Home > Fortis Bank > Securities
Fortis Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $219,442,000 | 909 |
| U.S. Government securities | $75,452,000 | 1,435 |
| U.S. Treasury securities | $22,758,000 | 850 |
| U.S. Government agency obligations | $52,694,000 | 1,554 |
| Securities issued by states & political subdivisions | $40,300,000 | 1,081 |
| Other domestic debt securities | $105,351,000 | 252 |
| Privately issued residential mortgage-backed securities | $42,551,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,412,000 | 227 |
| Structured financial products - Total | $15,220,000 | 210 |
| Other domestic debt securities - All other | $22,146,000 | 375 |
| 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 | $120,617,000 | 772 |
| Mortgage-backed securities | $107,522,000 | 738 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,688,000 | 1,269 |
| Privately issued | $15,440,000 | 44 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,713,000 | 847 |
| Privately issued | $27,111,000 | 130 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $22,570,000 | 294 |
| Held to maturity securities (book value) | $144,590,000 | 306 |
| Available-for-sale securities (fair market value) | $76,513,000 | 1,833 |
| Total debt securities | $221,103,000 | 891 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $1,193,000 | 183 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $220,425,000 | 883 |
| U.S. Government securities | $74,568,000 | 1,450 |
| U.S. Treasury securities | $22,634,000 | 870 |
| U.S. Government agency obligations | $51,934,000 | 1,547 |
| Securities issued by states & political subdivisions | $39,955,000 | 1,067 |
| Other domestic debt securities | $107,639,000 | 251 |
| Privately issued residential mortgage-backed securities | $43,735,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,928,000 | 222 |
| Structured financial products - Total | $15,249,000 | 209 |
| Other domestic debt securities - All other | $22,048,000 | 377 |
| 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 | $120,716,000 | 747 |
| Mortgage-backed securities | $108,695,000 | 706 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,302,000 | 1,263 |
| Privately issued | $15,058,000 | 44 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,674,000 | 828 |
| Privately issued | $28,677,000 | 127 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $22,984,000 | 296 |
| Held to maturity securities (book value) | $147,039,000 | 306 |
| Available-for-sale securities (fair market value) | $75,123,000 | 1,823 |
| Total debt securities | $222,163,000 | 870 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $3,838,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $228,160,000 | 878 |
| U.S. Government securities | $72,920,000 | 1,500 |
| U.S. Treasury securities | $21,204,000 | 924 |
| U.S. Government agency obligations | $51,716,000 | 1,592 |
| Securities issued by states & political subdivisions | $39,956,000 | 1,123 |
| Other domestic debt securities | $115,284,000 | 236 |
| Privately issued residential mortgage-backed securities | $45,635,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,791,000 | 186 |
| Structured financial products - Total | $15,218,000 | 196 |
| Other domestic debt securities - All other | $22,655,000 | 371 |
| 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 | $157,955,000 | 603 |
| Mortgage-backed securities | $112,649,000 | 707 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,231,000 | 1,303 |
| Privately issued | $16,454,000 | 45 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,309,000 | 856 |
| Privately issued | $29,181,000 | 126 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $25,474,000 | 279 |
| Held to maturity securities (book value) | $140,080,000 | 320 |
| Available-for-sale securities (fair market value) | $88,080,000 | 1,679 |
| Total debt securities | $228,161,000 | 869 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $3,249,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $234,184,000 | 903 |
| U.S. Government securities | $72,401,000 | 1,574 |
| U.S. Treasury securities | $20,855,000 | 990 |
| U.S. Government agency obligations | $51,546,000 | 1,606 |
| Securities issued by states & political subdivisions | $43,231,000 | 1,078 |
| Other domestic debt securities | $118,552,000 | 245 |
| Privately issued residential mortgage-backed securities | $46,987,000 | 112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,226,000 | 185 |
| Structured financial products - Total | $15,182,000 | 196 |
| Other domestic debt securities - All other | $22,978,000 | 384 |
| 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 | $34,476,000 | 1,701 |
| Mortgage-backed securities | $116,624,000 | 726 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,684,000 | 1,343 |
| Privately issued | $16,749,000 | 54 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,211,000 | 858 |
| Privately issued | $30,238,000 | 126 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $26,742,000 | 290 |
| Held to maturity securities (book value) | $146,323,000 | 317 |
| Available-for-sale securities (fair market value) | $87,861,000 | 1,750 |
| Total debt securities | $234,184,000 | 894 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $2,394,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $235,032,000 | 905 |
| U.S. Government securities | $68,387,000 | 1,641 |
| U.S. Treasury securities | $22,817,000 | 981 |
| U.S. Government agency obligations | $45,570,000 | 1,748 |
| Securities issued by states & political subdivisions | $44,675,000 | 1,075 |
| Other domestic debt securities | $121,970,000 | 243 |
| Privately issued residential mortgage-backed securities | $38,799,000 | 136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,656,000 | 184 |
| Structured financial products - Total | $24,656,000 | 165 |
| Other domestic debt securities - All other | $24,297,000 | 380 |
| 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 | $32,892,000 | 1,648 |
| Mortgage-backed securities | $101,287,000 | 832 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,954,000 | 1,379 |
| Privately issued | $8,561,000 | 91 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,630,000 | 818 |
| Privately issued | $30,238,000 | 127 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $18,904,000 | 363 |
| Held to maturity securities (book value) | $157,598,000 | 313 |
| Available-for-sale securities (fair market value) | $77,434,000 | 1,926 |
| Total debt securities | $235,032,000 | 896 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $3,118,000 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $237,100,000 | 909 |
| U.S. Government securities | $86,158,000 | 1,430 |
| U.S. Treasury securities | $22,757,000 | 999 |
| U.S. Government agency obligations | $63,401,000 | 1,410 |
| Securities issued by states & political subdivisions | $44,946,000 | 1,074 |
| Other domestic debt securities | $105,996,000 | 264 |
| Privately issued residential mortgage-backed securities | $36,203,000 | 134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,124,000 | 185 |
| Structured financial products - Total | $12,814,000 | 183 |
| Other domestic debt securities - All other | $21,252,000 | 409 |
| 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 | $29,090,000 | 1,714 |
| Mortgage-backed securities | $117,580,000 | 740 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,945,000 | 1,154 |
| Privately issued | $3,558,000 | 114 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,395,000 | 815 |
| Privately issued | $32,645,000 | 119 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $28,037,000 | 306 |
| Held to maturity securities (book value) | $141,093,000 | 333 |
| Available-for-sale securities (fair market value) | $96,007,000 | 1,664 |
| Total debt securities | $237,100,000 | 900 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $3,343,000 | 185 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $247,942,000 | 884 |
| U.S. Government securities | $89,952,000 | 1,392 |
| U.S. Treasury securities | $23,034,000 | 977 |
| U.S. Government agency obligations | $66,918,000 | 1,392 |
| Securities issued by states & political subdivisions | $45,075,000 | 1,114 |
| Other domestic debt securities | $112,915,000 | 231 |
| Privately issued residential mortgage-backed securities | $39,767,000 | 129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,766,000 | 184 |
| Structured financial products - Total | $12,778,000 | 86 |
| Other domestic debt securities - All other | $22,086,000 | 410 |
| 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 | $30,934,000 | 1,629 |
| Mortgage-backed securities | $126,458,000 | 730 |
| Certificates of participation in pools of residential mortgages | $39,672,000 | 1,105 |
| Issued or guaranteed by U.S. | $36,114,000 | 1,157 |
| Privately issued | $3,558,000 | 118 |
| Collaterized mortgage obligations | $56,275,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $20,066,000 | 793 |
| Privately issued | $36,209,000 | 115 |
| Commercial mortgage-backed securities | $30,511,000 | 477 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $30,511,000 | 325 |
| Held to maturity securities (book value) | $44,918,000 | 544 |
| Available-for-sale securities (fair market value) | $203,024,000 | 932 |
| Total debt securities | $247,941,000 | 877 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $1,539,000 | 194 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $258,562,000 | 842 |
| U.S. Government securities | $91,729,000 | 1,346 |
| U.S. Treasury securities | $23,116,000 | 881 |
| U.S. Government agency obligations | $68,613,000 | 1,385 |
| Securities issued by states & political subdivisions | $45,725,000 | 1,120 |
| Other domestic debt securities | $121,108,000 | 219 |
| Privately issued residential mortgage-backed securities | $43,746,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,212,000 | 181 |
| Structured financial products - Total | $13,071,000 | 87 |
| Other domestic debt securities - All other | $23,831,000 | 386 |
| 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 | $30,705,000 | 1,599 |
| Mortgage-backed securities | $132,803,000 | 709 |
| Certificates of participation in pools of residential mortgages | $39,398,000 | 1,135 |
| Issued or guaranteed by U.S. | $35,571,000 | 1,203 |
| Privately issued | $3,827,000 | 116 |
| Collaterized mortgage obligations | $61,824,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $21,905,000 | 742 |
| Privately issued | $39,919,000 | 101 |
| Commercial mortgage-backed securities | $31,581,000 | 467 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $31,581,000 | 316 |
| Held to maturity securities (book value) | $45,004,000 | 487 |
| Available-for-sale securities (fair market value) | $213,558,000 | 906 |
| Total debt securities | $258,561,000 | 830 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $512,000 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $230,744,000 | 915 |
| U.S. Government securities | $66,214,000 | 1,578 |
| U.S. Treasury securities | $13,526,000 | 873 |
| U.S. Government agency obligations | $52,688,000 | 1,607 |
| Securities issued by states & political subdivisions | $47,036,000 | 1,142 |
| Other domestic debt securities | $117,494,000 | 217 |
| Privately issued residential mortgage-backed securities | $43,475,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,839,000 | 196 |
| Structured financial products - Total | $13,239,000 | 83 |
| Other domestic debt securities - All other | $22,362,000 | 383 |
| 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 | $1,653,000 | 3,655 |
| Mortgage-backed securities | $115,776,000 | 783 |
| Certificates of participation in pools of residential mortgages | $19,926,000 | 1,691 |
| Issued or guaranteed by U.S. | $16,055,000 | 1,835 |
| Privately issued | $3,871,000 | 123 |
| Collaterized mortgage obligations | $63,956,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $24,352,000 | 681 |
| Privately issued | $39,604,000 | 88 |
| Commercial mortgage-backed securities | $31,894,000 | 462 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $31,894,000 | 313 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $230,744,000 | 840 |
| Total debt securities | $230,744,000 | 904 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $932,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $222,198,000 | 888 |
| U.S. Government securities | $64,969,000 | 1,531 |
| U.S. Treasury securities | $13,543,000 | 727 |
| U.S. Government agency obligations | $51,426,000 | 1,610 |
| Securities issued by states & political subdivisions | $45,948,000 | 1,128 |
| Other domestic debt securities | $111,281,000 | 213 |
| Privately issued residential mortgage-backed securities | $38,384,000 | 101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,628,000 | 187 |
| Structured financial products - Total | $13,371,000 | 79 |
| Other domestic debt securities - All other | $22,485,000 | 361 |
| 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 | $1,687,000 | 3,676 |
| Mortgage-backed securities | $106,255,000 | 803 |
| Certificates of participation in pools of residential mortgages | $20,728,000 | 1,650 |
| Issued or guaranteed by U.S. | $16,818,000 | 1,778 |
| Privately issued | $3,910,000 | 115 |
| Collaterized mortgage obligations | $56,406,000 | 424 |
| CMOs issued by government agencies or sponsored agencies | $21,932,000 | 716 |
| Privately issued | $34,474,000 | 82 |
| Commercial mortgage-backed securities | $29,121,000 | 485 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $29,121,000 | 327 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $222,198,000 | 813 |
| Total debt securities | $222,197,000 | 879 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $1,017,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $212,153,000 | 891 |
| U.S. Government securities | $58,907,000 | 1,555 |
| U.S. Treasury securities | $13,599,000 | 640 |
| U.S. Government agency obligations | $45,308,000 | 1,698 |
| Securities issued by states & political subdivisions | $44,382,000 | 1,122 |
| Other domestic debt securities | $108,864,000 | 210 |
| Privately issued residential mortgage-backed securities | $38,105,000 | 98 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,873,000 | 204 |
| Structured financial products - Total | $13,371,000 | 74 |
| Other domestic debt securities - All other | $23,807,000 | 334 |
| 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 | $2,028,000 | 3,620 |
| Mortgage-backed securities | $99,159,000 | 813 |
| Certificates of participation in pools of residential mortgages | $21,831,000 | 1,556 |
| Issued or guaranteed by U.S. | $17,921,000 | 1,685 |
| Privately issued | $3,910,000 | 125 |
| Collaterized mortgage obligations | $54,787,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $20,592,000 | 717 |
| Privately issued | $34,195,000 | 78 |
| Commercial mortgage-backed securities | $22,541,000 | 549 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $22,541,000 | 371 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $212,153,000 | 812 |
| Total debt securities | $212,151,000 | 878 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $1,249,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $155,626,000 | 1,091 |
| U.S. Government securities | $24,149,000 | 2,447 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $24,149,000 | 2,286 |
| Securities issued by states & political subdivisions | $42,965,000 | 1,108 |
| Other domestic debt securities | $88,512,000 | 223 |
| Privately issued residential mortgage-backed securities | $35,814,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,656,000 | 201 |
| Structured financial products - Total | $11,902,000 | 67 |
| Other domestic debt securities - All other | $13,270,000 | 467 |
| 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 | $2,482,000 | 3,550 |
| Mortgage-backed securities | $70,833,000 | 996 |
| Certificates of participation in pools of residential mortgages | $22,693,000 | 1,457 |
| Issued or guaranteed by U.S. | $18,779,000 | 1,556 |
| Privately issued | $3,914,000 | 129 |
| Collaterized mortgage obligations | $35,630,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $3,730,000 | 1,626 |
| Privately issued | $31,900,000 | 78 |
| Commercial mortgage-backed securities | $12,510,000 | 727 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $12,510,000 | 475 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $155,626,000 | 1,007 |
| Total debt securities | $155,626,000 | 1,077 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $574,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $145,738,000 | 1,056 |
| U.S. Government securities | $16,675,000 | 2,721 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $16,675,000 | 2,599 |
| Securities issued by states & political subdivisions | $40,028,000 | 1,133 |
| Other domestic debt securities | $89,035,000 | 203 |
| Privately issued residential mortgage-backed securities | $37,418,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,505,000 | 187 |
| Structured financial products - Total | $11,852,000 | 65 |
| Other domestic debt securities - All other | $11,797,000 | 468 |
| 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 | $2,631,000 | 3,515 |
| Mortgage-backed securities | $65,556,000 | 978 |
| Certificates of participation in pools of residential mortgages | $15,238,000 | 1,713 |
| Issued or guaranteed by U.S. | $12,832,000 | 1,828 |
| Privately issued | $2,406,000 | 127 |
| Collaterized mortgage obligations | $37,043,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $2,031,000 | 1,977 |
| Privately issued | $35,012,000 | 71 |
| Commercial mortgage-backed securities | $13,275,000 | 662 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $13,275,000 | 438 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $145,738,000 | 975 |
| Total debt securities | $145,737,000 | 1,045 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $2,243,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $137,122,000 | 1,047 |
| U.S. Government securities | $11,655,000 | 3,100 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $11,655,000 | 2,956 |
| Securities issued by states & political subdivisions | $32,489,000 | 1,227 |
| Other domestic debt securities | $92,978,000 | 189 |
| Privately issued residential mortgage-backed securities | $41,068,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,530,000 | 172 |
| Structured financial products - Total | $11,856,000 | 60 |
| Other domestic debt securities - All other | $10,338,000 | 482 |
| 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 | $2,663,000 | 3,541 |
| Mortgage-backed securities | $64,909,000 | 971 |
| Certificates of participation in pools of residential mortgages | $9,530,000 | 2,113 |
| Issued or guaranteed by U.S. | $7,124,000 | 2,325 |
| Privately issued | $2,406,000 | 141 |
| Collaterized mortgage obligations | $41,106,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $2,444,000 | 1,907 |
| Privately issued | $38,662,000 | 69 |
| Commercial mortgage-backed securities | $14,273,000 | 616 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $14,273,000 | 405 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $137,122,000 | 963 |
| Total debt securities | $137,121,000 | 1,035 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $2,800,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $153,647,000 | 910 |
| U.S. Government securities | $13,490,000 | 2,962 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $13,490,000 | 2,822 |
| Securities issued by states & political subdivisions | $37,426,000 | 1,027 |
| Other domestic debt securities | $102,731,000 | 173 |
| Privately issued residential mortgage-backed securities | $42,975,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,950,000 | 149 |
| Structured financial products - Total | $11,855,000 | 63 |
| Other domestic debt securities - All other | $11,342,000 | 435 |
| 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 | $2,920,000 | 3,525 |
| Mortgage-backed securities | $75,074,000 | 833 |
| Certificates of participation in pools of residential mortgages | $10,809,000 | 1,970 |
| Issued or guaranteed by U.S. | $8,403,000 | 2,143 |
| Privately issued | $2,406,000 | 129 |
| Collaterized mortgage obligations | $43,383,000 | 466 |
| CMOs issued by government agencies or sponsored agencies | $2,814,000 | 1,862 |
| Privately issued | $40,569,000 | 67 |
| Commercial mortgage-backed securities | $20,882,000 | 491 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $20,882,000 | 323 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $153,647,000 | 830 |
| Total debt securities | $153,646,000 | 900 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $3,026,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $167,082,000 | 818 |
| U.S. Government securities | $22,211,000 | 2,377 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $22,211,000 | 2,256 |
| Securities issued by states & political subdivisions | $39,737,000 | 869 |
| Other domestic debt securities | $105,134,000 | 171 |
| Privately issued residential mortgage-backed securities | $40,675,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,439,000 | 135 |
| Structured financial products - Total | $13,718,000 | 61 |
| Other domestic debt securities - All other | $11,951,000 | 392 |
| 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 | $4,372,000 | 3,272 |
| Mortgage-backed securities | $82,237,000 | 782 |
| Certificates of participation in pools of residential mortgages | $16,144,000 | 1,574 |
| Issued or guaranteed by U.S. | $13,738,000 | 1,685 |
| Privately issued | $2,406,000 | 141 |
| Collaterized mortgage obligations | $41,430,000 | 486 |
| CMOs issued by government agencies or sponsored agencies | $3,161,000 | 1,819 |
| Privately issued | $38,269,000 | 64 |
| Commercial mortgage-backed securities | $24,663,000 | 440 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $24,663,000 | 302 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $167,082,000 | 755 |
| Total debt securities | $167,083,000 | 808 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $2,857,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $151,090,000 | 886 |
| U.S. Government securities | $23,477,000 | 2,363 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $23,477,000 | 2,236 |
| Securities issued by states & political subdivisions | $28,770,000 | 1,147 |
| Other domestic debt securities | $98,843,000 | 168 |
| Privately issued residential mortgage-backed securities | $34,264,000 | 91 |
| Commercial mortgage-backed securities - Total | $16,999,000 | 71 |
| Asset backed securities | $21,612,000 | 131 |
| Structured financial products - Total | $12,909,000 | 65 |
| Other domestic debt securities - All other | $13,059,000 | 357 |
| 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 | $4,942,000 | 3,234 |
| Mortgage-backed securities | $74,740,000 | 836 |
| Certificates of participation in pools of residential mortgages | $16,608,000 | 1,491 |
| Issued or guaranteed by U.S. | $14,202,000 | 1,598 |
| Privately issued | $2,406,000 | 128 |
| Collaterized mortgage obligations | $35,203,000 | 541 |
| CMOs issued by government agencies or sponsored agencies | $3,345,000 | 1,790 |
| Privately issued | $31,858,000 | 70 |
| Commercial mortgage-backed securities | $22,929,000 | 452 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $22,929,000 | 301 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $151,090,000 | 804 |
| Total debt securities | $151,091,000 | 870 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $319,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $167,989,000 | 806 |
| U.S. Government securities | $30,923,000 | 2,037 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $30,923,000 | 1,935 |
| Securities issued by states & political subdivisions | $28,376,000 | 1,163 |
| Other domestic debt securities | $108,690,000 | 159 |
| Privately issued residential mortgage-backed securities | $39,789,000 | 80 |
| Commercial mortgage-backed securities - Total | $17,322,000 | 72 |
| Asset backed securities | $25,603,000 | 118 |
| Structured financial products - Total | $12,917,000 | 62 |
| Other domestic debt securities - All other | $13,059,000 | 351 |
| 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 | $6,083,000 | 3,108 |
| Mortgage-backed securities | $88,034,000 | 705 |
| Certificates of participation in pools of residential mortgages | $17,181,000 | 1,434 |
| Issued or guaranteed by U.S. | $14,775,000 | 1,541 |
| Privately issued | $2,406,000 | 135 |
| Collaterized mortgage obligations | $44,284,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $6,901,000 | 1,372 |
| Privately issued | $37,383,000 | 61 |
| Commercial mortgage-backed securities | $26,569,000 | 412 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $26,569,000 | 266 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $167,989,000 | 723 |
| Total debt securities | $167,988,000 | 792 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $360,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $152,261,000 | 875 |
| U.S. Government securities | $55,147,000 | 1,362 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $55,147,000 | 1,283 |
| Securities issued by states & political subdivisions | $22,570,000 | 1,417 |
| Other domestic debt securities | $74,544,000 | 184 |
| Privately issued residential mortgage-backed securities | $29,349,000 | 73 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $33,543,000 | 93 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $11,652,000 | 381 |
| 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 | $6,637,000 | 3,099 |
| Mortgage-backed securities | $84,496,000 | 735 |
| Certificates of participation in pools of residential mortgages | $14,766,000 | 1,585 |
| Issued or guaranteed by U.S. | $14,766,000 | 1,559 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $43,621,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $14,272,000 | 915 |
| Privately issued | $29,349,000 | 64 |
| Commercial mortgage-backed securities | $26,109,000 | 411 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $26,109,000 | 258 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $152,261,000 | 776 |
| Total debt securities | $152,260,000 | 863 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $15,000 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $151,392,000 | 882 |
| U.S. Government securities | $56,080,000 | 1,344 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $56,080,000 | 1,274 |
| Securities issued by states & political subdivisions | $31,922,000 | 1,080 |
| Other domestic debt securities | $63,390,000 | 193 |
| Privately issued residential mortgage-backed securities | $27,720,000 | 77 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $30,844,000 | 93 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,826,000 | 629 |
| 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 | $11,210,000 | 2,607 |
| Mortgage-backed securities | $83,800,000 | 729 |
| Certificates of participation in pools of residential mortgages | $12,565,000 | 1,751 |
| Issued or guaranteed by U.S. | $12,565,000 | 1,716 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $46,873,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $19,153,000 | 761 |
| Privately issued | $27,720,000 | 66 |
| Commercial mortgage-backed securities | $24,362,000 | 413 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $24,362,000 | 257 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $151,392,000 | 784 |
| Total debt securities | $151,393,000 | 872 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $5,000 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $161,994,000 | 836 |
| U.S. Government securities | $51,183,000 | 1,450 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $51,183,000 | 1,382 |
| Securities issued by states & political subdivisions | $40,362,000 | 876 |
| Other domestic debt securities | $70,449,000 | 182 |
| Privately issued residential mortgage-backed securities | $28,288,000 | 74 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $37,360,000 | 85 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,801,000 | 618 |
| 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 | $16,878,000 | 2,140 |
| Mortgage-backed securities | $79,471,000 | 760 |
| Certificates of participation in pools of residential mortgages | $12,725,000 | 1,743 |
| Issued or guaranteed by U.S. | $12,725,000 | 1,722 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $47,786,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $19,498,000 | 751 |
| Privately issued | $28,288,000 | 66 |
| Commercial mortgage-backed securities | $18,960,000 | 453 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $18,960,000 | 288 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $161,994,000 | 734 |
| Total debt securities | $161,995,000 | 824 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $7,000 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $167,092,000 | 809 |
| U.S. Government securities | $52,071,000 | 1,435 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $52,071,000 | 1,365 |
| Securities issued by states & political subdivisions | $39,671,000 | 889 |
| Other domestic debt securities | $75,350,000 | 168 |
| Privately issued residential mortgage-backed securities | $31,453,000 | 66 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $39,065,000 | 79 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $4,832,000 | 613 |
| 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 | $53,456,000 | 960 |
| Mortgage-backed securities | $83,524,000 | 723 |
| Certificates of participation in pools of residential mortgages | $12,984,000 | 1,750 |
| Issued or guaranteed by U.S. | $12,984,000 | 1,740 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $51,396,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $19,943,000 | 721 |
| Privately issued | $31,453,000 | 61 |
| Commercial mortgage-backed securities | $19,144,000 | 442 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $19,144,000 | 274 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $167,092,000 | 710 |
| Total debt securities | $167,094,000 | 801 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $30,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $173,771,000 | 804 |
| U.S. Government securities | $49,539,000 | 1,489 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $49,539,000 | 1,422 |
| Securities issued by states & political subdivisions | $41,981,000 | 877 |
| Other domestic debt securities | $82,251,000 | 157 |
| Privately issued residential mortgage-backed securities | $30,696,000 | 86 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $46,686,000 | 68 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $4,869,000 | 619 |
| 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 | $55,306,000 | 942 |
| Mortgage-backed securities | $80,235,000 | 755 |
| Certificates of participation in pools of residential mortgages | $13,765,000 | 1,742 |
| Issued or guaranteed by U.S. | $13,765,000 | 1,668 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $51,719,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $21,023,000 | 697 |
| Privately issued | $30,696,000 | 64 |
| Commercial mortgage-backed securities | $14,751,000 | 495 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $14,751,000 | 292 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $173,771,000 | 698 |
| Total debt securities | $173,770,000 | 796 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $22,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $165,925,000 | 845 |
| U.S. Government securities | $41,812,000 | 1,752 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $41,812,000 | 1,661 |
| Securities issued by states & political subdivisions | $46,504,000 | 817 |
| Other domestic debt securities | $77,609,000 | 162 |
| Privately issued residential mortgage-backed securities | $24,728,000 | 78 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $47,986,000 | 69 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $4,895,000 | 628 |
| 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 | $59,331,000 | 914 |
| Mortgage-backed securities | $66,540,000 | 861 |
| Certificates of participation in pools of residential mortgages | $14,314,000 | 1,723 |
| Issued or guaranteed by U.S. | $14,314,000 | 1,721 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $42,209,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $17,481,000 | 773 |
| Privately issued | $24,728,000 | 74 |
| Commercial mortgage-backed securities | $10,017,000 | 534 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $10,017,000 | 337 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $165,925,000 | 737 |
| Total debt securities | $165,925,000 | 835 |
| Structured notes | ||
| Amortized cost | $500,000 | 718 |
| Fair value | $462,000 | 787 |
| Trading account assets | $13,000 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $177,258,000 | 795 |
| U.S. Government securities | $43,738,000 | 1,707 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $43,738,000 | 1,626 |
| Securities issued by states & political subdivisions | $54,631,000 | 723 |
| Other domestic debt securities | $78,889,000 | 159 |
| Privately issued residential mortgage-backed securities | $22,359,000 | 81 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $51,516,000 | 65 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $5,014,000 | 623 |
| 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 | $31,304,000 | 1,511 |
| Mortgage-backed securities | $66,097,000 | 870 |
| Certificates of participation in pools of residential mortgages | $15,071,000 | 1,711 |
| Issued or guaranteed by U.S. | $15,071,000 | 1,711 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $40,080,000 | 465 |
| CMOs issued by government agencies or sponsored agencies | $17,721,000 | 755 |
| Privately issued | $22,359,000 | 79 |
| Commercial mortgage-backed securities | $10,946,000 | 502 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $10,946,000 | 310 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $177,258,000 | 690 |
| Total debt securities | $177,257,000 | 784 |
| Structured notes | ||
| Amortized cost | $500,000 | 725 |
| Fair value | $475,000 | 797 |
| Trading account assets | $10,000 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $156,710,000 | 907 |
| U.S. Government securities | $45,287,000 | 1,673 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $45,287,000 | 1,604 |
| Securities issued by states & political subdivisions | $44,420,000 | 917 |
| Other domestic debt securities | $67,003,000 | 171 |
| Privately issued residential mortgage-backed securities | $19,240,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $44,145,000 | 65 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $3,618,000 | 756 |
| 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 | $33,691,000 | 1,443 |
| Mortgage-backed securities | $64,527,000 | 897 |
| Certificates of participation in pools of residential mortgages | $15,755,000 | 1,706 |
| Issued or guaranteed by U.S. | $15,755,000 | 1,705 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $37,248,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $18,008,000 | 744 |
| Privately issued | $19,240,000 | 83 |
| Commercial mortgage-backed securities | $11,524,000 | 476 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $11,524,000 | 296 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $156,710,000 | 790 |
| Total debt securities | $156,710,000 | 895 |
| Structured notes | ||
| Amortized cost | $500,000 | 753 |
| Fair value | $469,000 | 830 |
| Trading account assets | $32,000 | 222 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $140,822,000 | 1,021 |
| U.S. Government securities | $49,520,000 | 1,596 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $49,520,000 | 1,522 |
| Securities issued by states & political subdivisions | $36,856,000 | 1,093 |
| Other domestic debt securities | $54,446,000 | 196 |
| Privately issued residential mortgage-backed securities | $20,616,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $30,642,000 | 70 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $3,188,000 | 808 |
| 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 | $39,066,000 | 1,310 |
| Mortgage-backed securities | $70,136,000 | 857 |
| Certificates of participation in pools of residential mortgages | $18,643,000 | 1,572 |
| Issued or guaranteed by U.S. | $18,643,000 | 1,570 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $39,662,000 | 488 |
| CMOs issued by government agencies or sponsored agencies | $19,046,000 | 720 |
| Privately issued | $20,616,000 | 86 |
| Commercial mortgage-backed securities | $11,831,000 | 472 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $11,831,000 | 286 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $140,822,000 | 890 |
| Total debt securities | $140,823,000 | 1,009 |
| Structured notes | ||
| Amortized cost | $500,000 | 804 |
| Fair value | $474,000 | 889 |
| Trading account assets | $35,000 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $107,671,000 | 1,287 |
| U.S. Government securities | $45,473,000 | 1,738 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $45,473,000 | 1,654 |
| Securities issued by states & political subdivisions | $34,036,000 | 1,170 |
| Other domestic debt securities | $28,162,000 | 322 |
| Privately issued residential mortgage-backed securities | $13,405,000 | 105 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $11,594,000 | 117 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $3,163,000 | 831 |
| 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 | $39,066,000 | 1,312 |
| Mortgage-backed securities | $58,878,000 | 1,003 |
| Certificates of participation in pools of residential mortgages | $16,292,000 | 1,753 |
| Issued or guaranteed by U.S. | $16,292,000 | 1,753 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $33,196,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $19,791,000 | 710 |
| Privately issued | $13,405,000 | 101 |
| Commercial mortgage-backed securities | $9,390,000 | 510 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $9,390,000 | 308 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $107,671,000 | 1,143 |
| Total debt securities | $107,671,000 | 1,266 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $32,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $100,536,000 | 1,364 |
| U.S. Government securities | $45,638,000 | 1,718 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $45,638,000 | 1,629 |
| Securities issued by states & political subdivisions | $34,188,000 | 1,178 |
| Other domestic debt securities | $20,710,000 | 396 |
| Privately issued residential mortgage-backed securities | $15,839,000 | 100 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $1,719,000 | 222 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $3,152,000 | 823 |
| 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 | $40,631,000 | 1,271 |
| Mortgage-backed securities | $61,477,000 | 952 |
| Certificates of participation in pools of residential mortgages | $16,938,000 | 1,729 |
| Issued or guaranteed by U.S. | $16,938,000 | 1,728 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $34,756,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $18,917,000 | 726 |
| Privately issued | $15,839,000 | 96 |
| Commercial mortgage-backed securities | $9,783,000 | 480 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $9,783,000 | 290 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $100,536,000 | 1,209 |
| Total debt securities | $100,534,000 | 1,341 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $41,000 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $75,932,000 | 1,729 |
| U.S. Government securities | $28,310,000 | 2,387 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $28,310,000 | 2,298 |
| Securities issued by states & political subdivisions | $29,914,000 | 1,345 |
| Other domestic debt securities | $17,708,000 | 424 |
| Privately issued residential mortgage-backed securities | $12,499,000 | 122 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $1,997,000 | 211 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $3,212,000 | 832 |
| 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 | $44,070,000 | 1,196 |
| Mortgage-backed securities | $40,809,000 | 1,279 |
| Certificates of participation in pools of residential mortgages | $12,494,000 | 2,034 |
| Issued or guaranteed by U.S. | $12,494,000 | 2,034 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $24,129,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $11,630,000 | 1,002 |
| Privately issued | $12,499,000 | 117 |
| Commercial mortgage-backed securities | $4,186,000 | 674 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $4,186,000 | 434 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $75,932,000 | 1,573 |
| Total debt securities | $75,933,000 | 1,700 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $128,000 | 222 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $83,044,000 | 1,633 |
| U.S. Government securities | $35,452,000 | 2,097 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $35,452,000 | 2,010 |
| Securities issued by states & political subdivisions | $31,109,000 | 1,300 |
| Other domestic debt securities | $16,483,000 | 458 |
| Privately issued residential mortgage-backed securities | $10,953,000 | 131 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $1,796,000 | 216 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,734,000 | 771 |
| 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 | $57,125,000 | 995 |
| Mortgage-backed securities | $46,405,000 | 1,192 |
| Certificates of participation in pools of residential mortgages | $15,769,000 | 1,815 |
| Issued or guaranteed by U.S. | $15,769,000 | 1,811 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $30,636,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $19,683,000 | 736 |
| Privately issued | $10,953,000 | 122 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $83,044,000 | 1,473 |
| Total debt securities | $83,044,000 | 1,611 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $146,000 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $81,628,000 | 1,667 |
| U.S. Government securities | $36,467,000 | 2,124 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $36,467,000 | 2,041 |
| Securities issued by states & political subdivisions | $30,065,000 | 1,312 |
| Other domestic debt securities | $15,096,000 | 478 |
| Privately issued residential mortgage-backed securities | $4,435,000 | 191 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $1,082,000 | 245 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,579,000 | 447 |
| 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 | $65,960,000 | 883 |
| Mortgage-backed securities | $40,902,000 | 1,298 |
| Certificates of participation in pools of residential mortgages | $11,485,000 | 2,173 |
| Issued or guaranteed by U.S. | $11,485,000 | 2,169 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $29,417,000 | 611 |
| CMOs issued by government agencies or sponsored agencies | $24,982,000 | 636 |
| Privately issued | $4,435,000 | 182 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $81,628,000 | 1,493 |
| Total debt securities | $81,627,000 | 1,647 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $125,000 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $104,993,000 | 1,331 |
| U.S. Government securities | $37,375,000 | 2,125 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $37,375,000 | 2,035 |
| Securities issued by states & political subdivisions | $46,621,000 | 866 |
| Other domestic debt securities | $20,997,000 | 385 |
| Privately issued residential mortgage-backed securities | $4,115,000 | 190 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $1,140,000 | 255 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $15,742,000 | 313 |
| 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 | $82,242,000 | 736 |
| Mortgage-backed securities | $41,490,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $11,670,000 | 2,153 |
| Issued or guaranteed by U.S. | $11,670,000 | 2,149 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $29,820,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $25,705,000 | 629 |
| Privately issued | $4,115,000 | 180 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $104,993,000 | 1,166 |
| Total debt securities | $104,993,000 | 1,309 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $68,000 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $105,654,000 | 1,336 |
| U.S. Government securities | $39,520,000 | 2,051 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $39,520,000 | 1,970 |
| Securities issued by states & political subdivisions | $47,446,000 | 839 |
| Other domestic debt securities | $18,688,000 | 417 |
| Privately issued residential mortgage-backed securities | $1,611,000 | 286 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $1,218,000 | 261 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $15,859,000 | 313 |
| 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 | $87,462,000 | 698 |
| Mortgage-backed securities | $41,131,000 | 1,308 |
| Certificates of participation in pools of residential mortgages | $12,215,000 | 2,129 |
| Issued or guaranteed by U.S. | $12,215,000 | 2,128 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $28,916,000 | 623 |
| CMOs issued by government agencies or sponsored agencies | $27,305,000 | 616 |
| Privately issued | $1,611,000 | 272 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $105,654,000 | 1,176 |
| Total debt securities | $105,654,000 | 1,316 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $97,000 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $108,003,000 | 1,337 |
| U.S. Government securities | $45,078,000 | 1,916 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $45,078,000 | 1,835 |
| Securities issued by states & political subdivisions | $45,174,000 | 856 |
| Other domestic debt securities | $17,751,000 | 428 |
| Privately issued residential mortgage-backed securities | $1,726,000 | 295 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $1,278,000 | 260 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $14,747,000 | 331 |
| 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 | $24,036,000 | 1,964 |
| Mortgage-backed securities | $46,804,000 | 1,242 |
| Certificates of participation in pools of residential mortgages | $12,469,000 | 2,166 |
| Issued or guaranteed by U.S. | $12,469,000 | 2,165 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $34,335,000 | 569 |
| CMOs issued by government agencies or sponsored agencies | $32,609,000 | 554 |
| Privately issued | $1,726,000 | 279 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $108,003,000 | 1,169 |
| Total debt securities | $108,003,000 | 1,314 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $43,000 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $110,808,000 | 1,308 |
| U.S. Government securities | $54,560,000 | 1,677 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $54,560,000 | 1,602 |
| Securities issued by states & political subdivisions | $38,263,000 | 1,004 |
| Other domestic debt securities | $17,985,000 | 425 |
| Privately issued residential mortgage-backed securities | $2,329,000 | 283 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $1,387,000 | 264 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $14,269,000 | 337 |
| 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 | $25,304,000 | 1,919 |
| Mortgage-backed securities | $56,889,000 | 1,047 |
| Certificates of participation in pools of residential mortgages | $15,313,000 | 1,957 |
| Issued or guaranteed by U.S. | $15,313,000 | 1,957 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $39,086,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $36,757,000 | 538 |
| Privately issued | $2,329,000 | 269 |
| Commercial mortgage-backed securities | $2,490,000 | 630 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $2,490,000 | 417 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $110,808,000 | 1,149 |
| Total debt securities | $110,810,000 | 1,285 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $86,000 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $103,443,000 | 1,381 |
| U.S. Government securities | $58,426,000 | 1,579 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $58,426,000 | 1,511 |
| Securities issued by states & political subdivisions | $29,685,000 | 1,302 |
| Other domestic debt securities | $15,332,000 | 474 |
| Privately issued residential mortgage-backed securities | $2,208,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $1,725,000 | 251 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $11,399,000 | 378 |
| 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 | $26,007,000 | 1,870 |
| Mortgage-backed securities | $60,634,000 | 1,014 |
| Certificates of participation in pools of residential mortgages | $15,700,000 | 1,973 |
| Issued or guaranteed by U.S. | $15,700,000 | 1,970 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $42,383,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $40,175,000 | 517 |
| Privately issued | $2,208,000 | 278 |
| Commercial mortgage-backed securities | $2,551,000 | 611 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $2,551,000 | 391 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $103,443,000 | 1,214 |
| Total debt securities | $103,443,000 | 1,358 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $49,000 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $87,244,000 | 1,685 |
| U.S. Government securities | $58,318,000 | 1,627 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $58,318,000 | 1,557 |
| Securities issued by states & political subdivisions | $23,621,000 | 1,597 |
| Other domestic debt securities | $5,305,000 | 870 |
| Privately issued residential mortgage-backed securities | $4,019,000 | 228 |
| Commercial mortgage-backed securities - Total | $13,000 | 136 |
| Asset backed securities | $108,000 | 383 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,165,000 | 1,285 |
| 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 | $29,801,000 | 1,696 |
| Mortgage-backed securities | $62,350,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | $20,575,000 | 1,701 |
| Issued or guaranteed by U.S. | $20,575,000 | 1,700 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $39,233,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $35,214,000 | 569 |
| Privately issued | $4,019,000 | 219 |
| Commercial mortgage-backed securities | $2,542,000 | 589 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $2,542,000 | 357 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $87,244,000 | 1,491 |
| Total debt securities | $87,246,000 | 1,664 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $13,000 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $82,619,000 | 1,771 |
| U.S. Government securities | $56,552,000 | 1,684 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $56,552,000 | 1,626 |
| Securities issued by states & political subdivisions | $20,334,000 | 1,813 |
| Other domestic debt securities | $5,733,000 | 854 |
| Privately issued residential mortgage-backed securities | $4,202,000 | 227 |
| Commercial mortgage-backed securities - Total | $233,000 | 119 |
| Asset backed securities | $116,000 | 401 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,182,000 | 1,309 |
| 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 | $32,081,000 | 1,616 |
| Mortgage-backed securities | $60,987,000 | 1,048 |
| Certificates of participation in pools of residential mortgages | $19,246,000 | 1,832 |
| Issued or guaranteed by U.S. | $19,246,000 | 1,830 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $39,005,000 | 578 |
| CMOs issued by government agencies or sponsored agencies | $34,803,000 | 582 |
| Privately issued | $4,202,000 | 219 |
| Commercial mortgage-backed securities | $2,736,000 | 576 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $2,736,000 | 339 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $82,619,000 | 1,588 |
| Total debt securities | $82,619,000 | 1,751 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $16,000 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $91,928,000 | 1,624 |
| U.S. Government securities | $65,144,000 | 1,505 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $65,144,000 | 1,446 |
| Securities issued by states & political subdivisions | $20,697,000 | 1,796 |
| Other domestic debt securities | $6,087,000 | 846 |
| Privately issued residential mortgage-backed securities | $4,438,000 | 229 |
| Commercial mortgage-backed securities - Total | $354,000 | 117 |
| Asset backed securities | $121,000 | 415 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,174,000 | 1,353 |
| 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 | $39,993,000 | 1,386 |
| Mortgage-backed securities | $69,936,000 | 932 |
| Certificates of participation in pools of residential mortgages | $24,616,000 | 1,520 |
| Issued or guaranteed by U.S. | $24,616,000 | 1,519 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $42,481,000 | 540 |
| CMOs issued by government agencies or sponsored agencies | $38,043,000 | 553 |
| Privately issued | $4,438,000 | 221 |
| Commercial mortgage-backed securities | $2,839,000 | 545 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $2,839,000 | 317 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $91,928,000 | 1,441 |
| Total debt securities | $91,929,000 | 1,607 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $17,000 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $86,715,000 | 1,701 |
| U.S. Government securities | $60,733,000 | 1,569 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $60,733,000 | 1,517 |
| Securities issued by states & political subdivisions | $20,090,000 | 1,842 |
| Other domestic debt securities | $5,892,000 | 904 |
| Privately issued residential mortgage-backed securities | $4,580,000 | 239 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $130,000 | 416 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,182,000 | 1,371 |
| 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 | $40,500,000 | 1,367 |
| Mortgage-backed securities | $65,313,000 | 982 |
| Certificates of participation in pools of residential mortgages | $24,886,000 | 1,529 |
| Issued or guaranteed by U.S. | $24,886,000 | 1,528 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $38,522,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $33,942,000 | 598 |
| Privately issued | $4,580,000 | 229 |
| Commercial mortgage-backed securities | $1,905,000 | 592 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $1,905,000 | 365 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $86,715,000 | 1,511 |
| Total debt securities | $86,717,000 | 1,681 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $52,000 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $82,635,000 | 1,810 |
| U.S. Government securities | $59,734,000 | 1,618 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $59,734,000 | 1,565 |
| Securities issued by states & political subdivisions | $16,845,000 | 2,122 |
| Other domestic debt securities | $6,056,000 | 913 |
| Privately issued residential mortgage-backed securities | $4,744,000 | 253 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $140,000 | 425 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,172,000 | 1,409 |
| 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 | $42,235,000 | 1,326 |
| Mortgage-backed securities | $64,478,000 | 1,008 |
| Certificates of participation in pools of residential mortgages | $26,583,000 | 1,469 |
| Issued or guaranteed by U.S. | $26,583,000 | 1,465 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $35,964,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $31,220,000 | 644 |
| Privately issued | $4,744,000 | 240 |
| Commercial mortgage-backed securities | $1,931,000 | 577 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $1,931,000 | 358 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $82,635,000 | 1,618 |
| Total debt securities | $82,635,000 | 1,788 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $11,000 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $70,353,000 | 2,048 |
| U.S. Government securities | $54,832,000 | 1,730 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $54,832,000 | 1,677 |
| Securities issued by states & political subdivisions | $9,176,000 | 3,024 |
| Other domestic debt securities | $6,345,000 | 909 |
| Privately issued residential mortgage-backed securities | $5,042,000 | 259 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $146,000 | 434 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,157,000 | 1,438 |
| 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 | $49,978,000 | 1,132 |
| Mortgage-backed securities | $59,874,000 | 1,077 |
| Certificates of participation in pools of residential mortgages | $24,624,000 | 1,536 |
| Issued or guaranteed by U.S. | $24,624,000 | 1,534 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $33,284,000 | 673 |
| CMOs issued by government agencies or sponsored agencies | $28,242,000 | 706 |
| Privately issued | $5,042,000 | 246 |
| Commercial mortgage-backed securities | $1,966,000 | 559 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $1,966,000 | 327 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $70,353,000 | 1,853 |
| Total debt securities | $70,352,000 | 2,022 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $9,000 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $68,001,000 | 2,122 |
| U.S. Government securities | $53,766,000 | 1,784 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $53,766,000 | 1,735 |
| Securities issued by states & political subdivisions | $7,472,000 | 3,280 |
| Other domestic debt securities | $6,763,000 | 887 |
| Privately issued residential mortgage-backed securities | $5,387,000 | 267 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $151,000 | 425 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,225,000 | 1,416 |
| 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 | $54,395,000 | 1,057 |
| Mortgage-backed securities | $59,153,000 | 1,136 |
| Certificates of participation in pools of residential mortgages | $27,304,000 | 1,458 |
| Issued or guaranteed by U.S. | $27,304,000 | 1,456 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $31,849,000 | 719 |
| CMOs issued by government agencies or sponsored agencies | $26,462,000 | 777 |
| Privately issued | $5,387,000 | 260 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $68,001,000 | 1,945 |
| Total debt securities | $68,000,000 | 2,099 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $81,000 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $65,990,000 | 2,128 |
| U.S. Government securities | $48,777,000 | 1,901 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $48,777,000 | 1,850 |
| Securities issued by states & political subdivisions | $8,283,000 | 3,105 |
| Other domestic debt securities | $8,930,000 | 746 |
| Privately issued residential mortgage-backed securities | $5,691,000 | 262 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $155,000 | 403 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,084,000 | 930 |
| 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 | $49,619,000 | 1,137 |
| Mortgage-backed securities | $54,468,000 | 1,216 |
| Certificates of participation in pools of residential mortgages | $20,089,000 | 1,774 |
| Issued or guaranteed by U.S. | $20,089,000 | 1,772 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $34,379,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $28,688,000 | 733 |
| Privately issued | $5,691,000 | 256 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $65,990,000 | 1,947 |
| Total debt securities | $65,989,000 | 2,107 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $63,945,000 | 2,212 |
| U.S. Government securities | $44,398,000 | 2,092 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $44,398,000 | 2,045 |
| Securities issued by states & political subdivisions | $8,825,000 | 2,993 |
| Other domestic debt securities | $10,722,000 | 681 |
| Privately issued residential mortgage-backed securities | $7,483,000 | 253 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $165,000 | 392 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,074,000 | 968 |
| 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 | $44,593,000 | 1,230 |
| Mortgage-backed securities | $51,881,000 | 1,330 |
| Certificates of participation in pools of residential mortgages | $12,728,000 | 2,482 |
| Issued or guaranteed by U.S. | $12,728,000 | 2,481 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $39,153,000 | 661 |
| CMOs issued by government agencies or sponsored agencies | $31,670,000 | 720 |
| Privately issued | $7,483,000 | 248 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $63,945,000 | 2,023 |
| Total debt securities | $63,946,000 | 2,186 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $63,150,000 | 2,224 |
| U.S. Government securities | $42,837,000 | 2,169 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $42,837,000 | 2,120 |
| Securities issued by states & political subdivisions | $8,717,000 | 2,945 |
| Other domestic debt securities | $11,596,000 | 659 |
| Privately issued residential mortgage-backed securities | $7,478,000 | 278 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $164,000 | 346 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,954,000 | 854 |
| 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 | $40,178,000 | 1,352 |
| Mortgage-backed securities | $50,315,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $11,411,000 | 2,663 |
| Issued or guaranteed by U.S. | $11,411,000 | 2,662 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $38,904,000 | 674 |
| CMOs issued by government agencies or sponsored agencies | $31,426,000 | 728 |
| Privately issued | $7,478,000 | 272 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $63,150,000 | 2,036 |
| Total debt securities | $63,150,000 | 2,203 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $59,649,000 | 2,333 |
| U.S. Government securities | $39,153,000 | 2,366 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $39,153,000 | 2,307 |
| Securities issued by states & political subdivisions | $8,436,000 | 2,906 |
| Other domestic debt securities | $12,060,000 | 650 |
| Privately issued residential mortgage-backed securities | $8,093,000 | 283 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,967,000 | 850 |
| 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 | $35,344,000 | 1,486 |
| Mortgage-backed securities | $47,246,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $10,455,000 | 2,784 |
| Issued or guaranteed by U.S. | $10,455,000 | 2,782 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $36,791,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $28,698,000 | 804 |
| Privately issued | $8,093,000 | 276 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $59,649,000 | 2,126 |
| Total debt securities | $59,648,000 | 2,312 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $51,916,000 | 2,540 |
| U.S. Government securities | $31,380,000 | 2,714 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $31,380,000 | 2,655 |
| Securities issued by states & political subdivisions | $7,386,000 | 3,074 |
| Other domestic debt securities | $13,150,000 | 620 |
| Privately issued residential mortgage-backed securities | $8,406,000 | 336 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $4,744,000 | 716 |
| 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 | $37,306,000 | 1,346 |
| Mortgage-backed securities | $39,786,000 | 1,572 |
| Certificates of participation in pools of residential mortgages | $4,307,000 | 3,760 |
| Issued or guaranteed by U.S. | $4,307,000 | 3,754 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $35,479,000 | 753 |
| CMOs issued by government agencies or sponsored agencies | $27,073,000 | 781 |
| Privately issued | $8,406,000 | 326 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $51,916,000 | 2,308 |
| Total debt securities | $51,917,000 | 2,516 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $58,857,000 | 2,216 |
| U.S. Government securities | $37,749,000 | 2,282 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $37,749,000 | 2,213 |
| Securities issued by states & political subdivisions | $7,373,000 | 3,000 |
| Other domestic debt securities | $13,735,000 | 601 |
| Privately issued residential mortgage-backed securities | $8,950,000 | 340 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,785,000 | 682 |
| 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 | $32,103,000 | 1,493 |
| Mortgage-backed securities | $46,699,000 | 1,336 |
| Certificates of participation in pools of residential mortgages | $4,497,000 | 3,673 |
| Issued or guaranteed by U.S. | $4,497,000 | 3,663 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $42,202,000 | 651 |
| CMOs issued by government agencies or sponsored agencies | $33,252,000 | 670 |
| Privately issued | $8,950,000 | 328 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $58,857,000 | 2,008 |
| Total debt securities | $58,856,000 | 2,197 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $57,930,000 | 2,261 |
| U.S. Government securities | $39,358,000 | 2,266 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $39,358,000 | 2,197 |
| Securities issued by states & political subdivisions | $5,246,000 | 3,444 |
| Other domestic debt securities | $13,326,000 | 597 |
| Privately issued residential mortgage-backed securities | $9,635,000 | 347 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $3,691,000 | 737 |
| 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 | $35,369,000 | 1,409 |
| Mortgage-backed securities | $48,993,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $9,386,000 | 2,727 |
| Issued or guaranteed by U.S. | $9,386,000 | 2,720 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $39,607,000 | 686 |
| CMOs issued by government agencies or sponsored agencies | $29,972,000 | 705 |
| Privately issued | $9,635,000 | 332 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $57,930,000 | 2,033 |
| Total debt securities | $57,931,000 | 2,238 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $59,410,000 | 2,187 |
| U.S. Government securities | $41,036,000 | 2,171 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $41,036,000 | 2,105 |
| Securities issued by states & political subdivisions | $4,879,000 | 3,507 |
| Other domestic debt securities | $13,495,000 | 597 |
| Privately issued residential mortgage-backed securities | $9,786,000 | 362 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $3,709,000 | 747 |
| 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 | $27,767,000 | 1,702 |
| Mortgage-backed securities | $50,822,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $11,507,000 | 2,361 |
| Issued or guaranteed by U.S. | $11,507,000 | 2,356 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $39,315,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $29,529,000 | 686 |
| Privately issued | $9,786,000 | 348 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $59,410,000 | 1,976 |
| Total debt securities | $59,412,000 | 2,168 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $55,293,000 | 2,237 |
| U.S. Government securities | $36,395,000 | 2,283 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $36,395,000 | 2,205 |
| Securities issued by states & political subdivisions | $4,421,000 | 3,610 |
| Other domestic debt securities | $14,477,000 | 604 |
| Privately issued residential mortgage-backed securities | $10,769,000 | 366 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $3,708,000 | 740 |
| 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 | $31,664,000 | 1,526 |
| Mortgage-backed securities | $47,164,000 | 1,244 |
| Certificates of participation in pools of residential mortgages | $7,745,000 | 2,793 |
| Issued or guaranteed by U.S. | $7,745,000 | 2,783 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $39,419,000 | 657 |
| CMOs issued by government agencies or sponsored agencies | $28,650,000 | 681 |
| Privately issued | $10,769,000 | 351 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $55,293,000 | 2,021 |
| Total debt securities | $55,291,000 | 2,211 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $52,041,000 | 2,295 |
| U.S. Government securities | $36,002,000 | 2,271 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $36,002,000 | 2,195 |
| Securities issued by states & political subdivisions | $4,665,000 | 3,456 |
| Other domestic debt securities | $11,374,000 | 695 |
| Privately issued residential mortgage-backed securities | $7,526,000 | 459 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,848,000 | 727 |
| 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 | $37,250,000 | 1,341 |
| Mortgage-backed securities | $41,519,000 | 1,324 |
| Certificates of participation in pools of residential mortgages | $3,638,000 | 3,702 |
| Issued or guaranteed by U.S. | $3,638,000 | 3,694 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $37,881,000 | 662 |
| CMOs issued by government agencies or sponsored agencies | $30,355,000 | 649 |
| Privately issued | $7,526,000 | 441 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $52,041,000 | 2,064 |
| Total debt securities | $52,042,000 | 2,269 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,860 |
| Fair value | $2,009,000 | 1,931 |
| 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 | $42,273,000 | 2,730 |
| U.S. Government securities | $27,370,000 | 2,854 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $27,370,000 | 2,771 |
| Securities issued by states & political subdivisions | $4,524,000 | 3,426 |
| Other domestic debt securities | $10,379,000 | 757 |
| Privately issued residential mortgage-backed securities | $7,156,000 | 498 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $503,000 | 143 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,720,000 | 860 |
| 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 | $33,590,000 | 1,481 |
| Mortgage-backed securities | $32,504,000 | 1,592 |
| Certificates of participation in pools of residential mortgages | $1,702,000 | 4,415 |
| Issued or guaranteed by U.S. | $1,702,000 | 4,406 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $30,802,000 | 744 |
| CMOs issued by government agencies or sponsored agencies | $23,646,000 | 732 |
| Privately issued | $7,156,000 | 481 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $42,273,000 | 2,445 |
| Total debt securities | $42,273,000 | 2,702 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,022,000 | 1,981 |
| 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 | $38,312,000 | 2,953 |
| U.S. Government securities | $28,639,000 | 2,805 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $28,639,000 | 2,738 |
| Securities issued by states & political subdivisions | $4,439,000 | 3,427 |
| Other domestic debt securities | $5,234,000 | 1,165 |
| Privately issued residential mortgage-backed securities | $2,478,000 | 805 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,756,000 | 874 |
| 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 | $21,275,000 | 2,135 |
| Mortgage-backed securities | $31,117,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | $4,631,000 | 3,553 |
| Issued or guaranteed by U.S. | $4,631,000 | 3,547 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $26,486,000 | 794 |
| CMOs issued by government agencies or sponsored agencies | $24,008,000 | 699 |
| Privately issued | $2,478,000 | 772 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $38,312,000 | 2,648 |
| Total debt securities | $38,313,000 | 2,930 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $32,850,000 | 3,286 |
| U.S. Government securities | $23,340,000 | 3,186 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $23,340,000 | 3,112 |
| Securities issued by states & political subdivisions | $4,426,000 | 3,436 |
| Other domestic debt securities | $5,084,000 | 1,221 |
| Privately issued residential mortgage-backed securities | $2,478,000 | 828 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $2,606,000 | 912 |
| 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 | $10,267,000 | 3,293 |
| Mortgage-backed securities | $25,818,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | $5,145,000 | 3,493 |
| Issued or guaranteed by U.S. | $5,145,000 | 3,483 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $20,673,000 | 920 |
| CMOs issued by government agencies or sponsored agencies | $18,195,000 | 814 |
| Privately issued | $2,478,000 | 792 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $32,850,000 | 2,967 |
| Total debt securities | $32,850,000 | 3,252 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $31,677,000 | 3,370 |
| U.S. Government securities | $21,348,000 | 3,351 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $21,348,000 | 3,281 |
| Securities issued by states & political subdivisions | $4,527,000 | 3,399 |
| Other domestic debt securities | $5,802,000 | 1,205 |
| Privately issued residential mortgage-backed securities | $2,682,000 | 873 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $3,120,000 | 875 |
| 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 | $4,218,000 | 4,635 |
| Mortgage-backed securities | $24,030,000 | 2,084 |
| Certificates of participation in pools of residential mortgages | $11,036,000 | 2,532 |
| Issued or guaranteed by U.S. | $11,036,000 | 2,523 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $12,994,000 | 1,192 |
| CMOs issued by government agencies or sponsored agencies | $10,312,000 | 1,099 |
| Privately issued | $2,682,000 | 835 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $31,677,000 | 3,027 |
| Total debt securities | $31,677,000 | 3,328 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $33,437,000 | 3,189 |
| U.S. Government securities | $21,809,000 | 3,269 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $21,809,000 | 3,204 |
| Securities issued by states & political subdivisions | $4,336,000 | 3,423 |
| Other domestic debt securities | $6,365,000 | 1,166 |
| Privately issued residential mortgage-backed securities | $746,000 | 1,268 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $5,619,000 | 607 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $927,000 | 800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,652,000 | 3,773 |
| Mortgage-backed securities | $17,492,000 | 2,546 |
| Certificates of participation in pools of residential mortgages | $15,286,000 | 2,147 |
| Issued or guaranteed by U.S. | $15,286,000 | 2,135 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,206,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $1,460,000 | 2,319 |
| Privately issued | $746,000 | 1,206 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $33,437,000 | 2,857 |
| Total debt securities | $32,509,000 | 3,223 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $20,027,000 | 4,431 |
| U.S. Government securities | $9,851,000 | 5,103 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,851,000 | 5,019 |
| Securities issued by states & political subdivisions | $4,265,000 | 3,356 |
| Other domestic debt securities | $5,244,000 | 1,206 |
| Privately issued residential mortgage-backed securities | $811,000 | 1,283 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,433,000 | 716 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $667,000 | 877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,587,000 | 3,313 |
| Mortgage-backed securities | $10,662,000 | 3,324 |
| Certificates of participation in pools of residential mortgages | $8,828,000 | 2,949 |
| Issued or guaranteed by U.S. | $8,828,000 | 2,935 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,834,000 | 2,552 |
| CMOs issued by government agencies or sponsored agencies | $1,023,000 | 2,533 |
| Privately issued | $811,000 | 1,223 |
| 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) | $20,027,000 | 3,987 |
| Total debt securities | $19,353,000 | 4,472 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $17,227,000 | 4,792 |
| U.S. Government securities | $6,202,000 | 6,068 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,202,000 | 5,980 |
| Securities issued by states & political subdivisions | $4,411,000 | 3,276 |
| Other domestic debt securities | $5,737,000 | 1,132 |
| 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 | $5,737,000 | 587 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $877,000 | 790 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,363,000 | 4,428 |
| Mortgage-backed securities | $5,103,000 | 4,282 |
| Certificates of participation in pools of residential mortgages | $4,071,000 | 3,988 |
| Issued or guaranteed by U.S. | $4,071,000 | 3,976 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,032,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $1,032,000 | 2,490 |
| 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) | $17,227,000 | 4,312 |
| Total debt securities | $16,350,000 | 4,874 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $13,928,000 | 5,230 |
| U.S. Government securities | $6,388,000 | 5,998 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,388,000 | 5,910 |
| Securities issued by states & political subdivisions | $5,675,000 | 2,918 |
| Other domestic debt securities | $1,339,000 | 2,054 |
| 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 | $1,339,000 | 1,326 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $526,000 | 926 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,524,000 | 3,686 |
| Mortgage-backed securities | $5,056,000 | 4,191 |
| Certificates of participation in pools of residential mortgages | $5,056,000 | 3,637 |
| Issued or guaranteed by U.S. | $5,056,000 | 3,625 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $13,928,000 | 4,711 |
| Total debt securities | $13,402,000 | 5,250 |
| Structured notes | ||
| Amortized cost | $190,000 | 1,685 |
| Fair value | $191,000 | 1,683 |
| 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 | $20,243,000 | 4,412 |
| U.S. Government securities | $6,833,000 | 5,915 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,833,000 | 5,831 |
| Securities issued by states & political subdivisions | $11,089,000 | 1,908 |
| Other domestic debt securities | $1,591,000 | 1,981 |
| 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 | $1,591,000 | 1,306 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $730,000 | 1,133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,370,000 | 2,888 |
| Mortgage-backed securities | $5,334,000 | 4,129 |
| Certificates of participation in pools of residential mortgages | $5,334,000 | 3,557 |
| Issued or guaranteed by U.S. | $5,334,000 | 3,541 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $20,243,000 | 3,950 |
| Total debt securities | $19,513,000 | 4,463 |
| Structured notes | ||
| Amortized cost | $195,000 | 1,720 |
| Fair value | $195,000 | 1,718 |
| 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 | $21,658,000 | 4,215 |
| U.S. Government securities | $7,526,000 | 5,740 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,526,000 | 5,655 |
| Securities issued by states & political subdivisions | $11,315,000 | 1,876 |
| Other domestic debt securities | $2,817,000 | 1,538 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,817,000 | 964 |
| 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 | $6,366,000 | 4,103 |
| Mortgage-backed securities | $6,151,000 | 3,842 |
| Certificates of participation in pools of residential mortgages | $6,151,000 | 3,229 |
| Issued or guaranteed by U.S. | $6,151,000 | 3,215 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $21,658,000 | 3,780 |
| Total debt securities | $21,658,000 | 4,164 |
| Structured notes | ||
| Amortized cost | $1,637,000 | 842 |
| Fair value | $1,689,000 | 831 |
| 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 | $20,083,000 | 4,442 |
| U.S. Government securities | $8,828,000 | 5,517 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,828,000 | 5,409 |
| Securities issued by states & political subdivisions | $11,255,000 | 1,864 |
| 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 | $7,599,000 | 3,865 |
| Mortgage-backed securities | $6,402,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | $6,402,000 | 2,893 |
| Issued or guaranteed by U.S. | $6,402,000 | 2,878 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $20,083,000 | 3,948 |
| Total debt securities | $20,083,000 | 4,388 |
| Structured notes | ||
| Amortized cost | $2,731,000 | 865 |
| Fair value | $2,739,000 | 865 |
| 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 | $21,117,000 | 4,343 |
| U.S. Government securities | $9,721,000 | 5,396 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,721,000 | 5,285 |
| Securities issued by states & political subdivisions | $11,396,000 | 1,814 |
| 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 | $7,775,000 | 3,840 |
| Mortgage-backed securities | $6,716,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $6,716,000 | 2,658 |
| Issued or guaranteed by U.S. | $6,716,000 | 2,645 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $21,117,000 | 3,828 |
| Total debt securities | $21,117,000 | 4,293 |
| Structured notes | ||
| Amortized cost | $2,316,000 | 1,144 |
| Fair value | $2,309,000 | 1,141 |
| 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 | $21,461,000 | 4,293 |
| U.S. Government securities | $10,175,000 | 5,351 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,175,000 | 5,245 |
| Securities issued by states & political subdivisions | $11,286,000 | 1,806 |
| 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 | $8,373,000 | 3,702 |
| Mortgage-backed securities | $7,063,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $7,063,000 | 2,533 |
| Issued or guaranteed by U.S. | $7,063,000 | 2,521 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $21,461,000 | 3,782 |
| Total debt securities | $21,461,000 | 4,247 |
| Structured notes | ||
| Amortized cost | $2,486,000 | 1,174 |
| Fair value | $2,473,000 | 1,152 |
| 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 | $22,103,000 | 4,224 |
| U.S. Government securities | $10,691,000 | 5,266 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,691,000 | 5,147 |
| Securities issued by states & political subdivisions | $11,412,000 | 1,797 |
| 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 | $9,242,000 | 3,571 |
| Mortgage-backed securities | $7,498,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $7,498,000 | 2,439 |
| Issued or guaranteed by U.S. | $7,498,000 | 2,429 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $22,103,000 | 3,709 |
| Total debt securities | $22,103,000 | 4,177 |
| Structured notes | ||
| Amortized cost | $2,606,000 | 1,160 |
| Fair value | $2,601,000 | 1,159 |
| 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 | $22,690,000 | 4,191 |
| U.S. Government securities | $11,217,000 | 5,217 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,217,000 | 5,091 |
| Securities issued by states & political subdivisions | $11,473,000 | 1,787 |
| 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 | $10,574,000 | 3,317 |
| Mortgage-backed securities | $8,362,000 | 2,884 |
| Certificates of participation in pools of residential mortgages | $8,362,000 | 2,313 |
| Issued or guaranteed by U.S. | $8,362,000 | 2,301 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $22,690,000 | 3,663 |
| Total debt securities | $22,690,000 | 4,138 |
| Structured notes | ||
| Amortized cost | $2,721,000 | 1,221 |
| Fair value | $2,703,000 | 1,216 |
| 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 | $22,534,000 | 4,244 |
| U.S. Government securities | $11,196,000 | 5,257 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,196,000 | 5,144 |
| Securities issued by states & political subdivisions | $11,338,000 | 1,779 |
| 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 | $11,012,000 | 3,252 |
| Mortgage-backed securities | $8,144,000 | 2,906 |
| Certificates of participation in pools of residential mortgages | $8,144,000 | 2,351 |
| Issued or guaranteed by U.S. | $8,144,000 | 2,337 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $22,534,000 | 3,708 |
| Total debt securities | $22,534,000 | 4,195 |
| Structured notes | ||
| Amortized cost | $2,316,000 | 1,418 |
| Fair value | $2,282,000 | 1,420 |
| 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 | $21,535,000 | 4,359 |
| U.S. Government securities | $11,627,000 | 5,204 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,627,000 | 5,066 |
| Securities issued by states & political subdivisions | $9,908,000 | 1,977 |
| 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 | $11,822,000 | 3,102 |
| Mortgage-backed securities | $8,218,000 | 2,898 |
| Certificates of participation in pools of residential mortgages | $8,218,000 | 2,363 |
| Issued or guaranteed by U.S. | $8,218,000 | 2,352 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $21,535,000 | 3,793 |
| Total debt securities | $21,534,000 | 4,294 |
| Structured notes | ||
| Amortized cost | $2,424,000 | 1,453 |
| Fair value | $2,383,000 | 1,446 |
| 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 | $18,862,000 | 4,774 |
| U.S. Government securities | $9,591,000 | 5,682 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,591,000 | 5,551 |
| Securities issued by states & political subdivisions | $9,271,000 | 2,087 |
| 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 | $10,528,000 | 3,323 |
| Mortgage-backed securities | $6,392,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $6,392,000 | 2,745 |
| Issued or guaranteed by U.S. | $6,392,000 | 2,731 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $18,862,000 | 4,141 |
| Total debt securities | $18,862,000 | 4,719 |
| Structured notes | ||
| Amortized cost | $1,614,000 | 1,808 |
| Fair value | $1,586,000 | 1,808 |
| 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 | $18,805,000 | 4,801 |
| U.S. Government securities | $9,601,000 | 5,670 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,601,000 | 5,530 |
| Securities issued by states & political subdivisions | $9,204,000 | 2,082 |
| 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 | $9,466,000 | 3,482 |
| Mortgage-backed securities | $6,469,000 | 3,344 |
| Certificates of participation in pools of residential mortgages | $6,469,000 | 2,759 |
| Issued or guaranteed by U.S. | $6,469,000 | 2,749 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $18,805,000 | 4,150 |
| Total debt securities | $18,805,000 | 4,746 |
| Structured notes | ||
| Amortized cost | $1,248,000 | 2,014 |
| Fair value | $1,245,000 | 1,996 |
| 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 | $17,963,000 | 4,900 |
| U.S. Government securities | $9,642,000 | 5,643 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,642,000 | 5,510 |
| Securities issued by states & political subdivisions | $8,321,000 | 2,237 |
| 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 | $9,440,000 | 3,491 |
| Mortgage-backed securities | $6,356,000 | 3,380 |
| Certificates of participation in pools of residential mortgages | $6,356,000 | 2,802 |
| Issued or guaranteed by U.S. | $6,356,000 | 2,790 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $17,963,000 | 4,251 |
| Total debt securities | $17,962,000 | 4,846 |
| Structured notes | ||
| Amortized cost | $1,331,000 | 1,933 |
| Fair value | $1,330,000 | 1,929 |
| 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 | $17,052,000 | 5,096 |
| U.S. Government securities | $8,740,000 | 5,914 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,740,000 | 5,775 |
| Securities issued by states & political subdivisions | $8,312,000 | 2,206 |
| 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 | $9,150,000 | 3,528 |
| Mortgage-backed securities | $6,199,000 | 3,509 |
| Certificates of participation in pools of residential mortgages | $6,199,000 | 2,921 |
| Issued or guaranteed by U.S. | $6,199,000 | 2,909 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $17,052,000 | 4,441 |
| Total debt securities | $17,052,000 | 5,047 |
| Structured notes | ||
| Amortized cost | $1,056,000 | 2,010 |
| Fair value | $1,055,000 | 2,011 |
| 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 | $17,288,000 | 5,097 |
| U.S. Government securities | $8,936,000 | 5,953 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,936,000 | 5,807 |
| Securities issued by states & political subdivisions | $8,352,000 | 2,204 |
| 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 | $9,376,000 | 3,494 |
| Mortgage-backed securities | $6,279,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $6,279,000 | 2,972 |
| Issued or guaranteed by U.S. | $6,279,000 | 2,961 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $17,288,000 | 4,450 |
| Total debt securities | $17,288,000 | 5,039 |
| Structured notes | ||
| Amortized cost | $1,020,000 | 2,016 |
| Fair value | $1,013,000 | 2,014 |
| 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 | $16,459,000 | 5,259 |
| U.S. Government securities | $8,286,000 | 6,103 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,286,000 | 5,957 |
| Securities issued by states & political subdivisions | $8,173,000 | 2,261 |
| 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 | $7,527,000 | 3,886 |
| Mortgage-backed securities | $6,171,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $6,171,000 | 3,020 |
| Issued or guaranteed by U.S. | $6,171,000 | 3,010 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $16,459,000 | 4,598 |
| Total debt securities | $16,459,000 | 5,189 |
| Structured notes | ||
| Amortized cost | $1,059,000 | 1,951 |
| Fair value | $1,059,000 | 1,952 |
| 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 | $17,817,000 | 5,037 |
| U.S. Government securities | $9,044,000 | 5,918 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,044,000 | 5,756 |
| Securities issued by states & political subdivisions | $8,773,000 | 2,160 |
| 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 | $7,947,000 | 3,767 |
| Mortgage-backed securities | $6,457,000 | 3,598 |
| Certificates of participation in pools of residential mortgages | $6,457,000 | 2,995 |
| Issued or guaranteed by U.S. | $6,457,000 | 2,990 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $17,817,000 | 4,388 |
| Total debt securities | $17,817,000 | 4,964 |
| Structured notes | ||
| Amortized cost | $1,149,000 | 1,923 |
| Fair value | $1,149,000 | 1,922 |
| 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 | $18,915,000 | 4,950 |
| U.S. Government securities | $9,646,000 | 5,853 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,646,000 | 5,696 |
| Securities issued by states & political subdivisions | $9,269,000 | 2,050 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,543,000 | 3,175 |
| Mortgage-backed securities | $6,987,000 | 3,542 |
| Certificates of participation in pools of residential mortgages | $6,987,000 | 2,938 |
| Issued or guaranteed by U.S. | $6,987,000 | 2,931 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $18,915,000 | 4,326 |
| Total debt securities | $18,915,000 | 4,888 |
| Structured notes | ||
| Amortized cost | $1,230,000 | 1,881 |
| Fair value | $1,217,000 | 1,872 |
| 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 | $19,387,000 | 4,858 |
| U.S. Government securities | $10,764,000 | 5,549 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,764,000 | 5,407 |
| Securities issued by states & political subdivisions | $8,623,000 | 2,206 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,571,000 | 2,997 |
| Mortgage-backed securities | $8,008,000 | 3,356 |
| Certificates of participation in pools of residential mortgages | $8,008,000 | 2,737 |
| Issued or guaranteed by U.S. | $8,008,000 | 2,727 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $19,387,000 | 4,248 |
| Total debt securities | $19,387,000 | 4,788 |
| Structured notes | ||
| Amortized cost | $1,308,000 | 1,619 |
| Fair value | $1,317,000 | 1,623 |
| 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 | $19,164,000 | 4,936 |
| U.S. Government securities | $11,010,000 | 5,523 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,010,000 | 5,357 |
| Securities issued by states & political subdivisions | $8,154,000 | 2,295 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,574,000 | 3,457 |
| Mortgage-backed securities | $8,387,000 | 3,278 |
| Certificates of participation in pools of residential mortgages | $8,387,000 | 2,684 |
| Issued or guaranteed by U.S. | $8,387,000 | 2,670 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $19,164,000 | 4,311 |
| Total debt securities | $19,164,000 | 4,859 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,313 |
| Fair value | $241,000 | 2,370 |
| 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 | $18,909,000 | 4,887 |
| U.S. Government securities | $11,081,000 | 5,362 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,081,000 | 5,194 |
| Securities issued by states & political subdivisions | $7,828,000 | 2,353 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,613,000 | 3,366 |
| Mortgage-backed securities | $8,413,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | $8,413,000 | 2,656 |
| Issued or guaranteed by U.S. | $8,413,000 | 2,646 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $18,909,000 | 4,269 |
| Total debt securities | $18,909,000 | 4,802 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,059 |
| Fair value | $238,000 | 2,121 |
| 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 | $16,657,000 | 5,195 |
| U.S. Government securities | $9,314,000 | 5,727 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,314,000 | 5,547 |
| Securities issued by states & political subdivisions | $7,343,000 | 2,427 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,677,000 | 3,841 |
| Mortgage-backed securities | $6,467,000 | 3,748 |
| Certificates of participation in pools of residential mortgages | $6,467,000 | 3,052 |
| Issued or guaranteed by U.S. | $6,467,000 | 3,040 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $16,657,000 | 4,522 |
| Total debt securities | $16,657,000 | 5,103 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $16,660,000 | 5,219 |
| U.S. Government securities | $9,292,000 | 5,758 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,292,000 | 5,581 |
| Securities issued by states & political subdivisions | $7,368,000 | 2,340 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,057,000 | 4,048 |
| Mortgage-backed securities | $6,245,000 | 3,817 |
| Certificates of participation in pools of residential mortgages | $6,245,000 | 3,065 |
| Issued or guaranteed by U.S. | $6,245,000 | 3,052 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $16,660,000 | 4,516 |
| Total debt securities | $16,660,000 | 5,119 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $17,292,000 | 5,064 |
| U.S. Government securities | $9,916,000 | 5,608 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,916,000 | 5,413 |
| Securities issued by states & political subdivisions | $7,376,000 | 2,313 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,490,000 | 3,890 |
| Mortgage-backed securities | $6,595,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | $6,595,000 | 2,945 |
| Issued or guaranteed by U.S. | $6,595,000 | 2,935 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $17,292,000 | 4,371 |
| Total debt securities | $17,292,000 | 4,979 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $10,734,000 | 6,334 |
| U.S. Government securities | $8,429,000 | 5,962 |
| U.S. Treasury securities | $206,000 | 2,925 |
| U.S. Government agency obligations | $8,223,000 | 5,798 |
| Securities issued by states & political subdivisions | $2,305,000 | 4,097 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $4,049,000 | 4,808 |
| Mortgage-backed securities | $3,457,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $3,457,000 | 3,679 |
| Issued or guaranteed by U.S. | $3,457,000 | 3,665 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $10,734,000 | 5,451 |
| Total debt securities | $10,734,000 | 6,237 |
| Structured notes | ||
| Amortized cost | $300,000 | 708 |
| Fair value | $300,000 | 713 |
| 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 | $5,941,000 | 8,044 |
| U.S. Government securities | $4,913,000 | 7,798 |
| U.S. Treasury securities | $203,000 | 3,898 |
| U.S. Government agency obligations | $4,710,000 | 7,556 |
| Securities issued by states & political subdivisions | $981,000 | 5,389 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $47,000 | 7,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,195,000 | 5,584 |
| Mortgage-backed securities | $1,816,000 | 4,880 |
| Certificates of participation in pools of residential mortgages | $1,816,000 | 4,091 |
| Issued or guaranteed by U.S. | $1,816,000 | 4,066 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $5,941,000 | 6,933 |
| Total debt securities | $5,894,000 | 7,926 |
| 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 | $5,256,000 | 8,587 |
| U.S. Government securities | $5,256,000 | 7,922 |
| U.S. Treasury securities | $497,000 | 4,602 |
| U.S. Government agency obligations | $4,759,000 | 7,641 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $918,000 | 7,310 |
| Mortgage-backed securities | $1,478,000 | 5,447 |
| Certificates of participation in pools of residential mortgages | $1,478,000 | 4,598 |
| Issued or guaranteed by U.S. | $1,478,000 | 4,585 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $5,256,000 | 7,333 |
| Total debt securities | $5,256,000 | 8,463 |
| 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 | $4,456,000 | 8,951 |
| U.S. Government securities | $4,456,000 | 8,304 |
| U.S. Treasury securities | $612,000 | 5,641 |
| U.S. Government agency obligations | $3,844,000 | 7,788 |
| 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 | $1,466,000 | 6,647 |
| Mortgage-backed securities | $2,857,000 | 4,820 |
| Certificates of participation in pools of residential mortgages | $2,857,000 | 3,890 |
| Issued or guaranteed by U.S. | $2,857,000 | 3,871 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $4,456,000 | 7,559 |
| Total debt securities | $4,456,000 | 8,816 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,458,000 | 9,039 |
| U.S. Government securities | $5,458,000 | 8,334 |
| U.S. Treasury securities | $1,796,000 | 5,412 |
| U.S. Government agency obligations | $3,662,000 | 8,020 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $1,492,000 | 5,835 |
| Certificates of participation in pools of residential mortgages | $1,492,000 | 4,826 |
| Issued or guaranteed by U.S. | $1,492,000 | 4,809 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $5,458,000 | 7,285 |
| Total debt securities | $5,458,000 | 8,913 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |