Home > Heritage Bank, Inc. > Securities
Heritage Bank, Inc., Securities
| 2023-12-31 | Rank | |
| Total securities | $466,453,000 | 458 |
| U.S. Government securities | $253,398,000 | 549 |
| U.S. Treasury securities | $4,891,000 | 1,854 |
| U.S. Government agency obligations | $248,507,000 | 490 |
| Securities issued by states & political subdivisions | $187,447,000 | 218 |
| Other domestic debt securities | $25,608,000 | 627 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $25,608,000 | 164 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $254,500,000 | 423 |
| Mortgage-backed securities | $238,224,000 | 404 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $146,686,000 | 377 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $29,880,000 | 559 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $28,660,000 | 242 |
| Other commercial mortgage-backed securities | $32,998,000 | 239 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $466,453,000 | 370 |
| Total debt securities | $466,453,000 | 449 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $416,630,000 | 501 |
| U.S. Government securities | $228,684,000 | 599 |
| U.S. Treasury securities | $4,820,000 | 1,904 |
| U.S. Government agency obligations | $223,864,000 | 531 |
| Securities issued by states & political subdivisions | $163,026,000 | 252 |
| Other domestic debt securities | $24,920,000 | 635 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $24,920,000 | 164 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,979,000 | 397 |
| Mortgage-backed securities | $213,974,000 | 428 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $140,876,000 | 379 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,685,000 | 762 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $23,801,000 | 263 |
| Other commercial mortgage-backed securities | $31,612,000 | 249 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $416,630,000 | 404 |
| Total debt securities | $416,630,000 | 495 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $449,100,000 | 474 |
| U.S. Government securities | $244,574,000 | 577 |
| U.S. Treasury securities | $4,761,000 | 1,952 |
| U.S. Government agency obligations | $239,813,000 | 514 |
| Securities issued by states & political subdivisions | $178,971,000 | 233 |
| Other domestic debt securities | $25,555,000 | 626 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $25,555,000 | 150 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,142,000 | 426 |
| Mortgage-backed securities | $229,445,000 | 421 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $152,197,000 | 370 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,776,000 | 750 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $25,005,000 | 256 |
| Other commercial mortgage-backed securities | $33,467,000 | 244 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $449,100,000 | 386 |
| Total debt securities | $449,100,000 | 466 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $462,412,000 | 489 |
| U.S. Government securities | $253,869,000 | 583 |
| U.S. Treasury securities | $4,754,000 | 2,030 |
| U.S. Government agency obligations | $249,115,000 | 492 |
| Securities issued by states & political subdivisions | $181,387,000 | 241 |
| Other domestic debt securities | $27,156,000 | 633 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $27,156,000 | 151 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,182,000 | 390 |
| Mortgage-backed securities | $238,284,000 | 434 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $158,075,000 | 375 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $19,636,000 | 766 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $25,894,000 | 266 |
| Other commercial mortgage-backed securities | $34,679,000 | 252 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $462,412,000 | 401 |
| Total debt securities | $462,413,000 | 481 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $491,588,000 | 471 |
| U.S. Government securities | $275,108,000 | 552 |
| U.S. Treasury securities | $4,802,000 | 2,056 |
| U.S. Government agency obligations | $270,306,000 | 455 |
| Securities issued by states & political subdivisions | $187,943,000 | 240 |
| Other domestic debt securities | $28,537,000 | 627 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $28,537,000 | 153 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $271,465,000 | 327 |
| Mortgage-backed securities | $258,655,000 | 410 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $173,171,000 | 359 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,903,000 | 746 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $27,150,000 | 257 |
| Other commercial mortgage-backed securities | $37,431,000 | 243 |
| Held to maturity securities (book value) | $491,588,000 | 155 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $491,591,000 | 462 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $496,219,000 | 467 |
| U.S. Government securities | $282,159,000 | 543 |
| U.S. Treasury securities | $4,769,000 | 2,102 |
| U.S. Government agency obligations | $277,390,000 | 445 |
| Securities issued by states & political subdivisions | $184,855,000 | 243 |
| Other domestic debt securities | $29,205,000 | 592 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $29,205,000 | 129 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,704,000 | 311 |
| Mortgage-backed securities | $265,685,000 | 403 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $176,623,000 | 358 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,810,000 | 750 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $27,645,000 | 252 |
| Other commercial mortgage-backed securities | $39,607,000 | 260 |
| Held to maturity securities (book value) | $496,219,000 | 153 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $496,220,000 | 460 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $453,240,000 | 527 |
| U.S. Government securities | $286,022,000 | 543 |
| U.S. Treasury securities | $4,746,000 | 2,078 |
| U.S. Government agency obligations | $281,276,000 | 457 |
| Securities issued by states & political subdivisions | $167,218,000 | 285 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,777,000 | 322 |
| Mortgage-backed securities | $271,682,000 | 422 |
| Certificates of participation in pools of residential mortgages | $175,889,000 | 360 |
| Issued or guaranteed by U.S. | $175,889,000 | 357 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $18,801,000 | 900 |
| CMOs issued by government agencies or sponsored agencies | $18,801,000 | 822 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $76,992,000 | 270 |
| Commercial mortgage pass-through securities | $18,220,000 | 346 |
| Other commercial mortgage-backed securities | $58,772,000 | 226 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $453,240,000 | 446 |
| Total debt securities | $453,241,000 | 519 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $453,706,000 | 522 |
| U.S. Government securities | $276,020,000 | 556 |
| U.S. Treasury securities | $4,772,000 | 1,848 |
| U.S. Government agency obligations | $271,248,000 | 478 |
| Securities issued by states & political subdivisions | $177,686,000 | 274 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,583,000 | 335 |
| Mortgage-backed securities | $261,336,000 | 434 |
| Certificates of participation in pools of residential mortgages | $170,836,000 | 374 |
| Issued or guaranteed by U.S. | $170,836,000 | 372 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $20,672,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $20,672,000 | 772 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $69,828,000 | 295 |
| Commercial mortgage pass-through securities | $13,034,000 | 425 |
| Other commercial mortgage-backed securities | $56,794,000 | 235 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $453,706,000 | 452 |
| Total debt securities | $453,707,000 | 516 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $425,940,000 | 530 |
| U.S. Government securities | $262,259,000 | 553 |
| U.S. Treasury securities | $4,927,000 | 1,422 |
| U.S. Government agency obligations | $257,332,000 | 498 |
| Securities issued by states & political subdivisions | $163,681,000 | 320 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,528,000 | 353 |
| Mortgage-backed securities | $250,583,000 | 444 |
| Certificates of participation in pools of residential mortgages | $150,852,000 | 416 |
| Issued or guaranteed by U.S. | $150,852,000 | 414 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $23,159,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $23,159,000 | 708 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $76,572,000 | 273 |
| Commercial mortgage pass-through securities | $14,554,000 | 395 |
| Other commercial mortgage-backed securities | $62,018,000 | 224 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $425,940,000 | 469 |
| Total debt securities | $425,939,000 | 520 |
| 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 | $379,336,000 | 560 |
| U.S. Government securities | $226,914,000 | 574 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $226,914,000 | 523 |
| Securities issued by states & political subdivisions | $152,422,000 | 336 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,841,000 | 417 |
| Mortgage-backed securities | $219,975,000 | 464 |
| Certificates of participation in pools of residential mortgages | $124,840,000 | 467 |
| Issued or guaranteed by U.S. | $124,840,000 | 465 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $25,717,000 | 686 |
| CMOs issued by government agencies or sponsored agencies | $25,717,000 | 647 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $69,418,000 | 289 |
| Commercial mortgage pass-through securities | $15,418,000 | 375 |
| Other commercial mortgage-backed securities | $54,000,000 | 237 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $379,336,000 | 498 |
| Total debt securities | $379,334,000 | 550 |
| 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 | $333,887,000 | 607 |
| U.S. Government securities | $204,575,000 | 587 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $204,575,000 | 540 |
| Securities issued by states & political subdivisions | $129,312,000 | 389 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,519,000 | 400 |
| Mortgage-backed securities | $200,065,000 | 476 |
| Certificates of participation in pools of residential mortgages | $110,443,000 | 497 |
| Issued or guaranteed by U.S. | $110,443,000 | 490 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $26,302,000 | 641 |
| CMOs issued by government agencies or sponsored agencies | $26,302,000 | 606 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $63,320,000 | 294 |
| Commercial mortgage pass-through securities | $18,647,000 | 312 |
| Other commercial mortgage-backed securities | $44,673,000 | 255 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $333,887,000 | 544 |
| Total debt securities | $333,886,000 | 596 |
| 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 | $279,429,000 | 653 |
| U.S. Government securities | $162,046,000 | 659 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $162,046,000 | 615 |
| Securities issued by states & political subdivisions | $117,383,000 | 405 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,753,000 | 477 |
| Mortgage-backed securities | $157,509,000 | 536 |
| Certificates of participation in pools of residential mortgages | $74,517,000 | 628 |
| Issued or guaranteed by U.S. | $74,517,000 | 615 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $30,651,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $30,651,000 | 540 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $52,341,000 | 315 |
| Commercial mortgage pass-through securities | $18,989,000 | 291 |
| Other commercial mortgage-backed securities | $33,352,000 | 280 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $279,429,000 | 594 |
| Total debt securities | $279,429,000 | 643 |
| 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 | $241,105,000 | 670 |
| U.S. Government securities | $139,925,000 | 665 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $139,925,000 | 631 |
| Securities issued by states & political subdivisions | $101,180,000 | 456 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,953,000 | 494 |
| Mortgage-backed securities | $135,736,000 | 557 |
| Certificates of participation in pools of residential mortgages | $51,631,000 | 758 |
| Issued or guaranteed by U.S. | $51,631,000 | 747 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $28,805,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $28,805,000 | 559 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $55,300,000 | 286 |
| Commercial mortgage pass-through securities | $20,097,000 | 263 |
| Other commercial mortgage-backed securities | $35,203,000 | 257 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $241,105,000 | 619 |
| Total debt securities | $241,102,000 | 661 |
| 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 | $221,323,000 | 676 |
| U.S. Government securities | $126,417,000 | 686 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $126,417,000 | 645 |
| Securities issued by states & political subdivisions | $89,873,000 | 472 |
| Other domestic debt securities | $5,033,000 | 1,030 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,243,000 | 706 |
| Mortgage-backed securities | $127,232,000 | 556 |
| Certificates of participation in pools of residential mortgages | $42,730,000 | 820 |
| Issued or guaranteed by U.S. | $42,730,000 | 803 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $32,332,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $32,332,000 | 508 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $52,170,000 | 285 |
| Commercial mortgage pass-through securities | $20,750,000 | 246 |
| Other commercial mortgage-backed securities | $31,420,000 | 255 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $221,323,000 | 621 |
| Total debt securities | $221,325,000 | 669 |
| 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 | $163,435,000 | 856 |
| U.S. Government securities | $98,128,000 | 837 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $98,128,000 | 787 |
| Securities issued by states & political subdivisions | $65,307,000 | 611 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,476,000 | 722 |
| Mortgage-backed securities | $93,499,000 | 707 |
| Certificates of participation in pools of residential mortgages | $36,022,000 | 894 |
| Issued or guaranteed by U.S. | $36,022,000 | 876 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $25,595,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $25,595,000 | 637 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $31,882,000 | 373 |
| Commercial mortgage pass-through securities | $21,256,000 | 243 |
| Other commercial mortgage-backed securities | $10,626,000 | 466 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $163,435,000 | 777 |
| Total debt securities | $163,435,000 | 845 |
| 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 | $158,484,000 | 861 |
| U.S. Government securities | $105,676,000 | 802 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $105,676,000 | 756 |
| Securities issued by states & political subdivisions | $52,808,000 | 682 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,184,000 | 621 |
| Mortgage-backed securities | $101,018,000 | 684 |
| Certificates of participation in pools of residential mortgages | $40,508,000 | 824 |
| Issued or guaranteed by U.S. | $40,508,000 | 804 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $27,285,000 | 661 |
| CMOs issued by government agencies or sponsored agencies | $27,285,000 | 625 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $33,225,000 | 358 |
| Commercial mortgage pass-through securities | $21,559,000 | 234 |
| Other commercial mortgage-backed securities | $11,666,000 | 436 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $158,484,000 | 791 |
| Total debt securities | $158,483,000 | 850 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $149,382,000 | 894 |
| U.S. Government securities | $99,066,000 | 854 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $99,066,000 | 810 |
| Securities issued by states & political subdivisions | $50,316,000 | 674 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,467,000 | 570 |
| Mortgage-backed securities | $93,848,000 | 705 |
| Certificates of participation in pools of residential mortgages | $36,953,000 | 857 |
| Issued or guaranteed by U.S. | $36,953,000 | 840 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $25,997,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $25,997,000 | 656 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $30,898,000 | 372 |
| Commercial mortgage pass-through securities | $22,298,000 | 233 |
| Other commercial mortgage-backed securities | $8,600,000 | 489 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $149,382,000 | 814 |
| Total debt securities | $149,382,000 | 882 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $143,996,000 | 914 |
| U.S. Government securities | $92,623,000 | 900 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $92,623,000 | 853 |
| Securities issued by states & political subdivisions | $51,373,000 | 647 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,292,000 | 646 |
| Mortgage-backed securities | $87,285,000 | 710 |
| Certificates of participation in pools of residential mortgages | $28,502,000 | 1,006 |
| Issued or guaranteed by U.S. | $28,502,000 | 978 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $26,138,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $26,138,000 | 652 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $32,645,000 | 360 |
| Commercial mortgage pass-through securities | $23,795,000 | 222 |
| Other commercial mortgage-backed securities | $8,850,000 | 469 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $143,996,000 | 822 |
| Total debt securities | $143,998,000 | 902 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $138,637,000 | 952 |
| U.S. Government securities | $87,662,000 | 960 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $87,662,000 | 908 |
| Securities issued by states & political subdivisions | $50,975,000 | 661 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,606,000 | 646 |
| Mortgage-backed securities | $81,686,000 | 747 |
| Certificates of participation in pools of residential mortgages | $21,647,000 | 1,211 |
| Issued or guaranteed by U.S. | $21,647,000 | 1,196 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $26,542,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $26,542,000 | 621 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $33,497,000 | 345 |
| Commercial mortgage pass-through securities | $24,660,000 | 220 |
| Other commercial mortgage-backed securities | $8,837,000 | 444 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $138,637,000 | 854 |
| Total debt securities | $138,637,000 | 939 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $133,579,000 | 996 |
| U.S. Government securities | $89,078,000 | 946 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $89,078,000 | 886 |
| Securities issued by states & political subdivisions | $44,501,000 | 781 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,721,000 | 626 |
| Mortgage-backed securities | $82,022,000 | 741 |
| Certificates of participation in pools of residential mortgages | $20,231,000 | 1,285 |
| Issued or guaranteed by U.S. | $20,231,000 | 1,270 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $30,785,000 | 569 |
| CMOs issued by government agencies or sponsored agencies | $30,785,000 | 545 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $31,006,000 | 336 |
| Commercial mortgage pass-through securities | $27,747,000 | 196 |
| Other commercial mortgage-backed securities | $3,259,000 | 597 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $133,579,000 | 886 |
| Total debt securities | $133,578,000 | 982 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $130,266,000 | 1,030 |
| U.S. Government securities | $87,157,000 | 982 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $87,157,000 | 927 |
| Securities issued by states & political subdivisions | $43,109,000 | 826 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,788,000 | 591 |
| Mortgage-backed securities | $79,590,000 | 759 |
| Certificates of participation in pools of residential mortgages | $18,937,000 | 1,345 |
| Issued or guaranteed by U.S. | $18,937,000 | 1,331 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $30,677,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $30,677,000 | 545 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $29,976,000 | 336 |
| Commercial mortgage pass-through securities | $28,528,000 | 180 |
| Other commercial mortgage-backed securities | $1,448,000 | 770 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $130,266,000 | 910 |
| Total debt securities | $130,265,000 | 1,016 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $126,224,000 | 1,046 |
| U.S. Government securities | $84,453,000 | 994 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $84,453,000 | 946 |
| Securities issued by states & political subdivisions | $41,771,000 | 854 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,928,000 | 629 |
| Mortgage-backed securities | $76,913,000 | 770 |
| Certificates of participation in pools of residential mortgages | $17,455,000 | 1,448 |
| Issued or guaranteed by U.S. | $17,455,000 | 1,442 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $29,208,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $29,208,000 | 553 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $30,250,000 | 332 |
| Commercial mortgage pass-through securities | $28,752,000 | 177 |
| Other commercial mortgage-backed securities | $1,498,000 | 752 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $126,224,000 | 934 |
| Total debt securities | $126,224,000 | 1,028 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $123,019,000 | 1,086 |
| U.S. Government securities | $80,284,000 | 1,049 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $80,284,000 | 994 |
| Securities issued by states & political subdivisions | $42,735,000 | 859 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,431,000 | 615 |
| Mortgage-backed securities | $74,273,000 | 800 |
| Certificates of participation in pools of residential mortgages | $17,288,000 | 1,501 |
| Issued or guaranteed by U.S. | $17,288,000 | 1,440 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $25,369,000 | 645 |
| CMOs issued by government agencies or sponsored agencies | $25,369,000 | 612 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $31,616,000 | 301 |
| Commercial mortgage pass-through securities | $29,955,000 | 168 |
| Other commercial mortgage-backed securities | $1,661,000 | 725 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $123,019,000 | 971 |
| Total debt securities | $123,019,000 | 1,072 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $127,361,000 | 1,066 |
| U.S. Government securities | $84,222,000 | 1,028 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $84,222,000 | 982 |
| Securities issued by states & political subdivisions | $43,139,000 | 879 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,192,000 | 603 |
| Mortgage-backed securities | $55,815,000 | 990 |
| Certificates of participation in pools of residential mortgages | $18,195,000 | 1,497 |
| Issued or guaranteed by U.S. | $18,195,000 | 1,494 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $27,039,000 | 615 |
| CMOs issued by government agencies or sponsored agencies | $27,039,000 | 584 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $10,581,000 | 520 |
| Commercial mortgage pass-through securities | $8,842,000 | 321 |
| Other commercial mortgage-backed securities | $1,739,000 | 701 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $127,361,000 | 946 |
| Total debt securities | $127,361,000 | 1,051 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $127,909,000 | 1,074 |
| U.S. Government securities | $84,677,000 | 1,031 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $84,677,000 | 982 |
| Securities issued by states & political subdivisions | $43,232,000 | 925 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,398,000 | 601 |
| Mortgage-backed securities | $55,549,000 | 1,001 |
| Certificates of participation in pools of residential mortgages | $20,003,000 | 1,419 |
| Issued or guaranteed by U.S. | $20,003,000 | 1,418 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $23,509,000 | 670 |
| CMOs issued by government agencies or sponsored agencies | $23,509,000 | 638 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $12,037,000 | 473 |
| Commercial mortgage pass-through securities | $9,044,000 | 321 |
| Other commercial mortgage-backed securities | $2,993,000 | 562 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $127,909,000 | 951 |
| Total debt securities | $127,909,000 | 1,061 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $123,474,000 | 1,107 |
| U.S. Government securities | $79,249,000 | 1,092 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $79,249,000 | 1,040 |
| Securities issued by states & political subdivisions | $44,225,000 | 921 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,927,000 | 695 |
| Mortgage-backed securities | $50,306,000 | 1,089 |
| Certificates of participation in pools of residential mortgages | $21,115,000 | 1,396 |
| Issued or guaranteed by U.S. | $21,115,000 | 1,393 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $21,531,000 | 692 |
| CMOs issued by government agencies or sponsored agencies | $21,531,000 | 660 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $7,660,000 | 595 |
| Commercial mortgage pass-through securities | $4,451,000 | 466 |
| Other commercial mortgage-backed securities | $3,209,000 | 515 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $123,474,000 | 974 |
| Total debt securities | $123,474,000 | 1,090 |
| 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 | $129,799,000 | 1,087 |
| U.S. Government securities | $83,089,000 | 1,074 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $83,089,000 | 1,020 |
| Securities issued by states & political subdivisions | $46,710,000 | 878 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,950,000 | 690 |
| Mortgage-backed securities | $52,878,000 | 1,068 |
| Certificates of participation in pools of residential mortgages | $22,238,000 | 1,385 |
| Issued or guaranteed by U.S. | $22,238,000 | 1,384 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $22,858,000 | 673 |
| CMOs issued by government agencies or sponsored agencies | $22,858,000 | 641 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $7,782,000 | 577 |
| Commercial mortgage pass-through securities | $4,460,000 | 458 |
| Other commercial mortgage-backed securities | $3,322,000 | 495 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $129,799,000 | 953 |
| Total debt securities | $129,798,000 | 1,076 |
| 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 | $139,878,000 | 1,035 |
| U.S. Government securities | $91,830,000 | 992 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $91,830,000 | 947 |
| Securities issued by states & political subdivisions | $48,048,000 | 861 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,113,000 | 599 |
| Mortgage-backed securities | $60,640,000 | 976 |
| Certificates of participation in pools of residential mortgages | $25,905,000 | 1,267 |
| Issued or guaranteed by U.S. | $25,905,000 | 1,266 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $24,200,000 | 662 |
| CMOs issued by government agencies or sponsored agencies | $24,200,000 | 626 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $10,535,000 | 479 |
| Commercial mortgage pass-through securities | $4,426,000 | 446 |
| Other commercial mortgage-backed securities | $6,109,000 | 386 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $139,878,000 | 908 |
| Total debt securities | $139,872,000 | 1,021 |
| 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 | $146,121,000 | 973 |
| U.S. Government securities | $99,312,000 | 905 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $99,312,000 | 861 |
| Securities issued by states & political subdivisions | $46,809,000 | 877 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,405,000 | 542 |
| Mortgage-backed securities | $66,995,000 | 901 |
| Certificates of participation in pools of residential mortgages | $27,753,000 | 1,211 |
| Issued or guaranteed by U.S. | $27,753,000 | 1,210 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $27,410,000 | 614 |
| CMOs issued by government agencies or sponsored agencies | $27,410,000 | 572 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $11,832,000 | 436 |
| Commercial mortgage pass-through securities | $4,432,000 | 434 |
| Other commercial mortgage-backed securities | $7,400,000 | 340 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $146,121,000 | 847 |
| Total debt securities | $146,118,000 | 963 |
| 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 | $132,554,000 | 1,057 |
| U.S. Government securities | $86,561,000 | 1,019 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $86,561,000 | 974 |
| Securities issued by states & political subdivisions | $45,993,000 | 892 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,609,000 | 579 |
| Mortgage-backed securities | $60,960,000 | 962 |
| Certificates of participation in pools of residential mortgages | $21,540,000 | 1,483 |
| Issued or guaranteed by U.S. | $21,540,000 | 1,482 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $27,008,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $27,008,000 | 586 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $12,412,000 | 403 |
| Commercial mortgage pass-through securities | $4,580,000 | 391 |
| Other commercial mortgage-backed securities | $7,832,000 | 319 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $132,554,000 | 927 |
| Total debt securities | $132,554,000 | 1,046 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $5,018,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $124,727,000 | 1,134 |
| U.S. Government securities | $79,703,000 | 1,107 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $79,703,000 | 1,060 |
| Securities issued by states & political subdivisions | $45,024,000 | 913 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,596,000 | 642 |
| Mortgage-backed securities | $57,592,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $18,336,000 | 1,636 |
| Issued or guaranteed by U.S. | $18,336,000 | 1,632 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $27,358,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $27,358,000 | 593 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $11,898,000 | 385 |
| Commercial mortgage pass-through securities | $4,606,000 | 364 |
| Other commercial mortgage-backed securities | $7,292,000 | 312 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $124,727,000 | 1,004 |
| Total debt securities | $124,727,000 | 1,121 |
| 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 | $114,255,000 | 1,228 |
| U.S. Government securities | $73,337,000 | 1,213 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $73,337,000 | 1,154 |
| Securities issued by states & political subdivisions | $40,918,000 | 982 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,673,000 | 648 |
| Mortgage-backed securities | $52,065,000 | 1,111 |
| Certificates of participation in pools of residential mortgages | $15,874,000 | 1,796 |
| Issued or guaranteed by U.S. | $15,874,000 | 1,795 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $26,388,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $26,388,000 | 613 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $9,803,000 | 425 |
| Commercial mortgage pass-through securities | $3,525,000 | 388 |
| Other commercial mortgage-backed securities | $6,278,000 | 331 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $114,255,000 | 1,080 |
| Total debt securities | $114,255,000 | 1,209 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $1,001,000 | 891 |
| 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 | $126,898,000 | 1,135 |
| U.S. Government securities | $89,049,000 | 1,042 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $89,049,000 | 984 |
| Securities issued by states & political subdivisions | $37,849,000 | 1,053 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,816,000 | 562 |
| Mortgage-backed securities | $47,218,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $12,542,000 | 2,073 |
| Issued or guaranteed by U.S. | $12,542,000 | 2,070 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $26,438,000 | 650 |
| CMOs issued by government agencies or sponsored agencies | $26,438,000 | 619 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $8,238,000 | 437 |
| Commercial mortgage pass-through securities | $1,964,000 | 476 |
| Other commercial mortgage-backed securities | $6,274,000 | 304 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $126,898,000 | 996 |
| Total debt securities | $126,898,000 | 1,121 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 988 |
| Fair value | $1,001,000 | 1,001 |
| 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 | $99,794,000 | 1,411 |
| U.S. Government securities | $68,913,000 | 1,291 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $68,913,000 | 1,233 |
| Securities issued by states & political subdivisions | $30,881,000 | 1,279 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,350,000 | 751 |
| Mortgage-backed securities | $49,684,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $13,229,000 | 2,041 |
| Issued or guaranteed by U.S. | $13,229,000 | 2,039 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $29,967,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $29,967,000 | 577 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $6,488,000 | 465 |
| Commercial mortgage pass-through securities | $2,005,000 | 452 |
| Other commercial mortgage-backed securities | $4,483,000 | 336 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $99,794,000 | 1,245 |
| Total debt securities | $99,794,000 | 1,394 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 659 |
| Fair value | $3,004,000 | 665 |
| 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 | $106,121,000 | 1,358 |
| U.S. Government securities | $75,524,000 | 1,251 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $75,524,000 | 1,186 |
| Securities issued by states & political subdivisions | $30,597,000 | 1,269 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,126,000 | 841 |
| Mortgage-backed securities | $51,372,000 | 1,138 |
| Certificates of participation in pools of residential mortgages | $13,648,000 | 2,058 |
| Issued or guaranteed by U.S. | $13,648,000 | 2,056 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $31,306,000 | 597 |
| CMOs issued by government agencies or sponsored agencies | $31,306,000 | 564 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $6,418,000 | 439 |
| Commercial mortgage pass-through securities | $1,960,000 | 438 |
| Other commercial mortgage-backed securities | $4,458,000 | 331 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $106,121,000 | 1,192 |
| Total debt securities | $106,121,000 | 1,334 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 763 |
| Fair value | $2,972,000 | 793 |
| 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 | $96,295,000 | 1,495 |
| U.S. Government securities | $67,418,000 | 1,385 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $67,418,000 | 1,325 |
| Securities issued by states & political subdivisions | $28,877,000 | 1,339 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,971,000 | 855 |
| Mortgage-backed securities | $50,544,000 | 1,186 |
| Certificates of participation in pools of residential mortgages | $12,278,000 | 2,212 |
| Issued or guaranteed by U.S. | $12,278,000 | 2,212 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $31,746,000 | 615 |
| CMOs issued by government agencies or sponsored agencies | $31,746,000 | 576 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $6,520,000 | 421 |
| Commercial mortgage pass-through securities | $1,996,000 | 416 |
| Other commercial mortgage-backed securities | $4,524,000 | 319 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $96,295,000 | 1,327 |
| Total debt securities | $96,295,000 | 1,480 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 809 |
| Fair value | $2,989,000 | 849 |
| 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 | $87,913,000 | 1,635 |
| U.S. Government securities | $64,820,000 | 1,441 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $64,820,000 | 1,385 |
| Securities issued by states & political subdivisions | $23,093,000 | 1,622 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,651,000 | 762 |
| Mortgage-backed securities | $47,961,000 | 1,249 |
| Certificates of participation in pools of residential mortgages | $12,644,000 | 2,234 |
| Issued or guaranteed by U.S. | $12,644,000 | 2,232 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $30,854,000 | 651 |
| CMOs issued by government agencies or sponsored agencies | $30,854,000 | 611 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $4,463,000 | 493 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $4,463,000 | 302 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $87,913,000 | 1,447 |
| Total debt securities | $87,913,000 | 1,611 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 861 |
| Fair value | $2,949,000 | 910 |
| 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 | $87,432,000 | 1,683 |
| U.S. Government securities | $66,567,000 | 1,447 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $66,567,000 | 1,386 |
| Securities issued by states & political subdivisions | $20,865,000 | 1,768 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,694,000 | 1,124 |
| Mortgage-backed securities | $49,311,000 | 1,246 |
| Certificates of participation in pools of residential mortgages | $12,990,000 | 2,281 |
| Issued or guaranteed by U.S. | $12,990,000 | 2,279 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $31,884,000 | 651 |
| CMOs issued by government agencies or sponsored agencies | $31,884,000 | 615 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $4,437,000 | 480 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $4,437,000 | 286 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $87,432,000 | 1,490 |
| Total debt securities | $87,432,000 | 1,660 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 944 |
| Fair value | $2,888,000 | 993 |
| 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 | $86,780,000 | 1,692 |
| U.S. Government securities | $68,685,000 | 1,421 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $68,685,000 | 1,363 |
| Securities issued by states & political subdivisions | $18,095,000 | 2,010 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,342,000 | 1,106 |
| Mortgage-backed securities | $49,433,000 | 1,260 |
| Certificates of participation in pools of residential mortgages | $14,466,000 | 2,172 |
| Issued or guaranteed by U.S. | $14,466,000 | 2,170 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $30,481,000 | 687 |
| CMOs issued by government agencies or sponsored agencies | $30,481,000 | 647 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $4,486,000 | 482 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $4,486,000 | 276 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $86,780,000 | 1,507 |
| Total debt securities | $86,780,000 | 1,673 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 716 |
| Fair value | $4,856,000 | 743 |
| 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 | $80,940,000 | 1,815 |
| U.S. Government securities | $63,137,000 | 1,536 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $63,137,000 | 1,477 |
| Securities issued by states & political subdivisions | $17,803,000 | 2,038 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,623,000 | 1,141 |
| Mortgage-backed securities | $42,146,000 | 1,442 |
| Certificates of participation in pools of residential mortgages | $12,789,000 | 2,334 |
| Issued or guaranteed by U.S. | $12,789,000 | 2,332 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $29,357,000 | 709 |
| CMOs issued by government agencies or sponsored agencies | $29,357,000 | 674 |
| 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) | $80,940,000 | 1,626 |
| Total debt securities | $80,940,000 | 1,792 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 576 |
| Fair value | $6,643,000 | 586 |
| 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 | $79,599,000 | 1,848 |
| U.S. Government securities | $62,352,000 | 1,532 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $62,352,000 | 1,481 |
| Securities issued by states & political subdivisions | $17,247,000 | 2,068 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,791,000 | 827 |
| Mortgage-backed securities | $43,376,000 | 1,413 |
| Certificates of participation in pools of residential mortgages | $13,141,000 | 2,300 |
| Issued or guaranteed by U.S. | $13,141,000 | 2,299 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $30,235,000 | 695 |
| CMOs issued by government agencies or sponsored agencies | $30,235,000 | 657 |
| 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) | $79,599,000 | 1,647 |
| Total debt securities | $79,593,000 | 1,828 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 567 |
| Fair value | $6,505,000 | 578 |
| 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 | $80,773,000 | 1,847 |
| U.S. Government securities | $63,661,000 | 1,520 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $63,661,000 | 1,477 |
| Securities issued by states & political subdivisions | $17,112,000 | 2,090 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,372,000 | 1,237 |
| Mortgage-backed securities | $42,091,000 | 1,455 |
| Certificates of participation in pools of residential mortgages | $11,852,000 | 2,443 |
| Issued or guaranteed by U.S. | $11,852,000 | 2,441 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $30,239,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $30,239,000 | 661 |
| 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) | $80,773,000 | 1,659 |
| Total debt securities | $80,773,000 | 1,825 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 558 |
| Fair value | $6,623,000 | 568 |
| 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 | $81,381,000 | 1,809 |
| U.S. Government securities | $64,777,000 | 1,502 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $64,777,000 | 1,458 |
| Securities issued by states & political subdivisions | $16,604,000 | 2,128 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,716,000 | 1,210 |
| Mortgage-backed securities | $44,018,000 | 1,400 |
| Certificates of participation in pools of residential mortgages | $11,921,000 | 2,419 |
| Issued or guaranteed by U.S. | $11,921,000 | 2,418 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $32,097,000 | 690 |
| CMOs issued by government agencies or sponsored agencies | $32,097,000 | 645 |
| 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) | $81,381,000 | 1,622 |
| Total debt securities | $81,377,000 | 1,783 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 543 |
| Fair value | $6,738,000 | 551 |
| 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 | $79,080,000 | 1,865 |
| U.S. Government securities | $63,736,000 | 1,549 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $63,736,000 | 1,504 |
| Securities issued by states & political subdivisions | $15,344,000 | 2,226 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,286,000 | 1,257 |
| Mortgage-backed securities | $43,590,000 | 1,446 |
| Certificates of participation in pools of residential mortgages | $11,169,000 | 2,518 |
| Issued or guaranteed by U.S. | $11,169,000 | 2,517 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $32,421,000 | 706 |
| CMOs issued by government agencies or sponsored agencies | $32,421,000 | 662 |
| 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) | $79,080,000 | 1,692 |
| Total debt securities | $79,080,000 | 1,848 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,004,000 | 1,605 |
| 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 | $76,175,000 | 1,908 |
| U.S. Government securities | $61,088,000 | 1,591 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $61,088,000 | 1,542 |
| Securities issued by states & political subdivisions | $15,087,000 | 2,206 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,663,000 | 1,075 |
| Mortgage-backed securities | $36,625,000 | 1,639 |
| Certificates of participation in pools of residential mortgages | $12,476,000 | 2,373 |
| Issued or guaranteed by U.S. | $12,476,000 | 2,371 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $24,149,000 | 889 |
| CMOs issued by government agencies or sponsored agencies | $24,149,000 | 831 |
| 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) | $76,175,000 | 1,729 |
| Total debt securities | $76,175,000 | 1,884 |
| 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 | $79,934,000 | 1,832 |
| U.S. Government securities | $66,121,000 | 1,518 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $66,121,000 | 1,470 |
| Securities issued by states & political subdivisions | $13,813,000 | 2,317 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,661,000 | 1,326 |
| Mortgage-backed securities | $39,611,000 | 1,631 |
| Certificates of participation in pools of residential mortgages | $13,839,000 | 2,353 |
| Issued or guaranteed by U.S. | $13,839,000 | 2,352 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $25,772,000 | 911 |
| CMOs issued by government agencies or sponsored agencies | $25,772,000 | 841 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $79,934,000 | 1,668 |
| Total debt securities | $79,934,000 | 1,809 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,001,000 | 1,381 |
| 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 | $81,518,000 | 1,793 |
| U.S. Government securities | $70,291,000 | 1,462 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $70,291,000 | 1,423 |
| Securities issued by states & political subdivisions | $11,227,000 | 2,577 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,422,000 | 1,302 |
| Mortgage-backed securities | $38,987,000 | 1,671 |
| Certificates of participation in pools of residential mortgages | $14,726,000 | 2,315 |
| Issued or guaranteed by U.S. | $14,726,000 | 2,313 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $24,261,000 | 946 |
| CMOs issued by government agencies or sponsored agencies | $24,261,000 | 875 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $81,518,000 | 1,637 |
| Total debt securities | $81,518,000 | 1,769 |
| Structured notes | ||
| Amortized cost | $4,001,000 | 1,029 |
| Fair value | $3,996,000 | 1,081 |
| 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 | $52,240,000 | 2,581 |
| U.S. Government securities | $44,677,000 | 2,134 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $44,677,000 | 2,084 |
| Securities issued by states & political subdivisions | $7,563,000 | 3,060 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,150,000 | 1,762 |
| Mortgage-backed securities | $30,541,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $10,754,000 | 2,741 |
| Issued or guaranteed by U.S. | $10,754,000 | 2,739 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,787,000 | 1,100 |
| CMOs issued by government agencies or sponsored agencies | $19,787,000 | 1,019 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $52,240,000 | 2,369 |
| Total debt securities | $52,240,000 | 2,560 |
| Structured notes | ||
| Amortized cost | $11,097,000 | 534 |
| Fair value | $11,101,000 | 533 |
| 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 | $49,712,000 | 2,597 |
| U.S. Government securities | $42,184,000 | 2,154 |
| U.S. Treasury securities | $7,000,000 | 332 |
| U.S. Government agency obligations | $35,184,000 | 2,412 |
| Securities issued by states & political subdivisions | $7,528,000 | 3,038 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,109,000 | 1,638 |
| Mortgage-backed securities | $22,049,000 | 2,321 |
| Certificates of participation in pools of residential mortgages | $1,341,000 | 4,670 |
| Issued or guaranteed by U.S. | $1,341,000 | 4,663 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $20,708,000 | 1,043 |
| CMOs issued by government agencies or sponsored agencies | $20,708,000 | 927 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $49,712,000 | 2,363 |
| Total debt securities | $49,712,000 | 2,576 |
| Structured notes | ||
| Amortized cost | $11,097,000 | 494 |
| Fair value | $11,126,000 | 494 |
| 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 | $40,069,000 | 2,997 |
| U.S. Government securities | $32,647,000 | 2,570 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $32,647,000 | 2,507 |
| Securities issued by states & political subdivisions | $7,422,000 | 2,987 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,188,000 | 2,104 |
| Mortgage-backed securities | $11,514,000 | 3,174 |
| Certificates of participation in pools of residential mortgages | $363,000 | 5,184 |
| Issued or guaranteed by U.S. | $363,000 | 5,169 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $11,151,000 | 1,500 |
| CMOs issued by government agencies or sponsored agencies | $11,151,000 | 1,334 |
| 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) | $3,000,000 | 1,630 |
| Available-for-sale securities (fair market value) | $37,069,000 | 2,890 |
| Total debt securities | $40,069,000 | 2,968 |
| Structured notes | ||
| Amortized cost | $21,091,000 | 246 |
| Fair value | $21,135,000 | 248 |
| 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 | $39,696,000 | 3,030 |
| U.S. Government securities | $34,792,000 | 2,496 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $34,792,000 | 2,430 |
| Securities issued by states & political subdivisions | $4,904,000 | 3,524 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,899,000 | 1,979 |
| Mortgage-backed securities | $421,000 | 5,499 |
| Certificates of participation in pools of residential mortgages | $421,000 | 5,156 |
| Issued or guaranteed by U.S. | $421,000 | 5,142 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $5,999,000 | 1,317 |
| Available-for-sale securities (fair market value) | $33,697,000 | 3,098 |
| Total debt securities | $39,696,000 | 3,004 |
| Structured notes | ||
| Amortized cost | $31,386,000 | 182 |
| Fair value | $31,352,000 | 182 |
| 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 | $48,401,000 | 2,585 |
| U.S. Government securities | $44,718,000 | 2,031 |
| U.S. Treasury securities | $10,000,000 | 332 |
| U.S. Government agency obligations | $34,718,000 | 2,414 |
| Securities issued by states & political subdivisions | $3,683,000 | 3,795 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,863,000 | 1,869 |
| Mortgage-backed securities | $484,000 | 5,440 |
| Certificates of participation in pools of residential mortgages | $484,000 | 5,083 |
| Issued or guaranteed by U.S. | $484,000 | 5,071 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $5,995,000 | 1,318 |
| Available-for-sale securities (fair market value) | $42,406,000 | 2,598 |
| Total debt securities | $48,401,000 | 2,561 |
| Structured notes | ||
| Amortized cost | $26,385,000 | 249 |
| Fair value | $24,136,000 | 277 |
| 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 | $44,984,000 | 2,634 |
| U.S. Government securities | $41,626,000 | 2,036 |
| U.S. Treasury securities | $15,999,000 | 249 |
| U.S. Government agency obligations | $25,627,000 | 2,862 |
| Securities issued by states & political subdivisions | $3,358,000 | 3,899 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,962,000 | 1,834 |
| Mortgage-backed securities | $562,000 | 5,381 |
| Certificates of participation in pools of residential mortgages | $562,000 | 4,970 |
| Issued or guaranteed by U.S. | $562,000 | 4,958 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $44,984,000 | 2,365 |
| Total debt securities | $44,984,000 | 2,606 |
| Structured notes | ||
| Amortized cost | $18,095,000 | 362 |
| Fair value | $17,880,000 | 367 |
| 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 | $43,522,000 | 2,677 |
| U.S. Government securities | $40,078,000 | 2,078 |
| U.S. Treasury securities | $15,996,000 | 225 |
| U.S. Government agency obligations | $24,082,000 | 2,956 |
| Securities issued by states & political subdivisions | $3,444,000 | 3,808 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,845,000 | 1,967 |
| Mortgage-backed securities | $644,000 | 5,391 |
| Certificates of participation in pools of residential mortgages | $644,000 | 4,931 |
| Issued or guaranteed by U.S. | $644,000 | 4,919 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $43,522,000 | 2,400 |
| Total debt securities | $43,522,000 | 2,646 |
| Structured notes | ||
| Amortized cost | $15,094,000 | 407 |
| Fair value | $15,151,000 | 411 |
| 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 | $43,009,000 | 2,692 |
| U.S. Government securities | $40,976,000 | 2,085 |
| U.S. Treasury securities | $9,999,000 | 298 |
| U.S. Government agency obligations | $30,977,000 | 2,538 |
| Securities issued by states & political subdivisions | $2,033,000 | 4,286 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,929,000 | 1,858 |
| Mortgage-backed securities | $712,000 | 5,377 |
| Certificates of participation in pools of residential mortgages | $712,000 | 4,936 |
| Issued or guaranteed by U.S. | $712,000 | 4,928 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $43,009,000 | 2,406 |
| Total debt securities | $43,009,000 | 2,668 |
| Structured notes | ||
| Amortized cost | $16,798,000 | 392 |
| Fair value | $16,884,000 | 392 |
| 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 | $41,162,000 | 2,805 |
| U.S. Government securities | $39,127,000 | 2,200 |
| U.S. Treasury securities | $9,999,000 | 301 |
| U.S. Government agency obligations | $29,128,000 | 2,695 |
| Securities issued by states & political subdivisions | $2,035,000 | 4,276 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,735,000 | 2,701 |
| Mortgage-backed securities | $852,000 | 5,398 |
| Certificates of participation in pools of residential mortgages | $852,000 | 4,978 |
| Issued or guaranteed by U.S. | $852,000 | 4,969 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $41,162,000 | 2,506 |
| Total debt securities | $41,162,000 | 2,778 |
| Structured notes | ||
| Amortized cost | $15,798,000 | 347 |
| Fair value | $15,821,000 | 347 |
| 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 | $37,935,000 | 2,977 |
| U.S. Government securities | $35,545,000 | 2,336 |
| U.S. Treasury securities | $5,000,000 | 400 |
| U.S. Government agency obligations | $30,545,000 | 2,576 |
| Securities issued by states & political subdivisions | $2,390,000 | 4,149 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,050,000 | 1,758 |
| Mortgage-backed securities | $940,000 | 5,418 |
| Certificates of participation in pools of residential mortgages | $940,000 | 5,003 |
| Issued or guaranteed by U.S. | $940,000 | 4,994 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $37,935,000 | 2,651 |
| Total debt securities | $37,935,000 | 2,951 |
| Structured notes | ||
| Amortized cost | $13,398,000 | 306 |
| Fair value | $13,151,000 | 311 |
| 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 | $30,327,000 | 3,466 |
| U.S. Government securities | $27,611,000 | 2,832 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $27,611,000 | 2,770 |
| Securities issued by states & political subdivisions | $2,716,000 | 4,025 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,601,000 | 1,941 |
| Mortgage-backed securities | $1,055,000 | 5,449 |
| Certificates of participation in pools of residential mortgages | $1,055,000 | 5,030 |
| Issued or guaranteed by U.S. | $1,055,000 | 5,018 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $30,327,000 | 3,119 |
| Total debt securities | $30,327,000 | 3,426 |
| Structured notes | ||
| Amortized cost | $5,400,000 | 518 |
| Fair value | $5,409,000 | 519 |
| 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 | $31,461,000 | 3,338 |
| U.S. Government securities | $30,546,000 | 2,586 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $30,546,000 | 2,522 |
| Securities issued by states & political subdivisions | $915,000 | 4,995 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,349,000 | 1,594 |
| Mortgage-backed securities | $1,171,000 | 5,437 |
| Certificates of participation in pools of residential mortgages | $1,171,000 | 5,005 |
| Issued or guaranteed by U.S. | $1,171,000 | 4,992 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $31,461,000 | 2,985 |
| Total debt securities | $31,461,000 | 3,305 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,004,000 | 1,150 |
| 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 | $33,001,000 | 3,236 |
| U.S. Government securities | $32,076,000 | 2,514 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $32,076,000 | 2,455 |
| Securities issued by states & political subdivisions | $925,000 | 4,910 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,717,000 | 1,609 |
| Mortgage-backed securities | $1,288,000 | 5,461 |
| Certificates of participation in pools of residential mortgages | $1,288,000 | 5,035 |
| Issued or guaranteed by U.S. | $1,288,000 | 5,018 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $33,001,000 | 2,874 |
| Total debt securities | $33,001,000 | 3,201 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,003,000 | 931 |
| 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 | $33,925,000 | 3,159 |
| U.S. Government securities | $33,025,000 | 2,457 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $33,025,000 | 2,409 |
| Securities issued by states & political subdivisions | $900,000 | 4,894 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,925,000 | 1,526 |
| Mortgage-backed securities | $1,391,000 | 5,431 |
| Certificates of participation in pools of residential mortgages | $1,391,000 | 4,984 |
| Issued or guaranteed by U.S. | $1,391,000 | 4,969 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $33,925,000 | 2,805 |
| Total debt securities | $33,925,000 | 3,114 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,004,000 | 996 |
| 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 | $34,280,000 | 3,082 |
| U.S. Government securities | $33,387,000 | 2,381 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $33,387,000 | 2,333 |
| Securities issued by states & political subdivisions | $893,000 | 4,889 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,106,000 | 1,488 |
| Mortgage-backed securities | $1,550,000 | 5,325 |
| Certificates of participation in pools of residential mortgages | $1,550,000 | 4,890 |
| Issued or guaranteed by U.S. | $1,550,000 | 4,874 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $34,280,000 | 2,737 |
| Total debt securities | $34,280,000 | 3,047 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $969,000 | 1,059 |
| 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 | $40,419,000 | 2,750 |
| U.S. Government securities | $39,401,000 | 2,092 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $39,401,000 | 2,051 |
| Securities issued by states & political subdivisions | $1,018,000 | 4,832 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,039,000 | 1,268 |
| Mortgage-backed securities | $1,697,000 | 5,284 |
| Certificates of participation in pools of residential mortgages | $1,697,000 | 4,834 |
| Issued or guaranteed by U.S. | $1,697,000 | 4,814 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $40,419,000 | 2,437 |
| Total debt securities | $40,419,000 | 2,713 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 979 |
| Fair value | $971,000 | 1,117 |
| 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 | $39,003,000 | 2,829 |
| U.S. Government securities | $38,580,000 | 2,126 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $38,580,000 | 2,087 |
| Securities issued by states & political subdivisions | $423,000 | 5,380 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,803,000 | 1,287 |
| Mortgage-backed securities | $1,964,000 | 5,114 |
| Certificates of participation in pools of residential mortgages | $1,964,000 | 4,645 |
| Issued or guaranteed by U.S. | $1,964,000 | 4,624 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $39,003,000 | 2,516 |
| Total debt securities | $39,003,000 | 2,790 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 695 |
| Fair value | $2,012,000 | 710 |
| 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 | $46,429,000 | 2,448 |
| U.S. Government securities | $46,021,000 | 1,786 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $46,021,000 | 1,751 |
| Securities issued by states & political subdivisions | $408,000 | 5,415 |
| 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 | $46,429,000 | 1,099 |
| Mortgage-backed securities | $2,148,000 | 4,794 |
| Certificates of participation in pools of residential mortgages | $2,148,000 | 4,282 |
| Issued or guaranteed by U.S. | $2,148,000 | 4,266 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $46,429,000 | 2,141 |
| Total debt securities | $46,429,000 | 2,404 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 765 |
| Fair value | $3,003,000 | 771 |
| 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 | $39,103,000 | 2,818 |
| U.S. Government securities | $38,699,000 | 2,126 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $38,699,000 | 2,077 |
| Securities issued by states & political subdivisions | $404,000 | 5,449 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,500,000 | 1,384 |
| Mortgage-backed securities | $2,269,000 | 4,623 |
| Certificates of participation in pools of residential mortgages | $2,269,000 | 4,065 |
| Issued or guaranteed by U.S. | $2,269,000 | 4,052 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $39,103,000 | 2,457 |
| Total debt securities | $39,103,000 | 2,769 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 837 |
| Fair value | $3,486,000 | 843 |
| 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 | $33,288,000 | 3,207 |
| U.S. Government securities | $32,793,000 | 2,495 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $32,793,000 | 2,423 |
| Securities issued by states & political subdivisions | $495,000 | 5,377 |
| 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 | $32,574,000 | 1,436 |
| Mortgage-backed securities | $2,424,000 | 4,537 |
| Certificates of participation in pools of residential mortgages | $2,424,000 | 3,958 |
| Issued or guaranteed by U.S. | $2,424,000 | 3,946 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $33,288,000 | 2,798 |
| Total debt securities | $33,288,000 | 3,168 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 878 |
| Fair value | $3,428,000 | 897 |
| 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 | $35,785,000 | 3,042 |
| U.S. Government securities | $35,523,000 | 2,333 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $35,523,000 | 2,265 |
| Securities issued by states & political subdivisions | $262,000 | 5,728 |
| 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 | $35,266,000 | 1,362 |
| Mortgage-backed securities | $2,699,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $2,699,000 | 3,837 |
| Issued or guaranteed by U.S. | $2,699,000 | 3,821 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $35,785,000 | 2,640 |
| Total debt securities | $35,785,000 | 2,999 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 757 |
| Fair value | $4,466,000 | 756 |
| 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 | $42,058,000 | 2,687 |
| U.S. Government securities | $41,796,000 | 2,054 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $41,796,000 | 1,999 |
| Securities issued by states & political subdivisions | $262,000 | 5,776 |
| 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 | $41,958,000 | 1,157 |
| Mortgage-backed securities | $2,880,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $2,880,000 | 3,758 |
| Issued or guaranteed by U.S. | $2,880,000 | 3,747 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $42,058,000 | 2,342 |
| Total debt securities | $42,058,000 | 2,650 |
| Structured notes | ||
| Amortized cost | $7,498,000 | 505 |
| Fair value | $7,447,000 | 505 |
| 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 | $43,361,000 | 2,643 |
| U.S. Government securities | $43,098,000 | 2,020 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $43,098,000 | 1,959 |
| Securities issued by states & political subdivisions | $263,000 | 5,835 |
| 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 | $30,326,000 | 1,519 |
| Mortgage-backed securities | $3,147,000 | 4,215 |
| Certificates of participation in pools of residential mortgages | $3,147,000 | 3,630 |
| Issued or guaranteed by U.S. | $3,147,000 | 3,609 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $43,361,000 | 2,275 |
| Total debt securities | $43,361,000 | 2,601 |
| Structured notes | ||
| Amortized cost | $7,495,000 | 546 |
| Fair value | $7,425,000 | 545 |
| 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 | $35,184,000 | 3,118 |
| U.S. Government securities | $34,921,000 | 2,450 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $34,921,000 | 2,379 |
| Securities issued by states & political subdivisions | $263,000 | 5,864 |
| 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 | $35,184,000 | 1,326 |
| Mortgage-backed securities | $3,323,000 | 4,152 |
| Certificates of participation in pools of residential mortgages | $3,323,000 | 3,557 |
| Issued or guaranteed by U.S. | $3,323,000 | 3,544 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $35,184,000 | 2,690 |
| Total debt securities | $35,184,000 | 3,078 |
| Structured notes | ||
| Amortized cost | $8,492,000 | 518 |
| Fair value | $8,325,000 | 512 |
| 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 | $30,638,000 | 3,502 |
| U.S. Government securities | $30,374,000 | 2,771 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $30,374,000 | 2,681 |
| Securities issued by states & political subdivisions | $264,000 | 5,890 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,163,000 | 1,521 |
| Mortgage-backed securities | $3,623,000 | 4,064 |
| Certificates of participation in pools of residential mortgages | $3,623,000 | 3,482 |
| Issued or guaranteed by U.S. | $3,623,000 | 3,468 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $30,638,000 | 3,031 |
| Total debt securities | $30,638,000 | 3,451 |
| Structured notes | ||
| Amortized cost | $10,888,000 | 404 |
| Fair value | $10,763,000 | 397 |
| 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 | $38,460,000 | 2,927 |
| U.S. Government securities | $38,195,000 | 2,277 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $38,195,000 | 2,206 |
| Securities issued by states & political subdivisions | $265,000 | 5,911 |
| 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 | $38,460,000 | 1,203 |
| Mortgage-backed securities | $3,889,000 | 3,999 |
| Certificates of participation in pools of residential mortgages | $3,889,000 | 3,409 |
| Issued or guaranteed by U.S. | $3,889,000 | 3,396 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $38,460,000 | 2,523 |
| Total debt securities | $38,458,000 | 2,884 |
| Structured notes | ||
| Amortized cost | $12,884,000 | 336 |
| Fair value | $12,749,000 | 331 |
| 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 | $20,954,000 | 4,489 |
| U.S. Government securities | $20,687,000 | 3,679 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $20,687,000 | 3,543 |
| Securities issued by states & political subdivisions | $267,000 | 5,951 |
| 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 | $20,954,000 | 2,009 |
| Mortgage-backed securities | $4,229,000 | 3,945 |
| Certificates of participation in pools of residential mortgages | $4,229,000 | 3,349 |
| Issued or guaranteed by U.S. | $4,229,000 | 3,335 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $20,954,000 | 3,877 |
| Total debt securities | $20,953,000 | 4,425 |
| Structured notes | ||
| Amortized cost | $11,880,000 | 366 |
| Fair value | $11,830,000 | 361 |
| 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 | $26,806,000 | 3,867 |
| U.S. Government securities | $26,539,000 | 3,078 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $26,539,000 | 2,964 |
| Securities issued by states & political subdivisions | $267,000 | 5,956 |
| 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 | $26,806,000 | 1,617 |
| Mortgage-backed securities | $4,622,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $4,622,000 | 3,298 |
| Issued or guaranteed by U.S. | $4,622,000 | 3,284 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $26,806,000 | 3,349 |
| Total debt securities | $26,806,000 | 3,804 |
| Structured notes | ||
| Amortized cost | $8,876,000 | 494 |
| Fair value | $8,867,000 | 490 |
| 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 | $25,613,000 | 4,037 |
| U.S. Government securities | $25,345,000 | 3,252 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $25,345,000 | 3,121 |
| Securities issued by states & political subdivisions | $268,000 | 5,984 |
| 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 | $25,184,000 | 1,736 |
| Mortgage-backed securities | $4,896,000 | 3,923 |
| Certificates of participation in pools of residential mortgages | $4,896,000 | 3,302 |
| Issued or guaranteed by U.S. | $4,896,000 | 3,295 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $25,613,000 | 3,493 |
| Total debt securities | $25,613,000 | 3,981 |
| Structured notes | ||
| Amortized cost | $4,394,000 | 964 |
| Fair value | $4,368,000 | 961 |
| 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 | $35,617,000 | 3,187 |
| U.S. Government securities | $35,346,000 | 2,499 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $35,346,000 | 2,398 |
| Securities issued by states & political subdivisions | $271,000 | 6,017 |
| 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 | $35,567,000 | 1,271 |
| Mortgage-backed securities | $4,259,000 | 4,166 |
| Certificates of participation in pools of residential mortgages | $4,259,000 | 3,546 |
| Issued or guaranteed by U.S. | $4,259,000 | 3,535 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $35,617,000 | 2,736 |
| Total debt securities | $35,617,000 | 3,138 |
| Structured notes | ||
| Amortized cost | $4,392,000 | 941 |
| Fair value | $4,382,000 | 940 |
| 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 | $20,770,000 | 4,618 |
| U.S. Government securities | $20,497,000 | 3,788 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $20,497,000 | 3,658 |
| Securities issued by states & political subdivisions | $273,000 | 6,070 |
| 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 | $20,470,000 | 1,994 |
| Mortgage-backed securities | $4,573,000 | 4,082 |
| Certificates of participation in pools of residential mortgages | $4,573,000 | 3,462 |
| Issued or guaranteed by U.S. | $4,573,000 | 3,456 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $20,770,000 | 4,005 |
| Total debt securities | $20,770,000 | 4,560 |
| Structured notes | ||
| Amortized cost | $3,096,000 | 1,195 |
| Fair value | $3,099,000 | 1,193 |
| 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 | $24,518,000 | 4,224 |
| U.S. Government securities | $24,247,000 | 3,418 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $24,247,000 | 3,294 |
| Securities issued by states & political subdivisions | $271,000 | 6,108 |
| 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 | $24,518,000 | 1,701 |
| Mortgage-backed securities | $4,820,000 | 4,075 |
| Certificates of participation in pools of residential mortgages | $4,820,000 | 3,455 |
| Issued or guaranteed by U.S. | $4,820,000 | 3,447 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $24,518,000 | 3,653 |
| Total debt securities | $24,518,000 | 4,151 |
| Structured notes | ||
| Amortized cost | $3,096,000 | 1,164 |
| Fair value | $3,051,000 | 1,164 |
| 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 | $25,755,000 | 4,083 |
| U.S. Government securities | $25,477,000 | 3,234 |
| U.S. Treasury securities | $500,000 | 1,748 |
| U.S. Government agency obligations | $24,977,000 | 3,169 |
| Securities issued by states & political subdivisions | $278,000 | 6,100 |
| 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 | $25,755,000 | 1,621 |
| Mortgage-backed securities | $5,417,000 | 3,965 |
| Certificates of participation in pools of residential mortgages | $5,417,000 | 3,319 |
| Issued or guaranteed by U.S. | $5,417,000 | 3,309 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $25,755,000 | 3,551 |
| Total debt securities | $25,755,000 | 4,006 |
| Structured notes | ||
| Amortized cost | $3,097,000 | 1,019 |
| Fair value | $3,119,000 | 1,020 |
| 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 | $29,037,000 | 3,808 |
| U.S. Government securities | $28,760,000 | 3,005 |
| U.S. Treasury securities | $499,000 | 1,858 |
| U.S. Government agency obligations | $28,261,000 | 2,936 |
| Securities issued by states & political subdivisions | $277,000 | 6,171 |
| 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 | $28,906,000 | 1,438 |
| Mortgage-backed securities | $5,772,000 | 3,835 |
| Certificates of participation in pools of residential mortgages | $5,772,000 | 3,215 |
| Issued or guaranteed by U.S. | $5,772,000 | 3,203 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $29,037,000 | 3,281 |
| Total debt securities | $29,037,000 | 3,743 |
| Structured notes | ||
| Amortized cost | $3,472,000 | 868 |
| Fair value | $3,479,000 | 856 |
| 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 | $19,125,000 | 4,858 |
| U.S. Government securities | $18,848,000 | 3,953 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $18,848,000 | 3,804 |
| Securities issued by states & political subdivisions | $277,000 | 6,213 |
| 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 | $18,968,000 | 1,966 |
| Mortgage-backed securities | $6,216,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $6,216,000 | 3,108 |
| Issued or guaranteed by U.S. | $6,216,000 | 3,096 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $19,125,000 | 4,245 |
| Total debt securities | $19,125,000 | 4,772 |
| Structured notes | ||
| Amortized cost | $3,473,000 | 736 |
| Fair value | $3,474,000 | 715 |
| 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 | $21,694,000 | 4,453 |
| U.S. Government securities | $21,413,000 | 3,530 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $21,413,000 | 3,390 |
| Securities issued by states & political subdivisions | $281,000 | 6,208 |
| 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 | $20,307,000 | 1,831 |
| Mortgage-backed securities | $7,187,000 | 3,567 |
| Certificates of participation in pools of residential mortgages | $7,187,000 | 2,886 |
| Issued or guaranteed by U.S. | $7,187,000 | 2,874 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $21,694,000 | 3,877 |
| Total debt securities | $21,694,000 | 4,368 |
| Structured notes | ||
| Amortized cost | $2,082,000 | 798 |
| Fair value | $2,106,000 | 799 |
| 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 | $25,404,000 | 3,971 |
| U.S. Government securities | $25,126,000 | 3,110 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $25,126,000 | 2,977 |
| Securities issued by states & political subdivisions | $278,000 | 6,209 |
| 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 | $22,716,000 | 1,660 |
| Mortgage-backed securities | $6,311,000 | 3,802 |
| Certificates of participation in pools of residential mortgages | $6,311,000 | 3,052 |
| Issued or guaranteed by U.S. | $6,311,000 | 3,039 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $25,404,000 | 3,414 |
| Total debt securities | $25,404,000 | 3,886 |
| Structured notes | ||
| Amortized cost | $1,206,000 | 850 |
| Fair value | $1,218,000 | 849 |
| 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 | $26,008,000 | 3,899 |
| U.S. Government securities | $25,732,000 | 3,043 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $25,732,000 | 2,897 |
| Securities issued by states & political subdivisions | $276,000 | 6,211 |
| 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 | $26,006,000 | 1,456 |
| Mortgage-backed securities | $3,102,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $3,102,000 | 4,112 |
| Issued or guaranteed by U.S. | $3,102,000 | 4,099 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $26,008,000 | 3,339 |
| Total debt securities | $26,008,000 | 3,816 |
| Structured notes | ||
| Amortized cost | $1,707,000 | 588 |
| Fair value | $1,728,000 | 588 |
| 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 | $28,068,000 | 3,536 |
| U.S. Government securities | $27,675,000 | 2,723 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $27,675,000 | 2,579 |
| Securities issued by states & political subdivisions | $393,000 | 6,119 |
| 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 | $25,368,000 | 1,415 |
| Mortgage-backed securities | $2,990,000 | 4,719 |
| Certificates of participation in pools of residential mortgages | $2,990,000 | 3,886 |
| Issued or guaranteed by U.S. | $2,990,000 | 3,871 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $28,068,000 | 2,981 |
| Total debt securities | $28,068,000 | 3,446 |
| 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 | $31,482,000 | 3,311 |
| U.S. Government securities | $29,712,000 | 2,658 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $29,712,000 | 2,465 |
| Securities issued by states & political subdivisions | $416,000 | 6,229 |
| 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 | $0 | 313 |
| Equity securities | $1,354,000 | 2,049 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,128,000 | 1,282 |
| Mortgage-backed securities | $187,000 | 6,662 |
| Certificates of participation in pools of residential mortgages | $187,000 | 6,111 |
| Issued or guaranteed by U.S. | $187,000 | 6,091 |
| 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) | $31,482,000 | 2,665 |
| Total debt securities | $30,128,000 | 3,328 |
| Structured notes | ||
| Amortized cost | $500,000 | 526 |
| Fair value | $495,000 | 578 |
| 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 | $27,794,000 | 3,816 |
| U.S. Government securities | $26,131,000 | 3,120 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $26,131,000 | 2,801 |
| Securities issued by states & political subdivisions | $402,000 | 6,564 |
| 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 | $0 | 343 |
| Equity securities | $1,261,000 | 2,062 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,441,000 | 1,461 |
| Mortgage-backed securities | $277,000 | 6,811 |
| Certificates of participation in pools of residential mortgages | $277,000 | 6,173 |
| Issued or guaranteed by U.S. | $277,000 | 6,156 |
| 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) | $27,794,000 | 2,998 |
| Total debt securities | $26,533,000 | 3,848 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $470,000 | 916 |
| 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 | $33,469,000 | 3,302 |
| U.S. Government securities | $31,868,000 | 2,671 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $31,868,000 | 2,247 |
| Securities issued by states & political subdivisions | $424,000 | 6,743 |
| 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 | $1,177,000 | 2,113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,627,000 | 1,073 |
| Mortgage-backed securities | $549,000 | 6,609 |
| Certificates of participation in pools of residential mortgages | $436,000 | 6,104 |
| Issued or guaranteed by U.S. | $436,000 | 6,086 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $113,000 | 4,444 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 4,262 |
| 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) | $33,469,000 | 2,512 |
| Total debt securities | $32,292,000 | 3,319 |
| Structured notes | ||
| Amortized cost | $500,000 | 941 |
| Fair value | $494,000 | 1,099 |
| 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 | $19,049,000 | 5,097 |
| U.S. Government securities | $17,692,000 | 4,474 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $17,692,000 | 3,542 |
| Securities issued by states & political subdivisions | $260,000 | 7,313 |
| 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 | $1,097,000 | 2,188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,727,000 | 1,785 |
| Mortgage-backed securities | $1,681,000 | 5,664 |
| Certificates of participation in pools of residential mortgages | $786,000 | 5,693 |
| Issued or guaranteed by U.S. | $786,000 | 5,674 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $895,000 | 3,552 |
| CMOs issued by government agencies or sponsored agencies | $895,000 | 3,430 |
| 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) | $19,049,000 | 3,747 |
| Total debt securities | $17,952,000 | 5,198 |
| 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 | $15,612,000 | 6,272 |
| U.S. Government securities | $14,588,000 | 5,600 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $14,588,000 | 4,282 |
| Securities issued by states & political subdivisions | $484,000 | 7,113 |
| 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 | $540,000 | 3,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,123,000 | 2,070 |
| Mortgage-backed securities | $2,645,000 | 5,443 |
| Certificates of participation in pools of residential mortgages | $954,000 | 5,895 |
| Issued or guaranteed by U.S. | $954,000 | 5,881 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,691,000 | 3,288 |
| CMOs issued by government agencies or sponsored agencies | $1,691,000 | 3,155 |
| 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) | $15,612,000 | 4,587 |
| Total debt securities | $15,072,000 | 6,276 |
| 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 | $8,443,000 | 8,838 |
| U.S. Government securities | $7,684,000 | 8,330 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $7,684,000 | 6,390 |
| Securities issued by states & political subdivisions | $333,000 | 7,783 |
| 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 | $426,000 | 3,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,132,000 | 3,753 |
| Mortgage-backed securities | $2,171,000 | 6,117 |
| Certificates of participation in pools of residential mortgages | $171,000 | 7,961 |
| Issued or guaranteed by U.S. | $171,000 | 7,929 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,000,000 | 3,432 |
| CMOs issued by government agencies or sponsored agencies | $2,000,000 | 3,287 |
| 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) | $8,443,000 | 6,647 |
| Total debt securities | $8,017,000 | 8,869 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,978 |
| Fair value | $298,000 | 4,025 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $6,326,000 | 10,220 |
| U.S. Government securities | $5,744,000 | 9,767 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $5,744,000 | 7,304 |
| Securities issued by states & political subdivisions | $235,000 | 8,535 |
| 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 | $347,000 | 3,776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,370,000 | 4,549 |
| Mortgage-backed securities | $2,543,000 | 6,191 |
| Certificates of participation in pools of residential mortgages | $231,000 | 8,222 |
| Issued or guaranteed by U.S. | $231,000 | 8,196 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,312,000 | 3,426 |
| CMOs issued by government agencies or sponsored agencies | $2,312,000 | 3,272 |
| 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) | $2,778,000 | 9,471 |
| Available-for-sale securities (fair market value) | $3,548,000 | 7,748 |
| Total debt securities | $5,979,000 | 10,294 |
| 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 | $5,746,000 | 10,921 |
| U.S. Government securities | $5,333,000 | 10,319 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $5,333,000 | 7,671 |
| Securities issued by states & political subdivisions | $235,000 | 8,747 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| 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 | $178,000 | 4,739 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,520,000 | 6,410 |
| Mortgage-backed securities | $2,736,000 | 6,621 |
| Certificates of participation in pools of residential mortgages | $337,000 | 8,546 |
| Issued or guaranteed by U.S. | $337,000 | 8,490 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,399,000 | 3,790 |
| CMOs issued by government agencies or sponsored agencies | $2,399,000 | 3,589 |
| Privately issued | $0 | 2,902 |
| 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 | $5,568,000 | 10,864 |
| 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 | $5,121,000 | 11,529 |
| U.S. Government securities | $5,016,000 | 10,785 |
| U.S. Treasury securities | $301,000 | 11,661 |
| U.S. Government agency obligations | $4,715,000 | 8,197 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| 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 | $105,000 | 5,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $520,000 | 9,638 |
| Mortgage-backed securities | $2,413,000 | 7,250 |
| Certificates of participation in pools of residential mortgages | $551,000 | 8,455 |
| Issued or guaranteed by U.S. | $551,000 | 8,391 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,862,000 | 4,175 |
| CMOs issued by government agencies or sponsored agencies | $1,862,000 | 3,844 |
| Privately issued | $0 | 3,547 |
| 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 | $5,016,000 | 11,441 |
| 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 |