Home > Frontier Bank > Securities
Frontier Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $114,201,000 | 1,552 |
| U.S. Government securities | $40,296,000 | 2,125 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $40,296,000 | 1,850 |
| Securities issued by states & political subdivisions | $60,677,000 | 749 |
| Other domestic debt securities | $13,228,000 | 885 |
| Privately issued residential mortgage-backed securities | $7,007,000 | 325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $6,221,000 | 863 |
| 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 | $60,338,000 | 1,313 |
| Mortgage-backed securities | $46,364,000 | 1,327 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,776,000 | 1,539 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,746,000 | 987 |
| Privately issued | $7,007,000 | 254 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,568,000 | 1,090 |
| Other commercial mortgage-backed securities | $7,267,000 | 599 |
| Held to maturity securities (book value) | $36,399,000 | 631 |
| Available-for-sale securities (fair market value) | $77,802,000 | 1,815 |
| Total debt securities | $114,201,000 | 1,540 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $110,293,000 | 1,583 |
| U.S. Government securities | $39,591,000 | 2,141 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $39,591,000 | 1,848 |
| Securities issued by states & political subdivisions | $59,054,000 | 742 |
| Other domestic debt securities | $11,648,000 | 932 |
| Privately issued residential mortgage-backed securities | $5,573,000 | 332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $6,075,000 | 870 |
| 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 | $60,338,000 | 1,257 |
| Mortgage-backed securities | $44,265,000 | 1,345 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,470,000 | 1,529 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,579,000 | 978 |
| Privately issued | $5,573,000 | 259 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,564,000 | 1,061 |
| Other commercial mortgage-backed securities | $7,079,000 | 598 |
| Held to maturity securities (book value) | $36,928,000 | 641 |
| Available-for-sale securities (fair market value) | $73,365,000 | 1,844 |
| Total debt securities | $110,293,000 | 1,570 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $114,859,000 | 1,577 |
| U.S. Government securities | $41,874,000 | 2,121 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $41,874,000 | 1,831 |
| Securities issued by states & political subdivisions | $61,097,000 | 762 |
| Other domestic debt securities | $11,888,000 | 930 |
| Privately issued residential mortgage-backed securities | $5,746,000 | 342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $6,142,000 | 874 |
| 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 | $65,434,000 | 1,174 |
| Mortgage-backed securities | $46,693,000 | 1,338 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,519,000 | 1,520 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,376,000 | 959 |
| Privately issued | $5,746,000 | 262 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,636,000 | 1,046 |
| Other commercial mortgage-backed securities | $7,416,000 | 586 |
| Held to maturity securities (book value) | $37,174,000 | 642 |
| Available-for-sale securities (fair market value) | $77,685,000 | 1,831 |
| Total debt securities | $114,860,000 | 1,562 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $106,428,000 | 1,726 |
| U.S. Government securities | $29,671,000 | 2,615 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $29,671,000 | 2,192 |
| Securities issued by states & political subdivisions | $64,664,000 | 754 |
| Other domestic debt securities | $12,093,000 | 963 |
| Privately issued residential mortgage-backed securities | $5,899,000 | 357 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $6,194,000 | 908 |
| 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 | $57,016,000 | 1,257 |
| Mortgage-backed securities | $34,627,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,616,000 | 2,157 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,711,000 | 1,100 |
| Privately issued | $5,899,000 | 272 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,700,000 | 1,062 |
| Other commercial mortgage-backed securities | $7,701,000 | 595 |
| Held to maturity securities (book value) | $37,205,000 | 668 |
| Available-for-sale securities (fair market value) | $69,223,000 | 2,054 |
| Total debt securities | $106,430,000 | 1,711 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $105,495,000 | 1,765 |
| U.S. Government securities | $29,433,000 | 2,629 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $29,433,000 | 2,193 |
| Securities issued by states & political subdivisions | $64,917,000 | 784 |
| Other domestic debt securities | $11,145,000 | 1,035 |
| Privately issued residential mortgage-backed securities | $4,529,000 | 379 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $6,616,000 | 890 |
| 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 | $39,810,000 | 1,483 |
| Mortgage-backed securities | $33,034,000 | 1,693 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,570,000 | 2,173 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,692,000 | 1,114 |
| Privately issued | $4,529,000 | 275 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,699,000 | 1,057 |
| Other commercial mortgage-backed securities | $7,544,000 | 596 |
| Held to maturity securities (book value) | $37,350,000 | 673 |
| Available-for-sale securities (fair market value) | $68,145,000 | 2,111 |
| Total debt securities | $105,495,000 | 1,750 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $98,253,000 | 1,853 |
| U.S. Government securities | $23,548,000 | 2,953 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $23,548,000 | 2,485 |
| Securities issued by states & political subdivisions | $62,992,000 | 807 |
| Other domestic debt securities | $11,670,000 | 969 |
| Privately issued residential mortgage-backed securities | $4,631,000 | 363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $7,039,000 | 850 |
| 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 | $40,569,000 | 1,391 |
| Mortgage-backed securities | $27,253,000 | 1,853 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,105,000 | 2,340 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,024,000 | 1,117 |
| Privately issued | $4,631,000 | 278 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,713,000 | 1,073 |
| Other commercial mortgage-backed securities | $2,780,000 | 904 |
| Held to maturity securities (book value) | $37,382,000 | 656 |
| Available-for-sale securities (fair market value) | $60,828,000 | 2,274 |
| Total debt securities | $98,211,000 | 1,835 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $100,264,000 | 1,863 |
| U.S. Government securities | $23,190,000 | 3,003 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $23,190,000 | 2,537 |
| Securities issued by states & political subdivisions | $64,918,000 | 822 |
| Other domestic debt securities | $12,113,000 | 897 |
| Privately issued residential mortgage-backed securities | $4,912,000 | 352 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $7,201,000 | 856 |
| 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 | $42,909,000 | 1,334 |
| Mortgage-backed securities | $27,132,000 | 1,914 |
| Certificates of participation in pools of residential mortgages | $8,717,000 | 2,382 |
| Issued or guaranteed by U.S. | $8,717,000 | 2,318 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $15,901,000 | 980 |
| CMOs issued by government agencies or sponsored agencies | $10,989,000 | 1,091 |
| Privately issued | $4,912,000 | 268 |
| Commercial mortgage-backed securities | $2,514,000 | 1,438 |
| Commercial mortgage pass-through securities | $1,818,000 | 1,045 |
| Other commercial mortgage-backed securities | $696,000 | 1,299 |
| Held to maturity securities (book value) | $37,624,000 | 590 |
| Available-for-sale securities (fair market value) | $62,597,000 | 2,305 |
| Total debt securities | $100,220,000 | 1,851 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $108,058,000 | 1,733 |
| U.S. Government securities | $25,406,000 | 2,806 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $25,406,000 | 2,432 |
| Securities issued by states & political subdivisions | $69,810,000 | 778 |
| Other domestic debt securities | $12,799,000 | 858 |
| Privately issued residential mortgage-backed securities | $5,344,000 | 328 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $7,455,000 | 824 |
| 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 | $22,895,000 | 1,900 |
| Mortgage-backed securities | $29,730,000 | 1,855 |
| Certificates of participation in pools of residential mortgages | $9,647,000 | 2,312 |
| Issued or guaranteed by U.S. | $9,647,000 | 2,255 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $17,431,000 | 929 |
| CMOs issued by government agencies or sponsored agencies | $12,087,000 | 1,040 |
| Privately issued | $5,344,000 | 244 |
| Commercial mortgage-backed securities | $2,652,000 | 1,418 |
| Commercial mortgage pass-through securities | $1,909,000 | 1,028 |
| Other commercial mortgage-backed securities | $743,000 | 1,269 |
| Held to maturity securities (book value) | $39,461,000 | 517 |
| Available-for-sale securities (fair market value) | $68,554,000 | 2,179 |
| Total debt securities | $108,009,000 | 1,718 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $117,185,000 | 1,563 |
| U.S. Government securities | $29,315,000 | 2,495 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $29,315,000 | 2,262 |
| Securities issued by states & political subdivisions | $76,389,000 | 754 |
| Other domestic debt securities | $11,438,000 | 883 |
| Privately issued residential mortgage-backed securities | $4,164,000 | 338 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $7,274,000 | 791 |
| 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 | $24,444,000 | 1,816 |
| Mortgage-backed securities | $31,431,000 | 1,817 |
| Certificates of participation in pools of residential mortgages | $10,649,000 | 2,222 |
| Issued or guaranteed by U.S. | $10,649,000 | 2,159 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $17,903,000 | 878 |
| CMOs issued by government agencies or sponsored agencies | $13,739,000 | 955 |
| Privately issued | $4,164,000 | 230 |
| Commercial mortgage-backed securities | $2,879,000 | 1,373 |
| Commercial mortgage pass-through securities | $2,076,000 | 994 |
| Other commercial mortgage-backed securities | $803,000 | 1,243 |
| Held to maturity securities (book value) | $3,845,000 | 1,031 |
| Available-for-sale securities (fair market value) | $113,297,000 | 1,496 |
| Total debt securities | $117,143,000 | 1,545 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $101,526,000 | 1,694 |
| U.S. Government securities | $23,756,000 | 2,674 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $23,756,000 | 2,473 |
| Securities issued by states & political subdivisions | $66,607,000 | 821 |
| Other domestic debt securities | $11,128,000 | 848 |
| Privately issued residential mortgage-backed securities | $4,358,000 | 292 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,977,000 | 443 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,793,000 | 930 |
| 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 | $26,143,000 | 1,714 |
| Mortgage-backed securities | $22,336,000 | 2,096 |
| Certificates of participation in pools of residential mortgages | $8,128,000 | 2,458 |
| Issued or guaranteed by U.S. | $8,128,000 | 2,393 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $9,967,000 | 1,185 |
| CMOs issued by government agencies or sponsored agencies | $5,609,000 | 1,468 |
| Privately issued | $4,358,000 | 192 |
| Commercial mortgage-backed securities | $4,241,000 | 1,214 |
| Commercial mortgage pass-through securities | $4,241,000 | 753 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,845,000 | 1,203 |
| Available-for-sale securities (fair market value) | $99,646,000 | 1,595 |
| Total debt securities | $101,492,000 | 1,675 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $100,219,000 | 1,633 |
| U.S. Government securities | $23,145,000 | 2,639 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $23,145,000 | 2,456 |
| Securities issued by states & political subdivisions | $67,258,000 | 781 |
| Other domestic debt securities | $9,786,000 | 880 |
| Privately issued residential mortgage-backed securities | $2,926,000 | 338 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,058,000 | 445 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $4,802,000 | 890 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,829,000 | 1,598 |
| Mortgage-backed securities | $20,006,000 | 2,164 |
| Certificates of participation in pools of residential mortgages | $8,500,000 | 2,405 |
| Issued or guaranteed by U.S. | $8,500,000 | 2,335 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $7,127,000 | 1,321 |
| CMOs issued by government agencies or sponsored agencies | $4,201,000 | 1,594 |
| Privately issued | $2,926,000 | 210 |
| Commercial mortgage-backed securities | $4,379,000 | 1,188 |
| Commercial mortgage pass-through securities | $4,379,000 | 731 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $2,050,000 | 1,174 |
| Available-for-sale securities (fair market value) | $98,139,000 | 1,544 |
| Total debt securities | $100,191,000 | 1,616 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $90,600,000 | 1,640 |
| U.S. Government securities | $20,787,000 | 2,622 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $20,787,000 | 2,460 |
| Securities issued by states & political subdivisions | $62,078,000 | 808 |
| Other domestic debt securities | $7,659,000 | 951 |
| Privately issued residential mortgage-backed securities | $1,907,000 | 375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,140,000 | 433 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $3,612,000 | 922 |
| 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 | $31,734,000 | 1,466 |
| Mortgage-backed securities | $15,180,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $8,707,000 | 2,327 |
| Issued or guaranteed by U.S. | $8,707,000 | 2,257 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $6,473,000 | 1,339 |
| CMOs issued by government agencies or sponsored agencies | $4,566,000 | 1,517 |
| Privately issued | $1,907,000 | 230 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $2,050,000 | 1,143 |
| Available-for-sale securities (fair market value) | $88,474,000 | 1,550 |
| Total debt securities | $90,523,000 | 1,624 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $83,551,000 | 1,608 |
| U.S. Government securities | $17,053,000 | 2,703 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $17,053,000 | 2,581 |
| Securities issued by states & political subdivisions | $60,546,000 | 795 |
| Other domestic debt securities | $5,821,000 | 1,009 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,197,000 | 408 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $3,624,000 | 883 |
| 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 | $33,140,000 | 1,415 |
| Mortgage-backed securities | $12,578,000 | 2,445 |
| Certificates of participation in pools of residential mortgages | $8,469,000 | 2,238 |
| Issued or guaranteed by U.S. | $8,469,000 | 2,180 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,109,000 | 1,645 |
| CMOs issued by government agencies or sponsored agencies | $4,109,000 | 1,601 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $2,050,000 | 1,125 |
| Available-for-sale securities (fair market value) | $81,370,000 | 1,548 |
| Total debt securities | $83,420,000 | 1,597 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $73,688,000 | 1,696 |
| U.S. Government securities | $14,051,000 | 2,885 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $14,051,000 | 2,745 |
| Securities issued by states & political subdivisions | $53,675,000 | 797 |
| Other domestic debt securities | $5,828,000 | 966 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,204,000 | 389 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,624,000 | 839 |
| 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 | $34,392,000 | 1,356 |
| Mortgage-backed securities | $12,884,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $8,498,000 | 2,216 |
| Issued or guaranteed by U.S. | $8,498,000 | 2,151 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,386,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $4,386,000 | 1,602 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $2,050,000 | 1,123 |
| Available-for-sale securities (fair market value) | $71,504,000 | 1,624 |
| Total debt securities | $73,554,000 | 1,682 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $72,193,000 | 1,667 |
| U.S. Government securities | $15,409,000 | 2,788 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $15,409,000 | 2,655 |
| Securities issued by states & political subdivisions | $53,066,000 | 748 |
| Other domestic debt securities | $3,600,000 | 1,126 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,600,000 | 805 |
| 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 | $39,344,000 | 1,236 |
| Mortgage-backed securities | $14,256,000 | 2,322 |
| Certificates of participation in pools of residential mortgages | $9,584,000 | 2,082 |
| Issued or guaranteed by U.S. | $9,584,000 | 2,027 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,672,000 | 1,652 |
| CMOs issued by government agencies or sponsored agencies | $4,672,000 | 1,612 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $2,250,000 | 1,100 |
| Available-for-sale securities (fair market value) | $69,825,000 | 1,581 |
| Total debt securities | $72,075,000 | 1,651 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $65,622,000 | 1,729 |
| U.S. Government securities | $15,471,000 | 2,803 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $15,471,000 | 2,658 |
| Securities issued by states & political subdivisions | $46,744,000 | 758 |
| Other domestic debt securities | $3,322,000 | 1,102 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $3,322,000 | 757 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $85,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,281,000 | 1,187 |
| Mortgage-backed securities | $14,333,000 | 2,324 |
| Certificates of participation in pools of residential mortgages | $9,659,000 | 2,073 |
| Issued or guaranteed by U.S. | $9,659,000 | 2,015 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,674,000 | 1,654 |
| CMOs issued by government agencies or sponsored agencies | $4,674,000 | 1,612 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $2,250,000 | 1,105 |
| Available-for-sale securities (fair market value) | $63,372,000 | 1,652 |
| Total debt securities | $65,536,000 | 1,714 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $49,230,000 | 2,122 |
| U.S. Government securities | $12,857,000 | 3,109 |
| U.S. Treasury securities | $977,000 | 1,174 |
| U.S. Government agency obligations | $11,880,000 | 3,047 |
| Securities issued by states & political subdivisions | $34,674,000 | 962 |
| Other domestic debt securities | $1,517,000 | 1,374 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,517,000 | 1,009 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $182,000 | 161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,710,000 | 2,036 |
| Mortgage-backed securities | $10,821,000 | 2,535 |
| Certificates of participation in pools of residential mortgages | $5,959,000 | 2,488 |
| Issued or guaranteed by U.S. | $5,959,000 | 2,421 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,862,000 | 1,609 |
| CMOs issued by government agencies or sponsored agencies | $4,862,000 | 1,569 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $2,250,000 | 1,149 |
| Available-for-sale securities (fair market value) | $46,980,000 | 2,047 |
| Total debt securities | $49,049,000 | 2,107 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $47,387,000 | 2,169 |
| U.S. Government securities | $9,458,000 | 3,477 |
| U.S. Treasury securities | $984,000 | 1,219 |
| U.S. Government agency obligations | $8,474,000 | 3,456 |
| Securities issued by states & political subdivisions | $36,228,000 | 907 |
| Other domestic debt securities | $1,505,000 | 1,386 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,505,000 | 1,011 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $196,000 | 220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,882,000 | 1,909 |
| Mortgage-backed securities | $7,394,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $6,742,000 | 2,334 |
| Issued or guaranteed by U.S. | $6,742,000 | 2,264 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $652,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $652,000 | 2,480 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $2,250,000 | 1,214 |
| Available-for-sale securities (fair market value) | $45,137,000 | 2,088 |
| Total debt securities | $47,190,000 | 2,164 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $42,721,000 | 2,396 |
| U.S. Government securities | $5,415,000 | 4,046 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $5,415,000 | 3,889 |
| Securities issued by states & political subdivisions | $35,619,000 | 930 |
| Other domestic debt securities | $1,488,000 | 1,384 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,488,000 | 1,040 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $199,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,349,000 | 2,061 |
| Mortgage-backed securities | $5,395,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | $4,614,000 | 2,652 |
| Issued or guaranteed by U.S. | $4,614,000 | 2,580 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $781,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $781,000 | 2,414 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $2,445,000 | 1,232 |
| Available-for-sale securities (fair market value) | $40,276,000 | 2,287 |
| Total debt securities | $42,521,000 | 2,384 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $43,216,000 | 2,398 |
| U.S. Government securities | $5,723,000 | 4,067 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,723,000 | 3,912 |
| Securities issued by states & political subdivisions | $36,367,000 | 952 |
| Other domestic debt securities | $979,000 | 1,558 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $979,000 | 1,198 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $147,000 | 261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,504,000 | 2,163 |
| Mortgage-backed securities | $5,703,000 | 3,075 |
| Certificates of participation in pools of residential mortgages | $4,862,000 | 2,633 |
| Issued or guaranteed by U.S. | $4,862,000 | 2,564 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $841,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $841,000 | 2,397 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $2,445,000 | 1,249 |
| Available-for-sale securities (fair market value) | $40,771,000 | 2,298 |
| Total debt securities | $43,069,000 | 2,387 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $43,708,000 | 2,408 |
| U.S. Government securities | $6,391,000 | 4,019 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $6,391,000 | 3,864 |
| Securities issued by states & political subdivisions | $37,212,000 | 944 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $105,000 | 404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,609,000 | 2,091 |
| Mortgage-backed securities | $6,321,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $5,427,000 | 2,554 |
| Issued or guaranteed by U.S. | $5,427,000 | 2,511 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $894,000 | 2,424 |
| CMOs issued by government agencies or sponsored agencies | $894,000 | 2,377 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $2,445,000 | 1,289 |
| Available-for-sale securities (fair market value) | $41,263,000 | 2,326 |
| Total debt securities | $43,603,000 | 2,393 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $45,349,000 | 2,373 |
| U.S. Government securities | $7,147,000 | 3,964 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $7,147,000 | 3,804 |
| Securities issued by states & political subdivisions | $38,022,000 | 929 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $180,000 | 414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,590,000 | 2,013 |
| Mortgage-backed securities | $7,076,000 | 2,932 |
| Certificates of participation in pools of residential mortgages | $6,118,000 | 2,487 |
| Issued or guaranteed by U.S. | $6,118,000 | 2,474 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $958,000 | 2,391 |
| CMOs issued by government agencies or sponsored agencies | $958,000 | 2,344 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $2,445,000 | 1,318 |
| Available-for-sale securities (fair market value) | $42,904,000 | 2,253 |
| Total debt securities | $45,168,000 | 2,361 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $46,577,000 | 2,355 |
| U.S. Government securities | $7,842,000 | 3,886 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $7,842,000 | 3,731 |
| Securities issued by states & political subdivisions | $37,632,000 | 989 |
| Other domestic debt securities | $917,000 | 1,699 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $917,000 | 128 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $186,000 | 427 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,389,000 | 1,999 |
| Mortgage-backed securities | $7,655,000 | 2,894 |
| Certificates of participation in pools of residential mortgages | $6,610,000 | 2,458 |
| Issued or guaranteed by U.S. | $6,610,000 | 2,340 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,045,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $1,045,000 | 2,325 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $2,445,000 | 1,338 |
| Available-for-sale securities (fair market value) | $44,132,000 | 2,258 |
| Total debt securities | $46,390,000 | 2,343 |
| Structured notes | ||
| Amortized cost | $890,000 | 699 |
| Fair value | $917,000 | 685 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $43,756,000 | 2,495 |
| U.S. Government securities | $6,113,000 | 4,201 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,113,000 | 4,056 |
| Securities issued by states & political subdivisions | $35,348,000 | 1,061 |
| Other domestic debt securities | $2,125,000 | 1,166 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $2,125,000 | 113 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $170,000 | 470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,825,000 | 2,125 |
| Mortgage-backed securities | $5,924,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | $4,808,000 | 2,805 |
| Issued or guaranteed by U.S. | $4,808,000 | 2,801 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,116,000 | 2,355 |
| CMOs issued by government agencies or sponsored agencies | $1,116,000 | 2,296 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $2,445,000 | 1,365 |
| Available-for-sale securities (fair market value) | $41,311,000 | 2,383 |
| Total debt securities | $43,588,000 | 2,486 |
| Structured notes | ||
| Amortized cost | $2,152,000 | 409 |
| Fair value | $2,125,000 | 409 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $45,053,000 | 2,466 |
| U.S. Government securities | $6,740,000 | 4,144 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,740,000 | 4,003 |
| Securities issued by states & political subdivisions | $36,045,000 | 1,082 |
| Other domestic debt securities | $1,934,000 | 1,230 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $1,934,000 | 121 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $334,000 | 655 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,616,000 | 2,598 |
| Mortgage-backed securities | $6,301,000 | 3,083 |
| Certificates of participation in pools of residential mortgages | $5,101,000 | 2,775 |
| Issued or guaranteed by U.S. | $5,101,000 | 2,771 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,200,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $1,200,000 | 2,261 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $2,445,000 | 1,396 |
| Available-for-sale securities (fair market value) | $42,608,000 | 2,363 |
| Total debt securities | $44,234,000 | 2,479 |
| Structured notes | ||
| Amortized cost | $2,154,000 | 404 |
| Fair value | $1,934,000 | 475 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $46,270,000 | 2,458 |
| U.S. Government securities | $7,052,000 | 4,140 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,052,000 | 4,002 |
| Securities issued by states & political subdivisions | $37,035,000 | 1,079 |
| Other domestic debt securities | $1,725,000 | 1,305 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $1,725,000 | 129 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $458,000 | 640 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,418,000 | 2,560 |
| Mortgage-backed securities | $6,608,000 | 3,073 |
| Certificates of participation in pools of residential mortgages | $5,314,000 | 2,788 |
| Issued or guaranteed by U.S. | $5,314,000 | 2,785 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,294,000 | 2,311 |
| CMOs issued by government agencies or sponsored agencies | $1,294,000 | 2,252 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $2,445,000 | 1,446 |
| Available-for-sale securities (fair market value) | $43,825,000 | 2,346 |
| Total debt securities | $45,370,000 | 2,479 |
| Structured notes | ||
| Amortized cost | $2,161,000 | 423 |
| Fair value | $1,725,000 | 515 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $43,068,000 | 2,601 |
| U.S. Government securities | $4,117,000 | 4,632 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,117,000 | 4,511 |
| Securities issued by states & political subdivisions | $36,854,000 | 1,094 |
| Other domestic debt securities | $1,718,000 | 1,337 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $1,718,000 | 131 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $379,000 | 671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,476,000 | 2,855 |
| Mortgage-backed securities | $2,667,000 | 3,779 |
| Certificates of participation in pools of residential mortgages | $1,277,000 | 3,812 |
| Issued or guaranteed by U.S. | $1,277,000 | 3,806 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,390,000 | 2,313 |
| CMOs issued by government agencies or sponsored agencies | $1,390,000 | 2,248 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $2,445,000 | 1,470 |
| Available-for-sale securities (fair market value) | $40,623,000 | 2,476 |
| Total debt securities | $42,243,000 | 2,620 |
| Structured notes | ||
| Amortized cost | $2,185,000 | 439 |
| Fair value | $1,718,000 | 523 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $41,624,000 | 2,695 |
| U.S. Government securities | $6,854,000 | 4,299 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,854,000 | 4,158 |
| Securities issued by states & political subdivisions | $32,820,000 | 1,219 |
| Other domestic debt securities | $1,564,000 | 1,383 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,564,000 | 132 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $386,000 | 679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,222,000 | 2,628 |
| Mortgage-backed securities | $4,392,000 | 3,512 |
| Certificates of participation in pools of residential mortgages | $2,912,000 | 3,379 |
| Issued or guaranteed by U.S. | $2,912,000 | 3,375 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,480,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $1,480,000 | 2,246 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $2,445,000 | 1,499 |
| Available-for-sale securities (fair market value) | $39,179,000 | 2,556 |
| Total debt securities | $40,801,000 | 2,704 |
| Structured notes | ||
| Amortized cost | $2,232,000 | 459 |
| Fair value | $1,564,000 | 548 |
| Trading account assets | $1,860,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $41,895,000 | 2,663 |
| U.S. Government securities | $7,115,000 | 4,244 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,115,000 | 4,105 |
| Securities issued by states & political subdivisions | $32,823,000 | 1,221 |
| Other domestic debt securities | $1,414,000 | 1,443 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $1,414,000 | 142 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $543,000 | 614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,020,000 | 2,547 |
| Mortgage-backed securities | $4,659,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | $3,088,000 | 3,352 |
| Issued or guaranteed by U.S. | $3,088,000 | 3,347 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,571,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $1,571,000 | 2,210 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $2,445,000 | 1,504 |
| Available-for-sale securities (fair market value) | $39,450,000 | 2,533 |
| Total debt securities | $40,930,000 | 2,691 |
| Structured notes | ||
| Amortized cost | $2,290,000 | 442 |
| Fair value | $1,414,000 | 578 |
| Trading account assets | $5,350,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $42,721,000 | 2,639 |
| U.S. Government securities | $7,555,000 | 4,195 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,555,000 | 4,077 |
| Securities issued by states & political subdivisions | $33,355,000 | 1,202 |
| Other domestic debt securities | $1,361,000 | 1,460 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $1,361,000 | 140 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $450,000 | 671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,087,000 | 2,297 |
| Mortgage-backed securities | $5,081,000 | 3,440 |
| Certificates of participation in pools of residential mortgages | $3,350,000 | 3,332 |
| Issued or guaranteed by U.S. | $3,350,000 | 3,331 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,731,000 | 2,259 |
| CMOs issued by government agencies or sponsored agencies | $1,731,000 | 2,187 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $2,445,000 | 1,513 |
| Available-for-sale securities (fair market value) | $40,276,000 | 2,512 |
| Total debt securities | $41,861,000 | 2,656 |
| Structured notes | ||
| Amortized cost | $2,333,000 | 432 |
| Fair value | $1,361,000 | 567 |
| Trading account assets | $5,448,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $42,706,000 | 2,673 |
| U.S. Government securities | $7,957,000 | 4,231 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,957,000 | 4,108 |
| Securities issued by states & political subdivisions | $32,919,000 | 1,219 |
| Other domestic debt securities | $1,272,000 | 1,491 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $1,272,000 | 147 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $558,000 | 635 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,454,000 | 2,465 |
| Mortgage-backed securities | $5,472,000 | 3,408 |
| Certificates of participation in pools of residential mortgages | $3,594,000 | 3,315 |
| Issued or guaranteed by U.S. | $3,594,000 | 3,310 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,878,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $1,878,000 | 2,165 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $2,445,000 | 1,561 |
| Available-for-sale securities (fair market value) | $40,261,000 | 2,526 |
| Total debt securities | $41,761,000 | 2,686 |
| Structured notes | ||
| Amortized cost | $2,330,000 | 492 |
| Fair value | $1,272,000 | 674 |
| Trading account assets | $5,442,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $42,837,000 | 2,698 |
| U.S. Government securities | $8,350,000 | 4,278 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,350,000 | 4,165 |
| Securities issued by states & political subdivisions | $32,655,000 | 1,211 |
| Other domestic debt securities | $1,447,000 | 1,475 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $1,447,000 | 144 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $385,000 | 713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,878,000 | 1,918 |
| Mortgage-backed securities | $5,863,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | $3,837,000 | 3,293 |
| Issued or guaranteed by U.S. | $3,837,000 | 3,291 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,026,000 | 2,208 |
| CMOs issued by government agencies or sponsored agencies | $2,026,000 | 2,145 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $2,445,000 | 1,595 |
| Available-for-sale securities (fair market value) | $40,392,000 | 2,553 |
| Total debt securities | $42,049,000 | 2,712 |
| Structured notes | ||
| Amortized cost | $2,324,000 | 600 |
| Fair value | $1,447,000 | 795 |
| Trading account assets | $5,349,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $44,211,000 | 2,677 |
| U.S. Government securities | $9,882,000 | 4,123 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,882,000 | 3,984 |
| Securities issued by states & political subdivisions | $32,342,000 | 1,226 |
| Other domestic debt securities | $1,567,000 | 1,406 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $1,567,000 | 139 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $420,000 | 704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,232,000 | 2,358 |
| Mortgage-backed securities | $6,261,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $4,123,000 | 3,231 |
| Issued or guaranteed by U.S. | $4,123,000 | 3,229 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,138,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $2,138,000 | 2,134 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $2,445,000 | 1,634 |
| Available-for-sale securities (fair market value) | $41,766,000 | 2,538 |
| Total debt securities | $42,225,000 | 2,734 |
| Structured notes | ||
| Amortized cost | $2,324,000 | 679 |
| Fair value | $1,567,000 | 864 |
| Trading account assets | $5,277,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $47,437,000 | 2,580 |
| U.S. Government securities | $12,064,000 | 3,926 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $12,064,000 | 3,798 |
| Securities issued by states & political subdivisions | $33,132,000 | 1,189 |
| Other domestic debt securities | $1,634,000 | 1,387 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $1,632,000 | 133 |
| Other domestic debt securities - All other | $2,000 | 1,786 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $607,000 | 645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,412,000 | 2,150 |
| Mortgage-backed securities | $6,657,000 | 3,290 |
| Certificates of participation in pools of residential mortgages | $4,393,000 | 3,205 |
| Issued or guaranteed by U.S. | $4,393,000 | 3,202 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,264,000 | 2,175 |
| CMOs issued by government agencies or sponsored agencies | $2,264,000 | 2,109 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $2,445,000 | 1,636 |
| Available-for-sale securities (fair market value) | $44,992,000 | 2,445 |
| Total debt securities | $45,197,000 | 2,638 |
| Structured notes | ||
| Amortized cost | $2,331,000 | 789 |
| Fair value | $1,632,000 | 982 |
| Trading account assets | $5,227,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $48,379,000 | 2,592 |
| U.S. Government securities | $13,813,000 | 3,845 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $13,813,000 | 3,721 |
| Securities issued by states & political subdivisions | $32,765,000 | 1,185 |
| Other domestic debt securities | $1,291,000 | 1,502 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $1,289,000 | 147 |
| Other domestic debt securities - All other | $2,000 | 1,810 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $510,000 | 675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,035,000 | 2,214 |
| Mortgage-backed securities | $7,076,000 | 3,314 |
| Certificates of participation in pools of residential mortgages | $4,670,000 | 3,217 |
| Issued or guaranteed by U.S. | $4,670,000 | 3,215 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,406,000 | 2,199 |
| CMOs issued by government agencies or sponsored agencies | $2,406,000 | 2,130 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $2,445,000 | 1,665 |
| Available-for-sale securities (fair market value) | $45,934,000 | 2,453 |
| Total debt securities | $46,577,000 | 2,633 |
| Structured notes | ||
| Amortized cost | $2,337,000 | 896 |
| Fair value | $1,289,000 | 1,196 |
| Trading account assets | $5,142,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $49,839,000 | 2,558 |
| U.S. Government securities | $14,455,000 | 3,829 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $14,455,000 | 3,711 |
| Securities issued by states & political subdivisions | $33,354,000 | 1,144 |
| Other domestic debt securities | $1,493,000 | 1,500 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $1,491,000 | 130 |
| Other domestic debt securities - All other | $2,000 | 1,843 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $537,000 | 669 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,477,000 | 1,906 |
| Mortgage-backed securities | $7,653,000 | 3,293 |
| Certificates of participation in pools of residential mortgages | $5,047,000 | 3,205 |
| Issued or guaranteed by U.S. | $5,047,000 | 3,203 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,606,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $2,606,000 | 2,104 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,445,000 | 1,656 |
| Available-for-sale securities (fair market value) | $47,394,000 | 2,419 |
| Total debt securities | $47,808,000 | 2,615 |
| Structured notes | ||
| Amortized cost | $2,347,000 | 949 |
| Fair value | $1,491,000 | 1,228 |
| Trading account assets | $5,155,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $52,437,000 | 2,502 |
| U.S. Government securities | $17,043,000 | 3,614 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $17,043,000 | 3,498 |
| Securities issued by states & political subdivisions | $33,472,000 | 1,148 |
| Other domestic debt securities | $1,411,000 | 1,523 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $1,409,000 | 139 |
| Other domestic debt securities - All other | $2,000 | 1,861 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $511,000 | 686 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,640,000 | 1,897 |
| Mortgage-backed securities | $8,174,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | $5,440,000 | 3,192 |
| Issued or guaranteed by U.S. | $5,440,000 | 3,189 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,734,000 | 2,200 |
| CMOs issued by government agencies or sponsored agencies | $2,734,000 | 2,130 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,445,000 | 1,686 |
| Available-for-sale securities (fair market value) | $49,992,000 | 2,360 |
| Total debt securities | $50,513,000 | 2,548 |
| Structured notes | ||
| Amortized cost | $2,370,000 | 1,009 |
| Fair value | $1,409,000 | 1,327 |
| Trading account assets | $5,110,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $50,306,000 | 2,630 |
| U.S. Government securities | $17,449,000 | 3,659 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,449,000 | 3,544 |
| Securities issued by states & political subdivisions | $30,878,000 | 1,253 |
| Other domestic debt securities | $1,446,000 | 1,564 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $1,444,000 | 141 |
| Other domestic debt securities - All other | $2,000 | 1,892 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $533,000 | 683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,742,000 | 1,999 |
| Mortgage-backed securities | $8,617,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $5,742,000 | 3,225 |
| Issued or guaranteed by U.S. | $5,742,000 | 3,222 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,875,000 | 2,216 |
| CMOs issued by government agencies or sponsored agencies | $2,875,000 | 2,136 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $50,306,000 | 2,385 |
| Total debt securities | $48,329,000 | 2,680 |
| Structured notes | ||
| Amortized cost | $2,388,000 | 1,089 |
| Fair value | $1,444,000 | 1,405 |
| Trading account assets | $5,052,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $52,078,000 | 2,593 |
| U.S. Government securities | $18,223,000 | 3,633 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,223,000 | 3,527 |
| Securities issued by states & political subdivisions | $30,925,000 | 1,247 |
| Other domestic debt securities | $1,525,000 | 1,569 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $1,523,000 | 138 |
| Other domestic debt securities - All other | $2,000 | 1,951 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,405,000 | 524 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,540,000 | 2,070 |
| Mortgage-backed securities | $9,190,000 | 3,284 |
| Certificates of participation in pools of residential mortgages | $6,172,000 | 3,210 |
| Issued or guaranteed by U.S. | $6,172,000 | 3,208 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,018,000 | 2,214 |
| CMOs issued by government agencies or sponsored agencies | $3,018,000 | 2,139 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $52,078,000 | 2,358 |
| Total debt securities | $49,147,000 | 2,672 |
| Structured notes | ||
| Amortized cost | $2,415,000 | 1,132 |
| Fair value | $1,523,000 | 1,394 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $50,524,000 | 2,662 |
| U.S. Government securities | $16,873,000 | 3,814 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $16,873,000 | 3,718 |
| Securities issued by states & political subdivisions | $30,600,000 | 1,265 |
| Other domestic debt securities | $1,682,000 | 1,578 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $1,680,000 | 131 |
| Other domestic debt securities - All other | $2,000 | 2,005 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,369,000 | 528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,019,000 | 2,069 |
| Mortgage-backed securities | $9,793,000 | 3,221 |
| Certificates of participation in pools of residential mortgages | $6,599,000 | 3,146 |
| Issued or guaranteed by U.S. | $6,599,000 | 3,146 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,194,000 | 2,158 |
| CMOs issued by government agencies or sponsored agencies | $3,194,000 | 2,090 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $50,524,000 | 2,426 |
| Total debt securities | $47,475,000 | 2,764 |
| Structured notes | ||
| Amortized cost | $2,420,000 | 1,152 |
| Fair value | $1,680,000 | 1,374 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $50,126,000 | 2,676 |
| U.S. Government securities | $17,813,000 | 3,700 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,813,000 | 3,599 |
| Securities issued by states & political subdivisions | $29,489,000 | 1,316 |
| Other domestic debt securities | $1,665,000 | 1,622 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $1,663,000 | 147 |
| Other domestic debt securities - All other | $2,000 | 2,053 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,159,000 | 562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,485,000 | 1,975 |
| Mortgage-backed securities | $10,815,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | $7,201,000 | 3,062 |
| Issued or guaranteed by U.S. | $7,201,000 | 3,060 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,614,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $3,614,000 | 2,004 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $50,126,000 | 2,434 |
| Total debt securities | $47,301,000 | 2,772 |
| Structured notes | ||
| Amortized cost | $2,420,000 | 1,131 |
| Fair value | $1,663,000 | 1,356 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $49,087,000 | 2,741 |
| U.S. Government securities | $18,820,000 | 3,622 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,820,000 | 3,530 |
| Securities issued by states & political subdivisions | $27,914,000 | 1,370 |
| Other domestic debt securities | $1,594,000 | 1,689 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $1,592,000 | 163 |
| Other domestic debt securities - All other | $2,000 | 2,101 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $759,000 | 678 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,683,000 | 1,891 |
| Mortgage-backed securities | $11,781,000 | 3,019 |
| Certificates of participation in pools of residential mortgages | $7,873,000 | 2,963 |
| Issued or guaranteed by U.S. | $7,873,000 | 2,960 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,908,000 | 2,058 |
| CMOs issued by government agencies or sponsored agencies | $3,908,000 | 1,978 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $49,087,000 | 2,490 |
| Total debt securities | $46,735,000 | 2,818 |
| Structured notes | ||
| Amortized cost | $2,420,000 | 1,120 |
| Fair value | $1,592,000 | 1,356 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $49,326,000 | 2,705 |
| U.S. Government securities | $20,752,000 | 3,440 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $20,752,000 | 3,351 |
| Securities issued by states & political subdivisions | $26,408,000 | 1,429 |
| Other domestic debt securities | $1,466,000 | 1,778 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $1,464,000 | 159 |
| Other domestic debt securities - All other | $2,000 | 2,148 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $700,000 | 687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,632,000 | 1,761 |
| Mortgage-backed securities | $13,202,000 | 2,885 |
| Certificates of participation in pools of residential mortgages | $8,699,000 | 2,804 |
| Issued or guaranteed by U.S. | $8,699,000 | 2,802 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,503,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $4,503,000 | 1,906 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $49,326,000 | 2,468 |
| Total debt securities | $47,161,000 | 2,772 |
| Structured notes | ||
| Amortized cost | $2,420,000 | 1,101 |
| Fair value | $1,464,000 | 1,386 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $50,806,000 | 2,673 |
| U.S. Government securities | $22,105,000 | 3,348 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,105,000 | 3,269 |
| Securities issued by states & political subdivisions | $26,742,000 | 1,395 |
| Other domestic debt securities | $1,318,000 | 1,832 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $1,316,000 | 162 |
| Other domestic debt securities - All other | $2,000 | 2,119 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $641,000 | 707 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,325,000 | 1,717 |
| Mortgage-backed securities | $15,402,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $9,731,000 | 2,704 |
| Issued or guaranteed by U.S. | $9,731,000 | 2,703 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,671,000 | 1,887 |
| CMOs issued by government agencies or sponsored agencies | $5,671,000 | 1,796 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $50,806,000 | 2,471 |
| Total debt securities | $48,849,000 | 2,722 |
| Structured notes | ||
| Amortized cost | $2,420,000 | 1,126 |
| Fair value | $1,316,000 | 1,481 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $50,852,000 | 2,611 |
| U.S. Government securities | $23,547,000 | 3,184 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,547,000 | 3,117 |
| Securities issued by states & political subdivisions | $25,734,000 | 1,407 |
| Other domestic debt securities | $1,284,000 | 1,817 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $1,282,000 | 160 |
| Other domestic debt securities - All other | $2,000 | 2,092 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $287,000 | 836 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,456,000 | 1,450 |
| Mortgage-backed securities | $17,779,000 | 2,549 |
| Certificates of participation in pools of residential mortgages | $11,180,000 | 2,508 |
| Issued or guaranteed by U.S. | $11,180,000 | 2,507 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,599,000 | 1,818 |
| CMOs issued by government agencies or sponsored agencies | $6,599,000 | 1,722 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $50,852,000 | 2,400 |
| Total debt securities | $49,281,000 | 2,648 |
| Structured notes | ||
| Amortized cost | $2,420,000 | 1,160 |
| Fair value | $1,282,000 | 1,530 |
| 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 | $52,451,000 | 2,561 |
| U.S. Government securities | $25,721,000 | 3,075 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $25,721,000 | 3,020 |
| Securities issued by states & political subdivisions | $25,379,000 | 1,398 |
| Other domestic debt securities | $1,088,000 | 1,949 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $1,086,000 | 172 |
| Other domestic debt securities - All other | $2,000 | 2,172 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $263,000 | 850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,112,000 | 1,393 |
| Mortgage-backed securities | $19,393,000 | 2,559 |
| Certificates of participation in pools of residential mortgages | $12,319,000 | 2,527 |
| Issued or guaranteed by U.S. | $12,319,000 | 2,526 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,074,000 | 1,830 |
| CMOs issued by government agencies or sponsored agencies | $7,074,000 | 1,738 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $52,451,000 | 2,349 |
| Total debt securities | $51,102,000 | 2,594 |
| Structured notes | ||
| Amortized cost | $2,421,000 | 1,224 |
| Fair value | $1,085,000 | 1,723 |
| 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 | $47,750,000 | 2,783 |
| U.S. Government securities | $24,321,000 | 3,240 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $24,321,000 | 3,177 |
| Securities issued by states & political subdivisions | $21,841,000 | 1,580 |
| Other domestic debt securities | $1,163,000 | 1,931 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $1,161,000 | 166 |
| Other domestic debt securities - All other | $2,000 | 2,173 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $425,000 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,150,000 | 1,378 |
| Mortgage-backed securities | $19,380,000 | 2,584 |
| Certificates of participation in pools of residential mortgages | $11,903,000 | 2,609 |
| Issued or guaranteed by U.S. | $11,903,000 | 2,608 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,477,000 | 1,804 |
| CMOs issued by government agencies or sponsored agencies | $7,477,000 | 1,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $47,750,000 | 2,560 |
| Total debt securities | $46,164,000 | 2,841 |
| Structured notes | ||
| Amortized cost | $2,421,000 | 1,395 |
| Fair value | $1,161,000 | 1,903 |
| 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 | $50,775,000 | 2,641 |
| U.S. Government securities | $28,405,000 | 2,988 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $28,405,000 | 2,931 |
| Securities issued by states & political subdivisions | $21,031,000 | 1,576 |
| Other domestic debt securities | $1,039,000 | 1,973 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $1,037,000 | 173 |
| Other domestic debt securities - All other | $2,000 | 2,175 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $300,000 | 809 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,560,000 | 1,427 |
| Mortgage-backed securities | $20,513,000 | 2,511 |
| Certificates of participation in pools of residential mortgages | $12,745,000 | 2,511 |
| Issued or guaranteed by U.S. | $12,745,000 | 2,505 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,768,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $7,768,000 | 1,691 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $50,775,000 | 2,419 |
| Total debt securities | $49,439,000 | 2,671 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $1,007,000 | 2,216 |
| 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 | $54,152,000 | 2,464 |
| U.S. Government securities | $32,881,000 | 2,615 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,881,000 | 2,558 |
| Securities issued by states & political subdivisions | $19,390,000 | 1,655 |
| Other domestic debt securities | $1,566,000 | 1,730 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,566,000 | 1,227 |
| Foreign debt securities | NA | NA |
| Equity securities | $315,000 | 794 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,962,000 | 2,329 |
| Certificates of participation in pools of residential mortgages | $21,962,000 | 1,663 |
| Issued or guaranteed by U.S. | $21,962,000 | 1,662 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $54,152,000 | 2,231 |
| Total debt securities | $53,837,000 | 2,450 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $54,720,000 | 2,360 |
| U.S. Government securities | $34,047,000 | 2,488 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,047,000 | 2,427 |
| Securities issued by states & political subdivisions | $18,314,000 | 1,670 |
| Other domestic debt securities | $1,847,000 | 1,667 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,847,000 | 1,159 |
| Foreign debt securities | NA | NA |
| Equity securities | $512,000 | 743 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,989,000 | 2,434 |
| Certificates of participation in pools of residential mortgages | $19,989,000 | 1,723 |
| Issued or guaranteed by U.S. | $19,989,000 | 1,718 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 2,942 |
| Available-for-sale securities (fair market value) | $54,719,000 | 2,139 |
| Total debt securities | $54,208,000 | 2,364 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $53,767,000 | 2,403 |
| U.S. Government securities | $33,975,000 | 2,541 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,975,000 | 2,475 |
| Securities issued by states & political subdivisions | $17,210,000 | 1,710 |
| Other domestic debt securities | $1,890,000 | 1,595 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,890,000 | 1,073 |
| Foreign debt securities | NA | NA |
| Equity securities | $692,000 | 669 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,992,000 | 2,599 |
| Certificates of participation in pools of residential mortgages | $16,992,000 | 1,894 |
| Issued or guaranteed by U.S. | $16,992,000 | 1,892 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $53,767,000 | 2,177 |
| Total debt securities | $53,075,000 | 2,405 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $53,375,000 | 2,408 |
| U.S. Government securities | $36,359,000 | 2,390 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,359,000 | 2,316 |
| Securities issued by states & political subdivisions | $14,502,000 | 1,933 |
| Other domestic debt securities | $2,000,000 | 1,586 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $514,000 | 739 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,885,000 | 2,793 |
| Certificates of participation in pools of residential mortgages | $13,885,000 | 2,100 |
| Issued or guaranteed by U.S. | $13,885,000 | 2,096 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $53,375,000 | 2,178 |
| Total debt securities | $52,861,000 | 2,403 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $51,141,000 | 2,372 |
| U.S. Government securities | $34,912,000 | 2,360 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,912,000 | 2,282 |
| Securities issued by states & political subdivisions | $14,463,000 | 1,904 |
| Other domestic debt securities | $1,584,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,584,000 | 1,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $182,000 | 925 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,874,000 | 2,620 |
| Certificates of participation in pools of residential mortgages | $14,874,000 | 1,936 |
| Issued or guaranteed by U.S. | $14,874,000 | 1,930 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $51,141,000 | 2,137 |
| Total debt securities | $50,959,000 | 2,356 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $56,796,000 | 2,143 |
| U.S. Government securities | $41,035,000 | 2,038 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,035,000 | 1,966 |
| Securities issued by states & political subdivisions | $13,914,000 | 1,877 |
| Other domestic debt securities | $1,732,000 | 1,828 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,732,000 | 1,118 |
| Foreign debt securities | NA | NA |
| Equity securities | $115,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,438,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $16,438,000 | 1,763 |
| Issued or guaranteed by U.S. | $16,438,000 | 1,758 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $56,796,000 | 1,922 |
| Total debt securities | $56,681,000 | 2,124 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $51,841,000 | 2,303 |
| U.S. Government securities | $36,267,000 | 2,298 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,267,000 | 2,225 |
| Securities issued by states & political subdivisions | $13,458,000 | 1,836 |
| Other domestic debt securities | $2,001,000 | 1,726 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,001,000 | 1,003 |
| Foreign debt securities | NA | NA |
| Equity securities | $115,000 | 1,062 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,337,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | $18,337,000 | 1,650 |
| Issued or guaranteed by U.S. | $18,337,000 | 1,644 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $51,841,000 | 2,065 |
| Total debt securities | $51,726,000 | 2,282 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $57,471,000 | 2,136 |
| U.S. Government securities | $42,153,000 | 2,056 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,153,000 | 1,991 |
| Securities issued by states & political subdivisions | $12,979,000 | 1,869 |
| Other domestic debt securities | $1,964,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,964,000 | 1,046 |
| Foreign debt securities | NA | NA |
| Equity securities | $375,000 | 922 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,527,000 | 2,293 |
| Certificates of participation in pools of residential mortgages | $19,527,000 | 1,662 |
| Issued or guaranteed by U.S. | $19,527,000 | 1,658 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,000 | 3,203 |
| Available-for-sale securities (fair market value) | $57,466,000 | 1,908 |
| Total debt securities | $57,096,000 | 2,118 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $54,456,000 | 2,210 |
| U.S. Government securities | $40,753,000 | 2,073 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,753,000 | 2,010 |
| Securities issued by states & political subdivisions | $11,334,000 | 2,071 |
| Other domestic debt securities | $1,953,000 | 1,845 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,953,000 | 1,078 |
| Foreign debt securities | NA | NA |
| Equity securities | $416,000 | 924 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,258,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | $18,258,000 | 1,802 |
| Issued or guaranteed by U.S. | $18,258,000 | 1,796 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $54,456,000 | 1,976 |
| Total debt securities | $54,040,000 | 2,206 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $58,252,000 | 2,114 |
| U.S. Government securities | $42,788,000 | 1,978 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,788,000 | 1,922 |
| Securities issued by states & political subdivisions | $11,673,000 | 2,046 |
| Other domestic debt securities | $3,333,000 | 1,559 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,333,000 | 838 |
| Foreign debt securities | NA | NA |
| Equity securities | $458,000 | 951 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,989,000 | 2,035 |
| Certificates of participation in pools of residential mortgages | $24,989,000 | 1,469 |
| Issued or guaranteed by U.S. | $24,989,000 | 1,461 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $58,252,000 | 1,860 |
| Total debt securities | $57,794,000 | 2,100 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $56,367,000 | 2,118 |
| U.S. Government securities | $41,778,000 | 1,973 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,778,000 | 1,926 |
| Securities issued by states & political subdivisions | $10,616,000 | 2,132 |
| Other domestic debt securities | $3,529,000 | 1,545 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,529,000 | 825 |
| Foreign debt securities | NA | NA |
| Equity securities | $444,000 | 991 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,339,000 | 2,024 |
| Certificates of participation in pools of residential mortgages | $25,339,000 | 1,472 |
| Issued or guaranteed by U.S. | $25,339,000 | 1,464 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $56,367,000 | 1,857 |
| Total debt securities | $55,923,000 | 2,101 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $49,933,000 | 2,331 |
| U.S. Government securities | $38,294,000 | 2,163 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,294,000 | 2,113 |
| Securities issued by states & political subdivisions | $7,909,000 | 2,461 |
| Other domestic debt securities | $3,495,000 | 1,484 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,495,000 | 841 |
| Foreign debt securities | NA | NA |
| Equity securities | $235,000 | 1,129 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,642,000 | 2,147 |
| Certificates of participation in pools of residential mortgages | $23,642,000 | 1,597 |
| Issued or guaranteed by U.S. | $23,642,000 | 1,585 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,494 |
| Available-for-sale securities (fair market value) | $49,932,000 | 2,049 |
| Total debt securities | $49,698,000 | 2,311 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $51,326,000 | 2,258 |
| U.S. Government securities | $42,863,000 | 1,947 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,863,000 | 1,910 |
| Securities issued by states & political subdivisions | $4,520,000 | 3,240 |
| Other domestic debt securities | $3,322,000 | 1,469 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,322,000 | 836 |
| Foreign debt securities | NA | NA |
| Equity securities | $621,000 | 864 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,191,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $27,191,000 | 1,395 |
| Issued or guaranteed by U.S. | $27,191,000 | 1,387 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $51,326,000 | 1,982 |
| Total debt securities | $50,705,000 | 2,258 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $62,950,000 | 1,850 |
| U.S. Government securities | $53,937,000 | 1,535 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,937,000 | 1,510 |
| Securities issued by states & political subdivisions | $4,632,000 | 3,208 |
| Other domestic debt securities | $3,571,000 | 1,408 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,571,000 | 783 |
| Foreign debt securities | NA | NA |
| Equity securities | $810,000 | 812 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,660,000 | 1,374 |
| Certificates of participation in pools of residential mortgages | $38,660,000 | 1,000 |
| Issued or guaranteed by U.S. | $38,660,000 | 989 |
| 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) | $62,950,000 | 1,628 |
| Total debt securities | $62,140,000 | 1,847 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $79,190,000 | 1,512 |
| U.S. Government securities | $61,331,000 | 1,391 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,331,000 | 1,359 |
| Securities issued by states & political subdivisions | $6,314,000 | 2,768 |
| Other domestic debt securities | $4,477,000 | 1,305 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,477,000 | 752 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,068,000 | 359 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,870,000 | 1,261 |
| Certificates of participation in pools of residential mortgages | $42,870,000 | 912 |
| Issued or guaranteed by U.S. | $42,870,000 | 901 |
| 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) | $79,190,000 | 1,312 |
| Total debt securities | $72,122,000 | 1,625 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $72,937,000 | 1,629 |
| U.S. Government securities | $58,041,000 | 1,436 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,041,000 | 1,401 |
| Securities issued by states & political subdivisions | $6,590,000 | 2,722 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,306,000 | 351 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,499,000 | 1,186 |
| Certificates of participation in pools of residential mortgages | $44,499,000 | 856 |
| Issued or guaranteed by U.S. | $44,499,000 | 846 |
| 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) | $72,937,000 | 1,422 |
| Total debt securities | $64,631,000 | 1,796 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $58,451,000 | 1,997 |
| U.S. Government securities | $48,996,000 | 1,705 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,996,000 | 1,670 |
| Securities issued by states & political subdivisions | $6,753,000 | 2,679 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,702,000 | 651 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,950,000 | 1,245 |
| Certificates of participation in pools of residential mortgages | $35,950,000 | 897 |
| Issued or guaranteed by U.S. | $35,950,000 | 886 |
| 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) | $58,451,000 | 1,736 |
| Total debt securities | $55,749,000 | 2,035 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $58,412,000 | 1,978 |
| U.S. Government securities | $50,941,000 | 1,654 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,941,000 | 1,620 |
| Securities issued by states & political subdivisions | $6,753,000 | 2,636 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $718,000 | 1,086 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,008,000 | 1,257 |
| Certificates of participation in pools of residential mortgages | $33,008,000 | 906 |
| Issued or guaranteed by U.S. | $33,008,000 | 899 |
| 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) | $58,412,000 | 1,706 |
| Total debt securities | $57,694,000 | 1,953 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $52,041,000 | 2,221 |
| U.S. Government securities | $44,225,000 | 1,908 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,225,000 | 1,855 |
| Securities issued by states & political subdivisions | $7,064,000 | 2,567 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $752,000 | 1,087 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,468,000 | 1,375 |
| Certificates of participation in pools of residential mortgages | $28,468,000 | 989 |
| Issued or guaranteed by U.S. | $28,468,000 | 984 |
| 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) | $52,041,000 | 1,909 |
| Total debt securities | $51,289,000 | 2,208 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $48,475,000 | 2,364 |
| U.S. Government securities | $39,818,000 | 2,109 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,818,000 | 2,051 |
| Securities issued by states & political subdivisions | $7,877,000 | 2,407 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $780,000 | 1,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,349,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $23,349,000 | 1,142 |
| Issued or guaranteed by U.S. | $23,349,000 | 1,133 |
| 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) | $48,475,000 | 2,047 |
| Total debt securities | $47,695,000 | 2,352 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $51,537,000 | 2,266 |
| U.S. Government securities | $42,879,000 | 2,003 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,879,000 | 1,940 |
| Securities issued by states & political subdivisions | $7,884,000 | 2,404 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $774,000 | 1,144 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,537,000 | 1,516 |
| Certificates of participation in pools of residential mortgages | $24,537,000 | 1,122 |
| Issued or guaranteed by U.S. | $24,537,000 | 1,112 |
| 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) | $51,537,000 | 1,966 |
| Total debt securities | $50,763,000 | 2,258 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $49,566,000 | 2,363 |
| U.S. Government securities | $40,967,000 | 2,113 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,967,000 | 2,060 |
| Securities issued by states & political subdivisions | $7,747,000 | 2,430 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $852,000 | 1,123 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,651,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $22,651,000 | 1,211 |
| Issued or guaranteed by U.S. | $22,651,000 | 1,199 |
| 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) | $1,000 | 4,017 |
| Available-for-sale securities (fair market value) | $49,565,000 | 2,036 |
| Total debt securities | $48,714,000 | 2,348 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $50,118,000 | 2,328 |
| U.S. Government securities | $42,120,000 | 2,072 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,120,000 | 2,002 |
| Securities issued by states & political subdivisions | $7,146,000 | 2,528 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $852,000 | 1,129 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,156,000 | 1,552 |
| Certificates of participation in pools of residential mortgages | $24,156,000 | 1,164 |
| Issued or guaranteed by U.S. | $24,156,000 | 1,156 |
| 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) | $50,118,000 | 1,999 |
| Total debt securities | $49,266,000 | 2,317 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $51,933,000 | 2,281 |
| U.S. Government securities | $44,149,000 | 2,018 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,149,000 | 1,953 |
| Securities issued by states & political subdivisions | $6,932,000 | 2,552 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $852,000 | 1,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,969,000 | 1,501 |
| Certificates of participation in pools of residential mortgages | $25,969,000 | 1,119 |
| Issued or guaranteed by U.S. | $25,969,000 | 1,111 |
| 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) | $51,933,000 | 1,956 |
| Total debt securities | $51,081,000 | 2,272 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $45,950,000 | 2,550 |
| U.S. Government securities | $38,171,000 | 2,282 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,171,000 | 2,209 |
| Securities issued by states & political subdivisions | $6,927,000 | 2,545 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $852,000 | 1,181 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,965,000 | 1,804 |
| Certificates of participation in pools of residential mortgages | $19,965,000 | 1,385 |
| Issued or guaranteed by U.S. | $19,965,000 | 1,375 |
| 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) | $45,950,000 | 2,193 |
| Total debt securities | $45,098,000 | 2,545 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $39,962,000 | 2,825 |
| U.S. Government securities | $32,663,000 | 2,566 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,663,000 | 2,490 |
| Securities issued by states & political subdivisions | $6,447,000 | 2,650 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $852,000 | 1,205 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,720,000 | 2,019 |
| Certificates of participation in pools of residential mortgages | $16,720,000 | 1,566 |
| Issued or guaranteed by U.S. | $16,720,000 | 1,555 |
| 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) | $39,962,000 | 2,430 |
| Total debt securities | $39,110,000 | 2,823 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $42,965,000 | 2,684 |
| U.S. Government securities | $34,707,000 | 2,479 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,707,000 | 2,399 |
| Securities issued by states & political subdivisions | $7,406,000 | 2,399 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $852,000 | 1,214 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,686,000 | 1,938 |
| Certificates of participation in pools of residential mortgages | $18,686,000 | 1,500 |
| Issued or guaranteed by U.S. | $18,686,000 | 1,487 |
| 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) | $1,043,000 | 3,125 |
| Available-for-sale securities (fair market value) | $41,922,000 | 2,329 |
| Total debt securities | $42,113,000 | 2,676 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $40,925,000 | 2,831 |
| U.S. Government securities | $34,966,000 | 2,499 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,966,000 | 2,413 |
| Securities issued by states & political subdivisions | $5,107,000 | 3,005 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $852,000 | 1,257 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,083,000 | 1,904 |
| Certificates of participation in pools of residential mortgages | $20,083,000 | 1,468 |
| Issued or guaranteed by U.S. | $20,083,000 | 1,456 |
| 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) | $1,032,000 | 3,177 |
| Available-for-sale securities (fair market value) | $39,893,000 | 2,470 |
| Total debt securities | $40,073,000 | 2,824 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $41,675,000 | 2,807 |
| U.S. Government securities | $36,483,000 | 2,433 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,483,000 | 2,338 |
| Securities issued by states & political subdivisions | $5,190,000 | 3,010 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 2,153 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,368,000 | 1,854 |
| Certificates of participation in pools of residential mortgages | $21,368,000 | 1,422 |
| Issued or guaranteed by U.S. | $21,368,000 | 1,409 |
| 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) | $1,028,000 | 3,208 |
| Available-for-sale securities (fair market value) | $40,647,000 | 2,460 |
| Total debt securities | $41,673,000 | 2,750 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $44,274,000 | 2,646 |
| U.S. Government securities | $39,052,000 | 2,255 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,052,000 | 2,176 |
| Securities issued by states & political subdivisions | $5,220,000 | 3,010 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 2,185 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,606,000 | 1,798 |
| Certificates of participation in pools of residential mortgages | $22,606,000 | 1,373 |
| Issued or guaranteed by U.S. | $22,606,000 | 1,364 |
| 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) | $44,274,000 | 2,264 |
| Total debt securities | $44,272,000 | 2,593 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $43,068,000 | 2,767 |
| U.S. Government securities | $37,980,000 | 2,365 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,980,000 | 2,281 |
| Securities issued by states & political subdivisions | $5,086,000 | 3,042 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 2,229 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,353,000 | 1,781 |
| Certificates of participation in pools of residential mortgages | $23,353,000 | 1,358 |
| Issued or guaranteed by U.S. | $23,353,000 | 1,347 |
| 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) | $525,000 | 3,665 |
| Available-for-sale securities (fair market value) | $42,543,000 | 2,380 |
| Total debt securities | $43,066,000 | 2,710 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $29,751,000 | 3,679 |
| U.S. Government securities | $24,676,000 | 3,319 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,676,000 | 3,199 |
| Securities issued by states & political subdivisions | $5,073,000 | 3,061 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 2,250 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,623,000 | 3,080 |
| Certificates of participation in pools of residential mortgages | $9,623,000 | 2,469 |
| Issued or guaranteed by U.S. | $9,623,000 | 2,461 |
| 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) | $1,005,000 | 3,322 |
| Available-for-sale securities (fair market value) | $28,746,000 | 3,267 |
| Total debt securities | $29,749,000 | 3,602 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $29,882,000 | 3,725 |
| U.S. Government securities | $25,136,000 | 3,327 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,136,000 | 3,211 |
| Securities issued by states & political subdivisions | $4,744,000 | 3,182 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 2,304 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,251,000 | 2,971 |
| Certificates of participation in pools of residential mortgages | $10,251,000 | 2,391 |
| Issued or guaranteed by U.S. | $10,251,000 | 2,379 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| 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) | $312,000 | 4,028 |
| Available-for-sale securities (fair market value) | $29,570,000 | 3,232 |
| Total debt securities | $29,880,000 | 3,664 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $25,705,000 | 4,068 |
| U.S. Government securities | $20,958,000 | 3,674 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,958,000 | 3,533 |
| Securities issued by states & political subdivisions | $4,745,000 | 3,164 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 2,351 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,650,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $9,650,000 | 2,446 |
| Issued or guaranteed by U.S. | $9,650,000 | 2,437 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| 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) | $1,000 | 4,692 |
| Available-for-sale securities (fair market value) | $25,704,000 | 3,513 |
| Total debt securities | $25,703,000 | 3,978 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $23,344,000 | 4,241 |
| U.S. Government securities | $18,477,000 | 3,900 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,477,000 | 3,744 |
| Securities issued by states & political subdivisions | $4,865,000 | 3,085 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 2,352 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,885,000 | 3,911 |
| Certificates of participation in pools of residential mortgages | $5,885,000 | 3,202 |
| Issued or guaranteed by U.S. | $5,885,000 | 3,189 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| 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) | $23,344,000 | 3,665 |
| Total debt securities | $23,342,000 | 4,154 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $18,094,000 | 4,960 |
| U.S. Government securities | $12,635,000 | 4,963 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,635,000 | 4,782 |
| Securities issued by states & political subdivisions | $5,457,000 | 2,796 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 2,368 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,067,000 | 3,601 |
| Certificates of participation in pools of residential mortgages | $7,067,000 | 2,875 |
| Issued or guaranteed by U.S. | $7,067,000 | 2,865 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| 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) | $489,000 | 3,978 |
| Available-for-sale securities (fair market value) | $17,605,000 | 4,370 |
| Total debt securities | $18,092,000 | 4,860 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $19,957,000 | 4,655 |
| U.S. Government securities | $14,484,000 | 4,568 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,484,000 | 4,398 |
| Securities issued by states & political subdivisions | $5,471,000 | 2,784 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 2,368 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,230,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $8,222,000 | 2,618 |
| Issued or guaranteed by U.S. | $8,222,000 | 2,605 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $8,000 | 4,377 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 4,163 |
| Privately issued | NA | NA |
| 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) | $1,000 | 4,852 |
| Available-for-sale securities (fair market value) | $19,956,000 | 4,015 |
| Total debt securities | $19,955,000 | 4,566 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $19,313,000 | 4,638 |
| U.S. Government securities | $15,856,000 | 4,211 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,856,000 | 4,021 |
| Securities issued by states & political subdivisions | $3,455,000 | 3,510 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 2,342 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,501,000 | 2,653 |
| Certificates of participation in pools of residential mortgages | $10,830,000 | 1,999 |
| Issued or guaranteed by U.S. | $10,830,000 | 1,986 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $671,000 | 3,576 |
| CMOs issued by government agencies or sponsored agencies | $671,000 | 3,412 |
| Privately issued | NA | NA |
| 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) | $1,000 | 5,077 |
| Available-for-sale securities (fair market value) | $19,312,000 | 3,928 |
| Total debt securities | $19,311,000 | 4,546 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $28,200,000 | 3,585 |
| U.S. Government securities | $24,487,000 | 3,127 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,487,000 | 2,897 |
| Securities issued by states & political subdivisions | $3,713,000 | 3,333 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,436,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | $11,436,000 | 1,595 |
| Issued or guaranteed by U.S. | $11,436,000 | 1,583 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| 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) | $28,200,000 | 2,893 |
| Total debt securities | $28,200,000 | 3,495 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $23,404,000 | 4,326 |
| U.S. Government securities | $18,577,000 | 4,091 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,577,000 | 3,692 |
| Securities issued by states & political subdivisions | $4,527,000 | 3,112 |
| Other domestic debt securities | $300,000 | 3,122 |
| 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 | $300,000 | 2,656 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,664,000 | 2,931 |
| Certificates of participation in pools of residential mortgages | $7,664,000 | 2,187 |
| Issued or guaranteed by U.S. | $7,664,000 | 2,176 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $23,404,000 | 3,460 |
| Total debt securities | $23,404,000 | 4,212 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $9,549,000 | 7,241 |
| U.S. Government securities | $9,347,000 | 6,314 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,347,000 | 5,484 |
| Securities issued by states & political subdivisions | $202,000 | 7,252 |
| 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 | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,356,000 | 3,437 |
| Certificates of participation in pools of residential mortgages | $6,356,000 | 2,610 |
| Issued or guaranteed by U.S. | $6,356,000 | 2,597 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| 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) | $9,549,000 | 5,891 |
| Total debt securities | $9,549,000 | 7,105 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $4,279,000 | 9,500 |
| U.S. Government securities | $4,077,000 | 9,031 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,077,000 | 7,770 |
| Securities issued by states & political subdivisions | $202,000 | 7,502 |
| 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 | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,678,000 | 4,411 |
| Certificates of participation in pools of residential mortgages | $3,678,000 | 3,399 |
| Issued or guaranteed by U.S. | $3,678,000 | 3,385 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| 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) | $4,279,000 | 7,766 |
| Total debt securities | $4,279,000 | 9,392 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $5,077,000 | 9,743 |
| U.S. Government securities | $5,077,000 | 9,108 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,077,000 | 7,593 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,323,000 | 4,539 |
| Certificates of participation in pools of residential mortgages | $4,323,000 | 3,466 |
| Issued or guaranteed by U.S. | $4,323,000 | 3,446 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $5,077,000 | 7,734 |
| Total debt securities | $5,077,000 | 9,628 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $5,189,000 | 10,125 |
| U.S. Government securities | $5,189,000 | 9,462 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $5,189,000 | 7,598 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,267,000 | 4,801 |
| Certificates of participation in pools of residential mortgages | $4,267,000 | 3,558 |
| Issued or guaranteed by U.S. | $4,267,000 | 3,530 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $5,189,000 | 7,938 |
| Total debt securities | $5,189,000 | 10,014 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $6,433,000 | 10,187 |
| U.S. Government securities | $6,433,000 | 9,430 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $6,433,000 | 6,921 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,293,000 | 5,059 |
| Certificates of participation in pools of residential mortgages | $4,293,000 | 3,681 |
| Issued or guaranteed by U.S. | $4,293,000 | 3,654 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $4,549,000 | 8,266 |
| Available-for-sale securities (fair market value) | $1,884,000 | 8,978 |
| Total debt securities | $6,433,000 | 10,077 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |