Home > River City Bank, Inc. > Securities
River City Bank, Inc., Securities
| 2023-12-31 | Rank | |
| Total securities | $83,270,000 | 1,937 |
| U.S. Government securities | $39,481,000 | 2,147 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $39,481,000 | 1,875 |
| Securities issued by states & political subdivisions | $31,963,000 | 1,299 |
| Other domestic debt securities | $11,826,000 | 937 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $11,611,000 | 242 |
| Other domestic debt securities - All other | $215,000 | 1,822 |
| 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 | $6,581,000 | 3,204 |
| Mortgage-backed securities | $35,527,000 | 1,558 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,138,000 | 1,824 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,839,000 | 1,938 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $20,550,000 | 322 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $83,270,000 | 1,728 |
| Total debt securities | $83,270,000 | 1,923 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $78,686,000 | 1,985 |
| U.S. Government securities | $37,759,000 | 2,186 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $37,759,000 | 1,892 |
| Securities issued by states & political subdivisions | $29,517,000 | 1,355 |
| Other domestic debt securities | $11,410,000 | 945 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $11,199,000 | 242 |
| Other domestic debt securities - All other | $211,000 | 1,834 |
| 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 | $5,845,000 | 3,231 |
| Mortgage-backed securities | $33,964,000 | 1,576 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,528,000 | 1,839 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,865,000 | 1,900 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $19,571,000 | 341 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $78,686,000 | 1,770 |
| Total debt securities | $78,685,000 | 1,972 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $83,685,000 | 1,957 |
| U.S. Government securities | $40,355,000 | 2,163 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $40,355,000 | 1,860 |
| Securities issued by states & political subdivisions | $31,732,000 | 1,347 |
| Other domestic debt securities | $11,598,000 | 946 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $11,388,000 | 223 |
| Other domestic debt securities - All other | $210,000 | 1,849 |
| 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 | $6,351,000 | 3,173 |
| Mortgage-backed securities | $36,280,000 | 1,554 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,562,000 | 1,813 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,961,000 | 1,885 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $20,757,000 | 330 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $83,685,000 | 1,744 |
| Total debt securities | $83,685,000 | 1,945 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $86,353,000 | 2,000 |
| U.S. Government securities | $41,970,000 | 2,195 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $41,970,000 | 1,826 |
| Securities issued by states & political subdivisions | $32,652,000 | 1,360 |
| Other domestic debt securities | $11,731,000 | 983 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $11,510,000 | 223 |
| Other domestic debt securities - All other | $221,000 | 1,885 |
| 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 | $6,480,000 | 3,109 |
| Mortgage-backed securities | $37,699,000 | 1,569 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,128,000 | 1,831 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,075,000 | 1,896 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $21,496,000 | 331 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $86,353,000 | 1,779 |
| Total debt securities | $86,352,000 | 1,986 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $85,952,000 | 2,026 |
| U.S. Government securities | $42,531,000 | 2,199 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $42,531,000 | 1,823 |
| Securities issued by states & political subdivisions | $31,885,000 | 1,421 |
| Other domestic debt securities | $11,536,000 | 1,015 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $11,315,000 | 242 |
| Other domestic debt securities - All other | $221,000 | 1,912 |
| 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 | $6,295,000 | 3,042 |
| Mortgage-backed securities | $38,433,000 | 1,565 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,380,000 | 1,834 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,127,000 | 1,900 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $21,926,000 | 321 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $85,952,000 | 1,811 |
| Total debt securities | $85,951,000 | 2,013 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $87,957,000 | 1,999 |
| U.S. Government securities | $44,340,000 | 2,187 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $44,340,000 | 1,806 |
| Securities issued by states & political subdivisions | $32,002,000 | 1,412 |
| Other domestic debt securities | $11,615,000 | 972 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $11,390,000 | 188 |
| Other domestic debt securities - All other | $225,000 | 1,915 |
| 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 | $5,466,000 | 3,086 |
| Mortgage-backed securities | $40,168,000 | 1,534 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,917,000 | 1,825 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,294,000 | 1,876 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $22,957,000 | 341 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $87,957,000 | 1,788 |
| Total debt securities | $87,958,000 | 1,985 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $92,568,000 | 1,962 |
| U.S. Government securities | $57,334,000 | 1,866 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $57,334,000 | 1,545 |
| Securities issued by states & political subdivisions | $35,003,000 | 1,379 |
| Other domestic debt securities | $231,000 | 2,193 |
| 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 | $231,000 | 1,902 |
| 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 | $5,661,000 | 3,069 |
| Mortgage-backed securities | $53,055,000 | 1,353 |
| Certificates of participation in pools of residential mortgages | $15,375,000 | 1,887 |
| Issued or guaranteed by U.S. | $15,375,000 | 1,844 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,455,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $2,455,000 | 1,874 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $35,225,000 | 431 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $35,225,000 | 301 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $92,568,000 | 1,786 |
| Total debt securities | $92,571,000 | 1,947 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $102,425,000 | 1,812 |
| U.S. Government securities | $63,446,000 | 1,714 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $63,446,000 | 1,457 |
| Securities issued by states & political subdivisions | $38,729,000 | 1,291 |
| Other domestic debt securities | $250,000 | 2,152 |
| 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 | $250,000 | 1,850 |
| 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 | $4,706,000 | 3,182 |
| Mortgage-backed securities | $58,873,000 | 1,295 |
| Certificates of participation in pools of residential mortgages | $17,303,000 | 1,803 |
| Issued or guaranteed by U.S. | $17,303,000 | 1,770 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,696,000 | 1,909 |
| CMOs issued by government agencies or sponsored agencies | $2,696,000 | 1,842 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $38,874,000 | 416 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $38,874,000 | 283 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $102,425,000 | 1,654 |
| Total debt securities | $102,426,000 | 1,795 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $108,027,000 | 1,676 |
| U.S. Government securities | $66,437,000 | 1,573 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $66,437,000 | 1,401 |
| Securities issued by states & political subdivisions | $41,340,000 | 1,275 |
| Other domestic debt securities | $250,000 | 2,126 |
| 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 | $250,000 | 1,800 |
| 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 | $4,681,000 | 3,196 |
| Mortgage-backed securities | $61,561,000 | 1,235 |
| Certificates of participation in pools of residential mortgages | $16,982,000 | 1,838 |
| Issued or guaranteed by U.S. | $16,982,000 | 1,793 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,030,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $3,030,000 | 1,780 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $41,549,000 | 408 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $41,549,000 | 280 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $108,027,000 | 1,561 |
| Total debt securities | $108,026,000 | 1,660 |
| 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 | $109,221,000 | 1,588 |
| U.S. Government securities | $67,386,000 | 1,494 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $67,386,000 | 1,357 |
| Securities issued by states & political subdivisions | $41,585,000 | 1,234 |
| Other domestic debt securities | $250,000 | 2,089 |
| 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 | $250,000 | 1,744 |
| 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 | $4,209,000 | 3,261 |
| Mortgage-backed securities | $62,424,000 | 1,207 |
| Certificates of participation in pools of residential mortgages | $15,837,000 | 1,869 |
| Issued or guaranteed by U.S. | $15,837,000 | 1,822 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,532,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $3,532,000 | 1,721 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $43,055,000 | 388 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $43,055,000 | 276 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $109,221,000 | 1,488 |
| Total debt securities | $109,221,000 | 1,572 |
| 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 | $88,014,000 | 1,802 |
| U.S. Government securities | $54,204,000 | 1,639 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $54,204,000 | 1,496 |
| Securities issued by states & political subdivisions | $33,560,000 | 1,420 |
| Other domestic debt securities | $250,000 | 2,090 |
| 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 | $250,000 | 1,709 |
| 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 | $3,697,000 | 3,341 |
| Mortgage-backed securities | $51,131,000 | 1,294 |
| Certificates of participation in pools of residential mortgages | $10,798,000 | 2,196 |
| Issued or guaranteed by U.S. | $10,798,000 | 2,139 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,010,000 | 1,659 |
| CMOs issued by government agencies or sponsored agencies | $4,010,000 | 1,619 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $36,323,000 | 407 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $36,323,000 | 288 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $88,014,000 | 1,684 |
| Total debt securities | $88,014,000 | 1,788 |
| 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 | $73,547,000 | 1,925 |
| U.S. Government securities | $47,441,000 | 1,670 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $47,441,000 | 1,566 |
| Securities issued by states & political subdivisions | $25,856,000 | 1,658 |
| Other domestic debt securities | $250,000 | 2,067 |
| 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 | $250,000 | 1,663 |
| 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 | $3,070,000 | 3,431 |
| Mortgage-backed securities | $44,441,000 | 1,368 |
| Certificates of participation in pools of residential mortgages | $11,574,000 | 2,068 |
| Issued or guaranteed by U.S. | $11,574,000 | 2,009 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,456,000 | 1,575 |
| CMOs issued by government agencies or sponsored agencies | $4,456,000 | 1,535 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $28,411,000 | 443 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $28,411,000 | 298 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $73,547,000 | 1,802 |
| Total debt securities | $73,547,000 | 1,906 |
| 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 | $50,981,000 | 2,292 |
| U.S. Government securities | $28,375,000 | 2,122 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $28,375,000 | 2,008 |
| Securities issued by states & political subdivisions | $22,606,000 | 1,758 |
| 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 | $3,088,000 | 3,438 |
| Mortgage-backed securities | $28,375,000 | 1,707 |
| Certificates of participation in pools of residential mortgages | $8,533,000 | 2,231 |
| Issued or guaranteed by U.S. | $8,533,000 | 2,173 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,094,000 | 1,514 |
| CMOs issued by government agencies or sponsored agencies | $5,094,000 | 1,468 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $14,748,000 | 628 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $14,748,000 | 417 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $50,981,000 | 2,154 |
| Total debt securities | $50,982,000 | 2,274 |
| 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 | $43,938,000 | 2,417 |
| U.S. Government securities | $25,356,000 | 2,199 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $25,356,000 | 2,085 |
| Securities issued by states & political subdivisions | $18,582,000 | 1,866 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,385,000 | 2,875 |
| Mortgage-backed securities | $25,356,000 | 1,770 |
| Certificates of participation in pools of residential mortgages | $9,434,000 | 2,120 |
| Issued or guaranteed by U.S. | $9,434,000 | 2,056 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,409,000 | 1,521 |
| CMOs issued by government agencies or sponsored agencies | $5,409,000 | 1,480 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $10,513,000 | 740 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $10,513,000 | 481 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $43,938,000 | 2,254 |
| Total debt securities | $43,938,000 | 2,392 |
| 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 | $38,912,000 | 2,545 |
| U.S. Government securities | $14,924,000 | 2,831 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $14,924,000 | 2,697 |
| Securities issued by states & political subdivisions | $23,988,000 | 1,494 |
| 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 | $8,117,000 | 2,802 |
| Mortgage-backed securities | $14,924,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $6,944,000 | 2,367 |
| Issued or guaranteed by U.S. | $6,944,000 | 2,300 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,589,000 | 1,953 |
| CMOs issued by government agencies or sponsored agencies | $2,589,000 | 1,908 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $5,391,000 | 979 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $5,391,000 | 634 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $38,912,000 | 2,364 |
| Total debt securities | $38,912,000 | 2,520 |
| 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 | $39,773,000 | 2,432 |
| U.S. Government securities | $13,222,000 | 3,012 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $13,222,000 | 2,867 |
| Securities issued by states & political subdivisions | $26,551,000 | 1,259 |
| 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 | $9,615,000 | 2,600 |
| Mortgage-backed securities | $13,222,000 | 2,402 |
| Certificates of participation in pools of residential mortgages | $7,599,000 | 2,304 |
| Issued or guaranteed by U.S. | $7,599,000 | 2,232 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,346,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $3,346,000 | 1,789 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,277,000 | 1,309 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $2,277,000 | 834 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $39,773,000 | 2,260 |
| Total debt securities | $39,772,000 | 2,412 |
| 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 | $47,438,000 | 2,182 |
| U.S. Government securities | $16,717,000 | 2,797 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $16,717,000 | 2,636 |
| Securities issued by states & political subdivisions | $30,721,000 | 1,078 |
| 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 | $11,586,000 | 2,447 |
| Mortgage-backed securities | $16,717,000 | 2,120 |
| Certificates of participation in pools of residential mortgages | $7,985,000 | 2,198 |
| Issued or guaranteed by U.S. | $7,985,000 | 2,140 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,505,000 | 1,815 |
| CMOs issued by government agencies or sponsored agencies | $3,505,000 | 1,767 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $5,227,000 | 957 |
| Commercial mortgage pass-through securities | $2,994,000 | 764 |
| Other commercial mortgage-backed securities | $2,233,000 | 810 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $47,438,000 | 2,032 |
| Total debt securities | $47,439,000 | 2,164 |
| 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 | $50,212,000 | 2,100 |
| U.S. Government securities | $17,319,000 | 2,794 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $17,319,000 | 2,635 |
| Securities issued by states & political subdivisions | $32,893,000 | 985 |
| 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 | $9,868,000 | 2,645 |
| Mortgage-backed securities | $17,319,000 | 2,086 |
| Certificates of participation in pools of residential mortgages | $8,356,000 | 2,135 |
| Issued or guaranteed by U.S. | $8,356,000 | 2,072 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,673,000 | 1,790 |
| CMOs issued by government agencies or sponsored agencies | $3,673,000 | 1,748 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $5,290,000 | 933 |
| Commercial mortgage pass-through securities | $2,986,000 | 772 |
| Other commercial mortgage-backed securities | $2,304,000 | 787 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $50,212,000 | 1,941 |
| Total debt securities | $50,213,000 | 2,085 |
| 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 | $45,930,000 | 2,282 |
| U.S. Government securities | $9,507,000 | 3,555 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,507,000 | 3,398 |
| Securities issued by states & political subdivisions | $36,423,000 | 908 |
| 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 | $9,921,000 | 2,716 |
| Mortgage-backed securities | $9,507,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | $4,601,000 | 2,659 |
| Issued or guaranteed by U.S. | $4,601,000 | 2,586 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $731,000 | 2,483 |
| CMOs issued by government agencies or sponsored agencies | $731,000 | 2,436 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,175,000 | 1,014 |
| Commercial mortgage pass-through securities | $3,978,000 | 686 |
| Other commercial mortgage-backed securities | $197,000 | 1,147 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $45,930,000 | 2,103 |
| Total debt securities | $45,930,000 | 2,266 |
| 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 | $50,512,000 | 2,146 |
| U.S. Government securities | $9,909,000 | 3,556 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $9,909,000 | 3,387 |
| Securities issued by states & political subdivisions | $40,603,000 | 850 |
| 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 | $10,298,000 | 2,701 |
| Mortgage-backed securities | $9,909,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $4,911,000 | 2,619 |
| Issued or guaranteed by U.S. | $4,911,000 | 2,550 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $802,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $802,000 | 2,416 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $4,196,000 | 948 |
| Commercial mortgage pass-through securities | $3,952,000 | 671 |
| Other commercial mortgage-backed securities | $244,000 | 1,053 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $50,512,000 | 1,981 |
| Total debt securities | $50,512,000 | 2,130 |
| 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 | $54,129,000 | 2,059 |
| U.S. Government securities | $11,647,000 | 3,389 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $11,647,000 | 3,227 |
| Securities issued by states & political subdivisions | $42,482,000 | 836 |
| 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 | $9,599,000 | 2,786 |
| Mortgage-backed securities | $11,647,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $5,204,000 | 2,585 |
| Issued or guaranteed by U.S. | $5,204,000 | 2,541 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $858,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $858,000 | 2,392 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $5,585,000 | 826 |
| Commercial mortgage pass-through securities | $5,292,000 | 568 |
| Other commercial mortgage-backed securities | $293,000 | 1,001 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $54,129,000 | 1,900 |
| Total debt securities | $54,129,000 | 2,044 |
| 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 | $56,646,000 | 2,011 |
| U.S. Government securities | $12,115,000 | 3,384 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $12,115,000 | 3,232 |
| Securities issued by states & political subdivisions | $44,531,000 | 812 |
| 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 | $9,100,000 | 2,852 |
| Mortgage-backed securities | $12,115,000 | 2,442 |
| Certificates of participation in pools of residential mortgages | $5,554,000 | 2,576 |
| Issued or guaranteed by U.S. | $5,554,000 | 2,562 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $932,000 | 2,406 |
| CMOs issued by government agencies or sponsored agencies | $932,000 | 2,358 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $5,629,000 | 813 |
| Commercial mortgage pass-through securities | $5,289,000 | 558 |
| Other commercial mortgage-backed securities | $340,000 | 991 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $56,646,000 | 1,846 |
| Total debt securities | $56,646,000 | 1,995 |
| 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 | $62,513,000 | 1,897 |
| U.S. Government securities | $15,235,000 | 3,106 |
| U.S. Treasury securities | $1,495,000 | 1,048 |
| U.S. Government agency obligations | $13,740,000 | 3,077 |
| Securities issued by states & political subdivisions | $47,278,000 | 774 |
| 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 | $18,741,000 | 2,046 |
| Mortgage-backed securities | $13,740,000 | 2,364 |
| Certificates of participation in pools of residential mortgages | $6,020,000 | 2,550 |
| Issued or guaranteed by U.S. | $6,020,000 | 2,429 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,046,000 | 2,375 |
| CMOs issued by government agencies or sponsored agencies | $1,046,000 | 2,324 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $6,674,000 | 748 |
| Commercial mortgage pass-through securities | $5,291,000 | 536 |
| Other commercial mortgage-backed securities | $1,383,000 | 758 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $62,513,000 | 1,746 |
| Total debt securities | $62,513,000 | 1,881 |
| 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 | $65,348,000 | 1,853 |
| U.S. Government securities | $17,780,000 | 2,948 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $17,780,000 | 2,812 |
| Securities issued by states & political subdivisions | $47,568,000 | 794 |
| 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 | $18,919,000 | 2,058 |
| Mortgage-backed securities | $17,780,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $6,500,000 | 2,519 |
| Issued or guaranteed by U.S. | $6,500,000 | 2,517 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,158,000 | 2,340 |
| CMOs issued by government agencies or sponsored agencies | $1,158,000 | 2,282 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $10,122,000 | 528 |
| Commercial mortgage pass-through securities | $5,304,000 | 430 |
| Other commercial mortgage-backed securities | $4,818,000 | 485 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $65,348,000 | 1,705 |
| Total debt securities | $65,347,000 | 1,835 |
| 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 | $68,678,000 | 1,808 |
| U.S. Government securities | $20,370,000 | 2,777 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $20,370,000 | 2,647 |
| Securities issued by states & political subdivisions | $48,308,000 | 820 |
| 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 | $18,867,000 | 2,088 |
| Mortgage-backed securities | $20,370,000 | 1,923 |
| Certificates of participation in pools of residential mortgages | $7,102,000 | 2,472 |
| Issued or guaranteed by U.S. | $7,102,000 | 2,470 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,286,000 | 2,288 |
| CMOs issued by government agencies or sponsored agencies | $1,286,000 | 2,226 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $11,982,000 | 476 |
| Commercial mortgage pass-through securities | $5,345,000 | 428 |
| Other commercial mortgage-backed securities | $6,637,000 | 407 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $68,678,000 | 1,676 |
| Total debt securities | $68,680,000 | 1,793 |
| 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 | $78,013,000 | 1,656 |
| U.S. Government securities | $27,307,000 | 2,385 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $27,307,000 | 2,289 |
| Securities issued by states & political subdivisions | $50,706,000 | 788 |
| 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 | $19,049,000 | 2,118 |
| Mortgage-backed securities | $24,319,000 | 1,753 |
| Certificates of participation in pools of residential mortgages | $10,426,000 | 2,122 |
| Issued or guaranteed by U.S. | $10,426,000 | 2,120 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,443,000 | 2,264 |
| CMOs issued by government agencies or sponsored agencies | $1,443,000 | 2,206 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $12,450,000 | 460 |
| Commercial mortgage pass-through securities | $5,379,000 | 428 |
| Other commercial mortgage-backed securities | $7,071,000 | 383 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $78,013,000 | 1,518 |
| Total debt securities | $78,013,000 | 1,637 |
| 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 | $79,619,000 | 1,662 |
| U.S. Government securities | $28,551,000 | 2,377 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $28,551,000 | 2,279 |
| Securities issued by states & political subdivisions | $51,068,000 | 789 |
| 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 | $18,887,000 | 2,165 |
| Mortgage-backed securities | $25,562,000 | 1,720 |
| Certificates of participation in pools of residential mortgages | $11,230,000 | 2,082 |
| Issued or guaranteed by U.S. | $11,230,000 | 2,081 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,625,000 | 2,231 |
| CMOs issued by government agencies or sponsored agencies | $1,625,000 | 2,166 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $12,707,000 | 450 |
| Commercial mortgage pass-through securities | $5,391,000 | 415 |
| Other commercial mortgage-backed securities | $7,316,000 | 368 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $79,619,000 | 1,519 |
| Total debt securities | $79,619,000 | 1,640 |
| 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 | $80,826,000 | 1,659 |
| U.S. Government securities | $29,938,000 | 2,319 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $29,938,000 | 2,220 |
| Securities issued by states & political subdivisions | $50,888,000 | 802 |
| 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 | $19,889,000 | 2,098 |
| Mortgage-backed securities | $26,949,000 | 1,692 |
| Certificates of participation in pools of residential mortgages | $11,965,000 | 2,065 |
| Issued or guaranteed by U.S. | $11,965,000 | 2,065 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,837,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $1,837,000 | 2,131 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $13,147,000 | 428 |
| Commercial mortgage pass-through securities | $5,377,000 | 400 |
| Other commercial mortgage-backed securities | $7,770,000 | 347 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $80,826,000 | 1,505 |
| Total debt securities | $80,827,000 | 1,631 |
| 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 | $83,059,000 | 1,617 |
| U.S. Government securities | $31,500,000 | 2,230 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $31,500,000 | 2,129 |
| Securities issued by states & political subdivisions | $51,559,000 | 783 |
| 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 | $3,606,000 | 3,994 |
| Mortgage-backed securities | $28,517,000 | 1,635 |
| Certificates of participation in pools of residential mortgages | $12,673,000 | 2,001 |
| Issued or guaranteed by U.S. | $12,673,000 | 2,000 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,105,000 | 2,115 |
| CMOs issued by government agencies or sponsored agencies | $2,105,000 | 2,046 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $13,739,000 | 398 |
| Commercial mortgage pass-through securities | $5,379,000 | 385 |
| Other commercial mortgage-backed securities | $8,360,000 | 321 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $83,059,000 | 1,454 |
| Total debt securities | $83,059,000 | 1,594 |
| 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 | $86,996,000 | 1,553 |
| U.S. Government securities | $34,028,000 | 2,104 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $34,028,000 | 2,017 |
| Securities issued by states & political subdivisions | $52,968,000 | 757 |
| 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 | $3,708,000 | 4,030 |
| Mortgage-backed securities | $31,010,000 | 1,557 |
| Certificates of participation in pools of residential mortgages | $14,024,000 | 1,912 |
| Issued or guaranteed by U.S. | $14,024,000 | 1,912 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,455,000 | 2,058 |
| CMOs issued by government agencies or sponsored agencies | $2,455,000 | 1,991 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $14,531,000 | 365 |
| Commercial mortgage pass-through securities | $5,479,000 | 348 |
| Other commercial mortgage-backed securities | $9,052,000 | 294 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $86,996,000 | 1,397 |
| Total debt securities | $86,996,000 | 1,529 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $89,461,000 | 1,526 |
| U.S. Government securities | $35,969,000 | 2,077 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $35,969,000 | 1,989 |
| Securities issued by states & political subdivisions | $53,492,000 | 761 |
| 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 | $3,746,000 | 4,093 |
| Mortgage-backed securities | $32,946,000 | 1,507 |
| Certificates of participation in pools of residential mortgages | $15,086,000 | 1,855 |
| Issued or guaranteed by U.S. | $15,086,000 | 1,851 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,898,000 | 1,976 |
| CMOs issued by government agencies or sponsored agencies | $2,898,000 | 1,904 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $14,962,000 | 343 |
| Commercial mortgage pass-through securities | $5,516,000 | 321 |
| Other commercial mortgage-backed securities | $9,446,000 | 279 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $89,461,000 | 1,363 |
| Total debt securities | $89,461,000 | 1,503 |
| 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 | $92,977,000 | 1,493 |
| U.S. Government securities | $39,609,000 | 2,010 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $39,609,000 | 1,923 |
| Securities issued by states & political subdivisions | $53,368,000 | 745 |
| 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 | $3,737,000 | 4,142 |
| Mortgage-backed securities | $34,603,000 | 1,462 |
| Certificates of participation in pools of residential mortgages | $15,932,000 | 1,788 |
| Issued or guaranteed by U.S. | $15,932,000 | 1,787 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,280,000 | 1,902 |
| CMOs issued by government agencies or sponsored agencies | $3,280,000 | 1,824 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $15,391,000 | 329 |
| Commercial mortgage pass-through securities | $5,472,000 | 313 |
| Other commercial mortgage-backed securities | $9,919,000 | 263 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $92,977,000 | 1,327 |
| Total debt securities | $92,975,000 | 1,469 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 623 |
| Fair value | $1,998,000 | 658 |
| 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 | $96,436,000 | 1,452 |
| U.S. Government securities | $41,413,000 | 1,960 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $41,413,000 | 1,871 |
| Securities issued by states & political subdivisions | $55,023,000 | 713 |
| 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 | $3,727,000 | 4,182 |
| Mortgage-backed securities | $36,456,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $16,763,000 | 1,749 |
| Issued or guaranteed by U.S. | $16,763,000 | 1,747 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,657,000 | 1,853 |
| CMOs issued by government agencies or sponsored agencies | $3,657,000 | 1,782 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $16,036,000 | 306 |
| Commercial mortgage pass-through securities | $5,464,000 | 295 |
| Other commercial mortgage-backed securities | $10,572,000 | 231 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $96,436,000 | 1,291 |
| Total debt securities | $96,436,000 | 1,432 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 708 |
| Fair value | $1,985,000 | 770 |
| 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 | $98,743,000 | 1,427 |
| U.S. Government securities | $43,960,000 | 1,891 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $43,960,000 | 1,811 |
| Securities issued by states & political subdivisions | $54,783,000 | 709 |
| 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 | $8,798,000 | 3,297 |
| Mortgage-backed securities | $38,969,000 | 1,357 |
| Certificates of participation in pools of residential mortgages | $17,955,000 | 1,686 |
| Issued or guaranteed by U.S. | $17,955,000 | 1,685 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,166,000 | 1,790 |
| CMOs issued by government agencies or sponsored agencies | $4,166,000 | 1,729 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $16,848,000 | 273 |
| Commercial mortgage pass-through securities | $5,481,000 | 296 |
| Other commercial mortgage-backed securities | $11,367,000 | 202 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $98,743,000 | 1,259 |
| Total debt securities | $98,742,000 | 1,408 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 822 |
| Fair value | $1,998,000 | 860 |
| 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 | $100,828,000 | 1,429 |
| U.S. Government securities | $46,755,000 | 1,873 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $46,755,000 | 1,791 |
| Securities issued by states & political subdivisions | $54,073,000 | 704 |
| 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 | $3,690,000 | 4,306 |
| Mortgage-backed securities | $41,817,000 | 1,343 |
| Certificates of participation in pools of residential mortgages | $18,996,000 | 1,666 |
| Issued or guaranteed by U.S. | $18,996,000 | 1,666 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,891,000 | 1,736 |
| CMOs issued by government agencies or sponsored agencies | $4,891,000 | 1,668 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $17,930,000 | 249 |
| Commercial mortgage pass-through securities | $5,433,000 | 275 |
| Other commercial mortgage-backed securities | $12,497,000 | 178 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $100,828,000 | 1,260 |
| Total debt securities | $100,829,000 | 1,407 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 930 |
| Fair value | $1,963,000 | 1,009 |
| 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 | $104,614,000 | 1,376 |
| U.S. Government securities | $50,035,000 | 1,805 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $50,035,000 | 1,730 |
| Securities issued by states & political subdivisions | $54,579,000 | 686 |
| 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 | $3,680,000 | 4,366 |
| Mortgage-backed securities | $41,077,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $16,966,000 | 1,827 |
| Issued or guaranteed by U.S. | $16,966,000 | 1,827 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,944,000 | 1,631 |
| CMOs issued by government agencies or sponsored agencies | $5,944,000 | 1,563 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $18,167,000 | 241 |
| Commercial mortgage pass-through securities | $5,447,000 | 262 |
| Other commercial mortgage-backed securities | $12,720,000 | 168 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $104,614,000 | 1,219 |
| Total debt securities | $104,614,000 | 1,352 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 502 |
| Fair value | $5,979,000 | 522 |
| 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 | $108,902,000 | 1,321 |
| U.S. Government securities | $56,549,000 | 1,626 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $56,549,000 | 1,559 |
| Securities issued by states & political subdivisions | $52,353,000 | 704 |
| 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 | $3,221,000 | 4,546 |
| Mortgage-backed securities | $45,658,000 | 1,304 |
| Certificates of participation in pools of residential mortgages | $17,987,000 | 1,799 |
| Issued or guaranteed by U.S. | $17,987,000 | 1,797 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,935,000 | 1,564 |
| CMOs issued by government agencies or sponsored agencies | $6,935,000 | 1,501 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $20,736,000 | 216 |
| Commercial mortgage pass-through securities | $7,514,000 | 221 |
| Other commercial mortgage-backed securities | $13,222,000 | 164 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $108,902,000 | 1,165 |
| Total debt securities | $108,902,000 | 1,300 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 434 |
| Fair value | $7,944,000 | 442 |
| 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 | $105,316,000 | 1,390 |
| U.S. Government securities | $56,641,000 | 1,662 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $56,641,000 | 1,598 |
| Securities issued by states & political subdivisions | $48,675,000 | 780 |
| 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 | $3,168,000 | 4,618 |
| Mortgage-backed securities | $45,911,000 | 1,327 |
| Certificates of participation in pools of residential mortgages | $16,988,000 | 1,938 |
| Issued or guaranteed by U.S. | $16,988,000 | 1,937 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,011,000 | 1,494 |
| CMOs issued by government agencies or sponsored agencies | $8,011,000 | 1,422 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $20,912,000 | 209 |
| Commercial mortgage pass-through securities | $7,449,000 | 219 |
| Other commercial mortgage-backed securities | $13,463,000 | 155 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $105,316,000 | 1,223 |
| Total debt securities | $105,316,000 | 1,373 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 473 |
| Fair value | $7,809,000 | 482 |
| 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 | $103,304,000 | 1,440 |
| U.S. Government securities | $55,479,000 | 1,709 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $55,479,000 | 1,647 |
| Securities issued by states & political subdivisions | $47,825,000 | 790 |
| 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 | $2,657,000 | 4,806 |
| Mortgage-backed securities | $44,820,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $16,778,000 | 1,982 |
| Issued or guaranteed by U.S. | $16,778,000 | 1,982 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,156,000 | 1,415 |
| CMOs issued by government agencies or sponsored agencies | $9,156,000 | 1,343 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $18,886,000 | 217 |
| Commercial mortgage pass-through securities | $4,937,000 | 288 |
| Other commercial mortgage-backed securities | $13,949,000 | 146 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $103,304,000 | 1,270 |
| Total debt securities | $103,304,000 | 1,420 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 501 |
| Fair value | $7,762,000 | 510 |
| 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 | $97,654,000 | 1,524 |
| U.S. Government securities | $51,510,000 | 1,837 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $51,510,000 | 1,776 |
| Securities issued by states & political subdivisions | $46,144,000 | 827 |
| 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 | $2,616,000 | 4,846 |
| Mortgage-backed securities | $40,982,000 | 1,481 |
| Certificates of participation in pools of residential mortgages | $15,343,000 | 2,105 |
| Issued or guaranteed by U.S. | $15,343,000 | 2,103 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $10,342,000 | 1,342 |
| CMOs issued by government agencies or sponsored agencies | $10,342,000 | 1,278 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $15,297,000 | 227 |
| Commercial mortgage pass-through securities | $4,913,000 | 264 |
| Other commercial mortgage-backed securities | $10,384,000 | 163 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $97,654,000 | 1,351 |
| Total debt securities | $97,654,000 | 1,506 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 525 |
| Fair value | $7,650,000 | 531 |
| 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 | $96,313,000 | 1,541 |
| U.S. Government securities | $55,167,000 | 1,721 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $55,167,000 | 1,665 |
| Securities issued by states & political subdivisions | $41,146,000 | 938 |
| 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 | $2,534,000 | 4,888 |
| Mortgage-backed securities | $39,877,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $15,986,000 | 2,066 |
| Issued or guaranteed by U.S. | $15,986,000 | 2,064 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $11,755,000 | 1,253 |
| CMOs issued by government agencies or sponsored agencies | $11,755,000 | 1,185 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $12,136,000 | 240 |
| Commercial mortgage pass-through securities | $2,818,000 | 314 |
| Other commercial mortgage-backed securities | $9,318,000 | 164 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $96,313,000 | 1,366 |
| Total debt securities | $96,313,000 | 1,515 |
| Structured notes | ||
| Amortized cost | $13,000,000 | 321 |
| Fair value | $12,425,000 | 325 |
| 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 | $89,690,000 | 1,668 |
| U.S. Government securities | $56,040,000 | 1,707 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $56,040,000 | 1,656 |
| Securities issued by states & political subdivisions | $33,650,000 | 1,145 |
| 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 | $1,380,000 | 5,316 |
| Mortgage-backed securities | $40,726,000 | 1,493 |
| Certificates of participation in pools of residential mortgages | $14,589,000 | 2,187 |
| Issued or guaranteed by U.S. | $14,589,000 | 2,185 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $13,949,000 | 1,162 |
| CMOs issued by government agencies or sponsored agencies | $13,949,000 | 1,094 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $12,188,000 | 234 |
| Commercial mortgage pass-through securities | $2,793,000 | 299 |
| Other commercial mortgage-backed securities | $9,395,000 | 160 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $89,690,000 | 1,479 |
| Total debt securities | $89,689,000 | 1,647 |
| Structured notes | ||
| Amortized cost | $13,000,000 | 315 |
| Fair value | $12,439,000 | 317 |
| 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 | $66,800,000 | 2,137 |
| U.S. Government securities | $47,784,000 | 1,946 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $47,784,000 | 1,890 |
| Securities issued by states & political subdivisions | $19,016,000 | 1,931 |
| 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 | $1,459,000 | 5,301 |
| Mortgage-backed securities | $32,064,000 | 1,769 |
| Certificates of participation in pools of residential mortgages | $2,928,000 | 4,015 |
| Issued or guaranteed by U.S. | $2,928,000 | 4,009 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $22,138,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $22,138,000 | 837 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $6,998,000 | 314 |
| Commercial mortgage pass-through securities | $2,821,000 | 292 |
| Other commercial mortgage-backed securities | $4,177,000 | 228 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $66,800,000 | 1,935 |
| Total debt securities | $66,801,000 | 2,113 |
| Structured notes | ||
| Amortized cost | $13,000,000 | 310 |
| Fair value | $12,817,000 | 305 |
| 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 | $43,564,000 | 2,967 |
| U.S. Government securities | $40,792,000 | 2,250 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $40,792,000 | 2,184 |
| Securities issued by states & political subdivisions | $2,772,000 | 4,328 |
| 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 | $2,237,000 | 5,102 |
| Mortgage-backed securities | $38,792,000 | 1,576 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $37,744,000 | 630 |
| CMOs issued by government agencies or sponsored agencies | $37,744,000 | 582 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,048,000 | 585 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $1,048,000 | 310 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $43,564,000 | 2,755 |
| Total debt securities | $43,564,000 | 2,939 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $2,000,000 | 1,231 |
| 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 | $66,116,000 | 2,125 |
| U.S. Government securities | $65,614,000 | 1,492 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $65,614,000 | 1,450 |
| Securities issued by states & political subdivisions | $502,000 | 5,263 |
| 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 | $2,747,000 | 4,944 |
| Mortgage-backed securities | $50,617,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $50,617,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $50,617,000 | 480 |
| 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) | $66,116,000 | 1,944 |
| Total debt securities | $66,117,000 | 2,104 |
| 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 | $76,291,000 | 1,910 |
| U.S. Government securities | $75,788,000 | 1,339 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $75,788,000 | 1,297 |
| Securities issued by states & political subdivisions | $503,000 | 5,304 |
| 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 | $4,425,000 | 4,481 |
| Mortgage-backed securities | $75,788,000 | 946 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $75,788,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $75,788,000 | 373 |
| 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) | $76,291,000 | 1,736 |
| Total debt securities | $76,291,000 | 1,888 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $80,775,000 | 1,803 |
| U.S. Government securities | $80,271,000 | 1,290 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $80,271,000 | 1,256 |
| Securities issued by states & political subdivisions | $504,000 | 5,306 |
| 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 | $5,038,000 | 4,375 |
| Mortgage-backed securities | $80,271,000 | 923 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $80,271,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $80,271,000 | 371 |
| 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) | $80,775,000 | 1,648 |
| Total debt securities | $80,775,000 | 1,780 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $85,214,000 | 1,726 |
| U.S. Government securities | $84,709,000 | 1,250 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $84,709,000 | 1,215 |
| Securities issued by states & political subdivisions | $505,000 | 5,300 |
| 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 | $2,206,000 | 5,275 |
| Mortgage-backed securities | $84,709,000 | 887 |
| Certificates of participation in pools of residential mortgages | $18,000 | 5,613 |
| Issued or guaranteed by U.S. | $18,000 | 5,605 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $84,691,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $84,691,000 | 374 |
| 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) | $85,214,000 | 1,569 |
| Total debt securities | $85,214,000 | 1,706 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $79,960,000 | 1,745 |
| U.S. Government securities | $79,455,000 | 1,283 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $79,455,000 | 1,246 |
| Securities issued by states & political subdivisions | $505,000 | 5,297 |
| 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 | $2,399,000 | 4,966 |
| Mortgage-backed securities | $79,455,000 | 902 |
| Certificates of participation in pools of residential mortgages | $47,000 | 5,528 |
| Issued or guaranteed by U.S. | $47,000 | 5,515 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $79,408,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $79,408,000 | 372 |
| 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) | $79,960,000 | 1,592 |
| Total debt securities | $79,960,000 | 1,731 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $82,401,000 | 1,667 |
| U.S. Government securities | $81,895,000 | 1,209 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $81,895,000 | 1,163 |
| Securities issued by states & political subdivisions | $506,000 | 5,288 |
| 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 | $1,064,000 | 5,464 |
| Mortgage-backed securities | $81,895,000 | 856 |
| Certificates of participation in pools of residential mortgages | $82,000 | 5,470 |
| Issued or guaranteed by U.S. | $82,000 | 5,455 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $81,813,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $81,813,000 | 360 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $82,401,000 | 1,513 |
| Total debt securities | $82,401,000 | 1,647 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $72,431,000 | 1,862 |
| U.S. Government securities | $71,927,000 | 1,363 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $71,927,000 | 1,320 |
| Securities issued by states & political subdivisions | $504,000 | 5,265 |
| 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 | $1,153,000 | 5,464 |
| Mortgage-backed securities | $71,927,000 | 929 |
| Certificates of participation in pools of residential mortgages | $124,000 | 5,426 |
| Issued or guaranteed by U.S. | $124,000 | 5,415 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $71,803,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $71,803,000 | 378 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $72,431,000 | 1,684 |
| Total debt securities | $72,430,000 | 1,844 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $63,828,000 | 2,076 |
| U.S. Government securities | $63,318,000 | 1,544 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $63,318,000 | 1,484 |
| Securities issued by states & political subdivisions | $510,000 | 5,265 |
| 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 | $1,225,000 | 5,473 |
| Mortgage-backed securities | $63,318,000 | 1,009 |
| Certificates of participation in pools of residential mortgages | $178,000 | 5,349 |
| Issued or guaranteed by U.S. | $178,000 | 5,335 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $63,140,000 | 473 |
| CMOs issued by government agencies or sponsored agencies | $63,140,000 | 406 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $63,828,000 | 1,881 |
| Total debt securities | $63,828,000 | 2,058 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $66,661,000 | 1,918 |
| U.S. Government securities | $66,661,000 | 1,383 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $66,661,000 | 1,325 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $1,279,000 | 5,499 |
| Mortgage-backed securities | $66,661,000 | 912 |
| Certificates of participation in pools of residential mortgages | $245,000 | 5,255 |
| Issued or guaranteed by U.S. | $245,000 | 5,242 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $66,416,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $66,416,000 | 374 |
| 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) | $66,661,000 | 1,733 |
| Total debt securities | $66,661,000 | 1,899 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $71,542,000 | 1,754 |
| U.S. Government securities | $71,542,000 | 1,269 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $71,542,000 | 1,215 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $1,150,000 | 5,633 |
| Mortgage-backed securities | $71,542,000 | 852 |
| Certificates of participation in pools of residential mortgages | $299,000 | 5,217 |
| Issued or guaranteed by U.S. | $299,000 | 5,206 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $71,243,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $71,243,000 | 350 |
| 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) | $71,542,000 | 1,564 |
| Total debt securities | $71,541,000 | 1,737 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $65,760,000 | 1,872 |
| U.S. Government securities | $65,760,000 | 1,387 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $65,760,000 | 1,328 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $1,209,000 | 5,663 |
| Mortgage-backed securities | $65,760,000 | 901 |
| Certificates of participation in pools of residential mortgages | $369,000 | 5,198 |
| Issued or guaranteed by U.S. | $369,000 | 5,188 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $65,391,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $65,391,000 | 363 |
| 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) | $65,760,000 | 1,668 |
| Total debt securities | $65,760,000 | 1,852 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $56,486,000 | 2,163 |
| U.S. Government securities | $56,486,000 | 1,588 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $56,486,000 | 1,540 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $1,253,000 | 5,720 |
| Mortgage-backed securities | $56,486,000 | 1,050 |
| Certificates of participation in pools of residential mortgages | $439,000 | 5,274 |
| Issued or guaranteed by U.S. | $439,000 | 5,263 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $56,047,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $56,047,000 | 386 |
| 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) | $56,486,000 | 1,932 |
| Total debt securities | $56,486,000 | 2,134 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $45,933,000 | 2,558 |
| U.S. Government securities | $45,933,000 | 1,887 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $45,933,000 | 1,832 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $823,000 | 5,994 |
| Mortgage-backed securities | $45,933,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $516,000 | 5,276 |
| Issued or guaranteed by U.S. | $516,000 | 5,261 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $45,417,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $45,417,000 | 442 |
| 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) | $45,933,000 | 2,275 |
| Total debt securities | $45,932,000 | 2,532 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $45,441,000 | 2,577 |
| U.S. Government securities | $45,441,000 | 1,870 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $45,441,000 | 1,812 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $892,000 | 5,982 |
| Mortgage-backed securities | $45,441,000 | 1,312 |
| Certificates of participation in pools of residential mortgages | $601,000 | 5,308 |
| Issued or guaranteed by U.S. | $601,000 | 5,292 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $44,840,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $44,840,000 | 428 |
| 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) | $45,441,000 | 2,277 |
| Total debt securities | $45,441,000 | 2,544 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $49,767,000 | 2,334 |
| U.S. Government securities | $49,767,000 | 1,679 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $49,767,000 | 1,637 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $910,000 | 6,020 |
| Mortgage-backed securities | $19,769,000 | 2,384 |
| Certificates of participation in pools of residential mortgages | $682,000 | 5,313 |
| Issued or guaranteed by U.S. | $682,000 | 5,293 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $19,087,000 | 938 |
| CMOs issued by government agencies or sponsored agencies | $19,087,000 | 733 |
| 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) | $49,767,000 | 2,056 |
| Total debt securities | $49,767,000 | 2,301 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $65,523,000 | 1,844 |
| U.S. Government securities | $65,523,000 | 1,326 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $65,523,000 | 1,291 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $631,000 | 6,161 |
| Mortgage-backed securities | $25,017,000 | 2,072 |
| Certificates of participation in pools of residential mortgages | $771,000 | 5,327 |
| Issued or guaranteed by U.S. | $771,000 | 5,309 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $24,246,000 | 802 |
| CMOs issued by government agencies or sponsored agencies | $24,246,000 | 604 |
| 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) | $65,523,000 | 1,625 |
| Total debt securities | $65,523,000 | 1,825 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $42,041,000 | 2,655 |
| U.S. Government securities | $42,041,000 | 1,984 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $42,041,000 | 1,947 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $651,000 | 6,199 |
| Mortgage-backed securities | $28,439,000 | 1,840 |
| Certificates of participation in pools of residential mortgages | $844,000 | 5,290 |
| Issued or guaranteed by U.S. | $844,000 | 5,274 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $27,595,000 | 711 |
| CMOs issued by government agencies or sponsored agencies | $27,595,000 | 521 |
| 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) | $42,041,000 | 2,357 |
| Total debt securities | $42,041,000 | 2,625 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $62,008,000 | 1,877 |
| U.S. Government securities | $62,008,000 | 1,357 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $62,008,000 | 1,328 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $667,000 | 6,227 |
| Mortgage-backed securities | $30,734,000 | 1,653 |
| Certificates of participation in pools of residential mortgages | $941,000 | 5,205 |
| Issued or guaranteed by U.S. | $941,000 | 5,190 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $29,793,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $29,793,000 | 459 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $62,008,000 | 1,648 |
| Total debt securities | $62,008,000 | 1,855 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $75,675,000 | 1,592 |
| U.S. Government securities | $75,675,000 | 1,093 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $75,675,000 | 1,067 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $694,000 | 6,254 |
| Mortgage-backed securities | $30,236,000 | 1,669 |
| Certificates of participation in pools of residential mortgages | $1,045,000 | 5,139 |
| Issued or guaranteed by U.S. | $1,045,000 | 5,118 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $29,191,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $29,191,000 | 464 |
| 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) | $75,675,000 | 1,377 |
| Total debt securities | $75,675,000 | 1,555 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $59,870,000 | 1,968 |
| U.S. Government securities | $59,870,000 | 1,391 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $59,870,000 | 1,359 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $715,000 | 6,246 |
| Mortgage-backed securities | $20,846,000 | 2,104 |
| Certificates of participation in pools of residential mortgages | $1,178,000 | 5,022 |
| Issued or guaranteed by U.S. | $1,178,000 | 5,000 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $19,668,000 | 805 |
| CMOs issued by government agencies or sponsored agencies | $19,668,000 | 591 |
| 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) | $59,870,000 | 1,730 |
| Total debt securities | $59,870,000 | 1,924 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $48,978,000 | 2,341 |
| U.S. Government securities | $48,978,000 | 1,706 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $48,978,000 | 1,671 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $627,000 | 6,327 |
| Mortgage-backed securities | $21,971,000 | 1,800 |
| Certificates of participation in pools of residential mortgages | $1,280,000 | 4,751 |
| Issued or guaranteed by U.S. | $1,280,000 | 4,731 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $20,691,000 | 721 |
| CMOs issued by government agencies or sponsored agencies | $20,691,000 | 542 |
| 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) | $48,978,000 | 2,035 |
| Total debt securities | $48,978,000 | 2,288 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $41,691,000 | 2,668 |
| U.S. Government securities | $41,691,000 | 1,995 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $41,691,000 | 1,951 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $645,000 | 6,354 |
| Mortgage-backed securities | $13,687,000 | 2,297 |
| Certificates of participation in pools of residential mortgages | $2,525,000 | 3,962 |
| Issued or guaranteed by U.S. | $2,525,000 | 3,945 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $11,162,000 | 1,030 |
| CMOs issued by government agencies or sponsored agencies | $11,162,000 | 818 |
| 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) | $41,691,000 | 2,327 |
| Total debt securities | $41,691,000 | 2,627 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $35,573,000 | 3,029 |
| U.S. Government securities | $35,573,000 | 2,301 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $35,573,000 | 2,239 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $668,000 | 6,402 |
| Mortgage-backed securities | $11,672,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $3,362,000 | 3,552 |
| Issued or guaranteed by U.S. | $3,362,000 | 3,538 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,310,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $8,310,000 | 960 |
| 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) | $35,573,000 | 2,649 |
| Total debt securities | $35,573,000 | 2,984 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $27,614,000 | 3,648 |
| U.S. Government securities | $27,614,000 | 2,886 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $27,614,000 | 2,814 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $705,000 | 6,407 |
| Mortgage-backed securities | $12,676,000 | 2,335 |
| Certificates of participation in pools of residential mortgages | $3,749,000 | 3,401 |
| Issued or guaranteed by U.S. | $3,749,000 | 3,382 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,927,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $8,927,000 | 914 |
| 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) | $27,614,000 | 3,199 |
| Total debt securities | $27,612,000 | 3,602 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $23,401,000 | 4,103 |
| U.S. Government securities | $23,401,000 | 3,308 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $23,401,000 | 3,216 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $334,000 | 6,675 |
| Mortgage-backed securities | $13,485,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | $4,136,000 | 3,265 |
| Issued or guaranteed by U.S. | $4,136,000 | 3,251 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $9,349,000 | 1,093 |
| CMOs issued by government agencies or sponsored agencies | $9,349,000 | 893 |
| 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) | $23,401,000 | 3,587 |
| Total debt securities | $23,401,000 | 4,052 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $43,409,000 | 2,634 |
| U.S. Government securities | $43,409,000 | 2,005 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $43,409,000 | 1,942 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $557,000 | 6,572 |
| Mortgage-backed securities | $10,602,000 | 2,567 |
| Certificates of participation in pools of residential mortgages | $4,540,000 | 3,153 |
| Issued or guaranteed by U.S. | $4,540,000 | 3,138 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $6,062,000 | 1,339 |
| CMOs issued by government agencies or sponsored agencies | $6,062,000 | 1,131 |
| 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) | $43,409,000 | 2,267 |
| Total debt securities | $43,410,000 | 2,595 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $27,529,000 | 3,703 |
| U.S. Government securities | $27,529,000 | 2,951 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $27,529,000 | 2,856 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $588,000 | 6,593 |
| Mortgage-backed securities | $7,804,000 | 2,975 |
| Certificates of participation in pools of residential mortgages | $4,967,000 | 3,032 |
| Issued or guaranteed by U.S. | $4,967,000 | 3,020 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,837,000 | 1,858 |
| CMOs issued by government agencies or sponsored agencies | $2,837,000 | 1,616 |
| 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) | $27,529,000 | 3,230 |
| Total debt securities | $27,529,000 | 3,648 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $28,452,000 | 3,690 |
| U.S. Government securities | $28,452,000 | 2,925 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $28,452,000 | 2,824 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $630,000 | 6,602 |
| Mortgage-backed securities | $8,719,000 | 2,867 |
| Certificates of participation in pools of residential mortgages | $5,572,000 | 2,931 |
| Issued or guaranteed by U.S. | $5,572,000 | 2,916 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,147,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $3,147,000 | 1,547 |
| 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) | $28,452,000 | 3,211 |
| Total debt securities | $28,453,000 | 3,636 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $31,166,000 | 3,466 |
| U.S. Government securities | $31,166,000 | 2,703 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $31,166,000 | 2,615 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $664,000 | 6,622 |
| Mortgage-backed securities | $9,450,000 | 2,774 |
| Certificates of participation in pools of residential mortgages | $6,057,000 | 2,846 |
| Issued or guaranteed by U.S. | $6,057,000 | 2,836 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,393,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $3,393,000 | 1,507 |
| 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) | $31,166,000 | 2,994 |
| Total debt securities | $31,166,000 | 3,407 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $34,433,000 | 3,169 |
| U.S. Government securities | $34,433,000 | 2,447 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $34,433,000 | 2,375 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $723,000 | 6,624 |
| Mortgage-backed securities | $10,649,000 | 2,637 |
| Certificates of participation in pools of residential mortgages | $6,824,000 | 2,711 |
| Issued or guaranteed by U.S. | $6,824,000 | 2,699 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,825,000 | 1,655 |
| CMOs issued by government agencies or sponsored agencies | $3,825,000 | 1,436 |
| 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) | $34,433,000 | 2,739 |
| Total debt securities | $34,432,000 | 3,117 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $32,989,000 | 3,344 |
| U.S. Government securities | $32,989,000 | 2,579 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $32,989,000 | 2,490 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $795,000 | 6,585 |
| Mortgage-backed securities | $12,165,000 | 2,525 |
| Certificates of participation in pools of residential mortgages | $7,819,000 | 2,586 |
| Issued or guaranteed by U.S. | $7,819,000 | 2,577 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,346,000 | 1,604 |
| CMOs issued by government agencies or sponsored agencies | $4,346,000 | 1,400 |
| 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) | $32,989,000 | 2,882 |
| Total debt securities | $32,989,000 | 3,294 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $43,415,000 | 2,688 |
| U.S. Government securities | $43,415,000 | 2,091 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $43,415,000 | 2,006 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $812,000 | 6,607 |
| Mortgage-backed securities | $13,584,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $8,842,000 | 2,483 |
| Issued or guaranteed by U.S. | $8,842,000 | 2,476 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,742,000 | 1,580 |
| CMOs issued by government agencies or sponsored agencies | $4,742,000 | 1,383 |
| 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) | $43,415,000 | 2,282 |
| Total debt securities | $43,416,000 | 2,641 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $42,910,000 | 2,730 |
| U.S. Government securities | $42,910,000 | 2,116 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $42,910,000 | 2,030 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $817,000 | 6,619 |
| Mortgage-backed securities | $14,996,000 | 2,337 |
| Certificates of participation in pools of residential mortgages | $9,931,000 | 2,370 |
| Issued or guaranteed by U.S. | $9,931,000 | 2,364 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,065,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $5,065,000 | 1,359 |
| 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) | $42,910,000 | 2,348 |
| Total debt securities | $42,910,000 | 2,678 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $33,602,000 | 3,334 |
| U.S. Government securities | $33,602,000 | 2,587 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $33,602,000 | 2,493 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $810,000 | 6,648 |
| Mortgage-backed securities | $16,587,000 | 2,194 |
| Certificates of participation in pools of residential mortgages | $11,261,000 | 2,194 |
| Issued or guaranteed by U.S. | $11,261,000 | 2,183 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,326,000 | 1,503 |
| CMOs issued by government agencies or sponsored agencies | $5,326,000 | 1,327 |
| 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) | $33,602,000 | 2,860 |
| Total debt securities | $33,602,000 | 3,273 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $39,637,000 | 2,972 |
| U.S. Government securities | $39,637,000 | 2,275 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $39,637,000 | 2,189 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $781,000 | 6,704 |
| Mortgage-backed securities | $18,209,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $12,745,000 | 2,078 |
| Issued or guaranteed by U.S. | $12,745,000 | 2,070 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,464,000 | 1,507 |
| CMOs issued by government agencies or sponsored agencies | $5,464,000 | 1,336 |
| 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) | $39,637,000 | 2,525 |
| Total debt securities | $39,637,000 | 2,908 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $40,322,000 | 2,910 |
| U.S. Government securities | $40,322,000 | 2,233 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $40,322,000 | 2,159 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $830,000 | 6,654 |
| Mortgage-backed securities | $15,734,000 | 2,343 |
| Certificates of participation in pools of residential mortgages | $15,734,000 | 1,813 |
| Issued or guaranteed by U.S. | $15,734,000 | 1,804 |
| 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) | $40,322,000 | 2,500 |
| Total debt securities | $40,322,000 | 2,850 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $44,487,000 | 2,741 |
| U.S. Government securities | $44,487,000 | 2,101 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $44,487,000 | 2,030 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $838,000 | 6,649 |
| Mortgage-backed securities | $17,882,000 | 2,166 |
| Certificates of participation in pools of residential mortgages | $17,882,000 | 1,684 |
| Issued or guaranteed by U.S. | $17,882,000 | 1,671 |
| 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) | $44,487,000 | 2,364 |
| Total debt securities | $44,487,000 | 2,677 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $57,165,000 | 2,205 |
| U.S. Government securities | $57,165,000 | 1,650 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $57,165,000 | 1,599 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $845,000 | 6,666 |
| Mortgage-backed securities | $21,427,000 | 1,918 |
| Certificates of participation in pools of residential mortgages | $21,427,000 | 1,460 |
| Issued or guaranteed by U.S. | $21,427,000 | 1,454 |
| 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) | $57,165,000 | 1,873 |
| Total debt securities | $57,165,000 | 2,146 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $72,787,000 | 1,719 |
| U.S. Government securities | $72,787,000 | 1,264 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $72,787,000 | 1,214 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $855,000 | 6,681 |
| Mortgage-backed securities | $28,923,000 | 1,579 |
| Certificates of participation in pools of residential mortgages | $28,923,000 | 1,158 |
| Issued or guaranteed by U.S. | $28,923,000 | 1,154 |
| 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) | $72,787,000 | 1,467 |
| Total debt securities | $72,787,000 | 1,666 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $93,420,000 | 1,359 |
| U.S. Government securities | $93,420,000 | 1,013 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $93,420,000 | 970 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $857,000 | 6,710 |
| Mortgage-backed securities | $36,593,000 | 1,322 |
| Certificates of participation in pools of residential mortgages | $36,593,000 | 949 |
| Issued or guaranteed by U.S. | $36,593,000 | 945 |
| 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) | $93,420,000 | 1,157 |
| Total debt securities | $93,420,000 | 1,314 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $87,051,000 | 1,414 |
| U.S. Government securities | $87,051,000 | 1,045 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $87,051,000 | 995 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $862,000 | 6,739 |
| Mortgage-backed securities | $40,107,000 | 1,208 |
| Certificates of participation in pools of residential mortgages | $40,107,000 | 848 |
| Issued or guaranteed by U.S. | $40,107,000 | 845 |
| 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) | $87,051,000 | 1,194 |
| Total debt securities | $87,050,000 | 1,366 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $92,689,000 | 1,224 |
| U.S. Government securities | $92,689,000 | 873 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $92,689,000 | 831 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,255,000 | 6,508 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| 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) | $92,689,000 | 1,022 |
| Total debt securities | $92,689,000 | 1,187 |
| 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 | $59,384,000 | 1,851 |
| U.S. Government securities | $58,843,000 | 1,355 |
| U.S. Treasury securities | $5,017,000 | 1,068 |
| U.S. Government agency obligations | $53,826,000 | 1,373 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $541,000 | 3,672 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,840,000 | 3,967 |
| Mortgage-backed securities | $1,000 | 7,557 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,177 |
| Issued or guaranteed by U.S. | $1,000 | 7,148 |
| 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) | $59,384,000 | 1,439 |
| Total debt securities | $58,843,000 | 1,793 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $47,098,000 | 2,410 |
| U.S. Government securities | $46,633,000 | 1,795 |
| U.S. Treasury securities | $5,021,000 | 1,531 |
| U.S. Government agency obligations | $41,612,000 | 1,827 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $465,000 | 3,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,823,000 | 5,821 |
| Mortgage-backed securities | $17,000 | 7,699 |
| Certificates of participation in pools of residential mortgages | $17,000 | 7,261 |
| Issued or guaranteed by U.S. | $17,000 | 7,241 |
| 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) | $47,098,000 | 1,842 |
| Total debt securities | $46,633,000 | 2,343 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $48,503,000 | 2,381 |
| U.S. Government securities | $48,503,000 | 1,795 |
| U.S. Treasury securities | $5,194,000 | 2,156 |
| U.S. Government agency obligations | $43,309,000 | 1,707 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,091,000 | 7,032 |
| Mortgage-backed securities | $33,000 | 7,830 |
| Certificates of participation in pools of residential mortgages | $33,000 | 7,358 |
| Issued or guaranteed by U.S. | $33,000 | 7,337 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $48,503,000 | 1,779 |
| Total debt securities | $48,503,000 | 2,293 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $17,240,000 | 5,474 |
| U.S. Government securities | $17,240,000 | 4,559 |
| U.S. Treasury securities | $6,213,000 | 2,677 |
| U.S. Government agency obligations | $11,027,000 | 4,916 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $563,000 | 8,027 |
| Mortgage-backed securities | $52,000 | 8,124 |
| Certificates of participation in pools of residential mortgages | $52,000 | 7,565 |
| Issued or guaranteed by U.S. | $52,000 | 7,538 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $17,240,000 | 4,035 |
| Total debt securities | $17,240,000 | 5,337 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $1,004,000 | 1,175 |
| 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 | $15,188,000 | 6,365 |
| U.S. Government securities | $15,188,000 | 5,448 |
| U.S. Treasury securities | $6,166,000 | 3,246 |
| U.S. Government agency obligations | $9,022,000 | 5,836 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,803,000 | 6,909 |
| Mortgage-backed securities | $83,000 | 8,564 |
| Certificates of participation in pools of residential mortgages | $83,000 | 7,957 |
| Issued or guaranteed by U.S. | $83,000 | 7,937 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $15,188,000 | 4,669 |
| Total debt securities | $15,188,000 | 6,242 |
| 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 | $6,500,000 | 9,570 |
| U.S. Government securities | $6,500,000 | 8,844 |
| U.S. Treasury securities | $1,404,000 | 7,910 |
| U.S. Government agency obligations | $5,096,000 | 7,648 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,510,000 | 7,412 |
| Mortgage-backed securities | $106,000 | 8,988 |
| Certificates of participation in pools of residential mortgages | $106,000 | 8,252 |
| Issued or guaranteed by U.S. | $106,000 | 8,218 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $6,500,000 | 7,350 |
| Total debt securities | $6,500,000 | 9,465 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $1,698,000 | 12,151 |
| U.S. Government securities | $1,698,000 | 11,900 |
| U.S. Treasury securities | $1,570,000 | 8,780 |
| U.S. Government agency obligations | $128,000 | 11,637 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,128,000 | 8,211 |
| Mortgage-backed securities | $128,000 | 9,486 |
| Certificates of participation in pools of residential mortgages | $128,000 | 8,671 |
| Issued or guaranteed by U.S. | $128,000 | 8,641 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $628,000 | 10,996 |
| Available-for-sale securities (fair market value) | $1,070,000 | 9,593 |
| Total debt securities | $1,698,000 | 12,066 |
| 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 | $5,664,000 | 10,956 |
| U.S. Government securities | $5,664,000 | 10,126 |
| U.S. Treasury securities | $1,505,000 | 9,162 |
| U.S. Government agency obligations | $4,159,000 | 8,476 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,672,000 | 7,466 |
| Mortgage-backed securities | $163,000 | 10,072 |
| Certificates of participation in pools of residential mortgages | $163,000 | 9,161 |
| Issued or guaranteed by U.S. | $163,000 | 9,109 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $5,664,000 | 10,812 |
| 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 | $3,555,000 | 12,329 |
| U.S. Government securities | $3,555,000 | 11,733 |
| U.S. Treasury securities | $1,314,000 | 9,783 |
| U.S. Government agency obligations | $2,241,000 | 10,281 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,566,000 | 7,712 |
| Mortgage-backed securities | $251,000 | 10,348 |
| Certificates of participation in pools of residential mortgages | $251,000 | 9,306 |
| Issued or guaranteed by U.S. | $251,000 | 9,235 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $3,555,000 | 12,209 |
| 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 |