Home > Diamond Bank > Securities
Diamond Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $134,482,000 | 1,376 |
| U.S. Government securities | $46,529,000 | 1,958 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $46,529,000 | 1,685 |
| Securities issued by states & political subdivisions | $87,953,000 | 527 |
| 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 | $87,716,000 | 987 |
| Mortgage-backed securities | $46,529,000 | 1,320 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,204,000 | 1,259 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,937,000 | 942 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,388,000 | 592 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $23,000 | 1,715 |
| Available-for-sale securities (fair market value) | $134,459,000 | 1,207 |
| Total debt securities | $134,482,000 | 1,359 |
| 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 | $130,802,000 | 1,389 |
| U.S. Government securities | $46,819,000 | 1,946 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $46,819,000 | 1,648 |
| Securities issued by states & political subdivisions | $83,983,000 | 534 |
| 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 | $67,560,000 | 1,161 |
| Mortgage-backed securities | $46,819,000 | 1,295 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,406,000 | 1,239 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,116,000 | 918 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,297,000 | 592 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $28,000 | 1,737 |
| Available-for-sale securities (fair market value) | $130,774,000 | 1,211 |
| Total debt securities | $130,802,000 | 1,372 |
| 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 | $131,315,000 | 1,433 |
| U.S. Government securities | $45,152,000 | 2,041 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $45,152,000 | 1,734 |
| Securities issued by states & political subdivisions | $86,163,000 | 551 |
| 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 | $72,788,000 | 1,090 |
| Mortgage-backed securities | $45,152,000 | 1,367 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,749,000 | 1,355 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,858,000 | 906 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,545,000 | 578 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $34,000 | 1,750 |
| Available-for-sale securities (fair market value) | $131,281,000 | 1,253 |
| Total debt securities | $131,315,000 | 1,417 |
| 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 | $136,925,000 | 1,450 |
| U.S. Government securities | $47,258,000 | 2,069 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $47,258,000 | 1,705 |
| Securities issued by states & political subdivisions | $89,667,000 | 561 |
| 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 | $78,852,000 | 972 |
| Mortgage-backed securities | $47,258,000 | 1,381 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,954,000 | 1,358 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,553,000 | 917 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,751,000 | 595 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $40,000 | 1,804 |
| Available-for-sale securities (fair market value) | $136,885,000 | 1,262 |
| Total debt securities | $136,925,000 | 1,434 |
| 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 | $136,466,000 | 1,471 |
| U.S. Government securities | $47,962,000 | 2,068 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $47,962,000 | 1,698 |
| Securities issued by states & political subdivisions | $88,504,000 | 579 |
| 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 | $86,700,000 | 827 |
| Mortgage-backed securities | $47,962,000 | 1,374 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,445,000 | 1,359 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,761,000 | 913 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,756,000 | 591 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $47,000 | 1,825 |
| Available-for-sale securities (fair market value) | $136,419,000 | 1,283 |
| Total debt securities | $136,466,000 | 1,454 |
| 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 | $133,919,000 | 1,505 |
| U.S. Government securities | $48,810,000 | 2,059 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $48,810,000 | 1,691 |
| Securities issued by states & political subdivisions | $84,609,000 | 614 |
| Other domestic debt securities | $500,000 | 2,174 |
| 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 | $500,000 | 1,769 |
| 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 | $81,362,000 | 831 |
| Mortgage-backed securities | $48,810,000 | 1,374 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,512,000 | 1,377 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,402,000 | 901 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,896,000 | 592 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $53,000 | 1,815 |
| Available-for-sale securities (fair market value) | $133,866,000 | 1,318 |
| Total debt securities | $133,919,000 | 1,487 |
| 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 | $141,303,000 | 1,455 |
| U.S. Government securities | $50,874,000 | 2,022 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $50,874,000 | 1,666 |
| Securities issued by states & political subdivisions | $89,929,000 | 604 |
| Other domestic debt securities | $500,000 | 2,050 |
| 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 | $500,000 | 1,762 |
| 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 | $86,636,000 | 777 |
| Mortgage-backed securities | $50,874,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $26,463,000 | 1,436 |
| Issued or guaranteed by U.S. | $26,463,000 | 1,406 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $17,045,000 | 951 |
| CMOs issued by government agencies or sponsored agencies | $17,045,000 | 870 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $7,366,000 | 996 |
| Commercial mortgage pass-through securities | $7,366,000 | 582 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $60,000 | 1,747 |
| Available-for-sale securities (fair market value) | $141,243,000 | 1,291 |
| Total debt securities | $141,303,000 | 1,440 |
| 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 | $152,707,000 | 1,343 |
| U.S. Government securities | $55,111,000 | 1,887 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $55,111,000 | 1,597 |
| Securities issued by states & political subdivisions | $97,094,000 | 576 |
| Other domestic debt securities | $502,000 | 2,034 |
| 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 | $502,000 | 1,741 |
| 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 | $81,261,000 | 779 |
| Mortgage-backed securities | $55,111,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $28,950,000 | 1,386 |
| Issued or guaranteed by U.S. | $28,950,000 | 1,363 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $19,383,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $19,383,000 | 803 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $6,778,000 | 1,038 |
| Commercial mortgage pass-through securities | $6,778,000 | 615 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $67,000 | 1,672 |
| Available-for-sale securities (fair market value) | $152,640,000 | 1,207 |
| Total debt securities | $152,707,000 | 1,327 |
| 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 | $153,503,000 | 1,306 |
| U.S. Government securities | $46,129,000 | 1,966 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $46,129,000 | 1,756 |
| Securities issued by states & political subdivisions | $106,870,000 | 536 |
| Other domestic debt securities | $504,000 | 2,000 |
| 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 | $504,000 | 1,686 |
| 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 | $87,990,000 | 731 |
| Mortgage-backed securities | $46,129,000 | 1,439 |
| Certificates of participation in pools of residential mortgages | $27,836,000 | 1,417 |
| Issued or guaranteed by U.S. | $27,836,000 | 1,386 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $10,845,000 | 1,137 |
| CMOs issued by government agencies or sponsored agencies | $10,845,000 | 1,093 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $7,448,000 | 989 |
| Commercial mortgage pass-through securities | $7,448,000 | 581 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $76,000 | 1,587 |
| Available-for-sale securities (fair market value) | $153,427,000 | 1,198 |
| Total debt securities | $153,503,000 | 1,287 |
| 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 | $153,981,000 | 1,226 |
| U.S. Government securities | $48,082,000 | 1,860 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $48,082,000 | 1,685 |
| Securities issued by states & political subdivisions | $105,393,000 | 516 |
| Other domestic debt securities | $506,000 | 1,963 |
| 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 | $506,000 | 1,636 |
| 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 | $83,665,000 | 753 |
| Mortgage-backed securities | $48,082,000 | 1,393 |
| Certificates of participation in pools of residential mortgages | $27,816,000 | 1,390 |
| Issued or guaranteed by U.S. | $27,816,000 | 1,357 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $12,642,000 | 1,047 |
| CMOs issued by government agencies or sponsored agencies | $12,642,000 | 1,006 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $7,624,000 | 984 |
| Commercial mortgage pass-through securities | $7,624,000 | 580 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $85,000 | 1,606 |
| Available-for-sale securities (fair market value) | $153,896,000 | 1,129 |
| Total debt securities | $153,981,000 | 1,213 |
| 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 | $160,028,000 | 1,136 |
| U.S. Government securities | $54,279,000 | 1,637 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $54,279,000 | 1,495 |
| Securities issued by states & political subdivisions | $105,242,000 | 494 |
| Other domestic debt securities | $507,000 | 1,946 |
| 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 | $507,000 | 1,581 |
| 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 | $78,054,000 | 771 |
| Mortgage-backed securities | $54,279,000 | 1,255 |
| Certificates of participation in pools of residential mortgages | $31,766,000 | 1,222 |
| Issued or guaranteed by U.S. | $31,766,000 | 1,195 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $14,693,000 | 928 |
| CMOs issued by government agencies or sponsored agencies | $14,693,000 | 891 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $7,820,000 | 967 |
| Commercial mortgage pass-through securities | $7,820,000 | 562 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $92,000 | 1,586 |
| Available-for-sale securities (fair market value) | $159,936,000 | 1,047 |
| Total debt securities | $160,028,000 | 1,120 |
| 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 | $154,704,000 | 1,095 |
| U.S. Government securities | $55,964,000 | 1,504 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $55,964,000 | 1,397 |
| Securities issued by states & political subdivisions | $98,232,000 | 496 |
| Other domestic debt securities | $508,000 | 1,931 |
| 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 | $508,000 | 1,536 |
| 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 | $75,929,000 | 773 |
| Mortgage-backed securities | $55,964,000 | 1,190 |
| Certificates of participation in pools of residential mortgages | $32,570,000 | 1,128 |
| Issued or guaranteed by U.S. | $32,570,000 | 1,099 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $17,670,000 | 815 |
| CMOs issued by government agencies or sponsored agencies | $17,670,000 | 777 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $5,724,000 | 1,045 |
| Commercial mortgage pass-through securities | $5,724,000 | 637 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $105,000 | 1,574 |
| Available-for-sale securities (fair market value) | $154,599,000 | 1,015 |
| Total debt securities | $154,704,000 | 1,081 |
| 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 | $150,498,000 | 1,033 |
| U.S. Government securities | $56,586,000 | 1,370 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $56,586,000 | 1,292 |
| Securities issued by states & political subdivisions | $93,404,000 | 492 |
| Other domestic debt securities | $508,000 | 1,857 |
| 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 | $508,000 | 1,464 |
| 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 | $80,379,000 | 734 |
| Mortgage-backed securities | $56,586,000 | 1,102 |
| Certificates of participation in pools of residential mortgages | $29,498,000 | 1,135 |
| Issued or guaranteed by U.S. | $29,498,000 | 1,111 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $21,118,000 | 726 |
| CMOs issued by government agencies or sponsored agencies | $21,118,000 | 692 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $5,970,000 | 991 |
| Commercial mortgage pass-through securities | $5,970,000 | 580 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $121,000 | 1,553 |
| Available-for-sale securities (fair market value) | $150,377,000 | 942 |
| Total debt securities | $150,498,000 | 1,018 |
| 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 | $137,993,000 | 1,042 |
| U.S. Government securities | $58,150,000 | 1,301 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $58,150,000 | 1,223 |
| Securities issued by states & political subdivisions | $79,334,000 | 528 |
| Other domestic debt securities | $509,000 | 1,837 |
| 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 | $509,000 | 1,440 |
| 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 | $76,632,000 | 749 |
| Mortgage-backed securities | $58,150,000 | 1,049 |
| Certificates of participation in pools of residential mortgages | $35,761,000 | 942 |
| Issued or guaranteed by U.S. | $35,761,000 | 920 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $22,389,000 | 711 |
| CMOs issued by government agencies or sponsored agencies | $22,389,000 | 679 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $133,000 | 1,548 |
| Available-for-sale securities (fair market value) | $137,860,000 | 957 |
| Total debt securities | $137,993,000 | 1,028 |
| 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 | $141,469,000 | 989 |
| U.S. Government securities | $74,024,000 | 1,031 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $74,024,000 | 966 |
| Securities issued by states & political subdivisions | $66,940,000 | 593 |
| Other domestic debt securities | $505,000 | 1,780 |
| 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 | $505,000 | 1,399 |
| 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 | $76,538,000 | 753 |
| Mortgage-backed securities | $72,018,000 | 866 |
| Certificates of participation in pools of residential mortgages | $45,154,000 | 764 |
| Issued or guaranteed by U.S. | $45,154,000 | 748 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $26,864,000 | 640 |
| CMOs issued by government agencies or sponsored agencies | $26,864,000 | 604 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $147,000 | 1,551 |
| Available-for-sale securities (fair market value) | $141,322,000 | 901 |
| Total debt securities | $141,469,000 | 981 |
| 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 | $133,374,000 | 1,014 |
| U.S. Government securities | $80,365,000 | 978 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $80,365,000 | 920 |
| Securities issued by states & political subdivisions | $52,549,000 | 685 |
| Other domestic debt securities | $460,000 | 1,772 |
| 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 | $460,000 | 1,370 |
| 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 | $70,445,000 | 767 |
| Mortgage-backed securities | $78,351,000 | 809 |
| Certificates of participation in pools of residential mortgages | $48,298,000 | 719 |
| Issued or guaranteed by U.S. | $48,298,000 | 702 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $30,053,000 | 619 |
| CMOs issued by government agencies or sponsored agencies | $30,053,000 | 584 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $178,000 | 1,553 |
| Available-for-sale securities (fair market value) | $133,196,000 | 914 |
| Total debt securities | $133,374,000 | 1,000 |
| 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 | $136,004,000 | 978 |
| U.S. Government securities | $77,436,000 | 1,030 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $77,436,000 | 971 |
| Securities issued by states & political subdivisions | $57,559,000 | 577 |
| Other domestic debt securities | $1,009,000 | 1,507 |
| 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 | $1,009,000 | 1,123 |
| 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 | $72,293,000 | 711 |
| Mortgage-backed securities | $75,432,000 | 829 |
| Certificates of participation in pools of residential mortgages | $42,807,000 | 766 |
| Issued or guaranteed by U.S. | $42,807,000 | 751 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $32,625,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $32,625,000 | 546 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $207,000 | 1,589 |
| Available-for-sale securities (fair market value) | $135,797,000 | 883 |
| Total debt securities | $136,004,000 | 964 |
| 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 | $135,239,000 | 976 |
| U.S. Government securities | $76,121,000 | 1,045 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $76,121,000 | 987 |
| Securities issued by states & political subdivisions | $58,109,000 | 574 |
| Other domestic debt securities | $1,009,000 | 1,533 |
| 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 | $1,009,000 | 1,131 |
| 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 | $72,591,000 | 715 |
| Mortgage-backed securities | $74,113,000 | 816 |
| Certificates of participation in pools of residential mortgages | $38,627,000 | 804 |
| Issued or guaranteed by U.S. | $38,627,000 | 782 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $35,486,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $35,486,000 | 510 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $241,000 | 1,641 |
| Available-for-sale securities (fair market value) | $134,998,000 | 872 |
| Total debt securities | $135,239,000 | 963 |
| 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 | $137,018,000 | 970 |
| U.S. Government securities | $75,753,000 | 1,078 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $75,753,000 | 1,019 |
| Securities issued by states & political subdivisions | $60,256,000 | 547 |
| Other domestic debt securities | $1,009,000 | 1,512 |
| 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 | $1,009,000 | 1,148 |
| 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 | $72,634,000 | 714 |
| Mortgage-backed securities | $73,748,000 | 808 |
| Certificates of participation in pools of residential mortgages | $36,057,000 | 844 |
| Issued or guaranteed by U.S. | $36,057,000 | 837 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $37,691,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $37,691,000 | 474 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $277,000 | 1,666 |
| Available-for-sale securities (fair market value) | $136,741,000 | 867 |
| Total debt securities | $137,018,000 | 955 |
| 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 | $134,179,000 | 992 |
| U.S. Government securities | $73,565,000 | 1,102 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $73,565,000 | 1,045 |
| Securities issued by states & political subdivisions | $59,603,000 | 581 |
| Other domestic debt securities | $1,011,000 | 1,509 |
| 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 | $1,011,000 | 1,147 |
| 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 | $76,897,000 | 695 |
| Mortgage-backed securities | $71,592,000 | 819 |
| Certificates of participation in pools of residential mortgages | $32,648,000 | 921 |
| Issued or guaranteed by U.S. | $32,648,000 | 912 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $38,944,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $38,944,000 | 442 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $309,000 | 1,678 |
| Available-for-sale securities (fair market value) | $133,870,000 | 884 |
| Total debt securities | $134,179,000 | 977 |
| 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 | $136,913,000 | 978 |
| U.S. Government securities | $74,710,000 | 1,096 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $74,710,000 | 1,038 |
| Securities issued by states & political subdivisions | $61,205,000 | 585 |
| Other domestic debt securities | $998,000 | 1,518 |
| 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 | $998,000 | 1,173 |
| 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 | $75,277,000 | 716 |
| Mortgage-backed securities | $72,779,000 | 807 |
| Certificates of participation in pools of residential mortgages | $33,097,000 | 914 |
| Issued or guaranteed by U.S. | $33,097,000 | 906 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $39,682,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $39,682,000 | 430 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $345,000 | 1,704 |
| Available-for-sale securities (fair market value) | $136,568,000 | 866 |
| Total debt securities | $136,913,000 | 963 |
| 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 | $136,839,000 | 973 |
| U.S. Government securities | $76,390,000 | 1,083 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $76,390,000 | 1,019 |
| Securities issued by states & political subdivisions | $59,435,000 | 594 |
| Other domestic debt securities | $1,014,000 | 1,453 |
| 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 | $1,014,000 | 1,140 |
| 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 | $69,300,000 | 759 |
| Mortgage-backed securities | $74,498,000 | 787 |
| Certificates of participation in pools of residential mortgages | $33,701,000 | 906 |
| Issued or guaranteed by U.S. | $33,701,000 | 902 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $40,797,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $40,797,000 | 419 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $387,000 | 1,724 |
| Available-for-sale securities (fair market value) | $136,452,000 | 869 |
| Total debt securities | $136,839,000 | 961 |
| 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 | $139,796,000 | 974 |
| U.S. Government securities | $80,279,000 | 1,050 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $80,279,000 | 995 |
| Securities issued by states & political subdivisions | $58,503,000 | 629 |
| Other domestic debt securities | $1,014,000 | 1,612 |
| 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 | $1,014,000 | 1,137 |
| 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 | $71,234,000 | 764 |
| Mortgage-backed securities | $78,371,000 | 772 |
| Certificates of participation in pools of residential mortgages | $35,337,000 | 894 |
| Issued or guaranteed by U.S. | $35,337,000 | 877 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $43,034,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $43,034,000 | 409 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $426,000 | 1,738 |
| Available-for-sale securities (fair market value) | $139,370,000 | 859 |
| Total debt securities | $139,796,000 | 960 |
| 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 | $142,446,000 | 973 |
| U.S. Government securities | $83,914,000 | 1,035 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $83,914,000 | 987 |
| Securities issued by states & political subdivisions | $57,523,000 | 652 |
| Other domestic debt securities | $1,009,000 | 1,454 |
| 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 | $1,009,000 | 1,160 |
| 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 | $73,796,000 | 749 |
| Mortgage-backed securities | $81,997,000 | 738 |
| Certificates of participation in pools of residential mortgages | $36,834,000 | 894 |
| Issued or guaranteed by U.S. | $36,834,000 | 893 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $45,163,000 | 423 |
| CMOs issued by government agencies or sponsored agencies | $45,163,000 | 400 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $470,000 | 1,750 |
| Available-for-sale securities (fair market value) | $141,976,000 | 859 |
| Total debt securities | $142,446,000 | 959 |
| 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 | $153,264,000 | 918 |
| U.S. Government securities | $90,248,000 | 969 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $90,248,000 | 931 |
| Securities issued by states & political subdivisions | $61,999,000 | 631 |
| Other domestic debt securities | $1,017,000 | 1,459 |
| 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 | $1,017,000 | 1,181 |
| 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 | $76,474,000 | 749 |
| Mortgage-backed securities | $88,289,000 | 708 |
| Certificates of participation in pools of residential mortgages | $40,562,000 | 859 |
| Issued or guaranteed by U.S. | $40,562,000 | 859 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $47,727,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $47,727,000 | 389 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $518,000 | 1,737 |
| Available-for-sale securities (fair market value) | $152,746,000 | 809 |
| Total debt securities | $153,264,000 | 905 |
| 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 | $146,875,000 | 968 |
| U.S. Government securities | $86,630,000 | 1,007 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $86,630,000 | 965 |
| Securities issued by states & political subdivisions | $59,234,000 | 670 |
| Other domestic debt securities | $1,011,000 | 1,487 |
| 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 | $1,011,000 | 1,228 |
| 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 | $75,796,000 | 763 |
| Mortgage-backed securities | $84,647,000 | 728 |
| Certificates of participation in pools of residential mortgages | $42,455,000 | 856 |
| Issued or guaranteed by U.S. | $42,455,000 | 856 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $42,192,000 | 459 |
| CMOs issued by government agencies or sponsored agencies | $42,192,000 | 432 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $574,000 | 1,786 |
| Available-for-sale securities (fair market value) | $146,301,000 | 844 |
| Total debt securities | $146,875,000 | 955 |
| 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 | $150,077,000 | 953 |
| U.S. Government securities | $88,828,000 | 1,005 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $88,828,000 | 963 |
| Securities issued by states & political subdivisions | $60,240,000 | 662 |
| Other domestic debt securities | $1,009,000 | 1,514 |
| 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 | $1,009,000 | 1,256 |
| 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 | $75,704,000 | 770 |
| Mortgage-backed securities | $88,828,000 | 712 |
| Certificates of participation in pools of residential mortgages | $44,186,000 | 853 |
| Issued or guaranteed by U.S. | $44,186,000 | 853 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $44,642,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $44,642,000 | 422 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $634,000 | 1,799 |
| Available-for-sale securities (fair market value) | $149,443,000 | 834 |
| Total debt securities | $150,077,000 | 940 |
| 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 | $152,565,000 | 955 |
| U.S. Government securities | $91,565,000 | 994 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $91,565,000 | 951 |
| Securities issued by states & political subdivisions | $59,992,000 | 657 |
| Other domestic debt securities | $1,008,000 | 1,559 |
| 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 | $1,008,000 | 1,270 |
| 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 | $74,472,000 | 795 |
| Mortgage-backed securities | $91,565,000 | 707 |
| Certificates of participation in pools of residential mortgages | $45,219,000 | 862 |
| Issued or guaranteed by U.S. | $45,219,000 | 862 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $46,346,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $46,346,000 | 404 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $723,000 | 1,809 |
| Available-for-sale securities (fair market value) | $151,842,000 | 836 |
| Total debt securities | $152,565,000 | 944 |
| 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 | $133,185,000 | 1,060 |
| U.S. Government securities | $76,784,000 | 1,121 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $76,784,000 | 1,076 |
| Securities issued by states & political subdivisions | $55,393,000 | 715 |
| Other domestic debt securities | $1,008,000 | 1,561 |
| 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 | $1,008,000 | 1,267 |
| 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 | $76,322,000 | 774 |
| Mortgage-backed securities | $76,784,000 | 807 |
| Certificates of participation in pools of residential mortgages | $43,196,000 | 874 |
| Issued or guaranteed by U.S. | $43,196,000 | 874 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $33,588,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $33,588,000 | 509 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $799,000 | 1,810 |
| Available-for-sale securities (fair market value) | $132,386,000 | 932 |
| Total debt securities | $133,185,000 | 1,048 |
| 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 | $128,437,000 | 1,088 |
| U.S. Government securities | $72,099,000 | 1,179 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $72,099,000 | 1,131 |
| Securities issued by states & political subdivisions | $55,336,000 | 723 |
| Other domestic debt securities | $1,002,000 | 1,576 |
| 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 | $1,002,000 | 1,284 |
| 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 | $76,230,000 | 779 |
| Mortgage-backed securities | $72,099,000 | 855 |
| Certificates of participation in pools of residential mortgages | $35,055,000 | 1,014 |
| Issued or guaranteed by U.S. | $35,055,000 | 1,013 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $37,044,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $37,044,000 | 484 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $897,000 | 1,798 |
| Available-for-sale securities (fair market value) | $127,540,000 | 969 |
| Total debt securities | $128,437,000 | 1,072 |
| 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 | $122,517,000 | 1,153 |
| U.S. Government securities | $67,902,000 | 1,271 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $67,902,000 | 1,213 |
| Securities issued by states & political subdivisions | $53,617,000 | 754 |
| Other domestic debt securities | $998,000 | 1,621 |
| 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 | $998,000 | 1,312 |
| 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 | $79,318,000 | 757 |
| Mortgage-backed securities | $67,902,000 | 893 |
| Certificates of participation in pools of residential mortgages | $32,541,000 | 1,094 |
| Issued or guaranteed by U.S. | $32,541,000 | 1,090 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $35,361,000 | 537 |
| CMOs issued by government agencies or sponsored agencies | $35,361,000 | 502 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,003,000 | 1,799 |
| Available-for-sale securities (fair market value) | $121,514,000 | 1,023 |
| Total debt securities | $122,517,000 | 1,137 |
| 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 | $128,877,000 | 1,105 |
| U.S. Government securities | $69,090,000 | 1,281 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $69,090,000 | 1,221 |
| Securities issued by states & political subdivisions | $58,790,000 | 667 |
| Other domestic debt securities | $997,000 | 1,647 |
| 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 | $997,000 | 1,330 |
| 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 | $78,833,000 | 768 |
| Mortgage-backed securities | $69,090,000 | 871 |
| Certificates of participation in pools of residential mortgages | $31,780,000 | 1,116 |
| Issued or guaranteed by U.S. | $31,780,000 | 1,115 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $37,310,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $37,310,000 | 506 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,102,000 | 1,814 |
| Available-for-sale securities (fair market value) | $127,775,000 | 981 |
| Total debt securities | $128,877,000 | 1,091 |
| 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 | $134,838,000 | 1,067 |
| U.S. Government securities | $74,506,000 | 1,219 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $74,506,000 | 1,154 |
| Securities issued by states & political subdivisions | $59,340,000 | 653 |
| Other domestic debt securities | $992,000 | 1,651 |
| 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 | $992,000 | 1,338 |
| 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 | $78,712,000 | 768 |
| Mortgage-backed securities | $74,506,000 | 816 |
| Certificates of participation in pools of residential mortgages | $35,977,000 | 1,023 |
| Issued or guaranteed by U.S. | $35,977,000 | 1,022 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $38,529,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $38,529,000 | 497 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,213,000 | 1,831 |
| Available-for-sale securities (fair market value) | $133,625,000 | 945 |
| Total debt securities | $134,838,000 | 1,056 |
| 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 | $133,178,000 | 1,084 |
| U.S. Government securities | $76,247,000 | 1,201 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $76,247,000 | 1,141 |
| Securities issued by states & political subdivisions | $55,937,000 | 687 |
| Other domestic debt securities | $994,000 | 1,657 |
| 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 | $994,000 | 1,330 |
| 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 | $77,136,000 | 773 |
| Mortgage-backed securities | $76,247,000 | 809 |
| Certificates of participation in pools of residential mortgages | $37,635,000 | 981 |
| Issued or guaranteed by U.S. | $37,635,000 | 981 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $38,612,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $38,612,000 | 498 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,325,000 | 1,811 |
| Available-for-sale securities (fair market value) | $131,853,000 | 962 |
| Total debt securities | $133,178,000 | 1,073 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $137,442,000 | 1,066 |
| U.S. Government securities | $81,556,000 | 1,177 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $81,556,000 | 1,121 |
| Securities issued by states & political subdivisions | $54,886,000 | 694 |
| Other domestic debt securities | $1,000,000 | 1,640 |
| 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 | $1,000,000 | 1,309 |
| 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 | $70,329,000 | 851 |
| Mortgage-backed securities | $81,556,000 | 785 |
| Certificates of participation in pools of residential mortgages | $34,123,000 | 1,101 |
| Issued or guaranteed by U.S. | $34,123,000 | 1,100 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $47,433,000 | 473 |
| CMOs issued by government agencies or sponsored agencies | $47,433,000 | 446 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,478,000 | 1,806 |
| Available-for-sale securities (fair market value) | $135,964,000 | 950 |
| Total debt securities | $137,442,000 | 1,056 |
| 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 | $141,047,000 | 1,047 |
| U.S. Government securities | $82,636,000 | 1,171 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $82,636,000 | 1,104 |
| Securities issued by states & political subdivisions | $57,410,000 | 644 |
| Other domestic debt securities | $1,001,000 | 1,680 |
| 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 | $1,001,000 | 1,333 |
| 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 | $69,635,000 | 872 |
| Mortgage-backed securities | $80,632,000 | 792 |
| Certificates of participation in pools of residential mortgages | $34,211,000 | 1,099 |
| Issued or guaranteed by U.S. | $34,211,000 | 1,098 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $46,421,000 | 486 |
| CMOs issued by government agencies or sponsored agencies | $46,421,000 | 460 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,017,000 | 1,715 |
| Available-for-sale securities (fair market value) | $139,030,000 | 929 |
| Total debt securities | $141,047,000 | 1,037 |
| 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 | $138,489,000 | 1,057 |
| U.S. Government securities | $81,387,000 | 1,187 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $81,387,000 | 1,121 |
| Securities issued by states & political subdivisions | $56,103,000 | 647 |
| Other domestic debt securities | $999,000 | 1,705 |
| 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 | $999,000 | 1,361 |
| 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 | $69,848,000 | 859 |
| Mortgage-backed securities | $81,387,000 | 796 |
| Certificates of participation in pools of residential mortgages | $33,157,000 | 1,146 |
| Issued or guaranteed by U.S. | $33,157,000 | 1,144 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $48,230,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $48,230,000 | 456 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,679,000 | 1,657 |
| Available-for-sale securities (fair market value) | $135,810,000 | 949 |
| Total debt securities | $138,489,000 | 1,046 |
| 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 | $139,186,000 | 1,077 |
| U.S. Government securities | $83,650,000 | 1,186 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $83,650,000 | 1,123 |
| Securities issued by states & political subdivisions | $54,536,000 | 674 |
| Other domestic debt securities | $1,000,000 | 1,751 |
| 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 | $1,000,000 | 1,387 |
| 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 | $60,373,000 | 992 |
| Mortgage-backed securities | $83,650,000 | 794 |
| Certificates of participation in pools of residential mortgages | $33,635,000 | 1,167 |
| Issued or guaranteed by U.S. | $33,635,000 | 1,167 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $50,015,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $50,015,000 | 455 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,791,000 | 1,669 |
| Available-for-sale securities (fair market value) | $136,395,000 | 974 |
| Total debt securities | $139,186,000 | 1,062 |
| 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 | $141,525,000 | 1,074 |
| U.S. Government securities | $84,768,000 | 1,199 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $84,768,000 | 1,142 |
| Securities issued by states & political subdivisions | $55,764,000 | 660 |
| Other domestic debt securities | $993,000 | 1,829 |
| 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 | $993,000 | 1,456 |
| 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 | $60,373,000 | 997 |
| Mortgage-backed securities | $84,768,000 | 799 |
| Certificates of participation in pools of residential mortgages | $34,682,000 | 1,172 |
| Issued or guaranteed by U.S. | $34,682,000 | 1,172 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $50,086,000 | 486 |
| CMOs issued by government agencies or sponsored agencies | $50,086,000 | 457 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $2,937,000 | 1,672 |
| Available-for-sale securities (fair market value) | $138,588,000 | 959 |
| Total debt securities | $141,525,000 | 1,060 |
| 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 | $144,250,000 | 1,064 |
| U.S. Government securities | $87,810,000 | 1,161 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $87,810,000 | 1,110 |
| Securities issued by states & political subdivisions | $55,454,000 | 666 |
| Other domestic debt securities | $986,000 | 1,886 |
| 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 | $986,000 | 1,498 |
| 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 | $61,260,000 | 986 |
| Mortgage-backed securities | $87,810,000 | 777 |
| Certificates of participation in pools of residential mortgages | $35,835,000 | 1,141 |
| Issued or guaranteed by U.S. | $35,835,000 | 1,141 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $51,975,000 | 467 |
| CMOs issued by government agencies or sponsored agencies | $51,975,000 | 437 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $3,064,000 | 1,640 |
| Available-for-sale securities (fair market value) | $141,186,000 | 957 |
| Total debt securities | $144,250,000 | 1,052 |
| 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 | $142,267,000 | 1,073 |
| U.S. Government securities | $84,084,000 | 1,174 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $84,084,000 | 1,132 |
| Securities issued by states & political subdivisions | $56,699,000 | 643 |
| Other domestic debt securities | $1,484,000 | 1,678 |
| 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 | $1,484,000 | 1,303 |
| 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 | $59,555,000 | 1,003 |
| Mortgage-backed securities | $84,084,000 | 797 |
| Certificates of participation in pools of residential mortgages | $34,525,000 | 1,168 |
| Issued or guaranteed by U.S. | $34,525,000 | 1,168 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $49,559,000 | 490 |
| CMOs issued by government agencies or sponsored agencies | $49,559,000 | 456 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $3,170,000 | 1,603 |
| Available-for-sale securities (fair market value) | $139,097,000 | 968 |
| Total debt securities | $142,267,000 | 1,064 |
| 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 | $131,765,000 | 1,164 |
| U.S. Government securities | $75,522,000 | 1,326 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $75,522,000 | 1,282 |
| Securities issued by states & political subdivisions | $54,744,000 | 675 |
| Other domestic debt securities | $1,499,000 | 1,725 |
| 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 | $1,499,000 | 1,324 |
| 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 | $57,199,000 | 1,022 |
| Mortgage-backed securities | $75,522,000 | 881 |
| Certificates of participation in pools of residential mortgages | $31,572,000 | 1,263 |
| Issued or guaranteed by U.S. | $31,572,000 | 1,260 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $43,950,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $43,950,000 | 502 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $3,299,000 | 1,562 |
| Available-for-sale securities (fair market value) | $128,466,000 | 1,049 |
| Total debt securities | $131,765,000 | 1,149 |
| 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 | $128,365,000 | 1,188 |
| U.S. Government securities | $74,035,000 | 1,339 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $74,035,000 | 1,301 |
| Securities issued by states & political subdivisions | $52,832,000 | 703 |
| Other domestic debt securities | $1,498,000 | 1,757 |
| 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 | $1,498,000 | 1,346 |
| 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 | $50,555,000 | 1,117 |
| Mortgage-backed securities | $74,035,000 | 909 |
| Certificates of participation in pools of residential mortgages | $28,857,000 | 1,362 |
| Issued or guaranteed by U.S. | $28,857,000 | 1,361 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $45,178,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $45,178,000 | 491 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $3,550,000 | 1,484 |
| Available-for-sale securities (fair market value) | $124,815,000 | 1,087 |
| Total debt securities | $128,365,000 | 1,175 |
| 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 | $137,630,000 | 1,133 |
| U.S. Government securities | $83,051,000 | 1,221 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $83,051,000 | 1,184 |
| Securities issued by states & political subdivisions | $53,082,000 | 683 |
| Other domestic debt securities | $1,497,000 | 1,774 |
| 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 | $1,497,000 | 1,347 |
| 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 | $51,225,000 | 1,116 |
| Mortgage-backed securities | $80,054,000 | 872 |
| Certificates of participation in pools of residential mortgages | $34,079,000 | 1,196 |
| Issued or guaranteed by U.S. | $34,079,000 | 1,194 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $45,975,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $45,975,000 | 503 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $3,815,000 | 1,424 |
| Available-for-sale securities (fair market value) | $133,815,000 | 1,045 |
| Total debt securities | $137,630,000 | 1,124 |
| 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 | $129,123,000 | 1,173 |
| U.S. Government securities | $73,560,000 | 1,358 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $73,560,000 | 1,318 |
| Securities issued by states & political subdivisions | $53,589,000 | 647 |
| Other domestic debt securities | $1,974,000 | 1,590 |
| 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 | $1,974,000 | 1,198 |
| 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 | $50,373,000 | 1,120 |
| Mortgage-backed securities | $72,558,000 | 935 |
| Certificates of participation in pools of residential mortgages | $28,722,000 | 1,383 |
| Issued or guaranteed by U.S. | $28,722,000 | 1,379 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $43,836,000 | 561 |
| CMOs issued by government agencies or sponsored agencies | $43,836,000 | 526 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $4,098,000 | 1,409 |
| Available-for-sale securities (fair market value) | $125,025,000 | 1,092 |
| Total debt securities | $129,123,000 | 1,157 |
| 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 | $137,521,000 | 1,112 |
| U.S. Government securities | $81,335,000 | 1,248 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $81,335,000 | 1,212 |
| Securities issued by states & political subdivisions | $53,758,000 | 611 |
| Other domestic debt securities | $2,428,000 | 1,490 |
| 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 | $2,428,000 | 1,106 |
| 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 | $45,624,000 | 1,213 |
| Mortgage-backed securities | $81,335,000 | 885 |
| Certificates of participation in pools of residential mortgages | $34,738,000 | 1,243 |
| Issued or guaranteed by U.S. | $34,738,000 | 1,243 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $46,597,000 | 568 |
| CMOs issued by government agencies or sponsored agencies | $46,597,000 | 532 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $4,428,000 | 1,389 |
| Available-for-sale securities (fair market value) | $133,093,000 | 1,041 |
| Total debt securities | $137,521,000 | 1,102 |
| 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 | $137,962,000 | 1,116 |
| U.S. Government securities | $82,187,000 | 1,256 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $82,187,000 | 1,219 |
| Securities issued by states & political subdivisions | $53,426,000 | 592 |
| Other domestic debt securities | $2,349,000 | 1,520 |
| 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 | $2,349,000 | 1,117 |
| 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 | $46,382,000 | 1,213 |
| Mortgage-backed securities | $81,186,000 | 909 |
| Certificates of participation in pools of residential mortgages | $34,204,000 | 1,263 |
| Issued or guaranteed by U.S. | $34,204,000 | 1,262 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $46,982,000 | 569 |
| CMOs issued by government agencies or sponsored agencies | $46,982,000 | 530 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $4,735,000 | 1,354 |
| Available-for-sale securities (fair market value) | $133,227,000 | 1,040 |
| Total debt securities | $137,962,000 | 1,108 |
| 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 | $140,710,000 | 1,108 |
| U.S. Government securities | $82,711,000 | 1,290 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $82,711,000 | 1,248 |
| Securities issued by states & political subdivisions | $55,644,000 | 523 |
| Other domestic debt securities | $2,355,000 | 1,497 |
| 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 | $2,355,000 | 1,098 |
| 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 | $46,888,000 | 1,207 |
| Mortgage-backed securities | $82,711,000 | 908 |
| Certificates of participation in pools of residential mortgages | $32,988,000 | 1,284 |
| Issued or guaranteed by U.S. | $32,988,000 | 1,283 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $49,723,000 | 575 |
| CMOs issued by government agencies or sponsored agencies | $49,723,000 | 535 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $5,009,000 | 1,342 |
| Available-for-sale securities (fair market value) | $135,701,000 | 1,028 |
| Total debt securities | $140,710,000 | 1,095 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $138,142,000 | 1,088 |
| U.S. Government securities | $79,994,000 | 1,272 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $79,994,000 | 1,235 |
| Securities issued by states & political subdivisions | $55,895,000 | 508 |
| Other domestic debt securities | $2,253,000 | 1,508 |
| 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 | $2,253,000 | 1,054 |
| 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 | $54,542,000 | 985 |
| Mortgage-backed securities | $78,995,000 | 905 |
| Certificates of participation in pools of residential mortgages | $32,688,000 | 1,251 |
| Issued or guaranteed by U.S. | $32,688,000 | 1,249 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $46,307,000 | 605 |
| CMOs issued by government agencies or sponsored agencies | $46,307,000 | 533 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $5,255,000 | 1,338 |
| Available-for-sale securities (fair market value) | $132,887,000 | 997 |
| Total debt securities | $138,142,000 | 1,074 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $137,319,000 | 1,060 |
| U.S. Government securities | $78,233,000 | 1,262 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $78,233,000 | 1,215 |
| Securities issued by states & political subdivisions | $56,823,000 | 469 |
| Other domestic debt securities | $2,263,000 | 1,511 |
| 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 | $2,263,000 | 1,023 |
| 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 | $51,679,000 | 1,009 |
| Mortgage-backed securities | $78,233,000 | 889 |
| Certificates of participation in pools of residential mortgages | $29,036,000 | 1,311 |
| Issued or guaranteed by U.S. | $29,036,000 | 1,307 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $49,197,000 | 596 |
| CMOs issued by government agencies or sponsored agencies | $49,197,000 | 515 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $5,591,000 | 1,322 |
| Available-for-sale securities (fair market value) | $131,728,000 | 979 |
| Total debt securities | $137,319,000 | 1,047 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $133,706,000 | 1,088 |
| U.S. Government securities | $78,986,000 | 1,268 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $78,986,000 | 1,217 |
| Securities issued by states & political subdivisions | $54,720,000 | 459 |
| 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 | $45,943,000 | 1,144 |
| Mortgage-backed securities | $78,700,000 | 863 |
| Certificates of participation in pools of residential mortgages | $30,908,000 | 1,206 |
| Issued or guaranteed by U.S. | $30,908,000 | 1,201 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $47,792,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $47,792,000 | 526 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $5,817,000 | 1,342 |
| Available-for-sale securities (fair market value) | $127,889,000 | 1,001 |
| Total debt securities | $133,706,000 | 1,075 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $132,055,000 | 1,086 |
| U.S. Government securities | $78,539,000 | 1,266 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $78,539,000 | 1,219 |
| Securities issued by states & political subdivisions | $53,516,000 | 457 |
| 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 | $47,949,000 | 1,094 |
| Mortgage-backed securities | $77,542,000 | 848 |
| Certificates of participation in pools of residential mortgages | $33,123,000 | 1,109 |
| Issued or guaranteed by U.S. | $33,123,000 | 1,101 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $44,419,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $44,419,000 | 532 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $5,992,000 | 1,319 |
| Available-for-sale securities (fair market value) | $126,063,000 | 1,003 |
| Total debt securities | $132,055,000 | 1,076 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $130,252,000 | 1,063 |
| U.S. Government securities | $75,179,000 | 1,236 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $75,179,000 | 1,179 |
| Securities issued by states & political subdivisions | $51,345,000 | 461 |
| Other domestic debt securities | $3,728,000 | 1,279 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $3,728,000 | 733 |
| 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 | $57,229,000 | 909 |
| Mortgage-backed securities | $72,596,000 | 856 |
| Certificates of participation in pools of residential mortgages | $23,110,000 | 1,413 |
| Issued or guaranteed by U.S. | $23,110,000 | 1,407 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $49,486,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $49,486,000 | 461 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $6,206,000 | 1,298 |
| Available-for-sale securities (fair market value) | $124,046,000 | 991 |
| Total debt securities | $130,252,000 | 1,052 |
| Structured notes | ||
| Amortized cost | $1,479,000 | 2,170 |
| Fair value | $1,583,000 | 2,071 |
| 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 | $128,176,000 | 1,045 |
| U.S. Government securities | $74,585,000 | 1,227 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $74,585,000 | 1,172 |
| Securities issued by states & political subdivisions | $49,814,000 | 477 |
| Other domestic debt securities | $3,777,000 | 1,318 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,777,000 | 736 |
| 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 | $53,580,000 | 956 |
| Mortgage-backed securities | $70,800,000 | 861 |
| Certificates of participation in pools of residential mortgages | $18,954,000 | 1,599 |
| Issued or guaranteed by U.S. | $18,954,000 | 1,595 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $51,846,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $51,846,000 | 440 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $6,398,000 | 1,320 |
| Available-for-sale securities (fair market value) | $121,778,000 | 967 |
| Total debt securities | $128,176,000 | 1,031 |
| Structured notes | ||
| Amortized cost | $3,633,000 | 1,398 |
| Fair value | $3,784,000 | 1,384 |
| 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 | $131,057,000 | 1,015 |
| U.S. Government securities | $76,345,000 | 1,225 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $76,345,000 | 1,175 |
| Securities issued by states & political subdivisions | $47,267,000 | 479 |
| Other domestic debt securities | $7,445,000 | 927 |
| Privately issued residential mortgage-backed securities | $3,710,000 | 673 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $3,735,000 | 708 |
| 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 | $53,671,000 | 983 |
| Mortgage-backed securities | $73,650,000 | 830 |
| Certificates of participation in pools of residential mortgages | $19,390,000 | 1,592 |
| Issued or guaranteed by U.S. | $19,390,000 | 1,585 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $54,260,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $50,550,000 | 434 |
| Privately issued | $3,710,000 | 644 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $2,359,000 | 1,923 |
| Available-for-sale securities (fair market value) | $128,698,000 | 915 |
| Total debt securities | $131,057,000 | 1,004 |
| Structured notes | ||
| Amortized cost | $3,745,000 | 1,473 |
| Fair value | $3,893,000 | 1,453 |
| 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 | $125,024,000 | 1,052 |
| U.S. Government securities | $71,303,000 | 1,306 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $71,303,000 | 1,260 |
| Securities issued by states & political subdivisions | $45,059,000 | 486 |
| Other domestic debt securities | $8,662,000 | 877 |
| Privately issued residential mortgage-backed securities | $4,940,000 | 619 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $3,722,000 | 734 |
| 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 | $78,710,000 | 715 |
| Mortgage-backed securities | $71,223,000 | 869 |
| Certificates of participation in pools of residential mortgages | $18,720,000 | 1,710 |
| Issued or guaranteed by U.S. | $18,720,000 | 1,708 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $52,503,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $47,563,000 | 443 |
| Privately issued | $4,940,000 | 594 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,491,000 | 1,916 |
| Available-for-sale securities (fair market value) | $122,533,000 | 948 |
| Total debt securities | $125,024,000 | 1,041 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 1,931 |
| Fair value | $1,975,000 | 1,901 |
| 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 | $119,154,000 | 1,087 |
| U.S. Government securities | $110,202,000 | 824 |
| U.S. Treasury securities | $1,005,000 | 754 |
| U.S. Government agency obligations | $109,197,000 | 806 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $8,952,000 | 906 |
| Privately issued residential mortgage-backed securities | $5,232,000 | 633 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,720,000 | 741 |
| 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 | $65,533,000 | 856 |
| Mortgage-backed securities | $67,476,000 | 908 |
| Certificates of participation in pools of residential mortgages | $20,121,000 | 1,676 |
| Issued or guaranteed by U.S. | $20,121,000 | 1,671 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $47,355,000 | 547 |
| CMOs issued by government agencies or sponsored agencies | $42,123,000 | 469 |
| Privately issued | $5,232,000 | 609 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $2,607,000 | 1,900 |
| Available-for-sale securities (fair market value) | $116,547,000 | 970 |
| Total debt securities | $119,154,000 | 1,072 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 1,455 |
| Fair value | $2,288,000 | 1,420 |
| 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 | $123,363,000 | 1,035 |
| U.S. Government securities | $73,675,000 | 1,199 |
| U.S. Treasury securities | $1,008,000 | 714 |
| U.S. Government agency obligations | $72,667,000 | 1,177 |
| Securities issued by states & political subdivisions | $39,937,000 | 562 |
| Other domestic debt securities | $9,751,000 | 908 |
| Privately issued residential mortgage-backed securities | $5,548,000 | 664 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $4,203,000 | 723 |
| 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 | $60,409,000 | 904 |
| Mortgage-backed securities | $72,709,000 | 865 |
| Certificates of participation in pools of residential mortgages | $22,876,000 | 1,570 |
| Issued or guaranteed by U.S. | $22,876,000 | 1,564 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $49,833,000 | 513 |
| CMOs issued by government agencies or sponsored agencies | $44,285,000 | 433 |
| Privately issued | $5,548,000 | 638 |
| 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) | $2,703,000 | 1,974 |
| Available-for-sale securities (fair market value) | $120,660,000 | 914 |
| Total debt securities | $123,363,000 | 1,018 |
| Structured notes | ||
| Amortized cost | $2,249,000 | 1,034 |
| Fair value | $2,384,000 | 1,007 |
| 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 | $125,237,000 | 1,018 |
| U.S. Government securities | $77,663,000 | 1,105 |
| U.S. Treasury securities | $1,010,000 | 687 |
| U.S. Government agency obligations | $76,653,000 | 1,079 |
| Securities issued by states & political subdivisions | $36,639,000 | 591 |
| Other domestic debt securities | $10,935,000 | 869 |
| Privately issued residential mortgage-backed securities | $5,921,000 | 656 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $5,014,000 | 670 |
| 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 | $53,740,000 | 1,005 |
| Mortgage-backed securities | $76,926,000 | 828 |
| Certificates of participation in pools of residential mortgages | $24,130,000 | 1,544 |
| Issued or guaranteed by U.S. | $24,130,000 | 1,536 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $52,796,000 | 478 |
| CMOs issued by government agencies or sponsored agencies | $46,875,000 | 382 |
| Privately issued | $5,921,000 | 633 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,821,000 | 1,955 |
| Available-for-sale securities (fair market value) | $122,416,000 | 889 |
| Total debt securities | $125,237,000 | 996 |
| Structured notes | ||
| Amortized cost | $2,402,000 | 688 |
| Fair value | $2,518,000 | 648 |
| 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 | $120,103,000 | 1,046 |
| U.S. Government securities | $81,377,000 | 1,067 |
| U.S. Treasury securities | $1,011,000 | 647 |
| U.S. Government agency obligations | $80,366,000 | 1,048 |
| Securities issued by states & political subdivisions | $28,699,000 | 750 |
| Other domestic debt securities | $10,027,000 | 873 |
| Privately issued residential mortgage-backed securities | $4,889,000 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,138,000 | 641 |
| 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 | $48,339,000 | 1,123 |
| Mortgage-backed securities | $77,806,000 | 835 |
| Certificates of participation in pools of residential mortgages | $29,587,000 | 1,349 |
| Issued or guaranteed by U.S. | $29,587,000 | 1,338 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $48,219,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $43,330,000 | 386 |
| Privately issued | $4,889,000 | 690 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,938,000 | 1,959 |
| Available-for-sale securities (fair market value) | $117,165,000 | 924 |
| Total debt securities | $120,103,000 | 1,024 |
| Structured notes | ||
| Amortized cost | $1,120,000 | 851 |
| Fair value | $1,299,000 | 812 |
| 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 | $122,706,000 | 994 |
| U.S. Government securities | $91,276,000 | 933 |
| U.S. Treasury securities | $1,006,000 | 626 |
| U.S. Government agency obligations | $90,270,000 | 923 |
| Securities issued by states & political subdivisions | $23,700,000 | 917 |
| Other domestic debt securities | $7,730,000 | 975 |
| Privately issued residential mortgage-backed securities | $2,414,000 | 904 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,316,000 | 615 |
| 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 | $48,064,000 | 1,129 |
| Mortgage-backed securities | $82,169,000 | 779 |
| Certificates of participation in pools of residential mortgages | $34,653,000 | 1,139 |
| Issued or guaranteed by U.S. | $34,653,000 | 1,130 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $47,516,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $45,102,000 | 366 |
| Privately issued | $2,414,000 | 869 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,030,000 | 1,946 |
| Available-for-sale securities (fair market value) | $119,676,000 | 881 |
| Total debt securities | $122,706,000 | 979 |
| Structured notes | ||
| Amortized cost | $204,000 | 1,655 |
| Fair value | $204,000 | 1,654 |
| 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 | $116,238,000 | 1,025 |
| U.S. Government securities | $95,177,000 | 870 |
| U.S. Treasury securities | $1,004,000 | 664 |
| U.S. Government agency obligations | $94,173,000 | 855 |
| Securities issued by states & political subdivisions | $16,844,000 | 1,319 |
| Other domestic debt securities | $4,217,000 | 1,299 |
| Privately issued residential mortgage-backed securities | $981,000 | 1,148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,236,000 | 828 |
| 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 | $41,289,000 | 1,259 |
| Mortgage-backed securities | $79,631,000 | 751 |
| Certificates of participation in pools of residential mortgages | $48,359,000 | 821 |
| Issued or guaranteed by U.S. | $48,359,000 | 811 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $31,272,000 | 618 |
| CMOs issued by government agencies or sponsored agencies | $30,291,000 | 454 |
| Privately issued | $981,000 | 1,097 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,082,000 | 1,942 |
| Available-for-sale securities (fair market value) | $113,156,000 | 902 |
| Total debt securities | $116,238,000 | 1,009 |
| Structured notes | ||
| Amortized cost | $278,000 | 1,585 |
| Fair value | $263,000 | 1,587 |
| 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 | $125,042,000 | 976 |
| U.S. Government securities | $106,200,000 | 781 |
| U.S. Treasury securities | $1,002,000 | 667 |
| U.S. Government agency obligations | $105,198,000 | 776 |
| Securities issued by states & political subdivisions | $15,390,000 | 1,443 |
| Other domestic debt securities | $3,452,000 | 1,482 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,452,000 | 882 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,869,000 | 1,304 |
| Mortgage-backed securities | $85,062,000 | 701 |
| Certificates of participation in pools of residential mortgages | $53,225,000 | 751 |
| Issued or guaranteed by U.S. | $53,225,000 | 740 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $31,837,000 | 602 |
| CMOs issued by government agencies or sponsored agencies | $31,837,000 | 438 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,136,000 | 1,933 |
| Available-for-sale securities (fair market value) | $121,906,000 | 870 |
| Total debt securities | $125,042,000 | 960 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,593 |
| Fair value | $253,000 | 1,639 |
| 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 | $112,890,000 | 1,088 |
| U.S. Government securities | $96,791,000 | 865 |
| U.S. Treasury securities | $1,012,000 | 662 |
| U.S. Government agency obligations | $95,779,000 | 850 |
| Securities issued by states & political subdivisions | $14,074,000 | 1,589 |
| Other domestic debt securities | $2,025,000 | 1,734 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,025,000 | 1,119 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,669,000 | 1,490 |
| Mortgage-backed securities | $72,652,000 | 791 |
| Certificates of participation in pools of residential mortgages | $46,729,000 | 809 |
| Issued or guaranteed by U.S. | $46,729,000 | 799 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $25,923,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $25,923,000 | 492 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,222,000 | 1,941 |
| Available-for-sale securities (fair market value) | $109,668,000 | 976 |
| Total debt securities | $112,890,000 | 1,059 |
| Structured notes | ||
| Amortized cost | $302,000 | 1,746 |
| Fair value | $279,000 | 1,780 |
| 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 | $109,769,000 | 1,102 |
| U.S. Government securities | $98,266,000 | 851 |
| U.S. Treasury securities | $994,000 | 791 |
| U.S. Government agency obligations | $97,272,000 | 834 |
| Securities issued by states & political subdivisions | $11,503,000 | 1,839 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,039,000 | 1,403 |
| Mortgage-backed securities | $61,556,000 | 831 |
| Certificates of participation in pools of residential mortgages | $35,345,000 | 913 |
| Issued or guaranteed by U.S. | $35,345,000 | 902 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $26,211,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $26,211,000 | 465 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,298,000 | 1,990 |
| Available-for-sale securities (fair market value) | $106,471,000 | 992 |
| Total debt securities | $109,769,000 | 1,080 |
| Structured notes | ||
| Amortized cost | $4,997,000 | 515 |
| Fair value | $5,108,000 | 488 |
| 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 | $108,481,000 | 1,107 |
| U.S. Government securities | $98,743,000 | 851 |
| U.S. Treasury securities | $981,000 | 848 |
| U.S. Government agency obligations | $97,762,000 | 836 |
| Securities issued by states & political subdivisions | $9,738,000 | 2,073 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,716,000 | 1,378 |
| Mortgage-backed securities | $44,429,000 | 1,014 |
| Certificates of participation in pools of residential mortgages | $21,218,000 | 1,253 |
| Issued or guaranteed by U.S. | $21,218,000 | 1,244 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $23,211,000 | 651 |
| CMOs issued by government agencies or sponsored agencies | $23,211,000 | 490 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,364,000 | 2,016 |
| Available-for-sale securities (fair market value) | $105,117,000 | 1,009 |
| Total debt securities | $108,481,000 | 1,082 |
| Structured notes | ||
| Amortized cost | $5,087,000 | 607 |
| Fair value | $5,004,000 | 616 |
| 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 | $106,807,000 | 1,140 |
| U.S. Government securities | $97,194,000 | 878 |
| U.S. Treasury securities | $990,000 | 909 |
| U.S. Government agency obligations | $96,204,000 | 854 |
| Securities issued by states & political subdivisions | $9,613,000 | 2,075 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,505,000 | 1,517 |
| Mortgage-backed securities | $38,954,000 | 1,089 |
| Certificates of participation in pools of residential mortgages | $19,203,000 | 1,339 |
| Issued or guaranteed by U.S. | $19,203,000 | 1,331 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $19,751,000 | 700 |
| CMOs issued by government agencies or sponsored agencies | $19,751,000 | 539 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,455,000 | 2,033 |
| Available-for-sale securities (fair market value) | $103,352,000 | 1,020 |
| Total debt securities | $106,807,000 | 1,116 |
| Structured notes | ||
| Amortized cost | $10,700,000 | 283 |
| Fair value | $10,330,000 | 287 |
| 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 | $99,937,000 | 1,217 |
| U.S. Government securities | $90,441,000 | 972 |
| U.S. Treasury securities | $976,000 | 1,024 |
| U.S. Government agency obligations | $89,465,000 | 945 |
| Securities issued by states & political subdivisions | $9,496,000 | 2,103 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,529,000 | 1,645 |
| Mortgage-backed securities | $37,194,000 | 1,132 |
| Certificates of participation in pools of residential mortgages | $16,378,000 | 1,492 |
| Issued or guaranteed by U.S. | $16,378,000 | 1,486 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $20,816,000 | 671 |
| CMOs issued by government agencies or sponsored agencies | $20,816,000 | 526 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,536,000 | 2,056 |
| Available-for-sale securities (fair market value) | $96,401,000 | 1,088 |
| Total debt securities | $99,937,000 | 1,188 |
| Structured notes | ||
| Amortized cost | $12,750,000 | 247 |
| Fair value | $13,152,000 | 229 |
| 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 | $62,182,000 | 1,901 |
| U.S. Government securities | $54,937,000 | 1,593 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $54,937,000 | 1,555 |
| Securities issued by states & political subdivisions | $7,245,000 | 2,531 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,263,000 | 1,600 |
| Mortgage-backed securities | $23,511,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $10,253,000 | 2,041 |
| Issued or guaranteed by U.S. | $10,253,000 | 2,030 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $13,258,000 | 898 |
| CMOs issued by government agencies or sponsored agencies | $13,258,000 | 724 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,667,000 | 2,277 |
| Available-for-sale securities (fair market value) | $59,515,000 | 1,713 |
| Total debt securities | $62,182,000 | 1,864 |
| Structured notes | ||
| Amortized cost | $12,084,000 | 285 |
| Fair value | $11,941,000 | 286 |
| 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 | $64,292,000 | 1,851 |
| U.S. Government securities | $57,085,000 | 1,565 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $57,085,000 | 1,527 |
| Securities issued by states & political subdivisions | $7,207,000 | 2,530 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,368,000 | 1,610 |
| Mortgage-backed securities | $24,209,000 | 1,532 |
| Certificates of participation in pools of residential mortgages | $10,644,000 | 2,020 |
| Issued or guaranteed by U.S. | $10,644,000 | 2,006 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $13,565,000 | 872 |
| CMOs issued by government agencies or sponsored agencies | $13,565,000 | 700 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,768,000 | 2,304 |
| Available-for-sale securities (fair market value) | $61,524,000 | 1,658 |
| Total debt securities | $64,292,000 | 1,810 |
| Structured notes | ||
| Amortized cost | $12,162,000 | 315 |
| Fair value | $11,966,000 | 316 |
| 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 | $71,332,000 | 1,683 |
| U.S. Government securities | $64,272,000 | 1,396 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $64,272,000 | 1,363 |
| Securities issued by states & political subdivisions | $7,060,000 | 2,551 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,886,000 | 1,560 |
| Mortgage-backed securities | $24,618,000 | 1,534 |
| Certificates of participation in pools of residential mortgages | $10,887,000 | 1,995 |
| Issued or guaranteed by U.S. | $10,887,000 | 1,984 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,731,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $13,731,000 | 697 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,874,000 | 2,298 |
| Available-for-sale securities (fair market value) | $68,458,000 | 1,490 |
| Total debt securities | $71,332,000 | 1,653 |
| Structured notes | ||
| Amortized cost | $17,760,000 | 204 |
| Fair value | $17,306,000 | 201 |
| 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 | $77,189,000 | 1,596 |
| U.S. Government securities | $69,410,000 | 1,316 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $69,410,000 | 1,272 |
| Securities issued by states & political subdivisions | $7,779,000 | 2,387 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,822,000 | 1,630 |
| Mortgage-backed securities | $25,783,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | $11,514,000 | 1,966 |
| Issued or guaranteed by U.S. | $11,514,000 | 1,955 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,269,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $14,269,000 | 685 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,968,000 | 2,321 |
| Available-for-sale securities (fair market value) | $74,221,000 | 1,418 |
| Total debt securities | $77,189,000 | 1,555 |
| Structured notes | ||
| Amortized cost | $14,836,000 | 285 |
| Fair value | $14,526,000 | 286 |
| 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 | $69,038,000 | 1,753 |
| U.S. Government securities | $62,013,000 | 1,478 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $62,013,000 | 1,424 |
| Securities issued by states & political subdivisions | $7,025,000 | 2,524 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,451,000 | 1,531 |
| Mortgage-backed securities | $20,729,000 | 1,762 |
| Certificates of participation in pools of residential mortgages | $8,963,000 | 2,302 |
| Issued or guaranteed by U.S. | $8,963,000 | 2,291 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $11,766,000 | 943 |
| CMOs issued by government agencies or sponsored agencies | $11,766,000 | 771 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,053,000 | 2,342 |
| Available-for-sale securities (fair market value) | $65,985,000 | 1,564 |
| Total debt securities | $69,039,000 | 1,716 |
| Structured notes | ||
| Amortized cost | $17,929,000 | 219 |
| Fair value | $17,607,000 | 217 |
| 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 | $64,808,000 | 1,855 |
| U.S. Government securities | $57,998,000 | 1,547 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $57,998,000 | 1,488 |
| Securities issued by states & political subdivisions | $6,810,000 | 2,568 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,481,000 | 1,759 |
| Mortgage-backed securities | $19,755,000 | 1,833 |
| Certificates of participation in pools of residential mortgages | $7,821,000 | 2,518 |
| Issued or guaranteed by U.S. | $7,821,000 | 2,505 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,934,000 | 944 |
| CMOs issued by government agencies or sponsored agencies | $11,934,000 | 784 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,122,000 | 2,344 |
| Available-for-sale securities (fair market value) | $61,686,000 | 1,645 |
| Total debt securities | $64,808,000 | 1,812 |
| Structured notes | ||
| Amortized cost | $17,051,000 | 230 |
| Fair value | $16,908,000 | 230 |
| 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 | $65,015,000 | 1,859 |
| U.S. Government securities | $58,223,000 | 1,561 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $58,223,000 | 1,502 |
| Securities issued by states & political subdivisions | $6,792,000 | 2,536 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,810,000 | 1,790 |
| Mortgage-backed securities | $19,705,000 | 1,870 |
| Certificates of participation in pools of residential mortgages | $7,129,000 | 2,712 |
| Issued or guaranteed by U.S. | $7,129,000 | 2,702 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $12,576,000 | 944 |
| CMOs issued by government agencies or sponsored agencies | $12,576,000 | 795 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,183,000 | 2,356 |
| Available-for-sale securities (fair market value) | $61,832,000 | 1,644 |
| Total debt securities | $65,015,000 | 1,818 |
| Structured notes | ||
| Amortized cost | $17,205,000 | 226 |
| Fair value | $17,118,000 | 227 |
| 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 | $62,380,000 | 1,981 |
| U.S. Government securities | $54,650,000 | 1,699 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $54,650,000 | 1,631 |
| Securities issued by states & political subdivisions | $7,242,000 | 2,438 |
| Other domestic debt securities | $488,000 | 2,785 |
| Privately issued residential mortgage-backed securities | $488,000 | 894 |
| 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 | $21,848,000 | 1,942 |
| Mortgage-backed securities | $15,389,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | $4,114,000 | 3,547 |
| Issued or guaranteed by U.S. | $4,114,000 | 3,537 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $11,275,000 | 1,013 |
| CMOs issued by government agencies or sponsored agencies | $10,787,000 | 887 |
| Privately issued | $488,000 | 828 |
| 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) | $62,380,000 | 1,664 |
| Total debt securities | $62,380,000 | 1,929 |
| Structured notes | ||
| Amortized cost | $15,242,000 | 277 |
| Fair value | $15,031,000 | 277 |
| 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 | $62,123,000 | 2,004 |
| U.S. Government securities | $54,778,000 | 1,695 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $54,778,000 | 1,630 |
| Securities issued by states & political subdivisions | $7,345,000 | 2,435 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,423,000 | 1,822 |
| Mortgage-backed securities | $13,041,000 | 2,534 |
| Certificates of participation in pools of residential mortgages | $2,616,000 | 4,170 |
| Issued or guaranteed by U.S. | $2,616,000 | 4,157 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $10,425,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $10,425,000 | 929 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $62,123,000 | 1,683 |
| Total debt securities | $62,123,000 | 1,953 |
| Structured notes | ||
| Amortized cost | $14,239,000 | 288 |
| Fair value | $14,204,000 | 287 |
| 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 | $61,154,000 | 2,013 |
| U.S. Government securities | $53,750,000 | 1,716 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $53,750,000 | 1,657 |
| Securities issued by states & political subdivisions | $7,404,000 | 2,439 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,351,000 | 1,931 |
| Mortgage-backed securities | $10,965,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $2,780,000 | 4,122 |
| Issued or guaranteed by U.S. | $2,780,000 | 4,110 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,185,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $8,185,000 | 1,056 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $61,154,000 | 1,690 |
| Total debt securities | $61,154,000 | 1,959 |
| Structured notes | ||
| Amortized cost | $14,235,000 | 290 |
| Fair value | $14,251,000 | 290 |
| 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 | $59,005,000 | 2,111 |
| U.S. Government securities | $51,946,000 | 1,779 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $51,946,000 | 1,720 |
| Securities issued by states & political subdivisions | $7,059,000 | 2,507 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,153,000 | 2,021 |
| Mortgage-backed securities | $10,574,000 | 2,901 |
| Certificates of participation in pools of residential mortgages | $1,890,000 | 4,640 |
| Issued or guaranteed by U.S. | $1,890,000 | 4,624 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,684,000 | 1,191 |
| CMOs issued by government agencies or sponsored agencies | $8,684,000 | 1,043 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $59,005,000 | 1,781 |
| Total debt securities | $59,005,000 | 2,062 |
| Structured notes | ||
| Amortized cost | $12,479,000 | 318 |
| Fair value | $12,234,000 | 319 |
| 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 | $59,027,000 | 2,088 |
| U.S. Government securities | $51,411,000 | 1,795 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $51,411,000 | 1,736 |
| Securities issued by states & political subdivisions | $7,616,000 | 2,412 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,773,000 | 2,205 |
| Mortgage-backed securities | $12,014,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | $2,154,000 | 4,525 |
| Issued or guaranteed by U.S. | $2,154,000 | 4,507 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $9,860,000 | 1,167 |
| CMOs issued by government agencies or sponsored agencies | $9,860,000 | 1,020 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $59,027,000 | 1,790 |
| Total debt securities | $59,027,000 | 2,032 |
| Structured notes | ||
| Amortized cost | $12,474,000 | 269 |
| Fair value | $12,515,000 | 268 |
| 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 | $50,787,000 | 2,467 |
| U.S. Government securities | $43,772,000 | 2,143 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $43,772,000 | 2,064 |
| Securities issued by states & political subdivisions | $7,015,000 | 2,541 |
| 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 | $12,122,000 | 2,810 |
| Mortgage-backed securities | $10,168,000 | 2,990 |
| Certificates of participation in pools of residential mortgages | $2,371,000 | 4,404 |
| Issued or guaranteed by U.S. | $2,371,000 | 4,383 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,797,000 | 1,284 |
| CMOs issued by government agencies or sponsored agencies | $7,797,000 | 1,194 |
| 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) | $50,787,000 | 2,095 |
| Total debt securities | $50,787,000 | 2,407 |
| Structured notes | ||
| Amortized cost | $7,473,000 | 427 |
| Fair value | $7,441,000 | 424 |
| 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 | $42,752,000 | 2,772 |
| U.S. Government securities | $38,534,000 | 2,321 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $38,534,000 | 2,243 |
| Securities issued by states & political subdivisions | $4,218,000 | 3,354 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,390,000 | 2,110 |
| Mortgage-backed securities | $12,596,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | $2,624,000 | 4,272 |
| Issued or guaranteed by U.S. | $2,624,000 | 4,255 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $9,972,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $9,972,000 | 1,049 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $42,752,000 | 2,375 |
| Total debt securities | $42,752,000 | 2,699 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 435 |
| Fair value | $5,918,000 | 437 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $49,072,000 | 2,427 |
| U.S. Government securities | $47,011,000 | 1,878 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $47,011,000 | 1,807 |
| Securities issued by states & political subdivisions | $2,061,000 | 4,337 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,090,000 | 2,069 |
| Mortgage-backed securities | $20,278,000 | 2,031 |
| Certificates of participation in pools of residential mortgages | $3,220,000 | 4,055 |
| Issued or guaranteed by U.S. | $3,220,000 | 4,043 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $17,058,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $17,058,000 | 833 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $49,072,000 | 2,069 |
| Total debt securities | $49,072,000 | 2,367 |
| Structured notes | ||
| Amortized cost | $4,997,000 | 407 |
| Fair value | $5,001,000 | 413 |
| 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 | $49,307,000 | 2,407 |
| U.S. Government securities | $46,954,000 | 1,871 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $46,954,000 | 1,793 |
| Securities issued by states & political subdivisions | $2,353,000 | 4,094 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,705,000 | 1,594 |
| Mortgage-backed securities | $21,623,000 | 1,934 |
| Certificates of participation in pools of residential mortgages | $3,685,000 | 3,887 |
| Issued or guaranteed by U.S. | $3,685,000 | 3,874 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $17,938,000 | 889 |
| CMOs issued by government agencies or sponsored agencies | $17,938,000 | 818 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $49,307,000 | 2,035 |
| Total debt securities | $49,307,000 | 2,339 |
| Structured notes | ||
| Amortized cost | $4,700,000 | 302 |
| Fair value | $4,702,000 | 303 |
| 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 | $48,034,000 | 2,422 |
| U.S. Government securities | $45,479,000 | 1,889 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $45,479,000 | 1,808 |
| Securities issued by states & political subdivisions | $2,555,000 | 3,976 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,499,000 | 2,137 |
| Mortgage-backed securities | $26,322,000 | 1,654 |
| Certificates of participation in pools of residential mortgages | $4,043,000 | 3,720 |
| Issued or guaranteed by U.S. | $4,043,000 | 3,708 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $22,279,000 | 777 |
| CMOs issued by government agencies or sponsored agencies | $22,279,000 | 710 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $48,034,000 | 2,048 |
| Total debt securities | $48,034,000 | 2,359 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 705 |
| Fair value | $1,201,000 | 713 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $34,870,000 | 2,988 |
| U.S. Government securities | $30,642,000 | 2,502 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $30,642,000 | 2,370 |
| Securities issued by states & political subdivisions | $2,740,000 | 3,888 |
| Other domestic debt securities | $1,488,000 | 2,572 |
| Privately issued residential mortgage-backed securities | $1,488,000 | 709 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,200,000 | 2,443 |
| Mortgage-backed securities | $10,960,000 | 2,717 |
| Certificates of participation in pools of residential mortgages | $1,929,000 | 4,536 |
| Issued or guaranteed by U.S. | $1,929,000 | 4,516 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $9,031,000 | 1,361 |
| CMOs issued by government agencies or sponsored agencies | $7,543,000 | 1,402 |
| Privately issued | $1,488,000 | 636 |
| 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) | $34,870,000 | 2,483 |
| Total debt securities | $34,870,000 | 2,922 |
| Structured notes | ||
| Amortized cost | $1,233,000 | 289 |
| Fair value | $1,227,000 | 287 |
| 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 | $25,460,000 | 3,895 |
| U.S. Government securities | $22,468,000 | 3,341 |
| U.S. Treasury securities | $100,000 | 4,079 |
| U.S. Government agency obligations | $22,368,000 | 3,098 |
| Securities issued by states & political subdivisions | $2,410,000 | 4,090 |
| Other domestic debt securities | $158,000 | 3,509 |
| Privately issued residential mortgage-backed securities | $158,000 | 1,131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $424,000 | 4,190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,420,000 | 2,722 |
| Mortgage-backed securities | $1,889,000 | 4,843 |
| Certificates of participation in pools of residential mortgages | $58,000 | 6,620 |
| Issued or guaranteed by U.S. | $58,000 | 6,598 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,831,000 | 2,368 |
| CMOs issued by government agencies or sponsored agencies | $1,673,000 | 2,294 |
| Privately issued | $158,000 | 983 |
| 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) | $20,402,000 | 1,121 |
| Available-for-sale securities (fair market value) | $5,058,000 | 7,218 |
| Total debt securities | $25,036,000 | 3,823 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $22,240,000 | 4,491 |
| U.S. Government securities | $19,032,000 | 4,008 |
| U.S. Treasury securities | $616,000 | 4,186 |
| U.S. Government agency obligations | $18,416,000 | 3,724 |
| Securities issued by states & political subdivisions | $2,638,000 | 4,148 |
| Other domestic debt securities | $174,000 | 3,398 |
| Privately issued residential mortgage-backed securities | $174,000 | 1,141 |
| 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 | $0 | 343 |
| Equity securities | $396,000 | 4,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,378,000 | 2,890 |
| Mortgage-backed securities | $1,987,000 | 5,081 |
| Certificates of participation in pools of residential mortgages | $87,000 | 6,801 |
| Issued or guaranteed by U.S. | $87,000 | 6,783 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,900,000 | 2,497 |
| CMOs issued by government agencies or sponsored agencies | $1,726,000 | 2,432 |
| Privately issued | $174,000 | 1,000 |
| 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) | $19,809,000 | 1,273 |
| Available-for-sale securities (fair market value) | $2,431,000 | 8,268 |
| Total debt securities | $21,844,000 | 4,426 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $492,000 | 867 |
| 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 | $17,705,000 | 5,244 |
| U.S. Government securities | $15,576,000 | 4,665 |
| U.S. Treasury securities | $1,095,000 | 4,821 |
| U.S. Government agency obligations | $14,481,000 | 4,228 |
| Securities issued by states & political subdivisions | $1,561,000 | 5,118 |
| Other domestic debt securities | $199,000 | 3,239 |
| Privately issued residential mortgage-backed securities | $199,000 | 1,100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $369,000 | 4,202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,085,000 | 3,536 |
| Mortgage-backed securities | $2,712,000 | 4,900 |
| Certificates of participation in pools of residential mortgages | $189,000 | 6,673 |
| Issued or guaranteed by U.S. | $189,000 | 6,652 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,523,000 | 2,410 |
| CMOs issued by government agencies or sponsored agencies | $2,324,000 | 2,370 |
| Privately issued | $199,000 | 940 |
| 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) | $16,559,000 | 1,618 |
| Available-for-sale securities (fair market value) | $1,146,000 | 8,805 |
| Total debt securities | $17,336,000 | 5,185 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $18,366,000 | 5,230 |
| U.S. Government securities | $15,897,000 | 4,845 |
| U.S. Treasury securities | $1,200,000 | 6,097 |
| U.S. Government agency obligations | $14,697,000 | 4,091 |
| Securities issued by states & political subdivisions | $1,910,000 | 4,695 |
| Other domestic debt securities | $225,000 | 2,857 |
| Privately issued residential mortgage-backed securities | $225,000 | 1,010 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $334,000 | 4,419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,991,000 | 3,430 |
| Mortgage-backed securities | $3,224,000 | 4,654 |
| Certificates of participation in pools of residential mortgages | $352,000 | 6,485 |
| Issued or guaranteed by U.S. | $352,000 | 6,463 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,872,000 | 2,303 |
| CMOs issued by government agencies or sponsored agencies | $2,647,000 | 2,283 |
| Privately issued | $225,000 | 815 |
| 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) | $16,669,000 | 1,926 |
| Available-for-sale securities (fair market value) | $1,697,000 | 8,863 |
| Total debt securities | $18,032,000 | 5,182 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,043 |
| Fair value | $1,299,000 | 1,040 |
| 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 | $19,241,000 | 5,447 |
| U.S. Government securities | $17,731,000 | 4,843 |
| U.S. Treasury securities | $1,549,000 | 6,451 |
| U.S. Government agency obligations | $16,182,000 | 3,937 |
| Securities issued by states & political subdivisions | $1,195,000 | 5,795 |
| Other domestic debt securities | $258,000 | 3,182 |
| Privately issued residential mortgage-backed securities | $258,000 | 1,213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $57,000 | 6,965 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,850,000 | 2,970 |
| Mortgage-backed securities | $3,602,000 | 4,889 |
| Certificates of participation in pools of residential mortgages | $684,000 | 6,318 |
| Issued or guaranteed by U.S. | $684,000 | 6,302 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,918,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $2,660,000 | 2,596 |
| Privately issued | $258,000 | 975 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,834,000 | 2,081 |
| Available-for-sale securities (fair market value) | $1,407,000 | 9,323 |
| Total debt securities | $19,184,000 | 5,347 |
| Structured notes | ||
| Amortized cost | $6,589,000 | 271 |
| Fair value | $6,397,000 | 278 |
| 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 | $20,397,000 | 5,480 |
| U.S. Government securities | $18,356,000 | 4,959 |
| U.S. Treasury securities | $2,340,000 | 6,685 |
| U.S. Government agency obligations | $16,016,000 | 3,977 |
| Securities issued by states & political subdivisions | $1,044,000 | 6,258 |
| Other domestic debt securities | $940,000 | 2,574 |
| Privately issued residential mortgage-backed securities | $293,000 | 1,420 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $647,000 | 2,274 |
| Foreign debt securities | NA | NA |
| Equity securities | $57,000 | 6,867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,061,000 | 3,779 |
| Mortgage-backed securities | $3,756,000 | 5,087 |
| Certificates of participation in pools of residential mortgages | $791,000 | 6,425 |
| Issued or guaranteed by U.S. | $791,000 | 6,394 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,965,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $2,672,000 | 2,872 |
| Privately issued | $293,000 | 1,140 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,517,000 | 2,138 |
| Available-for-sale securities (fair market value) | $1,880,000 | 9,485 |
| Total debt securities | $20,340,000 | 5,384 |
| Structured notes | ||
| Amortized cost | $7,282,000 | 439 |
| Fair value | $6,968,000 | 456 |
| 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 | $21,894,000 | 5,513 |
| U.S. Government securities | $19,960,000 | 4,927 |
| U.S. Treasury securities | $2,941,000 | 7,218 |
| U.S. Government agency obligations | $17,019,000 | 3,654 |
| Securities issued by states & political subdivisions | $946,000 | 6,763 |
| Other domestic debt securities | $931,000 | 2,906 |
| Privately issued residential mortgage-backed securities | $317,000 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $614,000 | 2,637 |
| Foreign debt securities | NA | NA |
| Equity securities | $57,000 | 6,775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,797,000 | 6,265 |
| Mortgage-backed securities | $3,944,000 | 5,246 |
| Certificates of participation in pools of residential mortgages | $945,000 | 6,522 |
| Issued or guaranteed by U.S. | $945,000 | 6,501 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,999,000 | 3,040 |
| CMOs issued by government agencies or sponsored agencies | $2,682,000 | 3,054 |
| Privately issued | $317,000 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,160,000 | 3,432 |
| Available-for-sale securities (fair market value) | $1,734,000 | 9,088 |
| Total debt securities | $21,837,000 | 5,430 |
| 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 | $24,489,000 | 5,311 |
| U.S. Government securities | $21,933,000 | 4,751 |
| U.S. Treasury securities | $6,316,000 | 4,894 |
| U.S. Government agency obligations | $15,617,000 | 4,038 |
| Securities issued by states & political subdivisions | $990,000 | 6,832 |
| Other domestic debt securities | $1,509,000 | 2,750 |
| Privately issued residential mortgage-backed securities | $354,000 | 1,957 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,155,000 | 2,376 |
| Foreign debt securities | NA | NA |
| Equity securities | $57,000 | 6,552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,924,000 | 6,069 |
| Mortgage-backed securities | $4,868,000 | 5,335 |
| Certificates of participation in pools of residential mortgages | $1,506,000 | 6,301 |
| Issued or guaranteed by U.S. | $1,506,000 | 6,257 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,362,000 | 3,234 |
| CMOs issued by government agencies or sponsored agencies | $3,008,000 | 3,212 |
| Privately issued | $354,000 | 1,603 |
| 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 | $24,432,000 | 5,192 |
| 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 | $24,518,000 | 5,245 |
| U.S. Government securities | $23,631,000 | 4,434 |
| U.S. Treasury securities | $15,473,000 | 2,399 |
| U.S. Government agency obligations | $8,158,000 | 6,266 |
| Securities issued by states & political subdivisions | $152,000 | 8,976 |
| Other domestic debt securities | $710,000 | 4,607 |
| Privately issued residential mortgage-backed securities | $410,000 | 2,525 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 4,370 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,041,000 | 8,564 |
| Mortgage-backed securities | $3,641,000 | 6,280 |
| Certificates of participation in pools of residential mortgages | $1,934,000 | 6,212 |
| Issued or guaranteed by U.S. | $1,934,000 | 6,145 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,707,000 | 4,289 |
| CMOs issued by government agencies or sponsored agencies | $1,297,000 | 4,314 |
| Privately issued | $410,000 | 2,134 |
| 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 | $24,493,000 | 5,145 |
| 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 |