Home > Frontier State Bank > Securities
Frontier State Bank, Securities
| 2025-03-31 | Rank | |
| Total securities | $59,220,000 | 2,285 |
| U.S. Government securities | $20,650,000 | 2,818 |
| U.S. Treasury securities | $0 | 2,481 |
| U.S. Government agency obligations | $20,650,000 | 2,489 |
| Securities issued by states & political subdivisions | $2,886,000 | 3,080 |
| Other domestic debt securities | $33,475,000 | 510 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,951,000 | 288 |
| Structured financial products - Total | $0 | 891 |
| Other domestic debt securities - All other | $27,524,000 | 331 |
| 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 | $23,127,000 | 2,123 |
| Mortgage-backed securities | $9,416,000 | 2,662 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,616 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,044,000 | 1,264 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,666 |
| Other commercial mortgage-backed securities | $372,000 | 1,246 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $57,011,000 | 2,129 |
| Total debt securities | $57,012,000 | 2,303 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 344 |
| Fair value | $2,977,000 | 337 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-12-31 | Rank | |
| Total securities | $54,942,000 | 2,386 |
| U.S. Government securities | $16,050,000 | 3,090 |
| U.S. Treasury securities | $0 | 2,543 |
| U.S. Government agency obligations | $16,050,000 | 2,737 |
| Securities issued by states & political subdivisions | $2,888,000 | 3,118 |
| Other domestic debt securities | $33,834,000 | 502 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,487,000 | 282 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $27,347,000 | 336 |
| Foreign debt securities | $0 | 269 |
| 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 | $23,408,000 | 2,143 |
| Mortgage-backed securities | $4,922,000 | 3,033 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,640 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,546,000 | 1,620 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | $376,000 | 1,241 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $52,772,000 | 2,229 |
| Total debt securities | $52,773,000 | 2,407 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 369 |
| Fair value | $2,962,000 | 361 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2024-09-30 | Rank | |
| Total securities | $54,615,000 | 2,410 |
| U.S. Government securities | $17,134,000 | 3,069 |
| U.S. Treasury securities | $0 | 2,583 |
| U.S. Government agency obligations | $17,134,000 | 2,732 |
| Securities issued by states & political subdivisions | $1,750,000 | 3,359 |
| Other domestic debt securities | $33,487,000 | 511 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,102,000 | 274 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $26,385,000 | 349 |
| 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 | $24,524,000 | 2,128 |
| Mortgage-backed securities | $5,881,000 | 2,979 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,669 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,494,000 | 1,491 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $387,000 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $52,371,000 | 2,255 |
| Total debt securities | $52,370,000 | 2,443 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 390 |
| Fair value | $2,978,000 | 387 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2024-06-30 | Rank | |
| Total securities | $54,251,000 | 2,429 |
| U.S. Government securities | $17,791,000 | 3,042 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $17,791,000 | 2,677 |
| Securities issued by states & political subdivisions | $1,204,000 | 3,472 |
| Other domestic debt securities | $33,088,000 | 512 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,593,000 | 277 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $25,495,000 | 364 |
| 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 | $23,954,000 | 2,179 |
| Mortgage-backed securities | $6,753,000 | 2,849 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,669 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,372,000 | 1,330 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $381,000 | 1,246 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $52,083,000 | 2,270 |
| Total debt securities | $52,083,000 | 2,458 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 405 |
| Fair value | $2,923,000 | 400 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank | |
| Total securities | $51,886,000 | 2,527 |
| U.S. Government securities | $15,067,000 | 3,233 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $15,067,000 | 2,884 |
| Securities issued by states & political subdivisions | $1,207,000 | 3,460 |
| Other domestic debt securities | $33,442,000 | 525 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,191,000 | 271 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $25,251,000 | 331 |
| Foreign debt securities | $0 | 306 |
| 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 | $21,185,000 | 2,302 |
| Mortgage-backed securities | $4,074,000 | 3,106 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,683,000 | 1,611 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $391,000 | 1,264 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $49,716,000 | 2,361 |
| Total debt securities | $49,715,000 | 2,562 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 423 |
| Fair value | $2,913,000 | 422 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank | |
| Total securities | $50,755,000 | 2,587 |
| U.S. Government securities | $13,456,000 | 3,349 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $13,456,000 | 2,992 |
| Securities issued by states & political subdivisions | $1,217,000 | 3,487 |
| Other domestic debt securities | $33,889,000 | 529 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,699,000 | 256 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $25,190,000 | 343 |
| 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 | $19,516,000 | 2,399 |
| Mortgage-backed securities | $2,426,000 | 3,288 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,007,000 | 1,890 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $419,000 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $48,562,000 | 2,410 |
| Total debt securities | $48,561,000 | 2,624 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 442 |
| Fair value | $2,913,000 | 445 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $50,432,000 | 2,571 |
| U.S. Government securities | $13,419,000 | 3,376 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $13,419,000 | 2,978 |
| Securities issued by states & political subdivisions | $489,000 | 3,690 |
| Other domestic debt securities | $34,421,000 | 507 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,095,000 | 248 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $25,326,000 | 346 |
| 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 | $19,431,000 | 2,369 |
| Mortgage-backed securities | $2,676,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,648,000 | 1,734 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $28,000 | 1,344 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $48,329,000 | 2,394 |
| Total debt securities | $48,328,000 | 2,612 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 457 |
| Fair value | $2,855,000 | 458 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $51,156,000 | 2,619 |
| U.S. Government securities | $13,441,000 | 3,417 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $13,441,000 | 3,023 |
| Securities issued by states & political subdivisions | $491,000 | 3,727 |
| Other domestic debt securities | $35,061,000 | 498 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,807,000 | 242 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $25,254,000 | 344 |
| 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 | $19,821,000 | 2,344 |
| Mortgage-backed securities | $2,561,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,526,000 | 1,770 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $35,000 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $48,993,000 | 2,442 |
| Total debt securities | $48,994,000 | 2,656 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 494 |
| Fair value | $2,879,000 | 492 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $53,631,000 | 2,631 |
| U.S. Government securities | $13,770,000 | 3,484 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $13,770,000 | 3,023 |
| Securities issued by states & political subdivisions | $497,000 | 3,774 |
| Other domestic debt securities | $37,168,000 | 503 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,439,000 | 242 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $26,729,000 | 349 |
| 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 | $20,288,000 | 2,246 |
| Mortgage-backed securities | $2,792,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,750,000 | 1,773 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $42,000 | 1,342 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $51,436,000 | 2,454 |
| Total debt securities | $51,435,000 | 2,671 |
| Structured notes | ||
| Amortized cost | $29,873,000 | 71 |
| Fair value | $27,156,000 | 70 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $54,203,000 | 2,660 |
| U.S. Government securities | $13,795,000 | 3,499 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $13,795,000 | 3,015 |
| Securities issued by states & political subdivisions | $496,000 | 3,811 |
| Other domestic debt securities | $37,743,000 | 512 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,151,000 | 227 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $26,592,000 | 358 |
| 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 | $20,046,000 | 2,139 |
| Mortgage-backed securities | $3,004,000 | 3,333 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,956,000 | 1,756 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $48,000 | 1,342 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $52,034,000 | 2,466 |
| Total debt securities | $52,033,000 | 2,684 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 541 |
| Fair value | $2,858,000 | 539 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $54,944,000 | 2,638 |
| U.S. Government securities | $14,071,000 | 3,494 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $14,071,000 | 3,014 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $38,705,000 | 481 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,903,000 | 221 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $26,802,000 | 356 |
| 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 | $20,389,000 | 2,066 |
| Mortgage-backed securities | $3,259,000 | 3,327 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,204,000 | 1,723 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $55,000 | 1,376 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $52,776,000 | 2,458 |
| Total debt securities | $52,776,000 | 2,676 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 536 |
| Fair value | $2,847,000 | 538 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $57,639,000 | 2,605 |
| U.S. Government securities | $14,740,000 | 3,480 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $14,740,000 | 3,001 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $40,646,000 | 447 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,122,000 | 217 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $27,524,000 | 354 |
| 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 | $21,007,000 | 2,033 |
| Mortgage-backed securities | $3,571,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,473,000 | 1,791 |
| CMOs issued by government agencies or sponsored agencies | $3,473,000 | 1,716 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $98,000 | 2,020 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $98,000 | 1,447 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $55,386,000 | 2,448 |
| Total debt securities | $55,386,000 | 2,637 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 514 |
| Fair value | $2,934,000 | 516 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $50,295,000 | 2,764 |
| U.S. Government securities | $4,545,000 | 4,134 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $4,545,000 | 3,821 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $43,250,000 | 423 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $14,722,000 | 84 |
| Other domestic debt securities - All other | $28,528,000 | 336 |
| 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 | $10,405,000 | 2,596 |
| Mortgage-backed securities | $4,064,000 | 3,295 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,809,000 | 1,754 |
| CMOs issued by government agencies or sponsored agencies | $3,809,000 | 1,682 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $255,000 | 1,953 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $255,000 | 1,381 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $47,795,000 | 2,636 |
| Total debt securities | $47,794,000 | 2,809 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $36,388,000 | 3,084 |
| U.S. Government securities | $4,934,000 | 4,008 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,934,000 | 3,760 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $28,954,000 | 528 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $28,954,000 | 312 |
| 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 | $10,769,000 | 2,589 |
| Mortgage-backed securities | $4,392,000 | 3,251 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,127,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $4,127,000 | 1,632 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $265,000 | 1,919 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $265,000 | 1,368 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $33,888,000 | 2,995 |
| Total debt securities | $33,888,000 | 3,147 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $36,812,000 | 3,016 |
| U.S. Government securities | $5,353,000 | 3,954 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $5,353,000 | 3,735 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $28,959,000 | 511 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $28,959,000 | 301 |
| 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 | $11,198,000 | 2,567 |
| Mortgage-backed securities | $4,805,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,530,000 | 1,638 |
| CMOs issued by government agencies or sponsored agencies | $4,530,000 | 1,594 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $275,000 | 1,925 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $275,000 | 1,362 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $34,312,000 | 2,930 |
| Total debt securities | $34,311,000 | 3,080 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $36,178,000 | 2,986 |
| U.S. Government securities | $5,856,000 | 3,904 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $5,856,000 | 3,680 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $27,821,000 | 501 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $27,821,000 | 305 |
| 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 | $11,759,000 | 2,479 |
| Mortgage-backed securities | $5,303,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,021,000 | 1,536 |
| CMOs issued by government agencies or sponsored agencies | $5,021,000 | 1,499 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $282,000 | 1,923 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $282,000 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $33,678,000 | 2,892 |
| Total debt securities | $33,679,000 | 3,053 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $36,712,000 | 2,845 |
| U.S. Government securities | $6,580,000 | 3,716 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $6,580,000 | 3,531 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $27,631,000 | 482 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $27,631,000 | 283 |
| 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 | $12,378,000 | 2,417 |
| Mortgage-backed securities | $6,031,000 | 3,067 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,613,000 | 1,439 |
| CMOs issued by government agencies or sponsored agencies | $5,613,000 | 1,395 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $418,000 | 1,884 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $418,000 | 1,303 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $34,212,000 | 2,758 |
| Total debt securities | $34,213,000 | 2,919 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $37,638,000 | 2,719 |
| U.S. Government securities | $7,652,000 | 3,503 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $7,652,000 | 3,350 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $27,486,000 | 450 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $27,486,000 | 267 |
| 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 | $13,308,000 | 2,334 |
| Mortgage-backed securities | $7,096,000 | 2,926 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,554,000 | 1,355 |
| CMOs issued by government agencies or sponsored agencies | $6,554,000 | 1,314 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $542,000 | 1,785 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $542,000 | 1,223 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $35,138,000 | 2,629 |
| Total debt securities | $35,137,000 | 2,784 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $78,128,000 | 1,617 |
| U.S. Government securities | $9,951,000 | 3,265 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $9,951,000 | 3,112 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $66,177,000 | 240 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $38,820,000 | 111 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $27,357,000 | 244 |
| 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 | $49,444,000 | 1,037 |
| Mortgage-backed securities | $9,396,000 | 2,701 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,846,000 | 1,195 |
| CMOs issued by government agencies or sponsored agencies | $8,846,000 | 1,156 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $550,000 | 1,766 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $550,000 | 1,194 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $76,128,000 | 1,540 |
| Total debt securities | $76,128,000 | 1,634 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $84,549,000 | 1,483 |
| U.S. Government securities | $20,851,000 | 2,439 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $20,851,000 | 2,324 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $61,698,000 | 245 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $34,272,000 | 109 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $27,426,000 | 241 |
| 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 | $55,940,000 | 945 |
| Mortgage-backed securities | $12,812,000 | 2,427 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,252,000 | 1,043 |
| CMOs issued by government agencies or sponsored agencies | $12,252,000 | 1,008 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $560,000 | 1,752 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $560,000 | 1,173 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $82,549,000 | 1,403 |
| Total debt securities | $82,551,000 | 1,496 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $72,544,000 | 1,599 |
| U.S. Government securities | $43,855,000 | 1,585 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $43,855,000 | 1,502 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $26,689,000 | 410 |
| 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 | $26,689,000 | 233 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $2,000,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,937,000 | 1,036 |
| Mortgage-backed securities | $28,233,000 | 1,653 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $18,913,000 | 831 |
| CMOs issued by government agencies or sponsored agencies | $18,913,000 | 805 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $9,320,000 | 763 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $9,320,000 | 496 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $72,544,000 | 1,483 |
| Total debt securities | $70,544,000 | 1,622 |
| Structured notes | ||
| Amortized cost | $3,284,000 | 138 |
| Fair value | $2,257,000 | 180 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $81,094,000 | 1,485 |
| U.S. Government securities | $51,136,000 | 1,430 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $51,136,000 | 1,350 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $27,958,000 | 388 |
| 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 | $27,958,000 | 209 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $2,000,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,547,000 | 861 |
| Mortgage-backed securities | $42,432,000 | 1,250 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $27,931,000 | 654 |
| CMOs issued by government agencies or sponsored agencies | $27,931,000 | 624 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $14,501,000 | 580 |
| Commercial mortgage pass-through securities | $1,977,000 | 909 |
| Other commercial mortgage-backed securities | $12,524,000 | 401 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $81,094,000 | 1,372 |
| Total debt securities | $79,094,000 | 1,505 |
| Structured notes | ||
| Amortized cost | $4,261,000 | 159 |
| Fair value | $4,102,000 | 164 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $83,261,000 | 1,453 |
| U.S. Government securities | $53,672,000 | 1,370 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $53,672,000 | 1,281 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $27,589,000 | 370 |
| 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 | $27,589,000 | 205 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,000,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,745,000 | 848 |
| Mortgage-backed securities | $44,982,000 | 1,190 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $29,733,000 | 622 |
| CMOs issued by government agencies or sponsored agencies | $29,733,000 | 593 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $15,249,000 | 560 |
| Commercial mortgage pass-through securities | $1,991,000 | 901 |
| Other commercial mortgage-backed securities | $13,258,000 | 386 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $83,261,000 | 1,338 |
| Total debt securities | $81,260,000 | 1,459 |
| Structured notes | ||
| Amortized cost | $4,260,000 | 216 |
| Fair value | $3,962,000 | 242 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $95,840,000 | 1,318 |
| U.S. Government securities | $66,145,000 | 1,182 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $66,145,000 | 1,119 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $27,695,000 | 342 |
| 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 | $27,695,000 | 203 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,000,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,243,000 | 718 |
| Mortgage-backed securities | $54,500,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $33,474,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $33,474,000 | 518 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $21,026,000 | 450 |
| Commercial mortgage pass-through securities | $1,967,000 | 895 |
| Other commercial mortgage-backed securities | $19,059,000 | 307 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $95,840,000 | 1,200 |
| Total debt securities | $93,840,000 | 1,331 |
| Structured notes | ||
| Amortized cost | $5,255,000 | 204 |
| Fair value | $4,950,000 | 219 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $103,696,000 | 1,237 |
| U.S. Government securities | $71,348,000 | 1,126 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $71,348,000 | 1,065 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $30,348,000 | 319 |
| Privately issued residential mortgage-backed securities | $2,934,000 | 278 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $27,414,000 | 197 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $2,000,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,717,000 | 705 |
| Mortgage-backed securities | $65,707,000 | 883 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $41,697,000 | 451 |
| CMOs issued by government agencies or sponsored agencies | $38,763,000 | 444 |
| Privately issued | $2,934,000 | 182 |
| Commercial mortgage-backed securities | $24,010,000 | 418 |
| Commercial mortgage pass-through securities | $1,907,000 | 888 |
| Other commercial mortgage-backed securities | $22,103,000 | 274 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $103,696,000 | 1,114 |
| Total debt securities | $101,695,000 | 1,246 |
| Structured notes | ||
| Amortized cost | $5,254,000 | 215 |
| Fair value | $4,965,000 | 223 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $96,927,000 | 1,327 |
| U.S. Government securities | $64,590,000 | 1,213 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $64,590,000 | 1,146 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $30,337,000 | 308 |
| Privately issued residential mortgage-backed securities | $2,934,000 | 249 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $27,403,000 | 188 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000,000 | 172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,680,000 | 770 |
| Mortgage-backed securities | $59,211,000 | 942 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $41,418,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $38,484,000 | 449 |
| Privately issued | $2,934,000 | 174 |
| Commercial mortgage-backed securities | $17,793,000 | 469 |
| Commercial mortgage pass-through securities | $1,826,000 | 897 |
| Other commercial mortgage-backed securities | $15,967,000 | 302 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $96,927,000 | 1,209 |
| Total debt securities | $94,928,000 | 1,339 |
| Structured notes | ||
| Amortized cost | $5,252,000 | 220 |
| Fair value | $4,817,000 | 237 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $91,433,000 | 1,396 |
| U.S. Government securities | $58,907,000 | 1,311 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $58,907,000 | 1,235 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $30,526,000 | 301 |
| Privately issued residential mortgage-backed securities | $2,934,000 | 205 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $27,592,000 | 185 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000,000 | 184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,841,000 | 850 |
| Mortgage-backed securities | $53,653,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $37,813,000 | 467 |
| CMOs issued by government agencies or sponsored agencies | $34,879,000 | 475 |
| Privately issued | $2,934,000 | 172 |
| Commercial mortgage-backed securities | $15,840,000 | 492 |
| Commercial mortgage pass-through securities | $1,790,000 | 894 |
| Other commercial mortgage-backed securities | $14,050,000 | 313 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $91,433,000 | 1,275 |
| Total debt securities | $89,432,000 | 1,399 |
| Structured notes | ||
| Amortized cost | $5,251,000 | 219 |
| Fair value | $4,804,000 | 235 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $88,266,000 | 1,453 |
| U.S. Government securities | $45,507,000 | 1,598 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $45,507,000 | 1,512 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $40,759,000 | 267 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $13,139,000 | 63 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $27,620,000 | 189 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000,000 | 194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,646,000 | 899 |
| Mortgage-backed securities | $50,393,000 | 1,058 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $37,254,000 | 478 |
| CMOs issued by government agencies or sponsored agencies | $37,254,000 | 453 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $13,139,000 | 527 |
| Commercial mortgage pass-through securities | $1,806,000 | 871 |
| Other commercial mortgage-backed securities | $11,333,000 | 335 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $88,266,000 | 1,324 |
| Total debt securities | $86,266,000 | 1,450 |
| Structured notes | ||
| Amortized cost | $5,250,000 | 217 |
| Fair value | $4,803,000 | 236 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $88,120,000 | 1,466 |
| U.S. Government securities | $58,017,000 | 1,355 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $58,017,000 | 1,294 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $28,103,000 | 310 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $28,103,000 | 195 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,000,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,585,000 | 1,011 |
| Mortgage-backed securities | $51,401,000 | 1,048 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $38,054,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $38,054,000 | 446 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $13,347,000 | 457 |
| Commercial mortgage pass-through securities | $1,847,000 | 693 |
| Other commercial mortgage-backed securities | $11,500,000 | 319 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $88,120,000 | 1,332 |
| Total debt securities | $86,119,000 | 1,471 |
| Structured notes | ||
| Amortized cost | $4,963,000 | 232 |
| Fair value | $4,625,000 | 238 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $79,496,000 | 1,617 |
| U.S. Government securities | $51,134,000 | 1,511 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $51,134,000 | 1,450 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $26,362,000 | 308 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $26,362,000 | 197 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000,000 | 366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,110,000 | 1,173 |
| Mortgage-backed securities | $44,370,000 | 1,176 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $25,743,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $25,743,000 | 600 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $18,627,000 | 373 |
| Commercial mortgage pass-through securities | $1,885,000 | 691 |
| Other commercial mortgage-backed securities | $16,742,000 | 261 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $79,496,000 | 1,474 |
| Total debt securities | $77,496,000 | 1,625 |
| Structured notes | ||
| Amortized cost | $2,962,000 | 360 |
| Fair value | $2,878,000 | 355 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $74,923,000 | 1,706 |
| U.S. Government securities | $49,597,000 | 1,568 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $49,597,000 | 1,504 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $23,326,000 | 348 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $23,326,000 | 232 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,000,000 | 383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,730,000 | 1,162 |
| Mortgage-backed securities | $42,751,000 | 1,211 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $25,726,000 | 633 |
| CMOs issued by government agencies or sponsored agencies | $25,726,000 | 602 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $17,025,000 | 382 |
| Commercial mortgage pass-through securities | $1,904,000 | 697 |
| Other commercial mortgage-backed securities | $15,121,000 | 261 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $74,923,000 | 1,568 |
| Total debt securities | $72,922,000 | 1,734 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $77,139,000 | 1,710 |
| U.S. Government securities | $53,388,000 | 1,517 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $53,388,000 | 1,447 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $21,751,000 | 378 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $21,751,000 | 261 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $2,000,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,648,000 | 1,114 |
| Mortgage-backed securities | $46,620,000 | 1,162 |
| Certificates of participation in pools of residential mortgages | $2,501,000 | 3,428 |
| Issued or guaranteed by U.S. | $2,501,000 | 3,424 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $29,991,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $29,991,000 | 547 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $14,128,000 | 430 |
| Commercial mortgage pass-through securities | $1,903,000 | 679 |
| Other commercial mortgage-backed securities | $12,225,000 | 285 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $77,139,000 | 1,564 |
| Total debt securities | $75,139,000 | 1,725 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $71,823,000 | 1,820 |
| U.S. Government securities | $44,637,000 | 1,759 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $44,637,000 | 1,673 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $25,186,000 | 360 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $25,186,000 | 235 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,000,000 | 378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,988,000 | 1,343 |
| Mortgage-backed securities | $41,822,000 | 1,268 |
| Certificates of participation in pools of residential mortgages | $2,444,000 | 3,489 |
| Issued or guaranteed by U.S. | $2,444,000 | 3,484 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $32,913,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $32,913,000 | 522 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $6,465,000 | 611 |
| Commercial mortgage pass-through securities | $1,863,000 | 663 |
| Other commercial mortgage-backed securities | $4,602,000 | 439 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $71,823,000 | 1,668 |
| Total debt securities | $69,823,000 | 1,840 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $63,388,000 | 1,991 |
| U.S. Government securities | $37,551,000 | 1,968 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $37,551,000 | 1,866 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $23,837,000 | 363 |
| Privately issued residential mortgage-backed securities | $4,402,000 | 185 |
| Commercial mortgage-backed securities - Total | $1,835,000 | 100 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $17,600,000 | 298 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $2,000,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,315,000 | 1,357 |
| Mortgage-backed securities | $43,788,000 | 1,221 |
| Certificates of participation in pools of residential mortgages | $2,233,000 | 3,569 |
| Issued or guaranteed by U.S. | $2,233,000 | 3,563 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $39,720,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $35,318,000 | 497 |
| Privately issued | $4,402,000 | 174 |
| Commercial mortgage-backed securities | $1,835,000 | 954 |
| Commercial mortgage pass-through securities | $1,835,000 | 636 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $63,388,000 | 1,835 |
| Total debt securities | $61,388,000 | 2,035 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $68,093,000 | 1,886 |
| U.S. Government securities | $43,657,000 | 1,764 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $43,657,000 | 1,680 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $22,436,000 | 377 |
| Privately issued residential mortgage-backed securities | $4,569,000 | 185 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $17,867,000 | 294 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,000,000 | 401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,354,000 | 1,260 |
| Mortgage-backed securities | $48,226,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $48,226,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $43,657,000 | 435 |
| Privately issued | $4,569,000 | 178 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $68,093,000 | 1,722 |
| Total debt securities | $66,093,000 | 1,920 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $80,483,000 | 1,670 |
| U.S. Government securities | $61,700,000 | 1,365 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $61,700,000 | 1,309 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $16,783,000 | 450 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,783,000 | 311 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,000,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,700,000 | 869 |
| Mortgage-backed securities | $56,474,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $56,474,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $56,474,000 | 372 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $80,483,000 | 1,504 |
| Total debt securities | $78,483,000 | 1,678 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $105,174,000 | 1,328 |
| U.S. Government securities | $86,474,000 | 1,052 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $86,474,000 | 995 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $16,700,000 | 447 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,700,000 | 305 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,000,000 | 401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,474,000 | 706 |
| Mortgage-backed securities | $86,474,000 | 723 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $86,474,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $86,474,000 | 288 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $105,174,000 | 1,171 |
| Total debt securities | $103,174,000 | 1,324 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $83,549,000 | 1,653 |
| U.S. Government securities | $81,549,000 | 1,132 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $81,549,000 | 1,069 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,000,000 | 406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,549,000 | 743 |
| Mortgage-backed securities | $81,549,000 | 761 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $81,549,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $81,549,000 | 296 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $83,549,000 | 1,484 |
| Total debt securities | $81,549,000 | 1,664 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $73,909,000 | 1,837 |
| U.S. Government securities | $71,909,000 | 1,255 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $71,909,000 | 1,194 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,000,000 | 413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,681,000 | 930 |
| Mortgage-backed securities | $71,909,000 | 831 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $71,909,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $71,909,000 | 326 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $73,909,000 | 1,665 |
| Total debt securities | $71,909,000 | 1,859 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $68,762,000 | 2,000 |
| U.S. Government securities | $66,762,000 | 1,381 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $66,762,000 | 1,321 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,762,000 | 893 |
| Mortgage-backed securities | $66,762,000 | 913 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $66,762,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $66,762,000 | 349 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $68,762,000 | 1,807 |
| Total debt securities | $66,762,000 | 2,026 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $82,333,000 | 1,723 |
| U.S. Government securities | $80,333,000 | 1,203 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $80,333,000 | 1,137 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,000,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,166,000 | 780 |
| Mortgage-backed securities | $80,333,000 | 793 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $80,333,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $80,333,000 | 311 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $82,333,000 | 1,552 |
| Total debt securities | $80,333,000 | 1,742 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $90,182,000 | 1,591 |
| U.S. Government securities | $88,182,000 | 1,111 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $88,182,000 | 1,054 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000,000 | 418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,897,000 | 709 |
| Mortgage-backed securities | $88,182,000 | 750 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $88,182,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $88,182,000 | 294 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $90,182,000 | 1,409 |
| Total debt securities | $88,182,000 | 1,603 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $91,282,000 | 1,608 |
| U.S. Government securities | $89,282,000 | 1,112 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $89,282,000 | 1,062 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $2,000,000 | 1,401 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,000,000 | 1,072 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,961,000 | 697 |
| Mortgage-backed securities | $89,282,000 | 752 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $89,282,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $89,282,000 | 297 |
| 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) | $91,282,000 | 1,428 |
| Total debt securities | $91,282,000 | 1,587 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $96,921,000 | 1,528 |
| U.S. Government securities | $94,921,000 | 1,071 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $94,921,000 | 1,024 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $2,000,000 | 1,443 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,000,000 | 1,110 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,601,000 | 669 |
| Mortgage-backed securities | $94,921,000 | 728 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $94,921,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $94,921,000 | 291 |
| 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) | $96,921,000 | 1,360 |
| Total debt securities | $96,921,000 | 1,507 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $95,032,000 | 1,572 |
| U.S. Government securities | $93,032,000 | 1,100 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $93,032,000 | 1,053 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $2,000,000 | 1,473 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,000,000 | 1,130 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,724,000 | 686 |
| Mortgage-backed securities | $93,032,000 | 736 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $93,032,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $93,032,000 | 288 |
| 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) | $95,032,000 | 1,392 |
| Total debt securities | $95,032,000 | 1,555 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $91,615,000 | 1,612 |
| U.S. Government securities | $89,615,000 | 1,108 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $89,615,000 | 1,069 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $2,000,000 | 1,502 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,000,000 | 1,158 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,330,000 | 697 |
| Mortgage-backed securities | $89,615,000 | 750 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $89,615,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $89,615,000 | 295 |
| 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) | $91,615,000 | 1,439 |
| Total debt securities | $91,615,000 | 1,590 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $97,565,000 | 1,532 |
| U.S. Government securities | $95,565,000 | 1,063 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $95,565,000 | 1,021 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $2,000,000 | 1,550 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,000,000 | 1,196 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,259,000 | 651 |
| Mortgage-backed securities | $95,565,000 | 697 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $95,565,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $95,565,000 | 277 |
| 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) | $97,565,000 | 1,371 |
| Total debt securities | $97,565,000 | 1,514 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $105,265,000 | 1,420 |
| U.S. Government securities | $103,265,000 | 997 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $103,265,000 | 964 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $2,000,000 | 1,593 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,000,000 | 1,225 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,470,000 | 661 |
| Mortgage-backed securities | $103,265,000 | 678 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $103,265,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $103,265,000 | 271 |
| 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) | $105,265,000 | 1,276 |
| Total debt securities | $105,265,000 | 1,405 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $52,653,000 | 2,604 |
| U.S. Government securities | $50,653,000 | 1,883 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $50,653,000 | 1,827 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $2,000,000 | 1,605 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,000,000 | 1,213 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,910,000 | 1,155 |
| Mortgage-backed securities | $50,653,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $50,653,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $50,653,000 | 472 |
| 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) | $52,653,000 | 2,398 |
| Total debt securities | $52,653,000 | 2,581 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $47,658,000 | 2,733 |
| U.S. Government securities | $45,658,000 | 2,014 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $45,658,000 | 1,954 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $2,000,000 | 1,574 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,000,000 | 1,178 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,695,000 | 1,260 |
| Mortgage-backed securities | $45,658,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $45,658,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $45,658,000 | 511 |
| 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) | $47,658,000 | 2,521 |
| Total debt securities | $47,658,000 | 2,706 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $72,472,000 | 1,989 |
| U.S. Government securities | $70,472,000 | 1,423 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $70,472,000 | 1,382 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $2,000,000 | 1,624 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,000,000 | 1,214 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,328,000 | 832 |
| Mortgage-backed securities | $70,472,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $70,472,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $70,472,000 | 394 |
| 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) | $6,723,000 | 1,185 |
| Available-for-sale securities (fair market value) | $65,749,000 | 1,967 |
| Total debt securities | $72,472,000 | 1,967 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $86,821,000 | 1,695 |
| U.S. Government securities | $84,821,000 | 1,227 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $84,821,000 | 1,190 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $2,000,000 | 1,628 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $2,000,000 | 1,210 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,606,000 | 749 |
| Mortgage-backed securities | $84,821,000 | 873 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $84,821,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $84,821,000 | 352 |
| 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) | $8,582,000 | 1,049 |
| Available-for-sale securities (fair market value) | $78,239,000 | 1,694 |
| Total debt securities | $86,821,000 | 1,676 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $104,964,000 | 1,439 |
| U.S. Government securities | $102,964,000 | 1,041 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $102,964,000 | 1,008 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $2,000,000 | 1,608 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $2,000,000 | 1,179 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,784,000 | 674 |
| Mortgage-backed securities | $102,964,000 | 764 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $102,964,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $102,964,000 | 328 |
| 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) | $14,609,000 | 817 |
| Available-for-sale securities (fair market value) | $90,355,000 | 1,475 |
| Total debt securities | $104,964,000 | 1,425 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $131,284,000 | 1,138 |
| U.S. Government securities | $129,284,000 | 815 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $129,284,000 | 792 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $2,000,000 | 1,591 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $2,000,000 | 1,115 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,921,000 | 497 |
| Mortgage-backed securities | $119,309,000 | 650 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $119,309,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $119,309,000 | 279 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $18,789,000 | 716 |
| Available-for-sale securities (fair market value) | $112,495,000 | 1,190 |
| Total debt securities | $131,284,000 | 1,126 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $162,297,000 | 889 |
| U.S. Government securities | $160,297,000 | 650 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $160,297,000 | 626 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $2,000,000 | 1,595 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,000,000 | 1,092 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,606,000 | 406 |
| Mortgage-backed securities | $135,981,000 | 570 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $135,981,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $135,981,000 | 243 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $25,366,000 | 578 |
| Available-for-sale securities (fair market value) | $136,931,000 | 940 |
| Total debt securities | $162,297,000 | 879 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $171,127,000 | 851 |
| U.S. Government securities | $169,127,000 | 630 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $169,127,000 | 613 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,000,000 | 1,551 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,000,000 | 1,031 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,701,000 | 392 |
| Mortgage-backed securities | $145,859,000 | 522 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $145,859,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $145,859,000 | 215 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $32,177,000 | 480 |
| Available-for-sale securities (fair market value) | $138,950,000 | 924 |
| Total debt securities | $171,127,000 | 838 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $180,051,000 | 813 |
| U.S. Government securities | $161,619,000 | 666 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $161,619,000 | 633 |
| Securities issued by states & political subdivisions | $2,660,000 | 4,151 |
| Other domestic debt securities | $15,772,000 | 548 |
| Privately issued residential mortgage-backed securities | $13,772,000 | 296 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,000,000 | 1,039 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,138,000 | 424 |
| Mortgage-backed securities | $152,943,000 | 475 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $152,943,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $139,171,000 | 222 |
| Privately issued | $13,772,000 | 285 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $49,419,000 | 347 |
| Available-for-sale securities (fair market value) | $130,632,000 | 972 |
| Total debt securities | $180,051,000 | 800 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $160,770,000 | 859 |
| U.S. Government securities | $104,457,000 | 916 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $104,457,000 | 880 |
| Securities issued by states & political subdivisions | $2,635,000 | 4,164 |
| Other domestic debt securities | $53,678,000 | 254 |
| Privately issued residential mortgage-backed securities | $51,678,000 | 130 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,000,000 | 1,044 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,714,000 | 599 |
| Mortgage-backed securities | $133,967,000 | 518 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $133,967,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $82,289,000 | 316 |
| Privately issued | $51,678,000 | 125 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $61,725,000 | 272 |
| Available-for-sale securities (fair market value) | $99,045,000 | 1,204 |
| Total debt securities | $160,770,000 | 850 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $192,673,000 | 710 |
| U.S. Government securities | $120,836,000 | 800 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $120,836,000 | 761 |
| Securities issued by states & political subdivisions | $2,731,000 | 4,053 |
| Other domestic debt securities | $69,106,000 | 211 |
| Privately issued residential mortgage-backed securities | $67,106,000 | 111 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,000,000 | 1,048 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,722,000 | 559 |
| Mortgage-backed securities | $168,575,000 | 407 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $168,575,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $101,469,000 | 272 |
| Privately issued | $67,106,000 | 105 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $75,614,000 | 241 |
| Available-for-sale securities (fair market value) | $117,059,000 | 1,008 |
| Total debt securities | $192,673,000 | 698 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $204,096,000 | 660 |
| U.S. Government securities | $127,579,000 | 758 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $127,579,000 | 724 |
| Securities issued by states & political subdivisions | $2,643,000 | 4,043 |
| Other domestic debt securities | $73,874,000 | 201 |
| Privately issued residential mortgage-backed securities | $72,874,000 | 110 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,000,000 | 1,356 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,149,000 | 534 |
| Mortgage-backed securities | $195,436,000 | 352 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $195,436,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $122,562,000 | 229 |
| Privately issued | $72,874,000 | 105 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $92,266,000 | 209 |
| Available-for-sale securities (fair market value) | $111,830,000 | 1,040 |
| Total debt securities | $204,096,000 | 646 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $243,856,000 | 542 |
| U.S. Government securities | $162,849,000 | 590 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $162,849,000 | 558 |
| Securities issued by states & political subdivisions | $2,554,000 | 4,044 |
| Other domestic debt securities | $78,453,000 | 191 |
| Privately issued residential mortgage-backed securities | $77,453,000 | 111 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,000,000 | 1,386 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,656,000 | 473 |
| Mortgage-backed securities | $224,584,000 | 334 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $224,584,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $147,131,000 | 193 |
| Privately issued | $77,453,000 | 106 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $113,377,000 | 164 |
| Available-for-sale securities (fair market value) | $130,479,000 | 883 |
| Total debt securities | $243,856,000 | 536 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $277,437,000 | 468 |
| U.S. Government securities | $188,747,000 | 500 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $188,747,000 | 485 |
| Securities issued by states & political subdivisions | $2,536,000 | 4,074 |
| Other domestic debt securities | $86,154,000 | 191 |
| Privately issued residential mortgage-backed securities | $85,154,000 | 112 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,000,000 | 1,415 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,669,000 | 387 |
| Mortgage-backed securities | $258,671,000 | 289 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $258,671,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $173,517,000 | 158 |
| Privately issued | $85,154,000 | 107 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $139,592,000 | 134 |
| Available-for-sale securities (fair market value) | $137,845,000 | 799 |
| Total debt securities | $277,437,000 | 462 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $305,961,000 | 431 |
| U.S. Government securities | $208,383,000 | 446 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $208,383,000 | 424 |
| Securities issued by states & political subdivisions | $2,353,000 | 4,198 |
| Other domestic debt securities | $95,225,000 | 193 |
| Privately issued residential mortgage-backed securities | $94,225,000 | 113 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,000,000 | 1,506 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,681,000 | 366 |
| Mortgage-backed securities | $291,614,000 | 267 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $291,614,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $197,389,000 | 135 |
| Privately issued | $94,225,000 | 110 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $172,165,000 | 119 |
| Available-for-sale securities (fair market value) | $133,796,000 | 824 |
| Total debt securities | $305,961,000 | 416 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $366,982,000 | 374 |
| U.S. Government securities | $267,456,000 | 337 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $267,456,000 | 325 |
| Securities issued by states & political subdivisions | $2,304,000 | 4,205 |
| Other domestic debt securities | $97,222,000 | 205 |
| Privately issued residential mortgage-backed securities | $96,222,000 | 120 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,000,000 | 1,526 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $223,261,000 | 284 |
| Mortgage-backed securities | $352,684,000 | 224 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $352,684,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $256,462,000 | 106 |
| Privately issued | $96,222,000 | 114 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $210,982,000 | 100 |
| Available-for-sale securities (fair market value) | $156,000,000 | 693 |
| Total debt securities | $366,981,000 | 361 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $570,937,000 | 248 |
| U.S. Government securities | $362,696,000 | 265 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $362,696,000 | 258 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $208,241,000 | 128 |
| Privately issued residential mortgage-backed securities | $207,241,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,532 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $308,646,000 | 215 |
| Mortgage-backed securities | $556,951,000 | 167 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $556,951,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $349,710,000 | 80 |
| Privately issued | $207,241,000 | 80 |
| 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) | $348,973,000 | 64 |
| Available-for-sale securities (fair market value) | $221,964,000 | 488 |
| Total debt securities | $570,937,000 | 241 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $559,757,000 | 247 |
| U.S. Government securities | $411,145,000 | 232 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $411,145,000 | 227 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $148,612,000 | 148 |
| Privately issued residential mortgage-backed securities | $148,612,000 | 97 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $325,985,000 | 206 |
| Mortgage-backed securities | $535,771,000 | 169 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $535,771,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $387,159,000 | 77 |
| Privately issued | $148,612,000 | 89 |
| 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) | $397,076,000 | 57 |
| Available-for-sale securities (fair market value) | $162,681,000 | 638 |
| Total debt securities | $559,757,000 | 240 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $526,404,000 | 246 |
| U.S. Government securities | $405,585,000 | 220 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $405,585,000 | 216 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $120,819,000 | 174 |
| Privately issued residential mortgage-backed securities | $120,819,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $293,729,000 | 224 |
| Mortgage-backed securities | $502,504,000 | 166 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $502,504,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $381,685,000 | 68 |
| Privately issued | $120,819,000 | 110 |
| 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) | $403,938,000 | 54 |
| Available-for-sale securities (fair market value) | $122,466,000 | 838 |
| Total debt securities | $526,404,000 | 245 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $478,326,000 | 275 |
| U.S. Government securities | $413,451,000 | 213 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $413,451,000 | 210 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $64,875,000 | 281 |
| Privately issued residential mortgage-backed securities | $64,875,000 | 190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,697,000 | 225 |
| Mortgage-backed securities | $454,445,000 | 185 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $454,445,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $389,570,000 | 70 |
| Privately issued | $64,875,000 | 177 |
| 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) | $358,291,000 | 56 |
| Available-for-sale securities (fair market value) | $120,035,000 | 883 |
| Total debt securities | $478,326,000 | 271 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $449,277,000 | 296 |
| U.S. Government securities | $426,240,000 | 217 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $426,240,000 | 214 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $23,037,000 | 492 |
| Privately issued residential mortgage-backed securities | $23,037,000 | 320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $290,092,000 | 228 |
| Mortgage-backed securities | $425,292,000 | 195 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $425,292,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $402,255,000 | 66 |
| Privately issued | $23,037,000 | 299 |
| 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) | $336,314,000 | 51 |
| Available-for-sale securities (fair market value) | $112,963,000 | 951 |
| Total debt securities | $449,277,000 | 284 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $440,532,000 | 291 |
| U.S. Government securities | $440,532,000 | 211 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $440,532,000 | 205 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,294,000 | 239 |
| Mortgage-backed securities | $416,631,000 | 191 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $416,631,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $416,631,000 | 67 |
| 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) | $318,016,000 | 69 |
| Available-for-sale securities (fair market value) | $122,516,000 | 849 |
| Total debt securities | $440,532,000 | 285 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $452,855,000 | 289 |
| U.S. Government securities | $452,855,000 | 212 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $452,855,000 | 206 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $288,446,000 | 226 |
| Mortgage-backed securities | $429,033,000 | 179 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $429,033,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $429,033,000 | 65 |
| 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) | $330,901,000 | 70 |
| Available-for-sale securities (fair market value) | $121,954,000 | 833 |
| Total debt securities | $452,855,000 | 278 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $472,128,000 | 285 |
| U.S. Government securities | $472,128,000 | 215 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $472,128,000 | 211 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,707,000 | 238 |
| Mortgage-backed securities | $448,497,000 | 178 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $448,497,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $448,497,000 | 72 |
| 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) | $350,612,000 | 65 |
| Available-for-sale securities (fair market value) | $121,516,000 | 841 |
| Total debt securities | $472,128,000 | 276 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $493,244,000 | 279 |
| U.S. Government securities | $493,244,000 | 208 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $493,244,000 | 202 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $371,094,000 | 188 |
| Mortgage-backed securities | $469,525,000 | 171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $469,525,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $469,525,000 | 70 |
| 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) | $360,722,000 | 69 |
| Available-for-sale securities (fair market value) | $132,522,000 | 759 |
| Total debt securities | $493,244,000 | 269 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $491,736,000 | 279 |
| U.S. Government securities | $491,736,000 | 214 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $491,736,000 | 206 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $318,548,000 | 222 |
| Mortgage-backed securities | $468,064,000 | 172 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $468,064,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $468,064,000 | 70 |
| 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) | $357,573,000 | 67 |
| Available-for-sale securities (fair market value) | $134,163,000 | 770 |
| Total debt securities | $491,736,000 | 269 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $469,450,000 | 293 |
| U.S. Government securities | $469,450,000 | 222 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $469,450,000 | 216 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $290,686,000 | 231 |
| Mortgage-backed securities | $445,822,000 | 182 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $445,822,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $445,822,000 | 77 |
| 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) | $334,261,000 | 72 |
| Available-for-sale securities (fair market value) | $135,189,000 | 772 |
| Total debt securities | $469,450,000 | 285 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $419,509,000 | 333 |
| U.S. Government securities | $419,509,000 | 252 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $419,509,000 | 243 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,027,000 | 264 |
| Mortgage-backed securities | $396,114,000 | 202 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $396,114,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $396,114,000 | 82 |
| 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) | $284,331,000 | 88 |
| Available-for-sale securities (fair market value) | $135,178,000 | 773 |
| Total debt securities | $419,509,000 | 324 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $391,790,000 | 360 |
| U.S. Government securities | $391,790,000 | 276 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $391,790,000 | 264 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $248,279,000 | 259 |
| Mortgage-backed securities | $368,274,000 | 217 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $368,274,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $368,274,000 | 85 |
| 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) | $242,920,000 | 102 |
| Available-for-sale securities (fair market value) | $148,870,000 | 706 |
| Total debt securities | $391,790,000 | 350 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $401,269,000 | 359 |
| U.S. Government securities | $401,269,000 | 275 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $401,269,000 | 262 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,946,000 | 251 |
| Mortgage-backed securities | $377,638,000 | 224 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $377,638,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $377,638,000 | 85 |
| 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) | $243,784,000 | 102 |
| Available-for-sale securities (fair market value) | $157,485,000 | 671 |
| Total debt securities | $401,269,000 | 352 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $370,489,000 | 381 |
| U.S. Government securities | $370,489,000 | 296 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $370,489,000 | 281 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $290,814,000 | 226 |
| Mortgage-backed securities | $346,784,000 | 239 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $346,784,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $346,784,000 | 95 |
| 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) | $196,379,000 | 130 |
| Available-for-sale securities (fair market value) | $174,110,000 | 608 |
| Total debt securities | $370,489,000 | 376 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $351,158,000 | 400 |
| U.S. Government securities | $351,158,000 | 310 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $351,158,000 | 295 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,041,000 | 249 |
| Mortgage-backed securities | $327,312,000 | 253 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $327,312,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $327,312,000 | 101 |
| 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) | $155,116,000 | 149 |
| Available-for-sale securities (fair market value) | $196,042,000 | 545 |
| Total debt securities | $351,158,000 | 393 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $326,943,000 | 424 |
| U.S. Government securities | $326,943,000 | 331 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $326,943,000 | 315 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,309,000 | 256 |
| Mortgage-backed securities | $303,266,000 | 266 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $303,266,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $303,266,000 | 101 |
| 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) | $116,769,000 | 189 |
| Available-for-sale securities (fair market value) | $210,174,000 | 523 |
| Total debt securities | $326,943,000 | 417 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $344,012,000 | 410 |
| U.S. Government securities | $344,012,000 | 320 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $344,012,000 | 304 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $229,159,000 | 269 |
| Mortgage-backed securities | $331,051,000 | 260 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $331,051,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $331,051,000 | 95 |
| 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) | $111,131,000 | 205 |
| Available-for-sale securities (fair market value) | $232,881,000 | 495 |
| Total debt securities | $344,012,000 | 404 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $354,297,000 | 401 |
| U.S. Government securities | $354,297,000 | 318 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $354,297,000 | 297 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $291,270,000 | 222 |
| Mortgage-backed securities | $341,312,000 | 257 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $341,312,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $341,312,000 | 86 |
| 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) | $100,664,000 | 218 |
| Available-for-sale securities (fair market value) | $253,633,000 | 462 |
| Total debt securities | $354,297,000 | 395 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $342,066,000 | 425 |
| U.S. Government securities | $342,066,000 | 333 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $342,066,000 | 314 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $221,982,000 | 270 |
| Mortgage-backed securities | $330,094,000 | 263 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $330,094,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $330,094,000 | 89 |
| 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) | $82,432,000 | 276 |
| Available-for-sale securities (fair market value) | $259,634,000 | 462 |
| Total debt securities | $342,066,000 | 411 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $304,778,000 | 483 |
| U.S. Government securities | $304,778,000 | 363 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $304,778,000 | 343 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,955,000 | 273 |
| Mortgage-backed securities | $292,550,000 | 292 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $292,550,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $292,550,000 | 101 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $304,778,000 | 409 |
| Total debt securities | $304,778,000 | 462 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $265,313,000 | 553 |
| U.S. Government securities | $265,313,000 | 434 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $265,313,000 | 424 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,448,000 | 331 |
| Mortgage-backed securities | $215,166,000 | 371 |
| Certificates of participation in pools of residential mortgages | $876,000 | 5,382 |
| Issued or guaranteed by U.S. | $876,000 | 5,360 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $214,290,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $214,290,000 | 146 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $265,313,000 | 480 |
| Total debt securities | $265,313,000 | 531 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $225,751,000 | 624 |
| U.S. Government securities | $225,751,000 | 502 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $225,751,000 | 483 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,747,000 | 318 |
| Mortgage-backed securities | $191,035,000 | 410 |
| Certificates of participation in pools of residential mortgages | $1,152,000 | 5,160 |
| Issued or guaranteed by U.S. | $1,152,000 | 5,138 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $189,883,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $189,883,000 | 166 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $225,751,000 | 541 |
| Total debt securities | $225,751,000 | 607 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $196,599,000 | 685 |
| U.S. Government securities | $196,599,000 | 551 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $196,599,000 | 535 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,153,000 | 390 |
| Mortgage-backed securities | $174,290,000 | 450 |
| Certificates of participation in pools of residential mortgages | $1,717,000 | 4,843 |
| Issued or guaranteed by U.S. | $1,717,000 | 4,828 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $172,573,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $172,573,000 | 190 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $196,599,000 | 594 |
| Total debt securities | $196,599,000 | 663 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $179,721,000 | 723 |
| U.S. Government securities | $179,721,000 | 586 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $179,721,000 | 566 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,044,000 | 423 |
| Mortgage-backed securities | $179,721,000 | 426 |
| Certificates of participation in pools of residential mortgages | $22,479,000 | 1,389 |
| Issued or guaranteed by U.S. | $22,479,000 | 1,383 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $157,242,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $157,242,000 | 211 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $179,721,000 | 630 |
| Total debt securities | $179,721,000 | 703 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $134,684,000 | 925 |
| U.S. Government securities | $134,684,000 | 693 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $134,684,000 | 662 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,736,000 | 658 |
| Mortgage-backed securities | $134,684,000 | 491 |
| Certificates of participation in pools of residential mortgages | $26,633,000 | 1,184 |
| Issued or guaranteed by U.S. | $26,633,000 | 1,176 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $108,051,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $108,051,000 | 238 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $134,684,000 | 786 |
| Total debt securities | $134,684,000 | 890 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,575,000 | 8,978 |
| U.S. Government securities | $1,575,000 | 8,667 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,575,000 | 8,474 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 7,563 |
| Mortgage-backed securities | $1,075,000 | 5,824 |
| Certificates of participation in pools of residential mortgages | $113,000 | 6,460 |
| Issued or guaranteed by U.S. | $113,000 | 6,436 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $962,000 | 3,355 |
| CMOs issued by government agencies or sponsored agencies | $962,000 | 3,185 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,575,000 | 8,068 |
| Total debt securities | $1,575,000 | 8,901 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,740,000 | 8,446 |
| U.S. Government securities | $4,619,000 | 7,920 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,619,000 | 7,592 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $121,000 | 6,582 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 6,261 |
| Mortgage-backed securities | $128,000 | 6,803 |
| Certificates of participation in pools of residential mortgages | $128,000 | 6,280 |
| Issued or guaranteed by U.S. | $128,000 | 6,260 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $4,740,000 | 7,328 |
| Total debt securities | $4,619,000 | 8,371 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $9,164,000 | 7,329 |
| U.S. Government securities | $9,045,000 | 6,439 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,045,000 | 5,901 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $119,000 | 6,551 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 8,135 |
| Mortgage-backed securities | $143,000 | 7,129 |
| Certificates of participation in pools of residential mortgages | $143,000 | 6,567 |
| Issued or guaranteed by U.S. | $143,000 | 6,550 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $9,164,000 | 6,108 |
| Total debt securities | $9,045,000 | 7,246 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $11,265,000 | 6,729 |
| U.S. Government securities | $11,167,000 | 5,728 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $11,167,000 | 4,960 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $98,000 | 6,520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $167,000 | 7,310 |
| Certificates of participation in pools of residential mortgages | $167,000 | 6,746 |
| Issued or guaranteed by U.S. | $167,000 | 6,726 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $11,265,000 | 5,446 |
| Total debt securities | $11,167,000 | 6,631 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $12,002,000 | 6,809 |
| U.S. Government securities | $11,887,000 | 5,857 |
| U.S. Treasury securities | $499,000 | 7,258 |
| U.S. Government agency obligations | $11,388,000 | 4,824 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $115,000 | 6,240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $51,000 | 8,133 |
| Certificates of participation in pools of residential mortgages | $51,000 | 7,572 |
| Issued or guaranteed by U.S. | $51,000 | 7,545 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $12,002,000 | 5,169 |
| Total debt securities | $11,887,000 | 6,701 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,293,000 | 8,861 |
| U.S. Government securities | $7,185,000 | 8,180 |
| U.S. Treasury securities | $1,499,000 | 6,587 |
| U.S. Government agency obligations | $5,686,000 | 7,273 |
| 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 | $108,000 | 6,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $59,000 | 8,673 |
| Certificates of participation in pools of residential mortgages | $59,000 | 8,088 |
| Issued or guaranteed by U.S. | $59,000 | 8,066 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| 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) | $7,293,000 | 6,869 |
| Total debt securities | $7,185,000 | 8,807 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $5,457,000 | 10,017 |
| U.S. Government securities | $5,354,000 | 9,366 |
| U.S. Treasury securities | $3,029,000 | 5,966 |
| U.S. Government agency obligations | $2,325,000 | 9,488 |
| 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 | $103,000 | 6,140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 9,605 |
| Mortgage-backed securities | $69,000 | 9,158 |
| Certificates of participation in pools of residential mortgages | $69,000 | 8,463 |
| Issued or guaranteed by U.S. | $69,000 | 8,430 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $5,457,000 | 7,804 |
| Total debt securities | $5,354,000 | 9,943 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $9,555,000 | 8,899 |
| U.S. Government securities | $9,452,000 | 7,991 |
| U.S. Treasury securities | $7,667,000 | 4,170 |
| U.S. Government agency obligations | $1,785,000 | 10,139 |
| 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 | $103,000 | 5,922 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $72,000 | 9,718 |
| Certificates of participation in pools of residential mortgages | $72,000 | 8,954 |
| Issued or guaranteed by U.S. | $72,000 | 8,926 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $9,555,000 | 4,909 |
| Total debt securities | $9,452,000 | 8,835 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $9,031,000 | 9,457 |
| U.S. Government securities | $8,766,000 | 8,551 |
| U.S. Treasury securities | $3,719,000 | 6,713 |
| U.S. Government agency obligations | $5,047,000 | 7,873 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $162,000 | 5,505 |
| Privately issued residential mortgage-backed securities | $162,000 | 2,477 |
| 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 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $103,000 | 5,607 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $379,000 | 9,493 |
| Certificates of participation in pools of residential mortgages | $86,000 | 9,464 |
| Issued or guaranteed by U.S. | $86,000 | 9,415 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $293,000 | 6,131 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 6,208 |
| Privately issued | $162,000 | 2,077 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,928,000 | 9,350 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $9,436,000 | 9,394 |
| U.S. Government securities | $8,734,000 | 8,638 |
| U.S. Treasury securities | $1,030,000 | 10,207 |
| U.S. Government agency obligations | $7,704,000 | 6,487 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $615,000 | 4,777 |
| Privately issued residential mortgage-backed securities | $615,000 | 2,179 |
| 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 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $87,000 | 5,421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,719 |
| Mortgage-backed securities | $1,221,000 | 8,606 |
| Certificates of participation in pools of residential mortgages | $106,000 | 9,778 |
| Issued or guaranteed by U.S. | $106,000 | 9,707 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,115,000 | 4,857 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 5,438 |
| Privately issued | $615,000 | 1,806 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,349,000 | 9,289 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |