residential mortgages | $5,807,000 | 3,206 |
| Issued or guaranteed by U.S. | $5,807,000 | 3,194 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,696,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $1,696,000 | 2,306 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $46,605,000 | 2,258 |
| Total debt securities | $46,606,000 | 2,567 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $506,000 | 2,049 |
| 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 | $49,060,000 | 2,487 |
| U.S. Government securities | $13,099,000 | 4,897 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,099,000 | 4,746 |
| Securities issued by states & political subdivisions | $23,039,000 | 823 |
| Other domestic debt securities | $12,922,000 | 750 |
| 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 | $12,922,000 | 569 |
| 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 | $2,503,000 | 5,542 |
| Mortgage-backed securities | $9,438,000 | 3,085 |
| Certificates of participation in pools of residential mortgages | $7,366,000 | 2,858 |
| Issued or guaranteed by U.S. | $7,366,000 | 2,845 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,072,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $2,072,000 | 2,149 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $49,060,000 | 2,120 |
| Total debt securities | $49,060,000 | 2,424 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $509,000 | 1,786 |
| 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 | $49,880,000 | 2,398 |
| U.S. Government securities | $15,930,000 | 4,303 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $15,930,000 | 4,147 |
| Securities issued by states & political subdivisions | $20,705,000 | 914 |
| Other domestic debt securities | $13,245,000 | 768 |
| 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 | $13,245,000 | 575 |
| 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 | $2,022,000 | 5,812 |
| Mortgage-backed securities | $12,733,000 | 2,682 |
| Certificates of participation in pools of residential mortgages | $8,508,000 | 2,630 |
| Issued or guaranteed by U.S. | $8,508,000 | 2,617 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,225,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $4,225,000 | 1,760 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $49,880,000 | 2,035 |
| Total debt securities | $49,880,000 | 2,330 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $514,000 | 1,582 |
| 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 | $46,691,000 | 2,514 |
| U.S. Government securities | $19,760,000 | 3,733 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $19,760,000 | 3,568 |
| Securities issued by states & political subdivisions | $16,230,000 | 1,119 |
| Other domestic debt securities | $10,701,000 | 870 |
| 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 | $10,701,000 | 650 |
| 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 | $2,015,000 | 5,852 |
| Mortgage-backed securities | $13,541,000 | 2,620 |
| Certificates of participation in pools of residential mortgages | $9,627,000 | 2,430 |
| Issued or guaranteed by U.S. | $9,627,000 | 2,416 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,914,000 | 2,005 |
| CMOs issued by government agencies or sponsored agencies | $3,914,000 | 1,895 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $46,691,000 | 2,137 |
| Total debt securities | $46,691,000 | 2,447 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,013,000 | 975 |
| 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 | $42,848,000 | 2,641 |
| U.S. Government securities | $17,237,000 | 4,091 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $17,237,000 | 3,922 |
| Securities issued by states & political subdivisions | $15,409,000 | 1,165 |
| Other domestic debt securities | $10,202,000 | 919 |
| 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 | $10,202,000 | 707 |
| 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 | $2,623,000 | 5,539 |
| Mortgage-backed securities | $12,194,000 | 2,718 |
| Certificates of participation in pools of residential mortgages | $8,620,000 | 2,542 |
| Issued or guaranteed by U.S. | $8,620,000 | 2,528 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,574,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $3,574,000 | 2,007 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $42,848,000 | 2,246 |
| Total debt securities | $42,849,000 | 2,569 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $514,000 | 1,166 |
| 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 | $36,486,000 | 2,884 |
| U.S. Government securities | $12,855,000 | 4,819 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $12,855,000 | 4,605 |
| Securities issued by states & political subdivisions | $13,328,000 | 1,272 |
| Other domestic debt securities | $10,303,000 | 925 |
| 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 | $10,303,000 | 704 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,146,000 | 5,840 |
| Mortgage-backed securities | $2,508,000 | 4,982 |
| Certificates of participation in pools of residential mortgages | $2,489,000 | 4,178 |
| Issued or guaranteed by U.S. | $2,489,000 | 4,162 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $19,000 | 4,436 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 4,224 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $36,486,000 | 2,396 |
| Total debt securities | $36,487,000 | 2,813 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $16,674,000 | 5,223 |
| U.S. Government securities | $6,970,000 | 6,930 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,970,000 | 6,567 |
| Securities issued by states & political subdivisions | $9,470,000 | 1,732 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $234,000 | 5,515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,871,000 | 6,387 |
| Mortgage-backed securities | $1,307,000 | 5,268 |
| Certificates of participation in pools of residential mortgages | $1,192,000 | 4,602 |
| Issued or guaranteed by U.S. | $1,192,000 | 4,586 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $115,000 | 3,919 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 3,735 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $16,674,000 | 4,294 |
| Total debt securities | $16,440,000 | 5,149 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $14,903,000 | 5,817 |
| U.S. Government securities | $11,184,000 | 5,749 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $11,184,000 | 5,232 |
| Securities issued by states & political subdivisions | $3,485,000 | 3,627 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $234,000 | 5,391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,142,000 | 5,025 |
| Mortgage-backed securities | $3,035,000 | 4,468 |
| Certificates of participation in pools of residential mortgages | $1,975,000 | 4,217 |
| Issued or guaranteed by U.S. | $1,975,000 | 4,197 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,060,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $1,060,000 | 2,801 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,870,000 | 2,620 |
| Available-for-sale securities (fair market value) | $8,033,000 | 6,427 |
| Total debt securities | $14,669,000 | 5,771 |
| Structured notes | ||
| Amortized cost | $800,000 | 658 |
| Fair value | $798,000 | 656 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $16,777,000 | 5,420 |
| U.S. Government securities | $12,982,000 | 5,257 |
| U.S. Treasury securities | $306,000 | 6,326 |
| U.S. Government agency obligations | $12,676,000 | 4,579 |
| Securities issued by states & political subdivisions | $3,795,000 | 3,505 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,310,000 | 4,645 |
| Mortgage-backed securities | $3,278,000 | 4,593 |
| Certificates of participation in pools of residential mortgages | $1,778,000 | 4,557 |
| Issued or guaranteed by U.S. | $1,778,000 | 4,537 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,500,000 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $1,500,000 | 2,775 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,809,000 | 1,964 |
| Available-for-sale securities (fair market value) | $3,968,000 | 7,747 |
| Total debt securities | $16,777,000 | 5,288 |
| Structured notes | ||
| Amortized cost | $800,000 | 812 |
| Fair value | $807,000 | 810 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $22,323,000 | 4,545 |
| U.S. Government securities | $18,523,000 | 4,322 |
| U.S. Treasury securities | $1,160,000 | 6,121 |
| U.S. Government agency obligations | $17,363,000 | 3,603 |
| Securities issued by states & political subdivisions | $3,800,000 | 3,317 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,691,000 | 4,654 |
| Mortgage-backed securities | $2,033,000 | 5,382 |
| Certificates of participation in pools of residential mortgages | $816,000 | 5,647 |
| Issued or guaranteed by U.S. | $816,000 | 5,629 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,217,000 | 3,204 |
| CMOs issued by government agencies or sponsored agencies | $1,217,000 | 3,086 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,518,000 | 1,565 |
| Available-for-sale securities (fair market value) | $805,000 | 9,318 |
| Total debt securities | $22,321,000 | 4,447 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,560 |
| Fair value | $793,000 | 1,575 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $25,822,000 | 4,413 |
| U.S. Government securities | $22,343,000 | 4,090 |
| U.S. Treasury securities | $3,766,000 | 4,525 |
| U.S. Government agency obligations | $18,577,000 | 3,556 |
| Securities issued by states & political subdivisions | $3,479,000 | 3,585 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,301,000 | 5,628 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,822,000 | 1,541 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $25,822,000 | 4,304 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,139 |
| Fair value | $793,000 | 2,146 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $17,851,000 | 6,023 |
| U.S. Government securities | $15,517,000 | 5,590 |
| U.S. Treasury securities | $4,262,000 | 5,035 |
| U.S. Government agency obligations | $11,255,000 | 5,086 |
| Securities issued by states & political subdivisions | $2,334,000 | 4,554 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 8,838 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,851,000 | 2,214 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $17,851,000 | 5,887 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 2,265 |
| Fair value | $1,278,000 | 2,271 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $18,945,000 | 6,116 |
| U.S. Government securities | $17,505,000 | 5,455 |
| U.S. Treasury securities | $5,885,000 | 5,026 |
| U.S. Government agency obligations | $11,620,000 | 4,829 |
| Securities issued by states & political subdivisions | $1,440,000 | 5,923 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,205 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,945,000 | 3,609 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $18,945,000 | 6,010 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $16,438,000 | 6,986 |
| U.S. Government securities | $14,510,000 | 6,398 |
| U.S. Treasury securities | $6,962,000 | 4,620 |
| U.S. Government agency obligations | $7,548,000 | 6,562 |
| Securities issued by states & political subdivisions | $1,928,000 | 5,410 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,000 | 9,475 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,438,000 | 6,839 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $14,391,000 | 7,540 |
| U.S. Government securities | $12,513,000 | 7,057 |
| U.S. Treasury securities | $7,359,000 | 4,446 |
| U.S. Government agency obligations | $5,154,000 | 7,883 |
| Securities issued by states & political subdivisions | $1,878,000 | 5,183 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $506,000 | 9,669 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,391,000 | 7,414 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |