Home > First Trust Bank of Illinois > Securities
First Trust Bank of Illinois, Securities
| 2023-12-31 | Rank | |
| Total securities | $166,535,000 | 1,157 |
| U.S. Government securities | $104,657,000 | 1,116 |
| U.S. Treasury securities | $10,321,000 | 1,346 |
| U.S. Government agency obligations | $94,336,000 | 1,017 |
| Securities issued by states & political subdivisions | $56,843,000 | 793 |
| Other domestic debt securities | $5,035,000 | 1,341 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $5,035,000 | 344 |
| 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 | $89,358,000 | 975 |
| Mortgage-backed securities | $87,941,000 | 867 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $59,265,000 | 735 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $23,615,000 | 665 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,579,000 | 795 |
| Other commercial mortgage-backed securities | $1,482,000 | 1,014 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $166,535,000 | 987 |
| Total debt securities | $166,533,000 | 1,140 |
| Structured notes | ||
| Amortized cost | $2,054,000 | 533 |
| Fair value | $1,952,000 | 546 |
| 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 | $164,761,000 | 1,144 |
| U.S. Government securities | $104,814,000 | 1,116 |
| U.S. Treasury securities | $10,117,000 | 1,408 |
| U.S. Government agency obligations | $94,697,000 | 1,010 |
| Securities issued by states & political subdivisions | $54,904,000 | 790 |
| Other domestic debt securities | $5,043,000 | 1,326 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $5,043,000 | 341 |
| 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 | $82,889,000 | 1,004 |
| Mortgage-backed securities | $88,429,000 | 849 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $59,499,000 | 730 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $23,808,000 | 646 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,672,000 | 779 |
| Other commercial mortgage-backed securities | $1,450,000 | 1,010 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $164,761,000 | 977 |
| Total debt securities | $164,760,000 | 1,131 |
| Structured notes | ||
| Amortized cost | $2,042,000 | 555 |
| Fair value | $1,869,000 | 572 |
| 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 | $174,886,000 | 1,119 |
| U.S. Government securities | $106,802,000 | 1,125 |
| U.S. Treasury securities | $10,147,000 | 1,429 |
| U.S. Government agency obligations | $96,655,000 | 1,026 |
| Securities issued by states & political subdivisions | $62,845,000 | 746 |
| Other domestic debt securities | $5,239,000 | 1,323 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $5,239,000 | 323 |
| 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 | $84,072,000 | 991 |
| Mortgage-backed securities | $90,213,000 | 855 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $63,789,000 | 708 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,790,000 | 709 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,802,000 | 761 |
| Other commercial mortgage-backed securities | $1,832,000 | 960 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $174,886,000 | 960 |
| Total debt securities | $174,883,000 | 1,105 |
| Structured notes | ||
| Amortized cost | $2,029,000 | 595 |
| Fair value | $1,919,000 | 599 |
| 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 | $181,035,000 | 1,131 |
| U.S. Government securities | $109,191,000 | 1,163 |
| U.S. Treasury securities | $9,746,000 | 1,539 |
| U.S. Government agency obligations | $99,445,000 | 1,012 |
| Securities issued by states & political subdivisions | $66,449,000 | 734 |
| Other domestic debt securities | $5,395,000 | 1,362 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $5,395,000 | 317 |
| 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 | $79,722,000 | 965 |
| Mortgage-backed securities | $93,283,000 | 869 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $66,674,000 | 718 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,708,000 | 741 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,041,000 | 769 |
| Other commercial mortgage-backed securities | $1,860,000 | 978 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $181,035,000 | 972 |
| Total debt securities | $181,034,000 | 1,117 |
| Structured notes | ||
| Amortized cost | $1,607,000 | 754 |
| Fair value | $1,513,000 | 745 |
| 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 | $179,616,000 | 1,169 |
| U.S. Government securities | $107,539,000 | 1,183 |
| U.S. Treasury securities | $9,640,000 | 1,599 |
| U.S. Government agency obligations | $97,899,000 | 1,023 |
| Securities issued by states & political subdivisions | $66,520,000 | 762 |
| Other domestic debt securities | $5,557,000 | 1,363 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $5,557,000 | 335 |
| 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 | $78,624,000 | 891 |
| Mortgage-backed securities | $94,814,000 | 866 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $68,169,000 | 714 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,383,000 | 736 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,136,000 | 760 |
| Other commercial mortgage-backed securities | $1,126,000 | 1,086 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $179,616,000 | 1,009 |
| Total debt securities | $179,614,000 | 1,154 |
| Structured notes | ||
| Amortized cost | $904,000 | 1,018 |
| Fair value | $835,000 | 993 |
| 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 | $182,364,000 | 1,152 |
| U.S. Government securities | $110,858,000 | 1,174 |
| U.S. Treasury securities | $9,602,000 | 1,629 |
| U.S. Government agency obligations | $101,256,000 | 1,007 |
| Securities issued by states & political subdivisions | $65,781,000 | 766 |
| Other domestic debt securities | $5,725,000 | 1,312 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $5,725,000 | 249 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,141,000 | 886 |
| Mortgage-backed securities | $98,594,000 | 849 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $70,262,000 | 709 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $22,720,000 | 731 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,467,000 | 741 |
| Other commercial mortgage-backed securities | $1,145,000 | 1,119 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $182,364,000 | 1,001 |
| Total debt securities | $182,362,000 | 1,139 |
| Structured notes | ||
| Amortized cost | $476,000 | 1,154 |
| Fair value | $407,000 | 1,141 |
| 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 | $192,695,000 | 1,105 |
| U.S. Government securities | $124,576,000 | 1,082 |
| U.S. Treasury securities | $9,702,000 | 1,599 |
| U.S. Government agency obligations | $114,874,000 | 935 |
| Securities issued by states & political subdivisions | $68,119,000 | 777 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,423,000 | 847 |
| Mortgage-backed securities | $112,115,000 | 803 |
| Certificates of participation in pools of residential mortgages | $74,224,000 | 713 |
| Issued or guaranteed by U.S. | $74,224,000 | 703 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $24,555,000 | 773 |
| CMOs issued by government agencies or sponsored agencies | $24,555,000 | 699 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $13,336,000 | 760 |
| Commercial mortgage pass-through securities | $4,682,000 | 726 |
| Other commercial mortgage-backed securities | $8,654,000 | 634 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $192,695,000 | 979 |
| Total debt securities | $192,695,000 | 1,093 |
| Structured notes | ||
| Amortized cost | $475,000 | 1,125 |
| Fair value | $425,000 | 1,111 |
| 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 | $194,784,000 | 1,104 |
| U.S. Government securities | $127,912,000 | 1,050 |
| U.S. Treasury securities | $8,108,000 | 1,521 |
| U.S. Government agency obligations | $119,804,000 | 914 |
| Securities issued by states & political subdivisions | $66,872,000 | 819 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,096,000 | 750 |
| Mortgage-backed securities | $116,890,000 | 786 |
| Certificates of participation in pools of residential mortgages | $79,147,000 | 693 |
| Issued or guaranteed by U.S. | $79,147,000 | 685 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $23,027,000 | 790 |
| CMOs issued by government agencies or sponsored agencies | $23,027,000 | 723 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $14,716,000 | 730 |
| Commercial mortgage pass-through securities | $5,232,000 | 691 |
| Other commercial mortgage-backed securities | $9,484,000 | 602 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $194,784,000 | 986 |
| Total debt securities | $194,785,000 | 1,091 |
| Structured notes | ||
| Amortized cost | $474,000 | 999 |
| Fair value | $457,000 | 981 |
| 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 | $189,502,000 | 1,090 |
| U.S. Government securities | $121,463,000 | 1,010 |
| U.S. Treasury securities | $3,982,000 | 1,513 |
| U.S. Government agency obligations | $117,481,000 | 905 |
| Securities issued by states & political subdivisions | $68,039,000 | 823 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,478,000 | 712 |
| Mortgage-backed securities | $117,481,000 | 774 |
| Certificates of participation in pools of residential mortgages | $77,706,000 | 699 |
| Issued or guaranteed by U.S. | $77,706,000 | 687 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $23,586,000 | 748 |
| CMOs issued by government agencies or sponsored agencies | $23,586,000 | 701 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $16,189,000 | 695 |
| Commercial mortgage pass-through securities | $5,723,000 | 655 |
| Other commercial mortgage-backed securities | $10,466,000 | 573 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $189,502,000 | 994 |
| Total debt securities | $189,495,000 | 1,077 |
| 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 | $183,859,000 | 1,061 |
| U.S. Government securities | $114,246,000 | 999 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $114,246,000 | 904 |
| Securities issued by states & political subdivisions | $69,613,000 | 795 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,023,000 | 737 |
| Mortgage-backed securities | $114,246,000 | 754 |
| Certificates of participation in pools of residential mortgages | $77,635,000 | 670 |
| Issued or guaranteed by U.S. | $77,635,000 | 659 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $19,908,000 | 802 |
| CMOs issued by government agencies or sponsored agencies | $19,908,000 | 765 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $16,703,000 | 670 |
| Commercial mortgage pass-through securities | $6,290,000 | 640 |
| Other commercial mortgage-backed securities | $10,413,000 | 568 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $183,859,000 | 979 |
| Total debt securities | $183,858,000 | 1,050 |
| 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 | $174,343,000 | 1,059 |
| U.S. Government securities | $106,043,000 | 1,016 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $106,043,000 | 925 |
| Securities issued by states & political subdivisions | $68,300,000 | 772 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,277,000 | 703 |
| Mortgage-backed securities | $106,043,000 | 772 |
| Certificates of participation in pools of residential mortgages | $74,847,000 | 667 |
| Issued or guaranteed by U.S. | $74,847,000 | 651 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $14,360,000 | 930 |
| CMOs issued by government agencies or sponsored agencies | $14,360,000 | 893 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $16,836,000 | 655 |
| Commercial mortgage pass-through securities | $6,476,000 | 621 |
| Other commercial mortgage-backed securities | $10,360,000 | 549 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $174,343,000 | 974 |
| Total debt securities | $174,343,000 | 1,047 |
| 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 | $166,848,000 | 1,029 |
| U.S. Government securities | $98,510,000 | 980 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $98,510,000 | 910 |
| Securities issued by states & political subdivisions | $68,338,000 | 743 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,374,000 | 725 |
| Mortgage-backed securities | $98,510,000 | 767 |
| Certificates of participation in pools of residential mortgages | $69,479,000 | 668 |
| Issued or guaranteed by U.S. | $69,479,000 | 651 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $11,698,000 | 1,033 |
| CMOs issued by government agencies or sponsored agencies | $11,698,000 | 1,001 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $17,333,000 | 605 |
| Commercial mortgage pass-through securities | $6,846,000 | 578 |
| Other commercial mortgage-backed securities | $10,487,000 | 520 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $166,848,000 | 945 |
| Total debt securities | $166,848,000 | 1,015 |
| 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 | $167,328,000 | 949 |
| U.S. Government securities | $95,600,000 | 907 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $95,600,000 | 857 |
| Securities issued by states & political subdivisions | $71,728,000 | 675 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,186,000 | 760 |
| Mortgage-backed securities | $95,600,000 | 728 |
| Certificates of participation in pools of residential mortgages | $64,778,000 | 641 |
| Issued or guaranteed by U.S. | $64,778,000 | 631 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $12,860,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $12,860,000 | 951 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $17,962,000 | 557 |
| Commercial mortgage pass-through securities | $7,163,000 | 528 |
| Other commercial mortgage-backed securities | $10,799,000 | 492 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $167,328,000 | 859 |
| Total debt securities | $167,329,000 | 936 |
| 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 | $152,748,000 | 952 |
| U.S. Government securities | $87,182,000 | 923 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $87,182,000 | 870 |
| Securities issued by states & political subdivisions | $65,566,000 | 665 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,791,000 | 739 |
| Mortgage-backed securities | $87,182,000 | 746 |
| Certificates of participation in pools of residential mortgages | $61,993,000 | 619 |
| Issued or guaranteed by U.S. | $61,993,000 | 606 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $13,077,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $13,077,000 | 955 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $12,112,000 | 669 |
| Commercial mortgage pass-through securities | $5,104,000 | 625 |
| Other commercial mortgage-backed securities | $7,008,000 | 599 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $152,748,000 | 869 |
| Total debt securities | $152,750,000 | 941 |
| 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 | $145,212,000 | 957 |
| U.S. Government securities | $82,634,000 | 944 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $82,634,000 | 878 |
| Securities issued by states & political subdivisions | $62,578,000 | 636 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,695,000 | 803 |
| Mortgage-backed securities | $82,634,000 | 777 |
| Certificates of participation in pools of residential mortgages | $56,184,000 | 640 |
| Issued or guaranteed by U.S. | $56,184,000 | 627 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $14,105,000 | 967 |
| CMOs issued by government agencies or sponsored agencies | $14,105,000 | 934 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $12,345,000 | 655 |
| Commercial mortgage pass-through securities | $5,237,000 | 609 |
| Other commercial mortgage-backed securities | $7,108,000 | 567 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $145,212,000 | 873 |
| Total debt securities | $145,213,000 | 947 |
| 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 | $130,870,000 | 1,033 |
| U.S. Government securities | $72,804,000 | 1,060 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $72,804,000 | 995 |
| Securities issued by states & political subdivisions | $58,066,000 | 613 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,567,000 | 848 |
| Mortgage-backed securities | $72,304,000 | 857 |
| Certificates of participation in pools of residential mortgages | $46,199,000 | 748 |
| Issued or guaranteed by U.S. | $46,199,000 | 731 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $14,654,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $14,654,000 | 928 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $11,451,000 | 685 |
| Commercial mortgage pass-through securities | $4,488,000 | 642 |
| Other commercial mortgage-backed securities | $6,963,000 | 568 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $130,870,000 | 931 |
| Total debt securities | $130,873,000 | 1,019 |
| Structured notes | ||
| Amortized cost | $475,000 | 475 |
| Fair value | $500,000 | 430 |
| 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 | $116,922,000 | 1,113 |
| U.S. Government securities | $62,446,000 | 1,231 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $62,446,000 | 1,156 |
| Securities issued by states & political subdivisions | $54,476,000 | 611 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,074,000 | 806 |
| Mortgage-backed securities | $61,399,000 | 954 |
| Certificates of participation in pools of residential mortgages | $36,390,000 | 867 |
| Issued or guaranteed by U.S. | $36,390,000 | 849 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $14,368,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $14,368,000 | 925 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $10,641,000 | 677 |
| Commercial mortgage pass-through securities | $4,674,000 | 628 |
| Other commercial mortgage-backed securities | $5,967,000 | 569 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $116,922,000 | 1,006 |
| Total debt securities | $116,923,000 | 1,098 |
| Structured notes | ||
| Amortized cost | $901,000 | 493 |
| Fair value | $940,000 | 490 |
| 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 | $104,416,000 | 1,216 |
| U.S. Government securities | $55,568,000 | 1,336 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $55,568,000 | 1,255 |
| Securities issued by states & political subdivisions | $48,848,000 | 674 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,453,000 | 861 |
| Mortgage-backed securities | $53,624,000 | 1,040 |
| Certificates of participation in pools of residential mortgages | $30,731,000 | 954 |
| Issued or guaranteed by U.S. | $30,731,000 | 928 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $14,408,000 | 965 |
| CMOs issued by government agencies or sponsored agencies | $14,408,000 | 930 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $8,485,000 | 770 |
| Commercial mortgage pass-through securities | $3,924,000 | 680 |
| Other commercial mortgage-backed securities | $4,561,000 | 613 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $104,416,000 | 1,106 |
| Total debt securities | $104,415,000 | 1,195 |
| Structured notes | ||
| Amortized cost | $898,000 | 616 |
| Fair value | $944,000 | 609 |
| 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 | $102,724,000 | 1,238 |
| U.S. Government securities | $56,175,000 | 1,340 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $56,175,000 | 1,262 |
| Securities issued by states & political subdivisions | $46,549,000 | 729 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,836,000 | 829 |
| Mortgage-backed securities | $54,240,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | $32,402,000 | 920 |
| Issued or guaranteed by U.S. | $32,402,000 | 912 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $13,042,000 | 1,009 |
| CMOs issued by government agencies or sponsored agencies | $13,042,000 | 972 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $8,796,000 | 739 |
| Commercial mortgage pass-through securities | $4,160,000 | 669 |
| Other commercial mortgage-backed securities | $4,636,000 | 573 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $102,724,000 | 1,120 |
| Total debt securities | $102,723,000 | 1,216 |
| Structured notes | ||
| Amortized cost | $895,000 | 680 |
| Fair value | $935,000 | 672 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $99,355,000 | 1,289 |
| U.S. Government securities | $55,004,000 | 1,368 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $55,004,000 | 1,300 |
| Securities issued by states & political subdivisions | $44,351,000 | 785 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,868,000 | 838 |
| Mortgage-backed securities | $54,092,000 | 1,004 |
| Certificates of participation in pools of residential mortgages | $31,619,000 | 940 |
| Issued or guaranteed by U.S. | $31,619,000 | 931 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $13,539,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $13,539,000 | 939 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $8,934,000 | 682 |
| Commercial mortgage pass-through securities | $4,314,000 | 634 |
| Other commercial mortgage-backed securities | $4,620,000 | 521 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $99,355,000 | 1,164 |
| Total debt securities | $99,355,000 | 1,271 |
| Structured notes | ||
| Amortized cost | $891,000 | 691 |
| Fair value | $912,000 | 683 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $96,343,000 | 1,334 |
| U.S. Government securities | $54,983,000 | 1,373 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $54,983,000 | 1,310 |
| Securities issued by states & political subdivisions | $41,360,000 | 852 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,296,000 | 845 |
| Mortgage-backed securities | $54,086,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $31,909,000 | 945 |
| Issued or guaranteed by U.S. | $31,909,000 | 938 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,002,000 | 1,006 |
| CMOs issued by government agencies or sponsored agencies | $13,002,000 | 965 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $9,175,000 | 653 |
| Commercial mortgage pass-through securities | $4,526,000 | 617 |
| Other commercial mortgage-backed securities | $4,649,000 | 507 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $96,343,000 | 1,218 |
| Total debt securities | $96,344,000 | 1,318 |
| Structured notes | ||
| Amortized cost | $887,000 | 711 |
| Fair value | $897,000 | 700 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $94,691,000 | 1,358 |
| U.S. Government securities | $54,680,000 | 1,386 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $54,680,000 | 1,313 |
| Securities issued by states & political subdivisions | $40,011,000 | 882 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,905,000 | 900 |
| Mortgage-backed securities | $54,217,000 | 993 |
| Certificates of participation in pools of residential mortgages | $32,379,000 | 933 |
| Issued or guaranteed by U.S. | $32,379,000 | 929 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,418,000 | 1,016 |
| CMOs issued by government agencies or sponsored agencies | $12,418,000 | 975 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $9,420,000 | 637 |
| Commercial mortgage pass-through securities | $4,738,000 | 592 |
| Other commercial mortgage-backed securities | $4,682,000 | 506 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $94,691,000 | 1,230 |
| Total debt securities | $94,691,000 | 1,339 |
| Structured notes | ||
| Amortized cost | $463,000 | 824 |
| Fair value | $463,000 | 817 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $99,619,000 | 1,315 |
| U.S. Government securities | $57,443,000 | 1,331 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $57,443,000 | 1,264 |
| Securities issued by states & political subdivisions | $42,176,000 | 875 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,529,000 | 912 |
| Mortgage-backed securities | $57,443,000 | 967 |
| Certificates of participation in pools of residential mortgages | $34,559,000 | 920 |
| Issued or guaranteed by U.S. | $34,559,000 | 900 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $13,033,000 | 978 |
| CMOs issued by government agencies or sponsored agencies | $13,033,000 | 933 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $9,851,000 | 611 |
| Commercial mortgage pass-through securities | $5,076,000 | 549 |
| Other commercial mortgage-backed securities | $4,775,000 | 497 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $99,619,000 | 1,192 |
| Total debt securities | $99,618,000 | 1,295 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $103,095,000 | 1,288 |
| U.S. Government securities | $60,543,000 | 1,314 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $60,543,000 | 1,255 |
| Securities issued by states & political subdivisions | $42,552,000 | 894 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,937,000 | 880 |
| Mortgage-backed securities | $55,179,000 | 997 |
| Certificates of participation in pools of residential mortgages | $36,700,000 | 896 |
| Issued or guaranteed by U.S. | $36,700,000 | 895 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,615,000 | 944 |
| CMOs issued by government agencies or sponsored agencies | $13,615,000 | 898 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $4,864,000 | 738 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $4,864,000 | 481 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $103,095,000 | 1,158 |
| Total debt securities | $103,095,000 | 1,270 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $107,246,000 | 1,254 |
| U.S. Government securities | $61,683,000 | 1,310 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $61,683,000 | 1,246 |
| Securities issued by states & political subdivisions | $45,563,000 | 873 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,371,000 | 890 |
| Mortgage-backed securities | $55,881,000 | 993 |
| Certificates of participation in pools of residential mortgages | $38,484,000 | 893 |
| Issued or guaranteed by U.S. | $38,484,000 | 893 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $14,392,000 | 912 |
| CMOs issued by government agencies or sponsored agencies | $14,392,000 | 866 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $3,005,000 | 881 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $3,005,000 | 559 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $107,246,000 | 1,126 |
| Total debt securities | $107,246,000 | 1,237 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $110,643,000 | 1,233 |
| U.S. Government securities | $63,268,000 | 1,294 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $63,268,000 | 1,237 |
| Securities issued by states & political subdivisions | $47,375,000 | 858 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,484,000 | 914 |
| Mortgage-backed securities | $57,077,000 | 992 |
| Certificates of participation in pools of residential mortgages | $40,221,000 | 881 |
| Issued or guaranteed by U.S. | $40,221,000 | 881 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $13,770,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $13,770,000 | 909 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $3,086,000 | 852 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $3,086,000 | 526 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $110,643,000 | 1,093 |
| Total debt securities | $110,643,000 | 1,208 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $118,019,000 | 1,176 |
| U.S. Government securities | $67,551,000 | 1,255 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $67,551,000 | 1,200 |
| Securities issued by states & political subdivisions | $50,468,000 | 801 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,544,000 | 965 |
| Mortgage-backed securities | $61,682,000 | 947 |
| Certificates of participation in pools of residential mortgages | $44,117,000 | 857 |
| Issued or guaranteed by U.S. | $44,117,000 | 857 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,409,000 | 916 |
| CMOs issued by government agencies or sponsored agencies | $14,409,000 | 877 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $3,156,000 | 826 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $3,156,000 | 510 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $118,019,000 | 1,030 |
| Total debt securities | $118,018,000 | 1,158 |
| Structured notes | ||
| Amortized cost | $266,000 | 945 |
| Fair value | $268,000 | 947 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $120,950,000 | 1,155 |
| U.S. Government securities | $70,982,000 | 1,221 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $70,982,000 | 1,167 |
| Securities issued by states & political subdivisions | $49,968,000 | 813 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,276,000 | 952 |
| Mortgage-backed securities | $64,661,000 | 926 |
| Certificates of participation in pools of residential mortgages | $46,476,000 | 841 |
| Issued or guaranteed by U.S. | $46,476,000 | 841 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,904,000 | 900 |
| CMOs issued by government agencies or sponsored agencies | $14,904,000 | 865 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $3,281,000 | 796 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $3,281,000 | 487 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $120,950,000 | 1,015 |
| Total debt securities | $120,950,000 | 1,137 |
| Structured notes | ||
| Amortized cost | $533,000 | 842 |
| Fair value | $538,000 | 837 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $120,528,000 | 1,150 |
| U.S. Government securities | $69,633,000 | 1,225 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $69,633,000 | 1,172 |
| Securities issued by states & political subdivisions | $50,895,000 | 798 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,301,000 | 912 |
| Mortgage-backed securities | $62,823,000 | 937 |
| Certificates of participation in pools of residential mortgages | $46,982,000 | 823 |
| Issued or guaranteed by U.S. | $46,982,000 | 822 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $14,540,000 | 906 |
| CMOs issued by government agencies or sponsored agencies | $14,540,000 | 864 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,301,000 | 1,034 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $1,301,000 | 664 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $120,528,000 | 1,007 |
| Total debt securities | $120,528,000 | 1,134 |
| Structured notes | ||
| Amortized cost | $553,000 | 836 |
| Fair value | $562,000 | 833 |
| 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 | $124,507,000 | 1,123 |
| U.S. Government securities | $71,508,000 | 1,188 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $71,508,000 | 1,138 |
| Securities issued by states & political subdivisions | $52,999,000 | 755 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,788,000 | 919 |
| Mortgage-backed securities | $64,754,000 | 923 |
| Certificates of participation in pools of residential mortgages | $48,824,000 | 794 |
| Issued or guaranteed by U.S. | $48,824,000 | 794 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,562,000 | 922 |
| CMOs issued by government agencies or sponsored agencies | $14,562,000 | 872 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,368,000 | 979 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,368,000 | 636 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $124,507,000 | 988 |
| Total debt securities | $124,507,000 | 1,106 |
| Structured notes | ||
| Amortized cost | $578,000 | 816 |
| Fair value | $593,000 | 814 |
| 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 | $127,037,000 | 1,115 |
| U.S. Government securities | $73,477,000 | 1,175 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $73,477,000 | 1,124 |
| Securities issued by states & political subdivisions | $53,560,000 | 758 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,071,000 | 925 |
| Mortgage-backed securities | $66,253,000 | 911 |
| Certificates of participation in pools of residential mortgages | $49,487,000 | 801 |
| Issued or guaranteed by U.S. | $49,487,000 | 797 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $15,355,000 | 907 |
| CMOs issued by government agencies or sponsored agencies | $15,355,000 | 866 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,411,000 | 918 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,411,000 | 627 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $127,037,000 | 987 |
| Total debt securities | $127,036,000 | 1,102 |
| Structured notes | ||
| Amortized cost | $606,000 | 938 |
| Fair value | $626,000 | 933 |
| 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 | $124,410,000 | 1,137 |
| U.S. Government securities | $70,974,000 | 1,250 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $70,974,000 | 1,194 |
| Securities issued by states & political subdivisions | $53,436,000 | 743 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,566,000 | 890 |
| Mortgage-backed securities | $63,335,000 | 937 |
| Certificates of participation in pools of residential mortgages | $47,441,000 | 832 |
| Issued or guaranteed by U.S. | $47,441,000 | 831 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,414,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $14,414,000 | 896 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,480,000 | 891 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,480,000 | 602 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $124,410,000 | 1,001 |
| Total debt securities | $124,410,000 | 1,124 |
| Structured notes | ||
| Amortized cost | $629,000 | 1,098 |
| Fair value | $653,000 | 1,088 |
| 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 | $119,112,000 | 1,203 |
| U.S. Government securities | $62,753,000 | 1,406 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $62,753,000 | 1,332 |
| Securities issued by states & political subdivisions | $56,359,000 | 692 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,228,000 | 987 |
| Mortgage-backed securities | $54,716,000 | 1,057 |
| Certificates of participation in pools of residential mortgages | $41,452,000 | 916 |
| Issued or guaranteed by U.S. | $41,452,000 | 915 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,313,000 | 1,055 |
| CMOs issued by government agencies or sponsored agencies | $12,313,000 | 998 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $951,000 | 960 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $951,000 | 617 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $119,112,000 | 1,054 |
| Total debt securities | $119,112,000 | 1,184 |
| Structured notes | ||
| Amortized cost | $658,000 | 1,215 |
| Fair value | $687,000 | 1,212 |
| 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 | $116,815,000 | 1,229 |
| U.S. Government securities | $60,744,000 | 1,460 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $60,744,000 | 1,395 |
| Securities issued by states & political subdivisions | $56,071,000 | 686 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,635,000 | 1,018 |
| Mortgage-backed securities | $54,708,000 | 1,052 |
| Certificates of participation in pools of residential mortgages | $46,652,000 | 826 |
| Issued or guaranteed by U.S. | $46,652,000 | 826 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,079,000 | 1,440 |
| CMOs issued by government agencies or sponsored agencies | $7,079,000 | 1,370 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $977,000 | 911 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $977,000 | 584 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $116,815,000 | 1,072 |
| Total debt securities | $116,815,000 | 1,210 |
| Structured notes | ||
| Amortized cost | $934,000 | 1,286 |
| Fair value | $966,000 | 1,277 |
| 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 | $115,430,000 | 1,252 |
| U.S. Government securities | $60,660,000 | 1,495 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $60,660,000 | 1,436 |
| Securities issued by states & political subdivisions | $54,770,000 | 696 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,467,000 | 1,116 |
| Mortgage-backed securities | $56,391,000 | 1,045 |
| Certificates of participation in pools of residential mortgages | $47,860,000 | 847 |
| Issued or guaranteed by U.S. | $47,860,000 | 846 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,538,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $7,538,000 | 1,386 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $993,000 | 861 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $993,000 | 552 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $115,430,000 | 1,098 |
| Total debt securities | $115,430,000 | 1,235 |
| Structured notes | ||
| Amortized cost | $977,000 | 1,419 |
| Fair value | $1,011,000 | 1,255 |
| 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 | $114,266,000 | 1,275 |
| U.S. Government securities | $60,531,000 | 1,511 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $60,531,000 | 1,449 |
| Securities issued by states & political subdivisions | $53,735,000 | 695 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,401,000 | 1,139 |
| Mortgage-backed securities | $58,308,000 | 1,026 |
| Certificates of participation in pools of residential mortgages | $49,192,000 | 836 |
| Issued or guaranteed by U.S. | $49,192,000 | 836 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $8,102,000 | 1,442 |
| CMOs issued by government agencies or sponsored agencies | $8,102,000 | 1,374 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,014,000 | 831 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $1,014,000 | 536 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $114,266,000 | 1,119 |
| Total debt securities | $114,266,000 | 1,254 |
| Structured notes | ||
| Amortized cost | $1,033,000 | 1,334 |
| Fair value | $1,071,000 | 1,325 |
| 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 | $110,398,000 | 1,301 |
| U.S. Government securities | $56,954,000 | 1,618 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $56,954,000 | 1,552 |
| Securities issued by states & political subdivisions | $53,444,000 | 684 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,930,000 | 1,176 |
| Mortgage-backed securities | $55,440,000 | 1,100 |
| Certificates of participation in pools of residential mortgages | $50,903,000 | 818 |
| Issued or guaranteed by U.S. | $50,903,000 | 816 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,537,000 | 1,872 |
| CMOs issued by government agencies or sponsored agencies | $4,537,000 | 1,803 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $110,398,000 | 1,145 |
| Total debt securities | $110,397,000 | 1,283 |
| Structured notes | ||
| Amortized cost | $1,468,000 | 1,317 |
| Fair value | $1,513,000 | 1,259 |
| 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 | $113,134,000 | 1,289 |
| U.S. Government securities | $60,217,000 | 1,575 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $60,217,000 | 1,512 |
| Securities issued by states & political subdivisions | $52,917,000 | 698 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,435,000 | 1,167 |
| Mortgage-backed securities | $58,602,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $53,772,000 | 796 |
| Issued or guaranteed by U.S. | $53,772,000 | 795 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,830,000 | 1,847 |
| CMOs issued by government agencies or sponsored agencies | $4,830,000 | 1,775 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $113,134,000 | 1,139 |
| Total debt securities | $113,134,000 | 1,273 |
| Structured notes | ||
| Amortized cost | $1,551,000 | 1,347 |
| Fair value | $1,615,000 | 1,330 |
| 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 | $115,885,000 | 1,282 |
| U.S. Government securities | $63,599,000 | 1,519 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $63,599,000 | 1,457 |
| Securities issued by states & political subdivisions | $52,286,000 | 707 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,509,000 | 1,121 |
| Mortgage-backed securities | $61,362,000 | 1,041 |
| Certificates of participation in pools of residential mortgages | $55,911,000 | 786 |
| Issued or guaranteed by U.S. | $55,911,000 | 786 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,137,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $5,137,000 | 1,742 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $314,000 | 925 |
| Commercial mortgage pass-through securities | $314,000 | 646 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $115,885,000 | 1,122 |
| Total debt securities | $115,885,000 | 1,269 |
| Structured notes | ||
| Amortized cost | $2,174,000 | 1,168 |
| Fair value | $2,237,000 | 1,147 |
| 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 | $116,199,000 | 1,283 |
| U.S. Government securities | $64,415,000 | 1,511 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $64,415,000 | 1,452 |
| Securities issued by states & political subdivisions | $51,784,000 | 726 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,822,000 | 1,122 |
| Mortgage-backed securities | $62,030,000 | 1,036 |
| Certificates of participation in pools of residential mortgages | $57,885,000 | 763 |
| Issued or guaranteed by U.S. | $57,885,000 | 763 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,827,000 | 2,053 |
| CMOs issued by government agencies or sponsored agencies | $3,827,000 | 1,977 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $318,000 | 906 |
| Commercial mortgage pass-through securities | $318,000 | 637 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $116,199,000 | 1,130 |
| Total debt securities | $116,198,000 | 1,267 |
| Structured notes | ||
| Amortized cost | $2,308,000 | 1,168 |
| Fair value | $2,385,000 | 1,144 |
| 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 | $112,524,000 | 1,324 |
| U.S. Government securities | $61,779,000 | 1,542 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $61,779,000 | 1,490 |
| Securities issued by states & political subdivisions | $50,745,000 | 742 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,057,000 | 1,111 |
| Mortgage-backed securities | $58,877,000 | 1,073 |
| Certificates of participation in pools of residential mortgages | $55,562,000 | 778 |
| Issued or guaranteed by U.S. | $55,562,000 | 777 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,993,000 | 2,199 |
| CMOs issued by government agencies or sponsored agencies | $2,993,000 | 2,119 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $322,000 | 844 |
| Commercial mortgage pass-through securities | $322,000 | 584 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $112,524,000 | 1,158 |
| Total debt securities | $112,524,000 | 1,306 |
| Structured notes | ||
| Amortized cost | $2,436,000 | 1,130 |
| Fair value | $2,507,000 | 1,070 |
| 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 | $109,762,000 | 1,368 |
| U.S. Government securities | $59,061,000 | 1,632 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $59,061,000 | 1,579 |
| Securities issued by states & political subdivisions | $50,701,000 | 745 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,838,000 | 1,199 |
| Mortgage-backed securities | $55,974,000 | 1,144 |
| Certificates of participation in pools of residential mortgages | $52,458,000 | 814 |
| Issued or guaranteed by U.S. | $52,458,000 | 814 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,190,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $3,190,000 | 2,102 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $326,000 | 830 |
| Commercial mortgage pass-through securities | $326,000 | 559 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $109,762,000 | 1,205 |
| Total debt securities | $109,762,000 | 1,351 |
| Structured notes | ||
| Amortized cost | $2,639,000 | 1,062 |
| Fair value | $2,693,000 | 1,040 |
| 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 | $109,557,000 | 1,368 |
| U.S. Government securities | $60,899,000 | 1,584 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $60,899,000 | 1,532 |
| Securities issued by states & political subdivisions | $48,658,000 | 771 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,064,000 | 1,231 |
| Mortgage-backed securities | $57,873,000 | 1,110 |
| Certificates of participation in pools of residential mortgages | $54,094,000 | 793 |
| Issued or guaranteed by U.S. | $54,094,000 | 792 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,448,000 | 2,178 |
| CMOs issued by government agencies or sponsored agencies | $3,448,000 | 2,092 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $331,000 | 805 |
| Commercial mortgage pass-through securities | $331,000 | 558 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $109,557,000 | 1,225 |
| Total debt securities | $109,559,000 | 1,351 |
| Structured notes | ||
| Amortized cost | $2,929,000 | 1,006 |
| Fair value | $3,026,000 | 942 |
| 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 | $110,818,000 | 1,373 |
| U.S. Government securities | $64,199,000 | 1,542 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $64,199,000 | 1,500 |
| Securities issued by states & political subdivisions | $46,619,000 | 791 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,428,000 | 1,170 |
| Mortgage-backed securities | $59,364,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $56,266,000 | 793 |
| Issued or guaranteed by U.S. | $56,266,000 | 792 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,716,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $2,716,000 | 2,304 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $382,000 | 713 |
| Commercial mortgage pass-through securities | $382,000 | 509 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $110,818,000 | 1,244 |
| Total debt securities | $110,818,000 | 1,356 |
| Structured notes | ||
| Amortized cost | $3,224,000 | 940 |
| Fair value | $3,327,000 | 926 |
| 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 | $102,910,000 | 1,443 |
| U.S. Government securities | $60,059,000 | 1,615 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $60,059,000 | 1,562 |
| Securities issued by states & political subdivisions | $42,851,000 | 847 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,351,000 | 1,209 |
| Mortgage-backed securities | $54,879,000 | 1,208 |
| Certificates of participation in pools of residential mortgages | $51,396,000 | 837 |
| Issued or guaranteed by U.S. | $51,396,000 | 836 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,097,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $3,097,000 | 2,263 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $386,000 | 591 |
| Commercial mortgage pass-through securities | $386,000 | 438 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $102,910,000 | 1,303 |
| Total debt securities | $102,910,000 | 1,424 |
| Structured notes | ||
| Amortized cost | $3,528,000 | 934 |
| Fair value | $3,658,000 | 924 |
| 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 | $110,214,000 | 1,369 |
| U.S. Government securities | $69,528,000 | 1,447 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $69,528,000 | 1,407 |
| Securities issued by states & political subdivisions | $40,686,000 | 868 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,849,000 | 1,209 |
| Mortgage-backed securities | $64,008,000 | 1,107 |
| Certificates of participation in pools of residential mortgages | $55,423,000 | 822 |
| Issued or guaranteed by U.S. | $55,423,000 | 822 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $8,191,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $8,191,000 | 1,625 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $394,000 | 559 |
| Commercial mortgage pass-through securities | $394,000 | 403 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $110,214,000 | 1,235 |
| Total debt securities | $110,214,000 | 1,354 |
| Structured notes | ||
| Amortized cost | $3,836,000 | 958 |
| Fair value | $3,984,000 | 946 |
| 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 | $109,949,000 | 1,381 |
| U.S. Government securities | $71,889,000 | 1,427 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $71,889,000 | 1,387 |
| Securities issued by states & political subdivisions | $38,060,000 | 895 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,265,000 | 1,186 |
| Mortgage-backed securities | $64,770,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $55,487,000 | 838 |
| Issued or guaranteed by U.S. | $55,487,000 | 837 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,886,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $8,886,000 | 1,592 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $397,000 | 521 |
| Commercial mortgage pass-through securities | $397,000 | 365 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $109,949,000 | 1,255 |
| Total debt securities | $109,949,000 | 1,363 |
| Structured notes | ||
| Amortized cost | $4,913,000 | 923 |
| Fair value | $5,070,000 | 868 |
| 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 | $106,913,000 | 1,417 |
| U.S. Government securities | $73,947,000 | 1,432 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $73,947,000 | 1,393 |
| Securities issued by states & political subdivisions | $32,966,000 | 999 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,798,000 | 1,136 |
| Mortgage-backed securities | $65,464,000 | 1,124 |
| Certificates of participation in pools of residential mortgages | $51,662,000 | 891 |
| Issued or guaranteed by U.S. | $51,662,000 | 890 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,412,000 | 1,419 |
| CMOs issued by government agencies or sponsored agencies | $13,412,000 | 1,310 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $390,000 | 484 |
| Commercial mortgage pass-through securities | $390,000 | 338 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $106,913,000 | 1,291 |
| Total debt securities | $106,915,000 | 1,401 |
| Structured notes | ||
| Amortized cost | $5,292,000 | 988 |
| Fair value | $5,409,000 | 980 |
| 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 | $104,146,000 | 1,408 |
| U.S. Government securities | $70,775,000 | 1,414 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $70,775,000 | 1,370 |
| Securities issued by states & political subdivisions | $33,371,000 | 965 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,336,000 | 1,070 |
| Mortgage-backed securities | $61,899,000 | 1,121 |
| Certificates of participation in pools of residential mortgages | $47,283,000 | 914 |
| Issued or guaranteed by U.S. | $47,283,000 | 911 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $14,223,000 | 1,334 |
| CMOs issued by government agencies or sponsored agencies | $14,223,000 | 1,178 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $393,000 | 419 |
| Commercial mortgage pass-through securities | $393,000 | 291 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $104,146,000 | 1,278 |
| Total debt securities | $104,144,000 | 1,392 |
| Structured notes | ||
| Amortized cost | $5,663,000 | 921 |
| Fair value | $5,777,000 | 907 |
| 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 | $100,558,000 | 1,412 |
| U.S. Government securities | $68,588,000 | 1,408 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $68,588,000 | 1,365 |
| Securities issued by states & political subdivisions | $31,970,000 | 960 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,090,000 | 1,210 |
| Mortgage-backed securities | $58,271,000 | 1,146 |
| Certificates of participation in pools of residential mortgages | $42,708,000 | 961 |
| Issued or guaranteed by U.S. | $42,708,000 | 959 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $15,165,000 | 1,260 |
| CMOs issued by government agencies or sponsored agencies | $15,165,000 | 1,114 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $398,000 | 369 |
| Commercial mortgage pass-through securities | $398,000 | 262 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $100,558,000 | 1,276 |
| Total debt securities | $100,558,000 | 1,394 |
| Structured notes | ||
| Amortized cost | $6,018,000 | 884 |
| Fair value | $6,189,000 | 872 |
| 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 | $97,244,000 | 1,463 |
| U.S. Government securities | $66,590,000 | 1,470 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $66,590,000 | 1,422 |
| Securities issued by states & political subdivisions | $30,654,000 | 948 |
| 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 | $42,847,000 | 1,211 |
| Mortgage-backed securities | $54,804,000 | 1,176 |
| Certificates of participation in pools of residential mortgages | $41,711,000 | 946 |
| Issued or guaranteed by U.S. | $41,711,000 | 943 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $12,694,000 | 1,369 |
| CMOs issued by government agencies or sponsored agencies | $12,694,000 | 1,199 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $399,000 | 360 |
| Commercial mortgage pass-through securities | $399,000 | 261 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $97,244,000 | 1,311 |
| Total debt securities | $97,244,000 | 1,444 |
| Structured notes | ||
| Amortized cost | $6,409,000 | 982 |
| Fair value | $6,590,000 | 961 |
| 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 | $94,355,000 | 1,480 |
| U.S. Government securities | $65,245,000 | 1,500 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $65,245,000 | 1,443 |
| Securities issued by states & political subdivisions | $29,110,000 | 991 |
| 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 | $40,885,000 | 1,250 |
| Mortgage-backed securities | $53,210,000 | 1,170 |
| Certificates of participation in pools of residential mortgages | $40,891,000 | 934 |
| Issued or guaranteed by U.S. | $40,891,000 | 930 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $11,917,000 | 1,391 |
| CMOs issued by government agencies or sponsored agencies | $11,917,000 | 1,206 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $402,000 | 346 |
| Commercial mortgage pass-through securities | $402,000 | 252 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $94,355,000 | 1,324 |
| Total debt securities | $94,356,000 | 1,461 |
| Structured notes | ||
| Amortized cost | $6,718,000 | 1,004 |
| Fair value | $6,811,000 | 995 |
| 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 | $85,054,000 | 1,551 |
| U.S. Government securities | $58,776,000 | 1,537 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $58,776,000 | 1,485 |
| Securities issued by states & political subdivisions | $25,874,000 | 1,085 |
| Other domestic debt securities | $404,000 | 2,587 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $404,000 | 319 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,920,000 | 1,344 |
| Mortgage-backed securities | $49,210,000 | 1,197 |
| Certificates of participation in pools of residential mortgages | $37,398,000 | 970 |
| Issued or guaranteed by U.S. | $37,398,000 | 962 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,408,000 | 1,392 |
| CMOs issued by government agencies or sponsored agencies | $11,408,000 | 1,217 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $404,000 | 319 |
| Commercial mortgage pass-through securities | $404,000 | 240 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $85,054,000 | 1,387 |
| Total debt securities | $85,054,000 | 1,534 |
| Structured notes | ||
| Amortized cost | $6,158,000 | 962 |
| Fair value | $6,300,000 | 942 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $71,640,000 | 1,751 |
| U.S. Government securities | $46,090,000 | 1,868 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $46,090,000 | 1,796 |
| Securities issued by states & political subdivisions | $25,142,000 | 1,076 |
| Other domestic debt securities | $408,000 | 2,670 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $408,000 | 287 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,859,000 | 1,440 |
| Mortgage-backed securities | $35,917,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | $30,617,000 | 1,117 |
| Issued or guaranteed by U.S. | $30,617,000 | 1,106 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,892,000 | 1,997 |
| CMOs issued by government agencies or sponsored agencies | $4,892,000 | 1,769 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $408,000 | 287 |
| Commercial mortgage pass-through securities | $408,000 | 211 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $71,640,000 | 1,561 |
| Total debt securities | $71,640,000 | 1,734 |
| Structured notes | ||
| Amortized cost | $6,734,000 | 887 |
| Fair value | $6,872,000 | 878 |
| 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 | $62,766,000 | 1,963 |
| U.S. Government securities | $40,714,000 | 2,095 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $40,714,000 | 2,022 |
| Securities issued by states & political subdivisions | $21,641,000 | 1,185 |
| Other domestic debt securities | $411,000 | 2,659 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $411,000 | 280 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,525,000 | 1,632 |
| Mortgage-backed securities | $29,676,000 | 1,705 |
| Certificates of participation in pools of residential mortgages | $27,171,000 | 1,208 |
| Issued or guaranteed by U.S. | $27,171,000 | 1,202 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,094,000 | 2,497 |
| CMOs issued by government agencies or sponsored agencies | $2,094,000 | 2,232 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $411,000 | 280 |
| Commercial mortgage pass-through securities | $411,000 | 204 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $62,766,000 | 1,751 |
| Total debt securities | $62,765,000 | 1,944 |
| Structured notes | ||
| Amortized cost | $7,135,000 | 888 |
| Fair value | $7,254,000 | 889 |
| 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 | $55,854,000 | 2,188 |
| U.S. Government securities | $36,232,000 | 2,343 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $36,232,000 | 2,282 |
| Securities issued by states & political subdivisions | $19,208,000 | 1,327 |
| Other domestic debt securities | $414,000 | 2,714 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $414,000 | 290 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,833,000 | 1,587 |
| Mortgage-backed securities | $26,624,000 | 1,868 |
| Certificates of participation in pools of residential mortgages | $25,960,000 | 1,334 |
| Issued or guaranteed by U.S. | $25,960,000 | 1,330 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $250,000 | 3,366 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 3,035 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $414,000 | 290 |
| Commercial mortgage pass-through securities | $414,000 | 210 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $55,854,000 | 1,952 |
| Total debt securities | $55,854,000 | 2,162 |
| Structured notes | ||
| Amortized cost | $5,817,000 | 862 |
| Fair value | $5,878,000 | 858 |
| 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 | $52,714,000 | 2,274 |
| U.S. Government securities | $35,334,000 | 2,348 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $35,334,000 | 2,279 |
| Securities issued by states & political subdivisions | $16,961,000 | 1,493 |
| Other domestic debt securities | $419,000 | 2,761 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $419,000 | 279 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,211,000 | 1,501 |
| Mortgage-backed securities | $26,225,000 | 1,918 |
| Certificates of participation in pools of residential mortgages | $25,534,000 | 1,392 |
| Issued or guaranteed by U.S. | $25,534,000 | 1,384 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $272,000 | 3,368 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 3,027 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $419,000 | 279 |
| Commercial mortgage pass-through securities | $419,000 | 201 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $52,714,000 | 2,020 |
| Total debt securities | $52,714,000 | 2,246 |
| Structured notes | ||
| Amortized cost | $4,322,000 | 901 |
| Fair value | $4,347,000 | 896 |
| 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 | $49,489,000 | 2,393 |
| U.S. Government securities | $33,582,000 | 2,460 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $33,582,000 | 2,397 |
| Securities issued by states & political subdivisions | $15,482,000 | 1,591 |
| Other domestic debt securities | $425,000 | 2,857 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $425,000 | 292 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,887,000 | 1,451 |
| Mortgage-backed securities | $28,000,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $27,226,000 | 1,371 |
| Issued or guaranteed by U.S. | $27,226,000 | 1,363 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $349,000 | 3,305 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 2,965 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $425,000 | 292 |
| Commercial mortgage pass-through securities | $425,000 | 198 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $49,489,000 | 2,122 |
| Total debt securities | $49,488,000 | 2,365 |
| Structured notes | ||
| Amortized cost | $1,306,000 | 1,418 |
| Fair value | $1,339,000 | 1,414 |
| 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 | $51,127,000 | 2,286 |
| U.S. Government securities | $36,115,000 | 2,244 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $36,115,000 | 2,193 |
| Securities issued by states & political subdivisions | $14,585,000 | 1,650 |
| Other domestic debt securities | $427,000 | 2,917 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $427,000 | 239 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,683,000 | 1,581 |
| Mortgage-backed securities | $29,980,000 | 1,791 |
| Certificates of participation in pools of residential mortgages | $29,176,000 | 1,320 |
| Issued or guaranteed by U.S. | $29,176,000 | 1,311 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $377,000 | 3,291 |
| CMOs issued by government agencies or sponsored agencies | $377,000 | 2,940 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $427,000 | 239 |
| Commercial mortgage pass-through securities | $427,000 | 148 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $51,127,000 | 2,006 |
| Total debt securities | $51,126,000 | 2,254 |
| Structured notes | ||
| Amortized cost | $1,365,000 | 1,005 |
| Fair value | $1,390,000 | 998 |
| 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 | $50,833,000 | 2,300 |
| U.S. Government securities | $37,090,000 | 2,214 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $37,090,000 | 2,163 |
| Securities issued by states & political subdivisions | $13,743,000 | 1,668 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,147,000 | 1,637 |
| Mortgage-backed securities | $30,520,000 | 1,785 |
| Certificates of participation in pools of residential mortgages | $30,117,000 | 1,323 |
| Issued or guaranteed by U.S. | $30,117,000 | 1,312 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $403,000 | 3,300 |
| CMOs issued by government agencies or sponsored agencies | $403,000 | 2,940 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $50,833,000 | 2,021 |
| Total debt securities | $50,833,000 | 2,271 |
| Structured notes | ||
| Amortized cost | $1,403,000 | 789 |
| Fair value | $1,431,000 | 786 |
| 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 | $45,761,000 | 2,497 |
| U.S. Government securities | $32,964,000 | 2,461 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $32,964,000 | 2,410 |
| Securities issued by states & political subdivisions | $12,797,000 | 1,717 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,750,000 | 1,618 |
| Mortgage-backed securities | $25,897,000 | 1,975 |
| Certificates of participation in pools of residential mortgages | $25,472,000 | 1,474 |
| Issued or guaranteed by U.S. | $25,472,000 | 1,466 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $425,000 | 3,226 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 2,906 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $45,761,000 | 2,205 |
| Total debt securities | $45,762,000 | 2,464 |
| Structured notes | ||
| Amortized cost | $3,429,000 | 412 |
| Fair value | $3,428,000 | 407 |
| 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 | $40,738,000 | 2,682 |
| U.S. Government securities | $28,527,000 | 2,691 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $28,527,000 | 2,640 |
| Securities issued by states & political subdivisions | $12,211,000 | 1,759 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,572,000 | 1,512 |
| Mortgage-backed securities | $22,227,000 | 2,103 |
| Certificates of participation in pools of residential mortgages | $21,780,000 | 1,603 |
| Issued or guaranteed by U.S. | $21,780,000 | 1,593 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $447,000 | 3,141 |
| CMOs issued by government agencies or sponsored agencies | $447,000 | 2,807 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $40,738,000 | 2,368 |
| Total debt securities | $40,738,000 | 2,653 |
| Structured notes | ||
| Amortized cost | $1,457,000 | 802 |
| Fair value | $1,439,000 | 800 |
| 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 | $39,354,000 | 2,819 |
| U.S. Government securities | $26,181,000 | 2,916 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $26,181,000 | 2,866 |
| Securities issued by states & political subdivisions | $13,173,000 | 1,670 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,597,000 | 1,654 |
| Mortgage-backed securities | $19,847,000 | 2,257 |
| Certificates of participation in pools of residential mortgages | $19,374,000 | 1,731 |
| Issued or guaranteed by U.S. | $19,374,000 | 1,722 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $473,000 | 3,129 |
| CMOs issued by government agencies or sponsored agencies | $473,000 | 2,796 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $39,354,000 | 2,493 |
| Total debt securities | $39,353,000 | 2,779 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 828 |
| Fair value | $1,476,000 | 820 |
| 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 | $40,413,000 | 2,736 |
| U.S. Government securities | $26,762,000 | 2,865 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $26,762,000 | 2,814 |
| Securities issued by states & political subdivisions | $13,651,000 | 1,623 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,781,000 | 1,715 |
| Mortgage-backed securities | $18,769,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $18,254,000 | 1,735 |
| Issued or guaranteed by U.S. | $18,254,000 | 1,724 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $515,000 | 3,067 |
| CMOs issued by government agencies or sponsored agencies | $515,000 | 2,737 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $40,413,000 | 2,434 |
| Total debt securities | $40,413,000 | 2,699 |
| Structured notes | ||
| Amortized cost | $1,561,000 | 856 |
| Fair value | $1,546,000 | 869 |
| 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 | $41,481,000 | 2,690 |
| U.S. Government securities | $28,043,000 | 2,820 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $28,043,000 | 2,759 |
| Securities issued by states & political subdivisions | $13,438,000 | 1,634 |
| 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 | $30,660,000 | 1,570 |
| Mortgage-backed securities | $17,125,000 | 2,130 |
| Certificates of participation in pools of residential mortgages | $16,586,000 | 1,622 |
| Issued or guaranteed by U.S. | $16,586,000 | 1,612 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $539,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $539,000 | 2,634 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $41,481,000 | 2,359 |
| Total debt securities | $41,483,000 | 2,651 |
| Structured notes | ||
| Amortized cost | $969,000 | 1,713 |
| Fair value | $962,000 | 1,711 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $42,447,000 | 2,634 |
| U.S. Government securities | $30,979,000 | 2,619 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $30,979,000 | 2,565 |
| Securities issued by states & political subdivisions | $11,468,000 | 1,805 |
| 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 | $28,658,000 | 1,629 |
| Mortgage-backed securities | $15,330,000 | 2,138 |
| Certificates of participation in pools of residential mortgages | $14,764,000 | 1,653 |
| Issued or guaranteed by U.S. | $14,764,000 | 1,644 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $566,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $566,000 | 2,568 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $42,447,000 | 2,295 |
| Total debt securities | $42,448,000 | 2,591 |
| Structured notes | ||
| Amortized cost | $1,481,000 | 1,513 |
| Fair value | $1,464,000 | 1,521 |
| 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 | $43,914,000 | 2,546 |
| U.S. Government securities | $32,504,000 | 2,515 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $32,504,000 | 2,446 |
| Securities issued by states & political subdivisions | $11,410,000 | 1,792 |
| 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 | $25,273,000 | 1,800 |
| Mortgage-backed securities | $15,567,000 | 2,064 |
| Certificates of participation in pools of residential mortgages | $14,974,000 | 1,583 |
| Issued or guaranteed by U.S. | $14,974,000 | 1,577 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $593,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $593,000 | 2,533 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $43,914,000 | 2,213 |
| Total debt securities | $43,914,000 | 2,504 |
| Structured notes | ||
| Amortized cost | $2,548,000 | 1,134 |
| Fair value | $2,514,000 | 1,134 |
| 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 | $45,549,000 | 2,486 |
| U.S. Government securities | $33,887,000 | 2,440 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $33,887,000 | 2,366 |
| Securities issued by states & political subdivisions | $11,662,000 | 1,765 |
| 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 | $25,999,000 | 1,772 |
| Mortgage-backed securities | $16,297,000 | 2,003 |
| Certificates of participation in pools of residential mortgages | $15,657,000 | 1,541 |
| Issued or guaranteed by U.S. | $15,657,000 | 1,535 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $640,000 | 2,775 |
| CMOs issued by government agencies or sponsored agencies | $640,000 | 2,487 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $45,549,000 | 2,164 |
| Total debt securities | $45,548,000 | 2,442 |
| Structured notes | ||
| Amortized cost | $2,565,000 | 1,168 |
| Fair value | $2,532,000 | 1,170 |
| 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 | $47,623,000 | 2,434 |
| U.S. Government securities | $35,724,000 | 2,383 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $35,724,000 | 2,319 |
| Securities issued by states & political subdivisions | $11,899,000 | 1,733 |
| 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 | $26,237,000 | 1,760 |
| Mortgage-backed securities | $17,177,000 | 1,951 |
| Certificates of participation in pools of residential mortgages | $16,499,000 | 1,504 |
| Issued or guaranteed by U.S. | $16,499,000 | 1,497 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $678,000 | 2,738 |
| CMOs issued by government agencies or sponsored agencies | $678,000 | 2,457 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $47,623,000 | 2,106 |
| Total debt securities | $47,623,000 | 2,385 |
| Structured notes | ||
| Amortized cost | $3,081,000 | 1,088 |
| Fair value | $3,040,000 | 1,090 |
| 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 | $51,504,000 | 2,287 |
| U.S. Government securities | $39,323,000 | 2,191 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $39,323,000 | 2,131 |
| Securities issued by states & political subdivisions | $12,181,000 | 1,672 |
| 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 | $29,306,000 | 1,561 |
| Mortgage-backed securities | $18,073,000 | 1,893 |
| Certificates of participation in pools of residential mortgages | $17,358,000 | 1,470 |
| Issued or guaranteed by U.S. | $17,358,000 | 1,460 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $715,000 | 2,686 |
| CMOs issued by government agencies or sponsored agencies | $715,000 | 2,407 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $51,504,000 | 1,962 |
| Total debt securities | $51,504,000 | 2,242 |
| Structured notes | ||
| Amortized cost | $5,899,000 | 695 |
| Fair value | $5,824,000 | 696 |
| 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 | $52,712,000 | 2,231 |
| U.S. Government securities | $40,315,000 | 2,148 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $40,315,000 | 2,082 |
| Securities issued by states & political subdivisions | $12,397,000 | 1,616 |
| 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 | $29,196,000 | 1,550 |
| Mortgage-backed securities | $18,814,000 | 1,839 |
| Certificates of participation in pools of residential mortgages | $18,060,000 | 1,434 |
| Issued or guaranteed by U.S. | $18,060,000 | 1,427 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $754,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $754,000 | 2,369 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $52,712,000 | 1,899 |
| Total debt securities | $52,712,000 | 2,190 |
| Structured notes | ||
| Amortized cost | $7,919,000 | 552 |
| Fair value | $7,733,000 | 546 |
| 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 | $55,249,000 | 2,153 |
| U.S. Government securities | $41,967,000 | 2,122 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $41,967,000 | 2,044 |
| Securities issued by states & political subdivisions | $13,282,000 | 1,519 |
| 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 | $30,366,000 | 1,514 |
| Mortgage-backed securities | $20,219,000 | 1,771 |
| Certificates of participation in pools of residential mortgages | $19,412,000 | 1,382 |
| Issued or guaranteed by U.S. | $19,412,000 | 1,375 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $807,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $807,000 | 2,347 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $55,249,000 | 1,835 |
| Total debt securities | $55,249,000 | 2,114 |
| Structured notes | ||
| Amortized cost | $7,944,000 | 567 |
| Fair value | $7,806,000 | 560 |
| 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 | $57,266,000 | 2,103 |
| U.S. Government securities | $43,266,000 | 2,056 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $43,266,000 | 1,986 |
| Securities issued by states & political subdivisions | $14,000,000 | 1,438 |
| 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 | $30,305,000 | 1,501 |
| Mortgage-backed securities | $20,847,000 | 1,757 |
| Certificates of participation in pools of residential mortgages | $19,989,000 | 1,383 |
| Issued or guaranteed by U.S. | $19,989,000 | 1,374 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $858,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $858,000 | 2,322 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $57,266,000 | 1,782 |
| Total debt securities | $57,265,000 | 2,059 |
| Structured notes | ||
| Amortized cost | $9,145,000 | 493 |
| Fair value | $9,009,000 | 493 |
| 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 | $51,117,000 | 2,289 |
| U.S. Government securities | $38,381,000 | 2,260 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $38,381,000 | 2,186 |
| Securities issued by states & political subdivisions | $12,736,000 | 1,561 |
| 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 | $27,045,000 | 1,614 |
| Mortgage-backed securities | $18,497,000 | 1,900 |
| Certificates of participation in pools of residential mortgages | $17,564,000 | 1,517 |
| Issued or guaranteed by U.S. | $17,564,000 | 1,507 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $933,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $933,000 | 2,296 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $51,117,000 | 1,933 |
| Total debt securities | $51,118,000 | 2,246 |
| Structured notes | ||
| Amortized cost | $9,182,000 | 489 |
| Fair value | $9,100,000 | 489 |
| 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 | $48,390,000 | 2,432 |
| U.S. Government securities | $36,873,000 | 2,358 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $36,873,000 | 2,282 |
| Securities issued by states & political subdivisions | $11,517,000 | 1,697 |
| 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 | $24,181,000 | 1,772 |
| Mortgage-backed securities | $19,827,000 | 1,863 |
| Certificates of participation in pools of residential mortgages | $18,821,000 | 1,492 |
| Issued or guaranteed by U.S. | $18,821,000 | 1,479 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,006,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $1,006,000 | 2,303 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $48,390,000 | 2,057 |
| Total debt securities | $48,391,000 | 2,386 |
| Structured notes | ||
| Amortized cost | $8,747,000 | 500 |
| Fair value | $8,702,000 | 498 |
| 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 | $47,261,000 | 2,498 |
| U.S. Government securities | $36,939,000 | 2,403 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $36,939,000 | 2,319 |
| Securities issued by states & political subdivisions | $10,322,000 | 1,866 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,235,000 | 1,786 |
| Mortgage-backed securities | $20,210,000 | 1,891 |
| Certificates of participation in pools of residential mortgages | $19,143,000 | 1,523 |
| Issued or guaranteed by U.S. | $19,143,000 | 1,512 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,067,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $1,067,000 | 2,321 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $47,261,000 | 2,100 |
| Total debt securities | $47,261,000 | 2,462 |
| Structured notes | ||
| Amortized cost | $8,788,000 | 489 |
| Fair value | $8,686,000 | 488 |
| 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 | $47,042,000 | 2,531 |
| U.S. Government securities | $37,367,000 | 2,377 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $37,367,000 | 2,294 |
| Securities issued by states & political subdivisions | $9,675,000 | 1,999 |
| 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 | $25,943,000 | 1,668 |
| Mortgage-backed securities | $20,584,000 | 1,902 |
| Certificates of participation in pools of residential mortgages | $19,430,000 | 1,524 |
| Issued or guaranteed by U.S. | $19,430,000 | 1,511 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,154,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $1,154,000 | 2,323 |
| 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) | $47,042,000 | 2,148 |
| Total debt securities | $47,042,000 | 2,491 |
| Structured notes | ||
| Amortized cost | $8,826,000 | 484 |
| Fair value | $8,805,000 | 481 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $42,465,000 | 2,755 |
| U.S. Government securities | $33,870,000 | 2,565 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $33,870,000 | 2,472 |
| Securities issued by states & political subdivisions | $8,595,000 | 2,194 |
| 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 | $27,273,000 | 1,562 |
| Mortgage-backed securities | $19,017,000 | 2,007 |
| Certificates of participation in pools of residential mortgages | $17,775,000 | 1,628 |
| Issued or guaranteed by U.S. | $17,775,000 | 1,618 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,242,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $1,242,000 | 2,302 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $42,465,000 | 2,356 |
| Total debt securities | $42,465,000 | 2,701 |
| Structured notes | ||
| Amortized cost | $7,311,000 | 580 |
| Fair value | $7,323,000 | 580 |
| 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 | $46,687,000 | 2,600 |
| U.S. Government securities | $38,003,000 | 2,363 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $38,003,000 | 2,279 |
| Securities issued by states & political subdivisions | $8,432,000 | 2,220 |
| Other domestic debt securities | $252,000 | 3,223 |
| 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 | $252,000 | 2,796 |
| 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 | $22,410,000 | 1,836 |
| Mortgage-backed securities | $18,565,000 | 2,087 |
| Certificates of participation in pools of residential mortgages | $17,246,000 | 1,686 |
| Issued or guaranteed by U.S. | $17,246,000 | 1,677 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,319,000 | 2,550 |
| CMOs issued by government agencies or sponsored agencies | $1,319,000 | 2,311 |
| 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) | $46,687,000 | 2,211 |
| Total debt securities | $46,688,000 | 2,540 |
| Structured notes | ||
| Amortized cost | $8,326,000 | 510 |
| Fair value | $8,193,000 | 512 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $44,991,000 | 2,670 |
| U.S. Government securities | $37,698,000 | 2,346 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $37,698,000 | 2,277 |
| Securities issued by states & political subdivisions | $7,037,000 | 2,532 |
| Other domestic debt securities | $256,000 | 3,321 |
| 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 | $256,000 | 2,868 |
| 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 | $24,622,000 | 1,679 |
| Mortgage-backed securities | $18,648,000 | 2,112 |
| Certificates of participation in pools of residential mortgages | $17,156,000 | 1,725 |
| Issued or guaranteed by U.S. | $17,156,000 | 1,716 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,492,000 | 2,531 |
| CMOs issued by government agencies or sponsored agencies | $1,492,000 | 2,288 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $44,991,000 | 2,292 |
| Total debt securities | $44,981,000 | 2,614 |
| Structured notes | ||
| Amortized cost | $7,546,000 | 492 |
| Fair value | $7,592,000 | 491 |
| 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 | $48,313,000 | 2,563 |
| U.S. Government securities | $41,117,000 | 2,255 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $41,117,000 | 2,172 |
| Securities issued by states & political subdivisions | $6,937,000 | 2,563 |
| Other domestic debt securities | $259,000 | 3,369 |
| 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 | $259,000 | 3,005 |
| 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 | $23,620,000 | 1,713 |
| Mortgage-backed securities | $19,596,000 | 2,043 |
| Certificates of participation in pools of residential mortgages | $17,986,000 | 1,676 |
| Issued or guaranteed by U.S. | $17,986,000 | 1,663 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,610,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $1,610,000 | 2,330 |
| 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) | $48,313,000 | 2,194 |
| Total debt securities | $48,313,000 | 2,507 |
| Structured notes | ||
| Amortized cost | $8,611,000 | 372 |
| Fair value | $8,588,000 | 372 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $51,497,000 | 2,394 |
| U.S. Government securities | $42,999,000 | 2,116 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $42,999,000 | 2,042 |
| Securities issued by states & political subdivisions | $8,236,000 | 2,276 |
| Other domestic debt securities | $262,000 | 3,481 |
| 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 | $262,000 | 3,108 |
| 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 | $22,033,000 | 1,732 |
| Mortgage-backed securities | $20,895,000 | 1,950 |
| Certificates of participation in pools of residential mortgages | $19,981,000 | 1,520 |
| Issued or guaranteed by U.S. | $19,981,000 | 1,512 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $914,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $914,000 | 2,753 |
| 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) | $51,497,000 | 2,040 |
| Total debt securities | $51,497,000 | 2,338 |
| Structured notes | ||
| Amortized cost | $8,374,000 | 305 |
| Fair value | $8,339,000 | 300 |
| 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 | $51,223,000 | 2,345 |
| U.S. Government securities | $44,030,000 | 2,005 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $44,030,000 | 1,933 |
| Securities issued by states & political subdivisions | $6,927,000 | 2,513 |
| Other domestic debt securities | $266,000 | 3,524 |
| 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 | $266,000 | 3,134 |
| 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 | $21,102,000 | 1,773 |
| Mortgage-backed securities | $21,521,000 | 1,947 |
| Certificates of participation in pools of residential mortgages | $19,788,000 | 1,545 |
| Issued or guaranteed by U.S. | $19,788,000 | 1,538 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,733,000 | 2,634 |
| CMOs issued by government agencies or sponsored agencies | $1,733,000 | 2,496 |
| 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) | $51,223,000 | 1,990 |
| Total debt securities | $51,222,000 | 2,276 |
| Structured notes | ||
| Amortized cost | $6,606,000 | 290 |
| Fair value | $6,652,000 | 290 |
| 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 | $44,398,000 | 2,593 |
| U.S. Government securities | $38,980,000 | 2,213 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $38,980,000 | 2,130 |
| Securities issued by states & political subdivisions | $5,133,000 | 2,895 |
| Other domestic debt securities | $285,000 | 3,550 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,000 | 436 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $270,000 | 3,161 |
| 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 | $21,474,000 | 1,735 |
| Mortgage-backed securities | $19,931,000 | 2,022 |
| Certificates of participation in pools of residential mortgages | $17,030,000 | 1,675 |
| Issued or guaranteed by U.S. | $17,030,000 | 1,669 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,901,000 | 2,275 |
| CMOs issued by government agencies or sponsored agencies | $2,901,000 | 2,153 |
| 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) | $44,398,000 | 2,221 |
| Total debt securities | $44,398,000 | 2,528 |
| Structured notes | ||
| Amortized cost | $5,111,000 | 260 |
| Fair value | $5,156,000 | 262 |
| 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 | $47,669,000 | 2,435 |
| U.S. Government securities | $41,972,000 | 2,030 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $41,972,000 | 1,941 |
| Securities issued by states & political subdivisions | $5,307,000 | 2,822 |
| Other domestic debt securities | $390,000 | 3,486 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $118,000 | 419 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $272,000 | 3,192 |
| 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 | $28,068,000 | 1,380 |
| Mortgage-backed securities | $20,634,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $16,665,000 | 1,657 |
| Issued or guaranteed by U.S. | $16,665,000 | 1,648 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,969,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $3,969,000 | 1,924 |
| 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) | $47,669,000 | 2,058 |
| Total debt securities | $47,659,000 | 2,375 |
| Structured notes | ||
| Amortized cost | $4,567,000 | 231 |
| Fair value | $4,618,000 | 230 |
| 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 | $29,557,000 | 3,385 |
| U.S. Government securities | $26,152,000 | 2,831 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $26,152,000 | 2,691 |
| Securities issued by states & political subdivisions | $1,222,000 | 4,999 |
| Other domestic debt securities | $2,183,000 | 2,148 |
| Privately issued residential mortgage-backed securities | $533,000 | 944 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,383,000 | 264 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $267,000 | 3,178 |
| 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 | $19,602,000 | 1,759 |
| Mortgage-backed securities | $9,204,000 | 3,007 |
| Certificates of participation in pools of residential mortgages | $4,416,000 | 3,331 |
| Issued or guaranteed by U.S. | $4,416,000 | 3,316 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,788,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $4,255,000 | 1,907 |
| Privately issued | $533,000 | 853 |
| 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) | $29,557,000 | 2,844 |
| Total debt securities | $29,557,000 | 3,317 |
| Structured notes | ||
| Amortized cost | $514,000 | 514 |
| Fair value | $504,000 | 553 |
| 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 | $19,922,000 | 4,645 |
| U.S. Government securities | $17,448,000 | 4,055 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $17,448,000 | 3,786 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $2,318,000 | 1,804 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,318,000 | 1,526 |
| Foreign debt securities | NA | NA |
| Equity securities | $156,000 | 6,217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,523,000 | 2,290 |
| Mortgage-backed securities | $2,598,000 | 4,410 |
| Certificates of participation in pools of residential mortgages | $1,365,000 | 4,458 |
| Issued or guaranteed by U.S. | $1,365,000 | 4,438 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,233,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $1,233,000 | 2,527 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $19,922,000 | 3,800 |
| Total debt securities | $19,766,000 | 4,532 |
| 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 | $17,221,000 | 5,331 |
| U.S. Government securities | $14,867,000 | 4,802 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $14,867,000 | 4,326 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $2,227,000 | 1,749 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,227,000 | 1,445 |
| Foreign debt securities | NA | NA |
| Equity securities | $127,000 | 6,436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,221,000 | 2,073 |
| Mortgage-backed securities | $3,442,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $1,657,000 | 4,446 |
| Issued or guaranteed by U.S. | $1,657,000 | 4,431 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,785,000 | 2,554 |
| CMOs issued by government agencies or sponsored agencies | $1,785,000 | 2,410 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $17,221,000 | 4,311 |
| Total debt securities | $17,094,000 | 5,238 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $8,604,000 | 7,515 |
| U.S. Government securities | $8,604,000 | 6,533 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $8,604,000 | 5,699 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,604,000 | 3,120 |
| Mortgage-backed securities | $3,372,000 | 4,545 |
| Certificates of participation in pools of residential mortgages | $1,570,000 | 4,707 |
| Issued or guaranteed by U.S. | $1,570,000 | 4,687 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,802,000 | 2,741 |
| CMOs issued by government agencies or sponsored agencies | $1,802,000 | 2,602 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $8,604,000 | 6,170 |
| Total debt securities | $8,604,000 | 7,375 |
| 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 |