Home > Citizens Bank & Trust Company > Securities
Citizens Bank & Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $118,552,000 | 1,516 |
| U.S. Government securities | $65,878,000 | 1,564 |
| U.S. Treasury securities | $23,234,000 | 836 |
| U.S. Government agency obligations | $42,644,000 | 1,785 |
| Securities issued by states & political subdivisions | $52,674,000 | 848 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,164,000 | 1,199 |
| Mortgage-backed securities | $21,538,000 | 1,962 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,355,000 | 706 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $183,000 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $118,552,000 | 1,326 |
| Total debt securities | $118,554,000 | 1,503 |
| 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 | $108,918,000 | 1,600 |
| U.S. Government securities | $59,398,000 | 1,665 |
| U.S. Treasury securities | $25,628,000 | 810 |
| U.S. Government agency obligations | $33,770,000 | 2,023 |
| Securities issued by states & political subdivisions | $49,520,000 | 877 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,424,000 | 1,140 |
| Mortgage-backed securities | $12,956,000 | 2,354 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,770,000 | 930 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $186,000 | 1,486 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $108,918,000 | 1,388 |
| Total debt securities | $108,916,000 | 1,586 |
| 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 | $108,286,000 | 1,649 |
| U.S. Government securities | $55,915,000 | 1,780 |
| U.S. Treasury securities | $20,806,000 | 936 |
| U.S. Government agency obligations | $35,109,000 | 2,023 |
| Securities issued by states & political subdivisions | $52,371,000 | 876 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,454,000 | 1,266 |
| Mortgage-backed securities | $14,015,000 | 2,328 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,826,000 | 909 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $189,000 | 1,483 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $108,286,000 | 1,446 |
| Total debt securities | $108,285,000 | 1,634 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| 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 | $111,767,000 | 1,673 |
| U.S. Government securities | $57,338,000 | 1,830 |
| U.S. Treasury securities | $20,929,000 | 988 |
| U.S. Government agency obligations | $36,409,000 | 1,992 |
| Securities issued by states & political subdivisions | $54,429,000 | 890 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,483,000 | 1,208 |
| Mortgage-backed securities | $15,196,000 | 2,327 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,004,000 | 897 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $192,000 | 1,502 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $111,767,000 | 1,469 |
| Total debt securities | $111,767,000 | 1,660 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| 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 | $110,994,000 | 1,705 |
| U.S. Government securities | $57,574,000 | 1,838 |
| U.S. Treasury securities | $20,590,000 | 1,042 |
| U.S. Government agency obligations | $36,984,000 | 1,983 |
| Securities issued by states & political subdivisions | $53,420,000 | 927 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,117,000 | 1,133 |
| Mortgage-backed securities | $15,907,000 | 2,304 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,712,000 | 879 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $195,000 | 1,502 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $110,994,000 | 1,500 |
| Total debt securities | $110,994,000 | 1,692 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $112,670,000 | 1,691 |
| U.S. Government securities | $59,810,000 | 1,809 |
| U.S. Treasury securities | $20,292,000 | 1,070 |
| U.S. Government agency obligations | $39,518,000 | 1,923 |
| Securities issued by states & political subdivisions | $52,860,000 | 942 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,848,000 | 1,164 |
| Mortgage-backed securities | $17,045,000 | 2,266 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,848,000 | 858 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $197,000 | 1,519 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $112,670,000 | 1,497 |
| Total debt securities | $112,670,000 | 1,676 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| 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 | $105,268,000 | 1,786 |
| U.S. Government securities | $49,403,000 | 2,069 |
| U.S. Treasury securities | $23,886,000 | 956 |
| U.S. Government agency obligations | $25,517,000 | 2,425 |
| Securities issued by states & political subdivisions | $55,865,000 | 931 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,233,000 | 1,478 |
| Mortgage-backed securities | $11,236,000 | 2,657 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $11,036,000 | 1,156 |
| CMOs issued by government agencies or sponsored agencies | $11,036,000 | 1,089 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $200,000 | 1,997 |
| Commercial mortgage pass-through securities | $200,000 | 1,515 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $105,268,000 | 1,619 |
| Total debt securities | $105,269,000 | 1,774 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| 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 | $107,684,000 | 1,736 |
| U.S. Government securities | $48,941,000 | 2,024 |
| U.S. Treasury securities | $21,387,000 | 909 |
| U.S. Government agency obligations | $27,554,000 | 2,354 |
| Securities issued by states & political subdivisions | $58,743,000 | 900 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,165,000 | 1,684 |
| Mortgage-backed securities | $12,752,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $12,550,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $12,550,000 | 1,022 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $202,000 | 1,966 |
| Commercial mortgage pass-through securities | $202,000 | 1,484 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $107,684,000 | 1,589 |
| Total debt securities | $107,684,000 | 1,720 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| 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 | $116,632,000 | 1,569 |
| U.S. Government securities | $53,863,000 | 1,777 |
| U.S. Treasury securities | $22,581,000 | 641 |
| U.S. Government agency obligations | $31,282,000 | 2,199 |
| Securities issued by states & political subdivisions | $62,769,000 | 877 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,982,000 | 1,643 |
| Mortgage-backed securities | $15,492,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $15,287,000 | 946 |
| CMOs issued by government agencies or sponsored agencies | $15,287,000 | 900 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $205,000 | 1,932 |
| Commercial mortgage pass-through securities | $205,000 | 1,451 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $116,632,000 | 1,464 |
| Total debt securities | $116,631,000 | 1,552 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| 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 | $106,507,000 | 1,626 |
| U.S. Government securities | $47,044,000 | 1,881 |
| U.S. Treasury securities | $12,751,000 | 750 |
| U.S. Government agency obligations | $34,293,000 | 2,070 |
| Securities issued by states & political subdivisions | $59,463,000 | 898 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,662,000 | 1,624 |
| Mortgage-backed securities | $18,308,000 | 2,301 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $18,101,000 | 850 |
| CMOs issued by government agencies or sponsored agencies | $18,101,000 | 811 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $207,000 | 1,938 |
| Commercial mortgage pass-through securities | $207,000 | 1,462 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $106,507,000 | 1,516 |
| Total debt securities | $106,508,000 | 1,610 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| 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 | $107,050,000 | 1,563 |
| U.S. Government securities | $45,815,000 | 1,845 |
| U.S. Treasury securities | $12,738,000 | 659 |
| U.S. Government agency obligations | $33,077,000 | 2,052 |
| Securities issued by states & political subdivisions | $61,235,000 | 853 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,176,000 | 1,618 |
| Mortgage-backed securities | $22,208,000 | 2,060 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $21,998,000 | 718 |
| CMOs issued by government agencies or sponsored agencies | $21,998,000 | 683 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $210,000 | 1,941 |
| Commercial mortgage pass-through securities | $210,000 | 1,472 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $107,050,000 | 1,453 |
| Total debt securities | $107,051,000 | 1,546 |
| 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 | $103,013,000 | 1,505 |
| U.S. Government securities | $47,060,000 | 1,680 |
| U.S. Treasury securities | $9,712,000 | 603 |
| U.S. Government agency obligations | $37,348,000 | 1,842 |
| Securities issued by states & political subdivisions | $55,953,000 | 882 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,915,000 | 1,601 |
| Mortgage-backed securities | $29,504,000 | 1,748 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $26,537,000 | 622 |
| CMOs issued by government agencies or sponsored agencies | $26,537,000 | 585 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,967,000 | 1,322 |
| Commercial mortgage pass-through securities | $212,000 | 1,463 |
| Other commercial mortgage-backed securities | $2,755,000 | 895 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $103,013,000 | 1,397 |
| Total debt securities | $103,013,000 | 1,488 |
| 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 | $90,902,000 | 1,514 |
| U.S. Government securities | $36,939,000 | 1,812 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $36,939,000 | 1,722 |
| Securities issued by states & political subdivisions | $53,963,000 | 871 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,307,000 | 1,563 |
| Mortgage-backed securities | $34,865,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $31,781,000 | 553 |
| CMOs issued by government agencies or sponsored agencies | $31,781,000 | 522 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $3,084,000 | 1,252 |
| Commercial mortgage pass-through securities | $214,000 | 1,417 |
| Other commercial mortgage-backed securities | $2,870,000 | 860 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $90,902,000 | 1,415 |
| Total debt securities | $90,903,000 | 1,503 |
| 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 | $91,657,000 | 1,434 |
| U.S. Government securities | $44,386,000 | 1,582 |
| U.S. Treasury securities | $2,005,000 | 827 |
| U.S. Government agency obligations | $42,381,000 | 1,546 |
| Securities issued by states & political subdivisions | $47,271,000 | 897 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,766,000 | 1,480 |
| Mortgage-backed securities | $40,295,000 | 1,358 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $37,090,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $37,090,000 | 468 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,205,000 | 1,211 |
| Commercial mortgage pass-through securities | $216,000 | 1,407 |
| Other commercial mortgage-backed securities | $2,989,000 | 818 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $91,657,000 | 1,333 |
| Total debt securities | $91,657,000 | 1,421 |
| 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 | $95,291,000 | 1,352 |
| U.S. Government securities | $51,333,000 | 1,400 |
| U.S. Treasury securities | $2,019,000 | 837 |
| U.S. Government agency obligations | $49,314,000 | 1,353 |
| Securities issued by states & political subdivisions | $43,958,000 | 895 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,415,000 | 1,578 |
| Mortgage-backed securities | $45,224,000 | 1,235 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $41,904,000 | 485 |
| CMOs issued by government agencies or sponsored agencies | $41,904,000 | 448 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,320,000 | 1,177 |
| Commercial mortgage pass-through securities | $219,000 | 1,405 |
| Other commercial mortgage-backed securities | $3,101,000 | 784 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $95,291,000 | 1,247 |
| Total debt securities | $95,291,000 | 1,335 |
| 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 | $82,924,000 | 1,453 |
| U.S. Government securities | $46,679,000 | 1,506 |
| U.S. Treasury securities | $2,034,000 | 870 |
| U.S. Government agency obligations | $44,645,000 | 1,481 |
| Securities issued by states & political subdivisions | $36,245,000 | 956 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,038,000 | 1,567 |
| Mortgage-backed securities | $37,544,000 | 1,388 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $34,220,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $34,220,000 | 523 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,324,000 | 1,157 |
| Commercial mortgage pass-through securities | $221,000 | 1,368 |
| Other commercial mortgage-backed securities | $3,103,000 | 753 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $82,924,000 | 1,351 |
| Total debt securities | $82,924,000 | 1,441 |
| 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 | $80,193,000 | 1,499 |
| U.S. Government securities | $43,912,000 | 1,601 |
| U.S. Treasury securities | $4,023,000 | 739 |
| U.S. Government agency obligations | $39,889,000 | 1,610 |
| Securities issued by states & political subdivisions | $36,281,000 | 916 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,175,000 | 1,566 |
| Mortgage-backed securities | $32,874,000 | 1,465 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $29,490,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $29,490,000 | 592 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,384,000 | 1,133 |
| Commercial mortgage pass-through securities | $223,000 | 1,362 |
| Other commercial mortgage-backed securities | $3,161,000 | 720 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $80,193,000 | 1,386 |
| Total debt securities | $80,193,000 | 1,485 |
| 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 | $84,043,000 | 1,446 |
| U.S. Government securities | $47,590,000 | 1,512 |
| U.S. Treasury securities | $4,024,000 | 747 |
| U.S. Government agency obligations | $43,566,000 | 1,527 |
| Securities issued by states & political subdivisions | $36,453,000 | 904 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,202,000 | 1,561 |
| Mortgage-backed securities | $34,527,000 | 1,394 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $31,022,000 | 599 |
| CMOs issued by government agencies or sponsored agencies | $31,022,000 | 566 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,505,000 | 1,107 |
| Commercial mortgage pass-through securities | $225,000 | 1,358 |
| Other commercial mortgage-backed securities | $3,280,000 | 688 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $84,043,000 | 1,329 |
| Total debt securities | $84,042,000 | 1,433 |
| 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 | $83,433,000 | 1,468 |
| U.S. Government securities | $47,146,000 | 1,539 |
| U.S. Treasury securities | $4,030,000 | 740 |
| U.S. Government agency obligations | $43,116,000 | 1,569 |
| Securities issued by states & political subdivisions | $36,287,000 | 911 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,991,000 | 1,696 |
| Mortgage-backed securities | $33,086,000 | 1,418 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $29,504,000 | 600 |
| CMOs issued by government agencies or sponsored agencies | $29,504,000 | 575 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,582,000 | 1,078 |
| Commercial mortgage pass-through securities | $227,000 | 1,350 |
| Other commercial mortgage-backed securities | $3,355,000 | 643 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $83,433,000 | 1,352 |
| Total debt securities | $83,433,000 | 1,456 |
| 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 | $79,899,000 | 1,529 |
| U.S. Government securities | $42,108,000 | 1,697 |
| U.S. Treasury securities | $5,015,000 | 665 |
| U.S. Government agency obligations | $37,093,000 | 1,755 |
| Securities issued by states & political subdivisions | $37,791,000 | 907 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,065,000 | 1,762 |
| Mortgage-backed securities | $31,147,000 | 1,460 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $27,550,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $27,550,000 | 589 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,597,000 | 1,016 |
| Commercial mortgage pass-through securities | $229,000 | 1,330 |
| Other commercial mortgage-backed securities | $3,368,000 | 595 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $79,899,000 | 1,406 |
| Total debt securities | $79,900,000 | 1,510 |
| 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 | $77,119,000 | 1,579 |
| U.S. Government securities | $40,389,000 | 1,770 |
| U.S. Treasury securities | $3,011,000 | 850 |
| U.S. Government agency obligations | $37,378,000 | 1,763 |
| Securities issued by states & political subdivisions | $36,730,000 | 959 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,603,000 | 1,789 |
| Mortgage-backed securities | $31,580,000 | 1,452 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $27,975,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $27,975,000 | 583 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,605,000 | 988 |
| Commercial mortgage pass-through securities | $231,000 | 1,310 |
| Other commercial mortgage-backed securities | $3,374,000 | 571 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $77,119,000 | 1,453 |
| Total debt securities | $77,118,000 | 1,562 |
| 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 | $76,515,000 | 1,585 |
| U.S. Government securities | $40,109,000 | 1,783 |
| U.S. Treasury securities | $2,006,000 | 954 |
| U.S. Government agency obligations | $38,103,000 | 1,749 |
| Securities issued by states & political subdivisions | $36,406,000 | 974 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,584,000 | 1,839 |
| Mortgage-backed securities | $32,423,000 | 1,427 |
| Certificates of participation in pools of residential mortgages | $232,000 | 4,033 |
| Issued or guaranteed by U.S. | $232,000 | 4,012 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $28,801,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $28,801,000 | 559 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,390,000 | 1,000 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $3,390,000 | 569 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $76,515,000 | 1,454 |
| Total debt securities | $76,514,000 | 1,570 |
| 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 | $77,197,000 | 1,604 |
| U.S. Government securities | $39,082,000 | 1,806 |
| U.S. Treasury securities | $2,013,000 | 923 |
| U.S. Government agency obligations | $37,069,000 | 1,761 |
| Securities issued by states & political subdivisions | $38,115,000 | 976 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,732,000 | 1,859 |
| Mortgage-backed securities | $31,309,000 | 1,480 |
| Certificates of participation in pools of residential mortgages | $234,000 | 4,085 |
| Issued or guaranteed by U.S. | $234,000 | 3,949 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $27,581,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $27,581,000 | 580 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $3,494,000 | 967 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $3,494,000 | 553 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $77,197,000 | 1,463 |
| Total debt securities | $77,196,000 | 1,590 |
| 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 | $75,307,000 | 1,653 |
| U.S. Government securities | $36,987,000 | 1,919 |
| U.S. Treasury securities | $2,021,000 | 888 |
| U.S. Government agency obligations | $34,966,000 | 1,902 |
| Securities issued by states & political subdivisions | $38,320,000 | 995 |
| 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 | $20,671,000 | 1,951 |
| Mortgage-backed securities | $29,138,000 | 1,538 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $28,902,000 | 593 |
| CMOs issued by government agencies or sponsored agencies | $28,902,000 | 560 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $236,000 | 1,446 |
| Commercial mortgage pass-through securities | $236,000 | 1,018 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $75,307,000 | 1,507 |
| Total debt securities | $75,307,000 | 1,638 |
| 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 | $79,517,000 | 1,616 |
| U.S. Government securities | $36,038,000 | 1,952 |
| U.S. Treasury securities | $5,043,000 | 562 |
| U.S. Government agency obligations | $30,995,000 | 2,080 |
| Securities issued by states & political subdivisions | $43,479,000 | 918 |
| 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 | $24,171,000 | 1,790 |
| Mortgage-backed securities | $27,044,000 | 1,615 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $26,806,000 | 618 |
| CMOs issued by government agencies or sponsored agencies | $26,806,000 | 585 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $238,000 | 1,435 |
| Commercial mortgage pass-through securities | $238,000 | 1,015 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $79,517,000 | 1,473 |
| Total debt securities | $79,517,000 | 1,598 |
| 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 | $83,356,000 | 1,579 |
| U.S. Government securities | $40,541,000 | 1,811 |
| U.S. Treasury securities | $8,080,000 | 429 |
| U.S. Government agency obligations | $32,461,000 | 2,030 |
| Securities issued by states & political subdivisions | $42,815,000 | 951 |
| 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 | $24,599,000 | 1,792 |
| Mortgage-backed securities | $28,455,000 | 1,571 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $28,215,000 | 602 |
| CMOs issued by government agencies or sponsored agencies | $28,215,000 | 574 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $240,000 | 1,424 |
| Commercial mortgage pass-through securities | $240,000 | 1,007 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $83,356,000 | 1,440 |
| Total debt securities | $83,356,000 | 1,558 |
| 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 | $90,040,000 | 1,510 |
| U.S. Government securities | $46,925,000 | 1,667 |
| U.S. Treasury securities | $17,056,000 | 283 |
| U.S. Government agency obligations | $29,869,000 | 2,206 |
| Securities issued by states & political subdivisions | $43,115,000 | 958 |
| 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 | $28,846,000 | 1,645 |
| Mortgage-backed securities | $25,859,000 | 1,703 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $25,617,000 | 632 |
| CMOs issued by government agencies or sponsored agencies | $25,617,000 | 602 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $242,000 | 1,381 |
| Commercial mortgage pass-through securities | $242,000 | 981 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $90,040,000 | 1,360 |
| Total debt securities | $90,040,000 | 1,492 |
| 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 | $92,631,000 | 1,493 |
| U.S. Government securities | $47,462,000 | 1,682 |
| U.S. Treasury securities | $17,028,000 | 294 |
| U.S. Government agency obligations | $30,434,000 | 2,191 |
| Securities issued by states & political subdivisions | $45,169,000 | 923 |
| 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 | $29,542,000 | 1,622 |
| Mortgage-backed securities | $26,431,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $26,188,000 | 635 |
| CMOs issued by government agencies or sponsored agencies | $26,188,000 | 598 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $243,000 | 1,349 |
| Commercial mortgage pass-through securities | $243,000 | 933 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $92,631,000 | 1,336 |
| Total debt securities | $92,631,000 | 1,472 |
| 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 | $94,032,000 | 1,462 |
| U.S. Government securities | $48,081,000 | 1,652 |
| U.S. Treasury securities | $17,034,000 | 291 |
| U.S. Government agency obligations | $31,047,000 | 2,150 |
| Securities issued by states & political subdivisions | $45,951,000 | 896 |
| 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 | $42,025,000 | 1,238 |
| Mortgage-backed securities | $27,045,000 | 1,697 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $26,800,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $26,800,000 | 583 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $245,000 | 1,303 |
| Commercial mortgage pass-through securities | $245,000 | 902 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $94,032,000 | 1,296 |
| Total debt securities | $94,032,000 | 1,441 |
| 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 | $99,614,000 | 1,368 |
| U.S. Government securities | $50,876,000 | 1,559 |
| U.S. Treasury securities | $11,230,000 | 320 |
| U.S. Government agency obligations | $39,646,000 | 1,804 |
| Securities issued by states & political subdivisions | $48,738,000 | 843 |
| 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 | $48,941,000 | 1,109 |
| Mortgage-backed securities | $25,533,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $25,286,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $25,286,000 | 616 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $247,000 | 1,245 |
| Commercial mortgage pass-through securities | $247,000 | 833 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $99,614,000 | 1,219 |
| Total debt securities | $99,614,000 | 1,349 |
| 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 | $103,037,000 | 1,341 |
| U.S. Government securities | $49,851,000 | 1,632 |
| U.S. Treasury securities | $11,283,000 | 324 |
| U.S. Government agency obligations | $38,568,000 | 1,880 |
| Securities issued by states & political subdivisions | $53,186,000 | 764 |
| 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 | $56,972,000 | 999 |
| Mortgage-backed securities | $16,435,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,187,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $16,187,000 | 845 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $248,000 | 1,172 |
| Commercial mortgage pass-through securities | $248,000 | 786 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $103,037,000 | 1,187 |
| Total debt securities | $103,037,000 | 1,317 |
| 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 | $98,675,000 | 1,418 |
| U.S. Government securities | $50,467,000 | 1,668 |
| U.S. Treasury securities | $13,264,000 | 304 |
| U.S. Government agency obligations | $37,203,000 | 2,012 |
| Securities issued by states & political subdivisions | $48,208,000 | 834 |
| 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 | $46,862,000 | 1,188 |
| Mortgage-backed securities | $9,966,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,716,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $9,716,000 | 1,124 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $250,000 | 1,151 |
| Commercial mortgage pass-through securities | $250,000 | 776 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $98,675,000 | 1,257 |
| Total debt securities | $98,675,000 | 1,396 |
| 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 | $103,891,000 | 1,351 |
| U.S. Government securities | $57,423,000 | 1,520 |
| U.S. Treasury securities | $13,241,000 | 336 |
| U.S. Government agency obligations | $44,182,000 | 1,769 |
| Securities issued by states & political subdivisions | $46,468,000 | 869 |
| 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 | $56,265,000 | 1,033 |
| Mortgage-backed securities | $6,297,000 | 3,296 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,046,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $6,046,000 | 1,463 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $251,000 | 1,109 |
| Commercial mortgage pass-through securities | $251,000 | 749 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $103,891,000 | 1,185 |
| Total debt securities | $103,891,000 | 1,326 |
| 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 | $105,529,000 | 1,338 |
| U.S. Government securities | $64,824,000 | 1,371 |
| U.S. Treasury securities | $13,341,000 | 312 |
| U.S. Government agency obligations | $51,483,000 | 1,593 |
| Securities issued by states & political subdivisions | $40,705,000 | 988 |
| 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 | $64,054,000 | 924 |
| Mortgage-backed securities | $2,182,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $29,000 | 4,801 |
| Issued or guaranteed by U.S. | $29,000 | 4,796 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,900,000 | 2,286 |
| CMOs issued by government agencies or sponsored agencies | $1,900,000 | 2,217 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $253,000 | 1,063 |
| Commercial mortgage pass-through securities | $253,000 | 721 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $105,529,000 | 1,177 |
| Total debt securities | $105,529,000 | 1,318 |
| Structured notes | ||
| Amortized cost | $1,355,000 | 1,057 |
| Fair value | $1,357,000 | 1,056 |
| 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 | $88,107,000 | 1,606 |
| U.S. Government securities | $60,301,000 | 1,501 |
| U.S. Treasury securities | $13,350,000 | 309 |
| U.S. Government agency obligations | $46,951,000 | 1,788 |
| Securities issued by states & political subdivisions | $27,806,000 | 1,389 |
| 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 | $63,732,000 | 937 |
| Mortgage-backed securities | $2,229,000 | 4,208 |
| Certificates of participation in pools of residential mortgages | $30,000 | 4,873 |
| Issued or guaranteed by U.S. | $30,000 | 4,870 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,938,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $1,938,000 | 2,261 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $261,000 | 1,015 |
| Commercial mortgage pass-through securities | $261,000 | 680 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $88,107,000 | 1,429 |
| Total debt securities | $88,107,000 | 1,589 |
| 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 | $81,591,000 | 1,739 |
| U.S. Government securities | $60,622,000 | 1,506 |
| U.S. Treasury securities | $13,380,000 | 312 |
| U.S. Government agency obligations | $47,242,000 | 1,808 |
| Securities issued by states & political subdivisions | $20,969,000 | 1,759 |
| 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 | $64,233,000 | 949 |
| Mortgage-backed securities | $2,368,000 | 4,244 |
| Certificates of participation in pools of residential mortgages | $34,000 | 4,919 |
| Issued or guaranteed by U.S. | $34,000 | 4,912 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,070,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $2,070,000 | 2,253 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $264,000 | 992 |
| Commercial mortgage pass-through securities | $264,000 | 662 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $81,591,000 | 1,572 |
| Total debt securities | $81,591,000 | 1,712 |
| 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 | $52,786,000 | 2,486 |
| U.S. Government securities | $32,376,000 | 2,496 |
| U.S. Treasury securities | $13,311,000 | 319 |
| U.S. Government agency obligations | $19,065,000 | 3,310 |
| Securities issued by states & political subdivisions | $20,410,000 | 1,792 |
| 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 | $19,524,000 | 2,272 |
| Mortgage-backed securities | $2,379,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $35,000 | 4,993 |
| Issued or guaranteed by U.S. | $35,000 | 4,986 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,076,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $2,076,000 | 2,301 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $268,000 | 974 |
| Commercial mortgage pass-through securities | $268,000 | 666 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $52,786,000 | 2,256 |
| Total debt securities | $52,786,000 | 2,465 |
| 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 | $52,986,000 | 2,532 |
| U.S. Government securities | $32,202,000 | 2,577 |
| U.S. Treasury securities | $13,339,000 | 308 |
| U.S. Government agency obligations | $18,863,000 | 3,415 |
| Securities issued by states & political subdivisions | $20,784,000 | 1,773 |
| 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 | $19,143,000 | 2,300 |
| Mortgage-backed securities | $2,405,000 | 4,400 |
| Certificates of participation in pools of residential mortgages | $36,000 | 5,080 |
| Issued or guaranteed by U.S. | $36,000 | 5,075 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,097,000 | 2,428 |
| CMOs issued by government agencies or sponsored agencies | $2,097,000 | 2,342 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $272,000 | 940 |
| Commercial mortgage pass-through securities | $272,000 | 655 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $52,986,000 | 2,294 |
| Total debt securities | $52,986,000 | 2,511 |
| 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 | $52,826,000 | 2,559 |
| U.S. Government securities | $32,422,000 | 2,613 |
| U.S. Treasury securities | $13,383,000 | 288 |
| U.S. Government agency obligations | $19,039,000 | 3,445 |
| Securities issued by states & political subdivisions | $20,404,000 | 1,804 |
| 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 | $15,384,000 | 2,621 |
| Mortgage-backed securities | $2,616,000 | 4,415 |
| Certificates of participation in pools of residential mortgages | $66,000 | 5,078 |
| Issued or guaranteed by U.S. | $66,000 | 5,073 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,272,000 | 2,411 |
| CMOs issued by government agencies or sponsored agencies | $2,272,000 | 2,336 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $278,000 | 931 |
| Commercial mortgage pass-through securities | $278,000 | 651 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $52,826,000 | 2,322 |
| Total debt securities | $52,826,000 | 2,535 |
| 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 | $54,692,000 | 2,500 |
| U.S. Government securities | $34,375,000 | 2,533 |
| U.S. Treasury securities | $13,365,000 | 273 |
| U.S. Government agency obligations | $21,010,000 | 3,305 |
| Securities issued by states & political subdivisions | $20,317,000 | 1,821 |
| 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 | $15,127,000 | 2,676 |
| Mortgage-backed securities | $2,819,000 | 4,391 |
| Certificates of participation in pools of residential mortgages | $75,000 | 5,127 |
| Issued or guaranteed by U.S. | $75,000 | 5,121 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,465,000 | 2,357 |
| CMOs issued by government agencies or sponsored agencies | $2,465,000 | 2,277 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $279,000 | 914 |
| Commercial mortgage pass-through securities | $279,000 | 644 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $54,692,000 | 2,278 |
| Total debt securities | $54,692,000 | 2,482 |
| 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 | $53,947,000 | 2,522 |
| U.S. Government securities | $34,097,000 | 2,538 |
| U.S. Treasury securities | $13,357,000 | 254 |
| U.S. Government agency obligations | $20,740,000 | 3,335 |
| Securities issued by states & political subdivisions | $19,850,000 | 1,856 |
| 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 | $14,691,000 | 2,715 |
| Mortgage-backed securities | $2,881,000 | 4,399 |
| Certificates of participation in pools of residential mortgages | $79,000 | 5,162 |
| Issued or guaranteed by U.S. | $79,000 | 5,155 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,520,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $2,520,000 | 2,234 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $282,000 | 852 |
| Commercial mortgage pass-through securities | $282,000 | 590 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $53,947,000 | 2,293 |
| Total debt securities | $53,947,000 | 2,500 |
| 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 | $54,612,000 | 2,516 |
| U.S. Government securities | $35,229,000 | 2,484 |
| U.S. Treasury securities | $13,450,000 | 242 |
| U.S. Government agency obligations | $21,779,000 | 3,270 |
| Securities issued by states & political subdivisions | $19,383,000 | 1,905 |
| 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 | $14,297,000 | 2,720 |
| Mortgage-backed securities | $3,582,000 | 4,301 |
| Certificates of participation in pools of residential mortgages | $139,000 | 5,141 |
| Issued or guaranteed by U.S. | $139,000 | 5,135 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,160,000 | 2,192 |
| CMOs issued by government agencies or sponsored agencies | $3,160,000 | 2,107 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $283,000 | 838 |
| Commercial mortgage pass-through securities | $283,000 | 566 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $54,612,000 | 2,277 |
| Total debt securities | $54,612,000 | 2,490 |
| 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 | $57,503,000 | 2,412 |
| U.S. Government securities | $38,247,000 | 2,325 |
| U.S. Treasury securities | $13,378,000 | 235 |
| U.S. Government agency obligations | $24,869,000 | 3,022 |
| Securities issued by states & political subdivisions | $19,256,000 | 1,901 |
| 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 | $17,054,000 | 2,439 |
| Mortgage-backed securities | $3,554,000 | 4,305 |
| Certificates of participation in pools of residential mortgages | $152,000 | 5,129 |
| Issued or guaranteed by U.S. | $152,000 | 5,122 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,118,000 | 2,255 |
| CMOs issued by government agencies or sponsored agencies | $3,118,000 | 2,165 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $284,000 | 812 |
| Commercial mortgage pass-through securities | $284,000 | 566 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $57,503,000 | 2,194 |
| Total debt securities | $57,503,000 | 2,385 |
| 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 | $55,362,000 | 2,497 |
| U.S. Government securities | $42,194,000 | 2,186 |
| U.S. Treasury securities | $15,739,000 | 215 |
| U.S. Government agency obligations | $26,455,000 | 2,954 |
| Securities issued by states & political subdivisions | $13,168,000 | 2,452 |
| 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 | $13,971,000 | 2,776 |
| Mortgage-backed securities | $4,158,000 | 4,240 |
| Certificates of participation in pools of residential mortgages | $199,000 | 5,128 |
| Issued or guaranteed by U.S. | $199,000 | 5,123 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,674,000 | 2,188 |
| CMOs issued by government agencies or sponsored agencies | $3,674,000 | 2,092 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $285,000 | 721 |
| Commercial mortgage pass-through securities | $285,000 | 517 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $55,362,000 | 2,296 |
| Total debt securities | $55,362,000 | 2,470 |
| 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 | $51,593,000 | 2,579 |
| U.S. Government securities | $41,994,000 | 2,139 |
| U.S. Treasury securities | $13,676,000 | 242 |
| U.S. Government agency obligations | $28,318,000 | 2,777 |
| Securities issued by states & political subdivisions | $9,599,000 | 2,905 |
| 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 | $14,191,000 | 2,754 |
| Mortgage-backed securities | $4,949,000 | 4,097 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,663,000 | 2,085 |
| CMOs issued by government agencies or sponsored agencies | $4,663,000 | 1,996 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $286,000 | 603 |
| Commercial mortgage pass-through securities | $286,000 | 448 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $51,593,000 | 2,372 |
| Total debt securities | $51,593,000 | 2,556 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $53,462,000 | 2,527 |
| U.S. Government securities | $43,392,000 | 2,142 |
| U.S. Treasury securities | $13,757,000 | 205 |
| U.S. Government agency obligations | $29,635,000 | 2,767 |
| Securities issued by states & political subdivisions | $10,070,000 | 2,786 |
| 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 | $14,388,000 | 2,750 |
| Mortgage-backed securities | $5,143,000 | 4,197 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,855,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $4,855,000 | 2,048 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $288,000 | 574 |
| Commercial mortgage pass-through securities | $288,000 | 416 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $53,462,000 | 2,315 |
| Total debt securities | $53,462,000 | 2,505 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $51,467,000 | 2,619 |
| U.S. Government securities | $41,366,000 | 2,241 |
| U.S. Treasury securities | $7,789,000 | 316 |
| U.S. Government agency obligations | $33,577,000 | 2,582 |
| Securities issued by states & political subdivisions | $10,101,000 | 2,739 |
| 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 | $17,522,000 | 2,486 |
| Mortgage-backed securities | $4,102,000 | 4,437 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,814,000 | 2,341 |
| CMOs issued by government agencies or sponsored agencies | $3,814,000 | 2,234 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $288,000 | 542 |
| Commercial mortgage pass-through securities | $288,000 | 378 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $51,467,000 | 2,407 |
| Total debt securities | $51,467,000 | 2,597 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $54,752,000 | 2,494 |
| U.S. Government securities | $45,492,000 | 2,108 |
| U.S. Treasury securities | $7,685,000 | 337 |
| U.S. Government agency obligations | $37,807,000 | 2,385 |
| Securities issued by states & political subdivisions | $9,260,000 | 2,784 |
| 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 | $20,189,000 | 2,258 |
| Mortgage-backed securities | $4,633,000 | 4,352 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,344,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $4,344,000 | 2,145 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $289,000 | 504 |
| Commercial mortgage pass-through securities | $289,000 | 350 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $54,752,000 | 2,283 |
| Total debt securities | $54,752,000 | 2,480 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,667 |
| Fair value | $2,002,000 | 1,719 |
| 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 | $64,614,000 | 2,120 |
| U.S. Government securities | $54,702,000 | 1,763 |
| U.S. Treasury securities | $7,739,000 | 308 |
| U.S. Government agency obligations | $46,963,000 | 1,936 |
| Securities issued by states & political subdivisions | $9,912,000 | 2,640 |
| 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 | $19,818,000 | 2,170 |
| Mortgage-backed securities | $4,985,000 | 4,226 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,695,000 | 2,161 |
| CMOs issued by government agencies or sponsored agencies | $4,695,000 | 1,984 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $290,000 | 433 |
| Commercial mortgage pass-through securities | $290,000 | 300 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $64,614,000 | 1,926 |
| Total debt securities | $64,614,000 | 2,105 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,666 |
| Fair value | $2,010,000 | 1,689 |
| 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 | $58,763,000 | 2,217 |
| U.S. Government securities | $46,681,000 | 1,934 |
| U.S. Treasury securities | $7,747,000 | 321 |
| U.S. Government agency obligations | $38,934,000 | 2,161 |
| Securities issued by states & political subdivisions | $12,082,000 | 2,289 |
| 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 | $19,428,000 | 2,170 |
| Mortgage-backed securities | $3,832,000 | 4,430 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,541,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $3,541,000 | 2,159 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $291,000 | 387 |
| Commercial mortgage pass-through securities | $291,000 | 272 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $58,763,000 | 2,009 |
| Total debt securities | $58,763,000 | 2,198 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 890 |
| Fair value | $6,035,000 | 888 |
| 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 | $71,012,000 | 1,897 |
| U.S. Government securities | $58,774,000 | 1,635 |
| U.S. Treasury securities | $7,529,000 | 370 |
| U.S. Government agency obligations | $51,245,000 | 1,768 |
| Securities issued by states & political subdivisions | $12,238,000 | 2,221 |
| 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 | $19,053,000 | 2,233 |
| Mortgage-backed securities | $4,092,000 | 4,353 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,800,000 | 2,257 |
| CMOs issued by government agencies or sponsored agencies | $3,800,000 | 2,069 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $292,000 | 375 |
| Commercial mortgage pass-through securities | $292,000 | 272 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $71,012,000 | 1,717 |
| Total debt securities | $71,012,000 | 1,879 |
| Structured notes | ||
| Amortized cost | $8,970,000 | 768 |
| Fair value | $9,018,000 | 755 |
| 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 | $65,809,000 | 2,019 |
| U.S. Government securities | $54,064,000 | 1,744 |
| U.S. Treasury securities | $7,273,000 | 404 |
| U.S. Government agency obligations | $46,791,000 | 1,895 |
| Securities issued by states & political subdivisions | $11,745,000 | 2,250 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,730,000 | 2,249 |
| Mortgage-backed securities | $3,494,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,201,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $3,201,000 | 2,118 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $293,000 | 363 |
| Commercial mortgage pass-through securities | $293,000 | 267 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $65,809,000 | 1,827 |
| Total debt securities | $65,809,000 | 2,001 |
| Structured notes | ||
| Amortized cost | $7,972,000 | 898 |
| Fair value | $7,894,000 | 885 |
| 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 | $67,079,000 | 1,910 |
| U.S. Government securities | $52,810,000 | 1,681 |
| U.S. Treasury securities | $7,272,000 | 406 |
| U.S. Government agency obligations | $45,538,000 | 1,845 |
| Securities issued by states & political subdivisions | $13,975,000 | 1,953 |
| Other domestic debt securities | $294,000 | 2,671 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $294,000 | 333 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,047,000 | 2,287 |
| Mortgage-backed securities | $3,591,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,297,000 | 2,292 |
| CMOs issued by government agencies or sponsored agencies | $3,297,000 | 2,057 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $294,000 | 333 |
| Commercial mortgage pass-through securities | $294,000 | 254 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $67,079,000 | 1,725 |
| Total debt securities | $67,079,000 | 1,893 |
| Structured notes | ||
| Amortized cost | $7,971,000 | 807 |
| Fair value | $7,967,000 | 785 |
| 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 | $71,738,000 | 1,748 |
| U.S. Government securities | $52,671,000 | 1,662 |
| U.S. Treasury securities | $7,625,000 | 366 |
| U.S. Government agency obligations | $45,046,000 | 1,829 |
| Securities issued by states & political subdivisions | $18,772,000 | 1,457 |
| Other domestic debt securities | $295,000 | 2,757 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $295,000 | 307 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,046,000 | 2,191 |
| Mortgage-backed securities | $4,280,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,985,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $3,985,000 | 1,902 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $295,000 | 307 |
| Commercial mortgage pass-through securities | $295,000 | 228 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $71,738,000 | 1,556 |
| Total debt securities | $71,738,000 | 1,732 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 846 |
| Fair value | $7,094,000 | 845 |
| 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 | $70,344,000 | 1,777 |
| U.S. Government securities | $46,862,000 | 1,867 |
| U.S. Treasury securities | $4,195,000 | 486 |
| U.S. Government agency obligations | $42,667,000 | 1,953 |
| Securities issued by states & political subdivisions | $23,187,000 | 1,099 |
| Other domestic debt securities | $295,000 | 2,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $295,000 | 300 |
| 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 | $17,551,000 | 2,353 |
| Mortgage-backed securities | $4,469,000 | 4,133 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,174,000 | 2,036 |
| CMOs issued by government agencies or sponsored agencies | $4,174,000 | 1,786 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $295,000 | 300 |
| Commercial mortgage pass-through securities | $295,000 | 221 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $70,344,000 | 1,579 |
| Total debt securities | $70,344,000 | 1,761 |
| Structured notes | ||
| Amortized cost | $14,966,000 | 458 |
| Fair value | $15,094,000 | 441 |
| 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 | $71,759,000 | 1,767 |
| U.S. Government securities | $47,158,000 | 1,887 |
| U.S. Treasury securities | $4,044,000 | 493 |
| U.S. Government agency obligations | $43,114,000 | 1,950 |
| Securities issued by states & political subdivisions | $24,298,000 | 1,018 |
| Other domestic debt securities | $303,000 | 2,793 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $303,000 | 315 |
| 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 | $17,324,000 | 2,433 |
| Mortgage-backed securities | $4,371,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,068,000 | 2,017 |
| CMOs issued by government agencies or sponsored agencies | $4,068,000 | 1,752 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $303,000 | 315 |
| Commercial mortgage pass-through securities | $303,000 | 231 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $71,759,000 | 1,577 |
| Total debt securities | $71,759,000 | 1,749 |
| Structured notes | ||
| Amortized cost | $16,963,000 | 321 |
| Fair value | $16,990,000 | 321 |
| 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 | $74,018,000 | 1,706 |
| U.S. Government securities | $44,736,000 | 1,925 |
| U.S. Treasury securities | $3,962,000 | 469 |
| U.S. Government agency obligations | $40,774,000 | 2,008 |
| Securities issued by states & political subdivisions | $28,979,000 | 828 |
| Other domestic debt securities | $303,000 | 2,857 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $303,000 | 299 |
| 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 | $17,633,000 | 2,422 |
| Mortgage-backed securities | $5,342,000 | 4,070 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,039,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $5,039,000 | 1,573 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $303,000 | 299 |
| Commercial mortgage pass-through securities | $303,000 | 219 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $74,018,000 | 1,505 |
| Total debt securities | $74,018,000 | 1,686 |
| Structured notes | ||
| Amortized cost | $18,949,000 | 200 |
| Fair value | $18,781,000 | 196 |
| 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 | $62,996,000 | 1,966 |
| U.S. Government securities | $30,814,000 | 2,619 |
| U.S. Treasury securities | $4,063,000 | 410 |
| U.S. Government agency obligations | $26,751,000 | 2,835 |
| Securities issued by states & political subdivisions | $32,182,000 | 739 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,903,000 | 2,408 |
| Mortgage-backed securities | $5,608,000 | 4,085 |
| Certificates of participation in pools of residential mortgages | $304,000 | 5,529 |
| Issued or guaranteed by U.S. | $304,000 | 5,513 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,304,000 | 1,795 |
| CMOs issued by government agencies or sponsored agencies | $5,304,000 | 1,496 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $62,996,000 | 1,728 |
| Total debt securities | $62,996,000 | 1,932 |
| Structured notes | ||
| Amortized cost | $6,958,000 | 405 |
| Fair value | $7,019,000 | 383 |
| 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 | $58,421,000 | 2,058 |
| U.S. Government securities | $24,210,000 | 3,061 |
| U.S. Treasury securities | $5,067,000 | 336 |
| U.S. Government agency obligations | $19,143,000 | 3,485 |
| Securities issued by states & political subdivisions | $34,211,000 | 656 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,357,000 | 2,467 |
| Mortgage-backed securities | $6,228,000 | 4,008 |
| Certificates of participation in pools of residential mortgages | $303,000 | 5,598 |
| Issued or guaranteed by U.S. | $303,000 | 5,580 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,925,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $5,925,000 | 1,398 |
| 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) | $58,421,000 | 1,806 |
| Total debt securities | $58,421,000 | 2,034 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,298 |
| Fair value | $1,003,000 | 1,156 |
| 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 | $56,641,000 | 2,081 |
| U.S. Government securities | $22,089,000 | 3,301 |
| U.S. Treasury securities | $4,212,000 | 349 |
| U.S. Government agency obligations | $17,877,000 | 3,709 |
| Securities issued by states & political subdivisions | $34,552,000 | 599 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,038,000 | 2,449 |
| Mortgage-backed securities | $7,765,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $299,000 | 5,659 |
| Issued or guaranteed by U.S. | $299,000 | 5,642 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,466,000 | 1,563 |
| CMOs issued by government agencies or sponsored agencies | $7,466,000 | 1,249 |
| 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) | $56,641,000 | 1,830 |
| Total debt securities | $56,641,000 | 2,058 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,042 |
| Fair value | $997,000 | 1,011 |
| 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 | $60,542,000 | 1,946 |
| U.S. Government securities | $25,699,000 | 2,977 |
| U.S. Treasury securities | $3,167,000 | 371 |
| U.S. Government agency obligations | $22,532,000 | 3,195 |
| Securities issued by states & political subdivisions | $34,843,000 | 562 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,324,000 | 2,268 |
| Mortgage-backed securities | $8,429,000 | 3,613 |
| Certificates of participation in pools of residential mortgages | $295,000 | 5,661 |
| Issued or guaranteed by U.S. | $295,000 | 5,642 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $8,134,000 | 1,449 |
| CMOs issued by government agencies or sponsored agencies | $8,134,000 | 1,161 |
| 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) | $60,542,000 | 1,706 |
| Total debt securities | $60,542,000 | 1,926 |
| Structured notes | ||
| Amortized cost | $3,983,000 | 368 |
| Fair value | $3,979,000 | 362 |
| 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 | $61,205,000 | 1,907 |
| U.S. Government securities | $18,458,000 | 3,701 |
| U.S. Treasury securities | $3,160,000 | 380 |
| U.S. Government agency obligations | $15,298,000 | 4,077 |
| Securities issued by states & political subdivisions | $35,187,000 | 545 |
| Other domestic debt securities | $7,560,000 | 958 |
| Privately issued residential mortgage-backed securities | $7,560,000 | 581 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,136,000 | 2,258 |
| Mortgage-backed securities | $9,854,000 | 3,278 |
| Certificates of participation in pools of residential mortgages | $2,294,000 | 4,575 |
| Issued or guaranteed by U.S. | $2,294,000 | 4,561 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $7,560,000 | 1,442 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $7,560,000 | 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 | 3,569 |
| Available-for-sale securities (fair market value) | $61,205,000 | 1,672 |
| Total debt securities | $61,205,000 | 1,887 |
| Structured notes | ||
| Amortized cost | $6,308,000 | 204 |
| Fair value | $7,560,000 | 160 |
| 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 | $64,379,000 | 1,853 |
| U.S. Government securities | $19,932,000 | 3,550 |
| U.S. Treasury securities | $3,167,000 | 372 |
| U.S. Government agency obligations | $16,765,000 | 3,911 |
| Securities issued by states & political subdivisions | $37,167,000 | 520 |
| Other domestic debt securities | $7,280,000 | 1,019 |
| Privately issued residential mortgage-backed securities | $7,280,000 | 584 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,142,000 | 2,225 |
| Mortgage-backed securities | $9,560,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | $2,280,000 | 4,581 |
| Issued or guaranteed by U.S. | $2,280,000 | 4,563 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,280,000 | 1,468 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $7,280,000 | 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 | 3,596 |
| Available-for-sale securities (fair market value) | $64,379,000 | 1,617 |
| Total debt securities | $64,379,000 | 1,820 |
| Structured notes | ||
| Amortized cost | $6,579,000 | 213 |
| Fair value | $7,281,000 | 182 |
| 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 | $59,649,000 | 1,972 |
| U.S. Government securities | $13,113,000 | 4,541 |
| U.S. Treasury securities | $3,235,000 | 386 |
| U.S. Government agency obligations | $9,878,000 | 5,047 |
| Securities issued by states & political subdivisions | $38,170,000 | 511 |
| Other domestic debt securities | $8,366,000 | 931 |
| Privately issued residential mortgage-backed securities | $8,366,000 | 538 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,609,000 | 2,577 |
| Mortgage-backed securities | $10,675,000 | 3,091 |
| Certificates of participation in pools of residential mortgages | $2,309,000 | 4,473 |
| Issued or guaranteed by U.S. | $2,309,000 | 4,453 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,366,000 | 1,349 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $8,366,000 | 511 |
| 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) | $59,649,000 | 1,735 |
| Total debt securities | $59,649,000 | 1,928 |
| Structured notes | ||
| Amortized cost | $6,885,000 | 206 |
| Fair value | $8,366,000 | 151 |
| 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 | $57,607,000 | 2,020 |
| U.S. Government securities | $10,983,000 | 5,061 |
| U.S. Treasury securities | $3,180,000 | 427 |
| U.S. Government agency obligations | $7,803,000 | 5,687 |
| Securities issued by states & political subdivisions | $37,945,000 | 495 |
| Other domestic debt securities | $8,679,000 | 869 |
| Privately issued residential mortgage-backed securities | $8,679,000 | 484 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,758,000 | 2,708 |
| Mortgage-backed securities | $8,960,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | $281,000 | 5,572 |
| Issued or guaranteed by U.S. | $281,000 | 5,550 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,679,000 | 1,249 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $8,679,000 | 458 |
| 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) | $57,607,000 | 1,768 |
| Total debt securities | $57,607,000 | 1,977 |
| Structured notes | ||
| Amortized cost | $8,025,000 | 301 |
| Fair value | $8,679,000 | 275 |
| 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 | $57,295,000 | 2,007 |
| U.S. Government securities | $9,933,000 | 5,365 |
| U.S. Treasury securities | $3,146,000 | 452 |
| U.S. Government agency obligations | $6,787,000 | 6,037 |
| Securities issued by states & political subdivisions | $38,598,000 | 474 |
| Other domestic debt securities | $8,764,000 | 813 |
| Privately issued residential mortgage-backed securities | $8,764,000 | 445 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,808,000 | 2,817 |
| Mortgage-backed securities | $9,045,000 | 2,891 |
| Certificates of participation in pools of residential mortgages | $281,000 | 5,499 |
| Issued or guaranteed by U.S. | $281,000 | 5,477 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,764,000 | 1,201 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $8,764,000 | 423 |
| 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) | $57,295,000 | 1,739 |
| Total debt securities | $57,295,000 | 1,967 |
| Structured notes | ||
| Amortized cost | $8,312,000 | 363 |
| Fair value | $8,764,000 | 337 |
| 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 | $58,886,000 | 1,946 |
| U.S. Government securities | $10,875,000 | 5,221 |
| U.S. Treasury securities | $4,099,000 | 434 |
| U.S. Government agency obligations | $6,776,000 | 6,065 |
| Securities issued by states & political subdivisions | $40,603,000 | 443 |
| Other domestic debt securities | $7,408,000 | 850 |
| Privately issued residential mortgage-backed securities | $7,408,000 | 472 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,030,000 | 2,785 |
| Mortgage-backed securities | $7,690,000 | 3,044 |
| Certificates of participation in pools of residential mortgages | $282,000 | 5,518 |
| Issued or guaranteed by U.S. | $282,000 | 5,498 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,408,000 | 1,271 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $7,408,000 | 446 |
| 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) | $58,886,000 | 1,679 |
| Total debt securities | $58,886,000 | 1,905 |
| Structured notes | ||
| Amortized cost | $7,615,000 | 429 |
| Fair value | $7,408,000 | 437 |
| 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 | $57,476,000 | 2,015 |
| U.S. Government securities | $10,406,000 | 5,339 |
| U.S. Treasury securities | $4,112,000 | 462 |
| U.S. Government agency obligations | $6,294,000 | 6,259 |
| Securities issued by states & political subdivisions | $42,072,000 | 423 |
| Other domestic debt securities | $4,998,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $4,998,000 | 539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,320,000 | 2,774 |
| Mortgage-backed securities | $5,294,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $296,000 | 5,508 |
| Issued or guaranteed by U.S. | $296,000 | 5,484 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,998,000 | 1,522 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $4,998,000 | 504 |
| 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) | $57,476,000 | 1,731 |
| Total debt securities | $57,476,000 | 1,978 |
| Structured notes | ||
| Amortized cost | $4,807,000 | 727 |
| Fair value | $4,998,000 | 683 |
| 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 | $59,564,000 | 1,978 |
| U.S. Government securities | $11,424,000 | 5,174 |
| U.S. Treasury securities | $4,145,000 | 497 |
| U.S. Government agency obligations | $7,279,000 | 6,007 |
| Securities issued by states & political subdivisions | $42,859,000 | 417 |
| Other domestic debt securities | $5,281,000 | 995 |
| Privately issued residential mortgage-backed securities | $5,281,000 | 521 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,514,000 | 2,615 |
| Mortgage-backed securities | $5,565,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | $284,000 | 5,536 |
| Issued or guaranteed by U.S. | $284,000 | 5,514 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $5,281,000 | 1,486 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $5,281,000 | 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 | 3,949 |
| Available-for-sale securities (fair market value) | $59,564,000 | 1,712 |
| Total debt securities | $59,564,000 | 1,943 |
| Structured notes | ||
| Amortized cost | $5,128,000 | 704 |
| Fair value | $5,281,000 | 690 |
| 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 | $58,824,000 | 2,038 |
| U.S. Government securities | $9,348,000 | 5,668 |
| U.S. Treasury securities | $3,069,000 | 624 |
| U.S. Government agency obligations | $6,279,000 | 6,358 |
| Securities issued by states & political subdivisions | $43,612,000 | 399 |
| Other domestic debt securities | $5,864,000 | 956 |
| Privately issued residential mortgage-backed securities | $5,864,000 | 497 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,608,000 | 2,721 |
| Mortgage-backed securities | $6,148,000 | 3,310 |
| Certificates of participation in pools of residential mortgages | $284,000 | 5,566 |
| Issued or guaranteed by U.S. | $284,000 | 5,539 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $5,864,000 | 1,367 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $5,864,000 | 469 |
| 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) | $58,824,000 | 1,735 |
| Total debt securities | $58,824,000 | 1,989 |
| Structured notes | ||
| Amortized cost | $5,667,000 | 715 |
| Fair value | $5,864,000 | 693 |
| 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 | $59,064,000 | 2,025 |
| U.S. Government securities | $9,314,000 | 5,687 |
| U.S. Treasury securities | $3,052,000 | 667 |
| U.S. Government agency obligations | $6,262,000 | 6,372 |
| Securities issued by states & political subdivisions | $43,834,000 | 394 |
| Other domestic debt securities | $5,916,000 | 946 |
| Privately issued residential mortgage-backed securities | $5,916,000 | 482 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,461,000 | 2,765 |
| Mortgage-backed securities | $6,203,000 | 3,313 |
| Certificates of participation in pools of residential mortgages | $287,000 | 5,601 |
| Issued or guaranteed by U.S. | $287,000 | 5,576 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,916,000 | 1,352 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $5,916,000 | 455 |
| 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) | $59,064,000 | 1,731 |
| Total debt securities | $59,063,000 | 1,986 |
| Structured notes | ||
| Amortized cost | $6,208,000 | 688 |
| Fair value | $5,916,000 | 711 |
| 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 | $60,786,000 | 1,989 |
| U.S. Government securities | $8,376,000 | 5,983 |
| U.S. Treasury securities | $3,085,000 | 713 |
| U.S. Government agency obligations | $5,291,000 | 6,696 |
| Securities issued by states & political subdivisions | $45,674,000 | 377 |
| Other domestic debt securities | $6,736,000 | 908 |
| Privately issued residential mortgage-backed securities | $6,736,000 | 459 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,666,000 | 2,981 |
| Mortgage-backed securities | $7,027,000 | 3,159 |
| Certificates of participation in pools of residential mortgages | $291,000 | 5,623 |
| Issued or guaranteed by U.S. | $291,000 | 5,599 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,736,000 | 1,272 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $6,736,000 | 433 |
| 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) | $60,786,000 | 1,692 |
| Total debt securities | $60,787,000 | 1,947 |
| Structured notes | ||
| Amortized cost | $6,822,000 | 647 |
| Fair value | $6,736,000 | 644 |
| 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 | $61,477,000 | 1,964 |
| U.S. Government securities | $6,427,000 | 6,513 |
| U.S. Treasury securities | $3,123,000 | 725 |
| U.S. Government agency obligations | $3,304,000 | 7,349 |
| Securities issued by states & political subdivisions | $47,378,000 | 356 |
| Other domestic debt securities | $7,672,000 | 859 |
| Privately issued residential mortgage-backed securities | $7,672,000 | 422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,612,000 | 2,959 |
| Mortgage-backed securities | $7,965,000 | 3,015 |
| Certificates of participation in pools of residential mortgages | $293,000 | 5,661 |
| Issued or guaranteed by U.S. | $293,000 | 5,634 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $7,672,000 | 1,185 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $7,672,000 | 401 |
| 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) | $61,477,000 | 1,678 |
| Total debt securities | $61,477,000 | 1,925 |
| Structured notes | ||
| Amortized cost | $7,401,000 | 594 |
| Fair value | $7,672,000 | 572 |
| 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 | $57,564,000 | 2,075 |
| U.S. Government securities | $6,337,000 | 6,541 |
| U.S. Treasury securities | $2,056,000 | 856 |
| U.S. Government agency obligations | $4,281,000 | 7,044 |
| Securities issued by states & political subdivisions | $48,501,000 | 344 |
| Other domestic debt securities | $2,726,000 | 1,441 |
| Privately issued residential mortgage-backed securities | $2,726,000 | 606 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,763,000 | 3,065 |
| Mortgage-backed securities | $4,012,000 | 4,008 |
| Certificates of participation in pools of residential mortgages | $1,286,000 | 4,747 |
| Issued or guaranteed by U.S. | $1,286,000 | 4,728 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,726,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $2,726,000 | 568 |
| 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) | $57,564,000 | 1,740 |
| Total debt securities | $57,564,000 | 2,024 |
| Structured notes | ||
| Amortized cost | $4,628,000 | 917 |
| Fair value | $4,726,000 | 905 |
| 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 | $57,294,000 | 2,083 |
| U.S. Government securities | $4,555,000 | 7,141 |
| U.S. Treasury securities | $2,091,000 | 879 |
| U.S. Government agency obligations | $2,464,000 | 7,686 |
| Securities issued by states & political subdivisions | $49,591,000 | 341 |
| Other domestic debt securities | $3,148,000 | 1,363 |
| Privately issued residential mortgage-backed securities | $3,148,000 | 572 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,104,000 | 2,997 |
| Mortgage-backed securities | $4,587,000 | 3,905 |
| Certificates of participation in pools of residential mortgages | $1,288,000 | 4,811 |
| Issued or guaranteed by U.S. | $1,288,000 | 4,791 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,299,000 | 1,812 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 2,999 |
| Privately issued | $3,148,000 | 536 |
| 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) | $57,294,000 | 1,762 |
| Total debt securities | $57,294,000 | 2,039 |
| Structured notes | ||
| Amortized cost | $3,228,000 | 1,189 |
| Fair value | $3,297,000 | 1,178 |
| 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 | $58,066,000 | 2,108 |
| U.S. Government securities | $4,813,000 | 7,128 |
| U.S. Treasury securities | $2,092,000 | 952 |
| U.S. Government agency obligations | $2,721,000 | 7,663 |
| Securities issued by states & political subdivisions | $49,682,000 | 323 |
| Other domestic debt securities | $3,571,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $3,571,000 | 533 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,686,000 | 3,068 |
| Mortgage-backed securities | $5,253,000 | 3,821 |
| Certificates of participation in pools of residential mortgages | $1,290,000 | 4,882 |
| Issued or guaranteed by U.S. | $1,290,000 | 4,868 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,963,000 | 1,696 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 2,800 |
| Privately issued | $3,571,000 | 497 |
| 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) | $58,066,000 | 1,771 |
| Total debt securities | $58,066,000 | 2,061 |
| Structured notes | ||
| Amortized cost | $3,878,000 | 1,070 |
| Fair value | $3,963,000 | 1,002 |
| 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 | $61,271,000 | 2,032 |
| U.S. Government securities | $6,207,000 | 6,711 |
| U.S. Treasury securities | $3,243,000 | 818 |
| U.S. Government agency obligations | $2,964,000 | 7,599 |
| Securities issued by states & political subdivisions | $51,916,000 | 305 |
| Other domestic debt securities | $3,148,000 | 1,445 |
| Privately issued residential mortgage-backed securities | $3,148,000 | 550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,166,000 | 2,962 |
| Mortgage-backed securities | $5,062,000 | 3,916 |
| Certificates of participation in pools of residential mortgages | $1,303,000 | 4,898 |
| Issued or guaranteed by U.S. | $1,303,000 | 4,884 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,759,000 | 1,757 |
| CMOs issued by government agencies or sponsored agencies | $611,000 | 2,649 |
| Privately issued | $3,148,000 | 514 |
| 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) | $61,271,000 | 1,700 |
| Total debt securities | $61,271,000 | 1,982 |
| Structured notes | ||
| Amortized cost | $3,612,000 | 1,077 |
| Fair value | $3,760,000 | 1,062 |
| 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 | $61,023,000 | 2,018 |
| U.S. Government securities | $6,487,000 | 6,651 |
| U.S. Treasury securities | $3,178,000 | 789 |
| U.S. Government agency obligations | $3,309,000 | 7,507 |
| Securities issued by states & political subdivisions | $51,636,000 | 312 |
| Other domestic debt securities | $2,900,000 | 1,544 |
| Privately issued residential mortgage-backed securities | $2,900,000 | 515 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,115,000 | 2,931 |
| Mortgage-backed securities | $5,145,000 | 3,907 |
| Certificates of participation in pools of residential mortgages | $1,345,000 | 4,884 |
| Issued or guaranteed by U.S. | $1,345,000 | 4,873 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,800,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $900,000 | 2,490 |
| Privately issued | $2,900,000 | 480 |
| 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) | $61,023,000 | 1,694 |
| Total debt securities | $61,023,000 | 1,963 |
| Structured notes | ||
| Amortized cost | $3,680,000 | 1,078 |
| Fair value | $3,801,000 | 1,062 |
| 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 | $59,492,000 | 2,098 |
| U.S. Government securities | $6,112,000 | 6,852 |
| U.S. Treasury securities | $2,104,000 | 1,012 |
| U.S. Government agency obligations | $4,008,000 | 7,354 |
| Securities issued by states & political subdivisions | $50,965,000 | 302 |
| Other domestic debt securities | $2,415,000 | 1,728 |
| Privately issued residential mortgage-backed securities | $2,415,000 | 546 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,877,000 | 3,113 |
| Mortgage-backed securities | $5,355,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | $1,367,000 | 4,942 |
| Issued or guaranteed by U.S. | $1,367,000 | 4,929 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,988,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $1,573,000 | 2,193 |
| Privately issued | $2,415,000 | 509 |
| 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) | $59,492,000 | 1,768 |
| Total debt securities | $59,492,000 | 2,048 |
| Structured notes | ||
| Amortized cost | $3,922,000 | 1,037 |
| Fair value | $3,988,000 | 960 |
| 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 | $59,019,000 | 2,089 |
| U.S. Government securities | $7,304,000 | 6,421 |
| U.S. Treasury securities | $2,157,000 | 970 |
| U.S. Government agency obligations | $5,147,000 | 6,958 |
| Securities issued by states & political subdivisions | $50,309,000 | 316 |
| Other domestic debt securities | $1,406,000 | 2,266 |
| Privately issued residential mortgage-backed securities | $1,406,000 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,794,000 | 3,107 |
| Mortgage-backed securities | $5,453,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $1,349,000 | 4,998 |
| Issued or guaranteed by U.S. | $1,349,000 | 4,983 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,104,000 | 1,761 |
| CMOs issued by government agencies or sponsored agencies | $2,698,000 | 1,847 |
| Privately issued | $1,406,000 | 634 |
| 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) | $59,019,000 | 1,791 |
| Total debt securities | $59,019,000 | 2,033 |
| Structured notes | ||
| Amortized cost | $4,082,000 | 821 |
| Fair value | $4,104,000 | 822 |
| 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 | $56,299,000 | 2,245 |
| U.S. Government securities | $8,119,000 | 6,275 |
| U.S. Treasury securities | $2,174,000 | 1,037 |
| U.S. Government agency obligations | $5,945,000 | 6,768 |
| Securities issued by states & political subdivisions | $48,180,000 | 334 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,143,000 | 3,148 |
| Mortgage-backed securities | $4,845,000 | 4,102 |
| Certificates of participation in pools of residential mortgages | $1,352,000 | 5,007 |
| Issued or guaranteed by U.S. | $1,352,000 | 4,989 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,493,000 | 1,871 |
| CMOs issued by government agencies or sponsored agencies | $3,493,000 | 1,760 |
| 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) | $56,299,000 | 1,902 |
| Total debt securities | $56,299,000 | 2,189 |
| Structured notes | ||
| Amortized cost | $3,304,000 | 876 |
| Fair value | $3,356,000 | 872 |
| 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 | $53,706,000 | 2,310 |
| U.S. Government securities | $6,661,000 | 6,577 |
| U.S. Treasury securities | $2,205,000 | 1,046 |
| U.S. Government agency obligations | $4,456,000 | 7,132 |
| Securities issued by states & political subdivisions | $46,298,000 | 351 |
| Other domestic debt securities | $747,000 | 2,922 |
| Privately issued residential mortgage-backed securities | $747,000 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,861,000 | 3,111 |
| Mortgage-backed securities | $4,090,000 | 4,336 |
| Certificates of participation in pools of residential mortgages | $1,349,000 | 5,011 |
| Issued or guaranteed by U.S. | $1,349,000 | 4,991 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,741,000 | 2,098 |
| CMOs issued by government agencies or sponsored agencies | $1,994,000 | 2,204 |
| Privately issued | $747,000 | 625 |
| 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) | $53,706,000 | 1,957 |
| Total debt securities | $53,706,000 | 2,254 |
| Structured notes | ||
| Amortized cost | $2,692,000 | 883 |
| Fair value | $2,741,000 | 870 |
| 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 | $53,182,000 | 2,274 |
| U.S. Government securities | $6,308,000 | 6,629 |
| U.S. Treasury securities | $2,243,000 | 1,055 |
| U.S. Government agency obligations | $4,065,000 | 7,233 |
| Securities issued by states & political subdivisions | $42,044,000 | 382 |
| Other domestic debt securities | $4,830,000 | 1,424 |
| Privately issued residential mortgage-backed securities | $4,830,000 | 404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,989,000 | 3,043 |
| Mortgage-backed securities | $6,755,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $1,379,000 | 5,054 |
| Issued or guaranteed by U.S. | $1,379,000 | 5,036 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,376,000 | 1,686 |
| CMOs issued by government agencies or sponsored agencies | $546,000 | 3,211 |
| Privately issued | $4,830,000 | 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 | 4,735 |
| Available-for-sale securities (fair market value) | $53,182,000 | 1,932 |
| Total debt securities | $53,182,000 | 2,206 |
| Structured notes | ||
| Amortized cost | $5,496,000 | 350 |
| Fair value | $5,695,000 | 336 |
| 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 | $52,705,000 | 2,278 |
| U.S. Government securities | $4,558,000 | 7,309 |
| U.S. Treasury securities | $1,103,000 | 1,422 |
| U.S. Government agency obligations | $3,455,000 | 7,523 |
| Securities issued by states & political subdivisions | $39,146,000 | 392 |
| Other domestic debt securities | $9,001,000 | 985 |
| Privately issued residential mortgage-backed securities | $9,001,000 | 322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,159,000 | 2,855 |
| Mortgage-backed securities | $10,496,000 | 2,987 |
| Certificates of participation in pools of residential mortgages | $1,416,000 | 5,026 |
| Issued or guaranteed by U.S. | $1,416,000 | 5,011 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $9,080,000 | 1,334 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 3,922 |
| Privately issued | $9,001,000 | 288 |
| 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) | $52,705,000 | 1,921 |
| Total debt securities | $52,705,000 | 2,201 |
| Structured notes | ||
| Amortized cost | $7,018,000 | 191 |
| Fair value | $7,160,000 | 190 |
| 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 | $48,832,000 | 2,389 |
| U.S. Government securities | $6,181,000 | 6,751 |
| U.S. Treasury securities | $1,117,000 | 1,491 |
| U.S. Government agency obligations | $5,064,000 | 6,932 |
| Securities issued by states & political subdivisions | $34,024,000 | 449 |
| Other domestic debt securities | $8,627,000 | 1,010 |
| Privately issued residential mortgage-backed securities | $8,627,000 | 311 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,945,000 | 2,898 |
| Mortgage-backed securities | $10,524,000 | 2,932 |
| Certificates of participation in pools of residential mortgages | $1,688,000 | 4,839 |
| Issued or guaranteed by U.S. | $1,688,000 | 4,822 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $8,836,000 | 1,361 |
| CMOs issued by government agencies or sponsored agencies | $209,000 | 3,767 |
| Privately issued | $8,627,000 | 275 |
| 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) | $48,832,000 | 2,019 |
| Total debt securities | $48,832,000 | 2,324 |
| Structured notes | ||
| Amortized cost | $6,872,000 | 150 |
| Fair value | $7,870,000 | 136 |
| 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 | $42,024,000 | 2,561 |
| U.S. Government securities | $10,468,000 | 5,403 |
| U.S. Treasury securities | $2,128,000 | 1,307 |
| U.S. Government agency obligations | $8,340,000 | 5,754 |
| Securities issued by states & political subdivisions | $24,372,000 | 651 |
| Other domestic debt securities | $7,184,000 | 1,142 |
| Privately issued residential mortgage-backed securities | $5,090,000 | 417 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,094,000 | 1,852 |
| 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 | $6,134,000 | 3,965 |
| Mortgage-backed securities | $11,723,000 | 2,628 |
| Certificates of participation in pools of residential mortgages | $5,010,000 | 3,138 |
| Issued or guaranteed by U.S. | $5,010,000 | 3,124 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,713,000 | 1,592 |
| CMOs issued by government agencies or sponsored agencies | $1,623,000 | 2,744 |
| Privately issued | $5,090,000 | 371 |
| 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) | $42,024,000 | 2,135 |
| Total debt securities | $42,024,000 | 2,497 |
| Structured notes | ||
| Amortized cost | $8,922,000 | 39 |
| Fair value | $9,067,000 | 37 |
| 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 | $29,241,000 | 3,502 |
| U.S. Government securities | $9,929,000 | 5,876 |
| U.S. Treasury securities | $1,532,000 | 2,184 |
| U.S. Government agency obligations | $8,397,000 | 6,024 |
| Securities issued by states & political subdivisions | $16,391,000 | 976 |
| Other domestic debt securities | $2,408,000 | 1,772 |
| Privately issued residential mortgage-backed securities | $1,386,000 | 657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,022,000 | 2,106 |
| Foreign debt securities | NA | NA |
| Equity securities | $513,000 | 3,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,137,000 | 4,593 |
| Mortgage-backed securities | $3,777,000 | 3,827 |
| Certificates of participation in pools of residential mortgages | $1,112,000 | 4,674 |
| Issued or guaranteed by U.S. | $1,112,000 | 4,659 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,665,000 | 2,045 |
| CMOs issued by government agencies or sponsored agencies | $1,279,000 | 2,507 |
| Privately issued | $1,386,000 | 583 |
| 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) | $29,241,000 | 2,819 |
| Total debt securities | $28,728,000 | 3,450 |
| Structured notes | ||
| Amortized cost | $1,949,000 | 210 |
| Fair value | $1,994,000 | 182 |
| 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 | $20,355,000 | 4,797 |
| U.S. Government securities | $6,454,000 | 7,404 |
| U.S. Treasury securities | $1,505,000 | 3,097 |
| U.S. Government agency obligations | $4,949,000 | 7,549 |
| Securities issued by states & political subdivisions | $13,283,000 | 1,258 |
| Other domestic debt securities | $140,000 | 3,443 |
| Privately issued residential mortgage-backed securities | $140,000 | 1,171 |
| 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 | $478,000 | 3,813 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,409,000 | 6,086 |
| Mortgage-backed securities | $5,089,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $4,949,000 | 2,812 |
| Issued or guaranteed by U.S. | $4,949,000 | 2,799 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $140,000 | 4,116 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $140,000 | 1,023 |
| 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 | 6,120 |
| Available-for-sale securities (fair market value) | $20,355,000 | 3,846 |
| Total debt securities | $19,877,000 | 4,747 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $23,687,000 | 4,316 |
| U.S. Government securities | $7,543,000 | 6,936 |
| U.S. Treasury securities | $2,028,000 | 3,839 |
| U.S. Government agency obligations | $5,515,000 | 6,953 |
| Securities issued by states & political subdivisions | $12,424,000 | 1,351 |
| Other domestic debt securities | $3,274,000 | 1,371 |
| Privately issued residential mortgage-backed securities | $2,268,000 | 521 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,006,000 | 1,811 |
| Foreign debt securities | NA | NA |
| Equity securities | $446,000 | 3,819 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,365,000 | 5,159 |
| Mortgage-backed securities | $6,699,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $4,295,000 | 3,221 |
| Issued or guaranteed by U.S. | $4,295,000 | 3,206 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,404,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 4,223 |
| Privately issued | $2,268,000 | 442 |
| 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 | 6,613 |
| Available-for-sale securities (fair market value) | $23,687,000 | 3,366 |
| Total debt securities | $23,241,000 | 4,255 |
| Structured notes | ||
| Amortized cost | $80,000 | 1,608 |
| Fair value | $80,000 | 1,608 |
| 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 | $22,120,000 | 4,566 |
| U.S. Government securities | $11,028,000 | 6,128 |
| U.S. Treasury securities | $2,504,000 | 4,693 |
| U.S. Government agency obligations | $8,524,000 | 5,749 |
| Securities issued by states & political subdivisions | $8,441,000 | 1,741 |
| Other domestic debt securities | $2,236,000 | 1,286 |
| Privately issued residential mortgage-backed securities | $2,042,000 | 454 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $194,000 | 2,391 |
| Foreign debt securities | NA | NA |
| Equity securities | $415,000 | 4,006 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,083,000 | 3,683 |
| Mortgage-backed securities | $6,249,000 | 3,434 |
| Certificates of participation in pools of residential mortgages | $2,543,000 | 4,016 |
| Issued or guaranteed by U.S. | $2,543,000 | 4,001 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,706,000 | 2,020 |
| CMOs issued by government agencies or sponsored agencies | $1,664,000 | 2,795 |
| Privately issued | $2,042,000 | 342 |
| 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 | 7,375 |
| Available-for-sale securities (fair market value) | $22,120,000 | 3,339 |
| Total debt securities | $21,705,000 | 4,524 |
| Structured notes | ||
| Amortized cost | $1,067,000 | 1,149 |
| Fair value | $1,074,000 | 1,146 |
| 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 | $19,981,000 | 5,306 |
| U.S. Government securities | $12,575,000 | 6,149 |
| U.S. Treasury securities | $3,940,000 | 4,475 |
| U.S. Government agency obligations | $8,635,000 | 5,973 |
| Securities issued by states & political subdivisions | $5,985,000 | 2,450 |
| Other domestic debt securities | $1,034,000 | 1,999 |
| Privately issued residential mortgage-backed securities | $857,000 | 803 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $177,000 | 2,701 |
| Foreign debt securities | NA | NA |
| Equity securities | $387,000 | 4,022 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,078,000 | 3,762 |
| Mortgage-backed securities | $4,443,000 | 4,485 |
| Certificates of participation in pools of residential mortgages | $1,372,000 | 5,341 |
| Issued or guaranteed by U.S. | $1,372,000 | 5,325 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,071,000 | 2,535 |
| CMOs issued by government agencies or sponsored agencies | $2,214,000 | 2,817 |
| Privately issued | $857,000 | 610 |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $19,981,000 | 3,828 |
| Total debt securities | $19,594,000 | 5,272 |
| Structured notes | ||
| Amortized cost | $1,880,000 | 1,191 |
| Fair value | $1,843,000 | 1,185 |
| 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 | $15,284,000 | 6,634 |
| U.S. Government securities | $9,889,000 | 7,365 |
| U.S. Treasury securities | $4,026,000 | 5,191 |
| U.S. Government agency obligations | $5,863,000 | 7,237 |
| Securities issued by states & political subdivisions | $4,375,000 | 3,127 |
| Other domestic debt securities | $659,000 | 2,895 |
| 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 | $659,000 | 2,259 |
| Foreign debt securities | NA | NA |
| Equity securities | $361,000 | 3,908 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,750,000 | 4,840 |
| Mortgage-backed securities | $1,422,000 | 6,810 |
| Certificates of participation in pools of residential mortgages | $1,422,000 | 5,529 |
| Issued or guaranteed by U.S. | $1,422,000 | 5,500 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $15,284,000 | 4,833 |
| Total debt securities | $14,923,000 | 6,600 |
| Structured notes | ||
| Amortized cost | $1,872,000 | 1,853 |
| Fair value | $1,849,000 | 1,835 |
| 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 | $11,452,000 | 8,250 |
| U.S. Government securities | $7,503,000 | 8,887 |
| U.S. Treasury securities | $3,816,000 | 6,449 |
| U.S. Government agency obligations | $3,687,000 | 8,602 |
| Securities issued by states & political subdivisions | $3,002,000 | 4,196 |
| Other domestic debt securities | $609,000 | 3,303 |
| 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 | $609,000 | 2,646 |
| Foreign debt securities | NA | NA |
| Equity securities | $338,000 | 3,825 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,400,000 | 4,526 |
| Mortgage-backed securities | $1,407,000 | 7,257 |
| Certificates of participation in pools of residential mortgages | $1,407,000 | 5,858 |
| Issued or guaranteed by U.S. | $1,407,000 | 5,832 |
| 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) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $11,452,000 | 4,374 |
| Total debt securities | $11,114,000 | 8,242 |
| 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 | $10,150,000 | 9,020 |
| U.S. Government securities | $6,519,000 | 9,679 |
| U.S. Treasury securities | $3,499,000 | 6,946 |
| U.S. Government agency obligations | $3,020,000 | 9,371 |
| Securities issued by states & political subdivisions | $2,800,000 | 4,466 |
| Other domestic debt securities | $510,000 | 4,190 |
| 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 | $510,000 | 3,200 |
| Foreign debt securities | NA | NA |
| Equity securities | $321,000 | 3,786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 6,446 |
| Mortgage-backed securities | $2,519,000 | 6,800 |
| Certificates of participation in pools of residential mortgages | $2,023,000 | 5,714 |
| Issued or guaranteed by U.S. | $2,023,000 | 5,668 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $496,000 | 5,749 |
| CMOs issued by government agencies or sponsored agencies | $496,000 | 5,505 |
| 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 | $9,829,000 | 9,019 |
| 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 | $10,768,000 | 8,826 |
| U.S. Government securities | $7,721,000 | 9,151 |
| U.S. Treasury securities | $3,697,000 | 6,853 |
| U.S. Government agency obligations | $4,024,000 | 8,714 |
| Securities issued by states & political subdivisions | $2,251,000 | 4,765 |
| Other domestic debt securities | $489,000 | 5,171 |
| 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 | $489,000 | 3,934 |
| Foreign debt securities | NA | NA |
| Equity securities | $307,000 | 3,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,750,000 | 7,451 |
| Mortgage-backed securities | $3,122,000 | 6,671 |
| Certificates of participation in pools of residential mortgages | $2,837,000 | 5,311 |
| Issued or guaranteed by U.S. | $2,837,000 | 5,253 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $285,000 | 6,384 |
| CMOs issued by government agencies or sponsored agencies | $285,000 | 5,940 |
| 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 | $10,461,000 | 8,829 |
| 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 |