Home > Texas National Bank > Securities
Texas National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $94,140,000 | 1,770 |
| U.S. Government securities | $45,714,000 | 1,979 |
| U.S. Treasury securities | $1,354,000 | 2,447 |
| U.S. Government agency obligations | $44,360,000 | 1,741 |
| Securities issued by states & political subdivisions | $45,613,000 | 957 |
| Other domestic debt securities | $2,813,000 | 1,617 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,813,000 | 1,207 |
| 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 | $54,824,000 | 1,401 |
| Mortgage-backed securities | $29,955,000 | 1,688 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,235,000 | 1,282 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,720,000 | 1,579 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $94,140,000 | 1,569 |
| Total debt securities | $94,140,000 | 1,752 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 666 |
| Fair value | $1,393,000 | 683 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $91,808,000 | 1,791 |
| U.S. Government securities | $45,910,000 | 1,974 |
| U.S. Treasury securities | $1,304,000 | 2,512 |
| U.S. Government agency obligations | $44,606,000 | 1,707 |
| Securities issued by states & political subdivisions | $43,152,000 | 990 |
| Other domestic debt securities | $2,746,000 | 1,620 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $2,746,000 | 1,210 |
| 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 | $54,385,000 | 1,350 |
| Mortgage-backed securities | $29,496,000 | 1,679 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,759,000 | 1,282 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,737,000 | 1,554 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $91,808,000 | 1,579 |
| Total debt securities | $91,811,000 | 1,773 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 689 |
| Fair value | $1,349,000 | 706 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $98,039,000 | 1,757 |
| U.S. Government securities | $50,577,000 | 1,888 |
| U.S. Treasury securities | $1,324,000 | 2,525 |
| U.S. Government agency obligations | $49,253,000 | 1,639 |
| Securities issued by states & political subdivisions | $44,707,000 | 1,000 |
| Other domestic debt securities | $2,755,000 | 1,622 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $2,755,000 | 1,221 |
| 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 | $57,758,000 | 1,280 |
| Mortgage-backed securities | $31,661,000 | 1,663 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,648,000 | 1,265 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,013,000 | 1,538 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $98,039,000 | 1,549 |
| Total debt securities | $98,040,000 | 1,739 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 731 |
| Fair value | $1,354,000 | 753 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $114,306,000 | 1,652 |
| U.S. Government securities | $65,803,000 | 1,677 |
| U.S. Treasury securities | $15,244,000 | 1,215 |
| U.S. Government agency obligations | $50,559,000 | 1,629 |
| Securities issued by states & political subdivisions | $45,204,000 | 1,035 |
| Other domestic debt securities | $3,299,000 | 1,578 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $3,299,000 | 1,178 |
| 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 | $78,665,000 | 976 |
| Mortgage-backed securities | $33,504,000 | 1,660 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,229,000 | 1,260 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,275,000 | 1,537 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $114,306,000 | 1,445 |
| Total debt securities | $114,308,000 | 1,634 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 763 |
| Fair value | $1,376,000 | 778 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $106,744,000 | 1,750 |
| U.S. Government securities | $59,268,000 | 1,808 |
| U.S. Treasury securities | $9,173,000 | 1,638 |
| U.S. Government agency obligations | $50,095,000 | 1,636 |
| Securities issued by states & political subdivisions | $44,249,000 | 1,092 |
| Other domestic debt securities | $3,227,000 | 1,609 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $3,227,000 | 1,191 |
| 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 | $45,239,000 | 1,360 |
| Mortgage-backed securities | $33,949,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,585,000 | 1,269 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,364,000 | 1,542 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $106,744,000 | 1,541 |
| Total debt securities | $106,743,000 | 1,736 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 783 |
| Fair value | $1,333,000 | 807 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $109,279,000 | 1,725 |
| U.S. Government securities | $52,679,000 | 1,965 |
| U.S. Treasury securities | $1,309,000 | 2,665 |
| U.S. Government agency obligations | $51,370,000 | 1,629 |
| Securities issued by states & political subdivisions | $52,364,000 | 953 |
| Other domestic debt securities | $4,236,000 | 1,463 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $4,236,000 | 1,093 |
| 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 | $47,063,000 | 1,246 |
| Mortgage-backed securities | $35,050,000 | 1,650 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,488,000 | 1,260 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,562,000 | 1,537 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $109,279,000 | 1,521 |
| Total debt securities | $109,279,000 | 1,708 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 775 |
| Fair value | $1,334,000 | 797 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $115,680,000 | 1,685 |
| U.S. Government securities | $56,381,000 | 1,894 |
| U.S. Treasury securities | $1,354,000 | 2,623 |
| U.S. Government agency obligations | $55,027,000 | 1,588 |
| Securities issued by states & political subdivisions | $54,981,000 | 943 |
| Other domestic debt securities | $4,318,000 | 1,376 |
| 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 | $4,318,000 | 1,092 |
| 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 | $51,323,000 | 1,156 |
| Mortgage-backed securities | $37,987,000 | 1,621 |
| Certificates of participation in pools of residential mortgages | $32,971,000 | 1,262 |
| Issued or guaranteed by U.S. | $32,971,000 | 1,237 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $5,016,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $5,016,000 | 1,506 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $115,680,000 | 1,521 |
| Total debt securities | $115,679,000 | 1,673 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 759 |
| Fair value | $1,382,000 | 778 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $118,820,000 | 1,626 |
| U.S. Government securities | $57,854,000 | 1,821 |
| U.S. Treasury securities | $1,404,000 | 2,371 |
| U.S. Government agency obligations | $56,450,000 | 1,568 |
| Securities issued by states & political subdivisions | $56,002,000 | 945 |
| Other domestic debt securities | $4,964,000 | 1,316 |
| 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 | $4,964,000 | 1,023 |
| 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 | $51,899,000 | 1,117 |
| Mortgage-backed securities | $37,686,000 | 1,665 |
| Certificates of participation in pools of residential mortgages | $33,112,000 | 1,291 |
| Issued or guaranteed by U.S. | $33,112,000 | 1,270 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,574,000 | 1,639 |
| CMOs issued by government agencies or sponsored agencies | $4,574,000 | 1,572 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $118,820,000 | 1,491 |
| Total debt securities | $118,821,000 | 1,613 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 662 |
| Fair value | $1,434,000 | 674 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $107,689,000 | 1,679 |
| U.S. Government securities | $48,773,000 | 1,891 |
| U.S. Treasury securities | $528,000 | 2,081 |
| U.S. Government agency obligations | $48,245,000 | 1,695 |
| Securities issued by states & political subdivisions | $53,243,000 | 997 |
| Other domestic debt securities | $5,673,000 | 1,219 |
| 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 | $5,673,000 | 908 |
| 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 | $43,066,000 | 1,294 |
| Mortgage-backed securities | $33,834,000 | 1,741 |
| Certificates of participation in pools of residential mortgages | $31,244,000 | 1,321 |
| Issued or guaranteed by U.S. | $31,244,000 | 1,290 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,590,000 | 1,903 |
| CMOs issued by government agencies or sponsored agencies | $2,590,000 | 1,847 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $107,689,000 | 1,565 |
| Total debt securities | $107,689,000 | 1,664 |
| Structured notes | ||
| Amortized cost | $500,000 | 829 |
| Fair value | $497,000 | 854 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $107,802,000 | 1,604 |
| U.S. Government securities | $48,708,000 | 1,842 |
| U.S. Treasury securities | $537,000 | 1,865 |
| U.S. Government agency obligations | $48,171,000 | 1,682 |
| Securities issued by states & political subdivisions | $53,345,000 | 981 |
| Other domestic debt securities | $5,749,000 | 1,172 |
| 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 | $5,749,000 | 853 |
| 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 | $46,800,000 | 1,174 |
| Mortgage-backed securities | $33,077,000 | 1,753 |
| Certificates of participation in pools of residential mortgages | $31,022,000 | 1,279 |
| Issued or guaranteed by U.S. | $31,022,000 | 1,250 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,055,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $2,055,000 | 1,998 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $107,802,000 | 1,500 |
| Total debt securities | $107,803,000 | 1,588 |
| Structured notes | ||
| Amortized cost | $500,000 | 730 |
| Fair value | $503,000 | 729 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $104,675,000 | 1,585 |
| U.S. Government securities | $48,922,000 | 1,762 |
| U.S. Treasury securities | $537,000 | 1,757 |
| U.S. Government agency obligations | $48,385,000 | 1,622 |
| Securities issued by states & political subdivisions | $49,491,000 | 1,014 |
| Other domestic debt securities | $6,262,000 | 1,093 |
| 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 | $6,262,000 | 760 |
| 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 | $49,420,000 | 1,115 |
| Mortgage-backed securities | $33,440,000 | 1,698 |
| Certificates of participation in pools of residential mortgages | $30,927,000 | 1,239 |
| Issued or guaranteed by U.S. | $30,927,000 | 1,212 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,513,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $2,513,000 | 1,867 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $104,675,000 | 1,478 |
| Total debt securities | $104,675,000 | 1,567 |
| Structured notes | ||
| Amortized cost | $500,000 | 662 |
| Fair value | $479,000 | 731 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $89,809,000 | 1,654 |
| U.S. Government securities | $44,702,000 | 1,741 |
| U.S. Treasury securities | $536,000 | 1,479 |
| U.S. Government agency obligations | $44,166,000 | 1,643 |
| Securities issued by states & political subdivisions | $39,440,000 | 1,208 |
| Other domestic debt securities | $5,667,000 | 1,087 |
| 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 | $5,667,000 | 739 |
| 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 | $46,824,000 | 1,119 |
| Mortgage-backed securities | $29,918,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $26,888,000 | 1,315 |
| Issued or guaranteed by U.S. | $26,888,000 | 1,278 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,030,000 | 1,788 |
| CMOs issued by government agencies or sponsored agencies | $3,030,000 | 1,743 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $89,809,000 | 1,532 |
| Total debt securities | $89,806,000 | 1,638 |
| Structured notes | ||
| Amortized cost | $500,000 | 473 |
| Fair value | $476,000 | 524 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $86,811,000 | 1,563 |
| U.S. Government securities | $47,676,000 | 1,564 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $47,676,000 | 1,477 |
| Securities issued by states & political subdivisions | $33,476,000 | 1,330 |
| Other domestic debt securities | $5,659,000 | 1,022 |
| 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 | $5,659,000 | 699 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,914,000 | 1,388 |
| Mortgage-backed securities | $34,064,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $30,406,000 | 1,100 |
| Issued or guaranteed by U.S. | $30,406,000 | 1,076 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,658,000 | 1,713 |
| CMOs issued by government agencies or sponsored agencies | $3,658,000 | 1,668 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $86,811,000 | 1,459 |
| Total debt securities | $86,810,000 | 1,550 |
| Structured notes | ||
| Amortized cost | $500,000 | 256 |
| Fair value | $487,000 | 292 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $88,353,000 | 1,469 |
| U.S. Government securities | $53,236,000 | 1,385 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $53,236,000 | 1,311 |
| Securities issued by states & political subdivisions | $29,429,000 | 1,339 |
| Other domestic debt securities | $5,688,000 | 974 |
| 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 | $5,688,000 | 663 |
| 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 | $38,073,000 | 1,265 |
| Mortgage-backed securities | $38,836,000 | 1,390 |
| Certificates of participation in pools of residential mortgages | $34,305,000 | 981 |
| Issued or guaranteed by U.S. | $34,305,000 | 958 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,531,000 | 1,618 |
| CMOs issued by government agencies or sponsored agencies | $4,531,000 | 1,579 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $88,353,000 | 1,373 |
| Total debt securities | $88,354,000 | 1,459 |
| Structured notes | ||
| Amortized cost | $500,000 | 251 |
| Fair value | $487,000 | 286 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $89,018,000 | 1,431 |
| U.S. Government securities | $56,592,000 | 1,292 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $56,592,000 | 1,215 |
| Securities issued by states & political subdivisions | $26,711,000 | 1,364 |
| Other domestic debt securities | $5,715,000 | 928 |
| 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 | $5,715,000 | 635 |
| 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 | $42,459,000 | 1,174 |
| Mortgage-backed securities | $40,729,000 | 1,338 |
| Certificates of participation in pools of residential mortgages | $35,386,000 | 912 |
| Issued or guaranteed by U.S. | $35,386,000 | 894 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,343,000 | 1,559 |
| CMOs issued by government agencies or sponsored agencies | $5,343,000 | 1,520 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $89,018,000 | 1,320 |
| Total debt securities | $89,017,000 | 1,415 |
| Structured notes | ||
| Amortized cost | $500,000 | 285 |
| Fair value | $502,000 | 289 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $87,257,000 | 1,405 |
| U.S. Government securities | $56,162,000 | 1,304 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $56,162,000 | 1,236 |
| Securities issued by states & political subdivisions | $25,890,000 | 1,292 |
| Other domestic debt securities | $5,205,000 | 933 |
| 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 | $5,205,000 | 614 |
| 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 | $41,868,000 | 1,120 |
| Mortgage-backed securities | $40,099,000 | 1,331 |
| Certificates of participation in pools of residential mortgages | $34,146,000 | 937 |
| Issued or guaranteed by U.S. | $34,146,000 | 914 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,953,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $5,953,000 | 1,475 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $87,257,000 | 1,308 |
| Total debt securities | $87,255,000 | 1,391 |
| Structured notes | ||
| Amortized cost | $500,000 | 412 |
| Fair value | $478,000 | 465 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $79,357,000 | 1,511 |
| U.S. Government securities | $51,406,000 | 1,419 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $51,406,000 | 1,341 |
| Securities issued by states & political subdivisions | $22,815,000 | 1,381 |
| Other domestic debt securities | $4,636,000 | 921 |
| 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 | $4,636,000 | 617 |
| Foreign debt securities | $500,000 | 214 |
| 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 | $36,174,000 | 1,245 |
| Mortgage-backed securities | $34,538,000 | 1,416 |
| Certificates of participation in pools of residential mortgages | $30,393,000 | 999 |
| Issued or guaranteed by U.S. | $30,393,000 | 977 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,145,000 | 1,702 |
| CMOs issued by government agencies or sponsored agencies | $4,145,000 | 1,661 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $79,357,000 | 1,401 |
| Total debt securities | $79,356,000 | 1,499 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $77,633,000 | 1,531 |
| U.S. Government securities | $50,538,000 | 1,447 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $50,538,000 | 1,360 |
| Securities issued by states & political subdivisions | $21,988,000 | 1,410 |
| Other domestic debt securities | $4,607,000 | 920 |
| 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 | $4,607,000 | 623 |
| Foreign debt securities | $500,000 | 221 |
| 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 | $39,118,000 | 1,172 |
| Mortgage-backed securities | $32,454,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $29,030,000 | 994 |
| Issued or guaranteed by U.S. | $29,030,000 | 967 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,424,000 | 1,836 |
| CMOs issued by government agencies or sponsored agencies | $3,424,000 | 1,794 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $77,633,000 | 1,408 |
| Total debt securities | $77,634,000 | 1,515 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $74,092,000 | 1,600 |
| U.S. Government securities | $46,472,000 | 1,559 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $46,472,000 | 1,470 |
| Securities issued by states & political subdivisions | $22,532,000 | 1,420 |
| Other domestic debt securities | $4,589,000 | 915 |
| 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 | $4,589,000 | 635 |
| Foreign debt securities | $499,000 | 242 |
| 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 | $41,199,000 | 1,155 |
| Mortgage-backed securities | $29,269,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $25,591,000 | 1,069 |
| Issued or guaranteed by U.S. | $25,591,000 | 1,058 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,678,000 | 1,773 |
| CMOs issued by government agencies or sponsored agencies | $3,678,000 | 1,724 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $74,092,000 | 1,480 |
| Total debt securities | $74,091,000 | 1,582 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $70,227,000 | 1,672 |
| U.S. Government securities | $43,332,000 | 1,656 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $43,332,000 | 1,562 |
| Securities issued by states & political subdivisions | $21,871,000 | 1,510 |
| Other domestic debt securities | $4,526,000 | 918 |
| 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 | $4,526,000 | 642 |
| Foreign debt securities | $498,000 | 250 |
| 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 | $41,765,000 | 1,153 |
| Mortgage-backed securities | $26,025,000 | 1,634 |
| Certificates of participation in pools of residential mortgages | $23,069,000 | 1,175 |
| Issued or guaranteed by U.S. | $23,069,000 | 1,161 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,956,000 | 1,910 |
| CMOs issued by government agencies or sponsored agencies | $2,956,000 | 1,860 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $70,227,000 | 1,545 |
| Total debt securities | $70,228,000 | 1,660 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $71,430,000 | 1,656 |
| U.S. Government securities | $44,430,000 | 1,625 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $44,430,000 | 1,543 |
| Securities issued by states & political subdivisions | $22,098,000 | 1,541 |
| Other domestic debt securities | $4,405,000 | 888 |
| 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 | $4,405,000 | 644 |
| Foreign debt securities | $497,000 | 257 |
| 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 | $35,200,000 | 1,323 |
| Mortgage-backed securities | $26,590,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $23,563,000 | 1,171 |
| Issued or guaranteed by U.S. | $23,563,000 | 1,163 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,027,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $3,027,000 | 1,840 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $71,430,000 | 1,526 |
| Total debt securities | $71,431,000 | 1,642 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $71,737,000 | 1,651 |
| U.S. Government securities | $44,720,000 | 1,624 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $44,720,000 | 1,540 |
| Securities issued by states & political subdivisions | $22,053,000 | 1,551 |
| Other domestic debt securities | $4,464,000 | 865 |
| 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 | $4,464,000 | 636 |
| Foreign debt securities | $500,000 | 242 |
| 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 | $35,824,000 | 1,305 |
| Mortgage-backed securities | $26,526,000 | 1,625 |
| Certificates of participation in pools of residential mortgages | $23,404,000 | 1,187 |
| Issued or guaranteed by U.S. | $23,404,000 | 1,181 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,122,000 | 1,859 |
| CMOs issued by government agencies or sponsored agencies | $3,122,000 | 1,810 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $71,737,000 | 1,519 |
| Total debt securities | $71,736,000 | 1,635 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $76,269,000 | 1,613 |
| U.S. Government securities | $21,456,000 | 2,615 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $21,456,000 | 2,480 |
| Securities issued by states & political subdivisions | $25,151,000 | 1,422 |
| Other domestic debt securities | $29,161,000 | 333 |
| Privately issued residential mortgage-backed securities | $24,692,000 | 107 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $4,469,000 | 644 |
| Foreign debt securities | $501,000 | 240 |
| 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 | $38,074,000 | 1,261 |
| Mortgage-backed securities | $27,989,000 | 1,599 |
| Certificates of participation in pools of residential mortgages | $24,692,000 | 1,180 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $24,692,000 | 40 |
| Collaterized mortgage obligations | $3,297,000 | 1,840 |
| CMOs issued by government agencies or sponsored agencies | $3,297,000 | 1,792 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $76,269,000 | 1,475 |
| Total debt securities | $76,267,000 | 1,600 |
| 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 | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $76,397,000 | 1,641 |
| U.S. Government securities | $44,947,000 | 1,670 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $44,947,000 | 1,588 |
| Securities issued by states & political subdivisions | $26,433,000 | 1,394 |
| Other domestic debt securities | $4,517,000 | 870 |
| 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 | $4,517,000 | 657 |
| Foreign debt securities | $500,000 | 234 |
| 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 | $38,960,000 | 1,251 |
| Mortgage-backed securities | $27,078,000 | 1,606 |
| Certificates of participation in pools of residential mortgages | $24,945,000 | 1,199 |
| Issued or guaranteed by U.S. | $24,945,000 | 1,196 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,133,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $2,133,000 | 1,989 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $76,397,000 | 1,491 |
| Total debt securities | $76,398,000 | 1,623 |
| 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 | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $67,890,000 | 1,826 |
| U.S. Government securities | $36,732,000 | 1,926 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $36,732,000 | 1,846 |
| Securities issued by states & political subdivisions | $27,097,000 | 1,429 |
| Other domestic debt securities | $3,562,000 | 946 |
| 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 | $3,562,000 | 733 |
| Foreign debt securities | $499,000 | 240 |
| 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 | $35,604,000 | 1,381 |
| Mortgage-backed securities | $21,892,000 | 1,841 |
| Certificates of participation in pools of residential mortgages | $19,616,000 | 1,440 |
| Issued or guaranteed by U.S. | $19,616,000 | 1,439 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,276,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $2,276,000 | 1,943 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $67,890,000 | 1,693 |
| Total debt securities | $67,889,000 | 1,812 |
| 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 | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $71,664,000 | 1,779 |
| U.S. Government securities | $37,486,000 | 1,910 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $37,486,000 | 1,832 |
| Securities issued by states & political subdivisions | $29,124,000 | 1,348 |
| Other domestic debt securities | $4,558,000 | 876 |
| 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 | $4,558,000 | 677 |
| Foreign debt securities | $496,000 | 262 |
| 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 | $36,376,000 | 1,361 |
| Mortgage-backed securities | $20,321,000 | 1,943 |
| Certificates of participation in pools of residential mortgages | $17,401,000 | 1,601 |
| Issued or guaranteed by U.S. | $17,401,000 | 1,599 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,920,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $2,920,000 | 1,836 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $71,664,000 | 1,640 |
| Total debt securities | $71,665,000 | 1,761 |
| 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 | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $75,914,000 | 1,726 |
| U.S. Government securities | $39,923,000 | 1,866 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $39,923,000 | 1,785 |
| Securities issued by states & political subdivisions | $30,950,000 | 1,274 |
| Other domestic debt securities | $4,545,000 | 896 |
| 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 | $4,545,000 | 689 |
| Foreign debt securities | $496,000 | 270 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,753,000 | 1,283 |
| Mortgage-backed securities | $20,793,000 | 1,949 |
| Certificates of participation in pools of residential mortgages | $17,676,000 | 1,621 |
| Issued or guaranteed by U.S. | $17,676,000 | 1,620 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,117,000 | 1,897 |
| CMOs issued by government agencies or sponsored agencies | $3,117,000 | 1,834 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $75,914,000 | 1,584 |
| Total debt securities | $75,913,000 | 1,707 |
| 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 | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $76,074,000 | 1,735 |
| U.S. Government securities | $42,031,000 | 1,842 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $42,031,000 | 1,758 |
| Securities issued by states & political subdivisions | $29,051,000 | 1,369 |
| Other domestic debt securities | $4,499,000 | 919 |
| 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 | $4,499,000 | 709 |
| Foreign debt securities | $493,000 | 270 |
| 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 | $40,966,000 | 1,261 |
| Mortgage-backed securities | $18,942,000 | 2,075 |
| Certificates of participation in pools of residential mortgages | $15,686,000 | 1,788 |
| Issued or guaranteed by U.S. | $15,686,000 | 1,788 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,256,000 | 1,878 |
| CMOs issued by government agencies or sponsored agencies | $3,256,000 | 1,815 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $76,074,000 | 1,588 |
| Total debt securities | $76,075,000 | 1,711 |
| 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 | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $70,950,000 | 1,835 |
| U.S. Government securities | $38,198,000 | 1,941 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $38,198,000 | 1,843 |
| Securities issued by states & political subdivisions | $28,793,000 | 1,392 |
| Other domestic debt securities | $3,473,000 | 1,032 |
| 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 | $3,473,000 | 796 |
| Foreign debt securities | $486,000 | 274 |
| 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 | $37,197,000 | 1,360 |
| Mortgage-backed securities | $15,634,000 | 2,302 |
| Certificates of participation in pools of residential mortgages | $12,210,000 | 2,041 |
| Issued or guaranteed by U.S. | $12,210,000 | 2,040 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,424,000 | 1,835 |
| CMOs issued by government agencies or sponsored agencies | $3,424,000 | 1,768 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $70,950,000 | 1,676 |
| Total debt securities | $70,950,000 | 1,810 |
| 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 | $79,637,000 | 1,658 |
| U.S. Government securities | $46,340,000 | 1,676 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $46,340,000 | 1,602 |
| Securities issued by states & political subdivisions | $28,791,000 | 1,394 |
| Other domestic debt securities | $4,017,000 | 966 |
| 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 | $4,017,000 | 735 |
| Foreign debt securities | $489,000 | 268 |
| 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 | $39,667,000 | 1,303 |
| Mortgage-backed securities | $23,122,000 | 1,868 |
| Certificates of participation in pools of residential mortgages | $17,787,000 | 1,669 |
| Issued or guaranteed by U.S. | $17,787,000 | 1,669 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,335,000 | 1,548 |
| CMOs issued by government agencies or sponsored agencies | $5,335,000 | 1,485 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $79,637,000 | 1,505 |
| Total debt securities | $79,638,000 | 1,633 |
| 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 | $75,310,000 | 1,760 |
| U.S. Government securities | $45,169,000 | 1,757 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $45,169,000 | 1,671 |
| Securities issued by states & political subdivisions | $26,130,000 | 1,522 |
| Other domestic debt securities | $3,517,000 | 1,044 |
| 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 | $3,517,000 | 796 |
| Foreign debt securities | $494,000 | 265 |
| 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 | $41,130,000 | 1,287 |
| Mortgage-backed securities | $24,541,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $18,746,000 | 1,616 |
| Issued or guaranteed by U.S. | $18,746,000 | 1,612 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,795,000 | 1,516 |
| CMOs issued by government agencies or sponsored agencies | $5,795,000 | 1,444 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $75,310,000 | 1,586 |
| Total debt securities | $75,309,000 | 1,741 |
| 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 | $72,110,000 | 1,861 |
| U.S. Government securities | $43,291,000 | 1,867 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $43,291,000 | 1,787 |
| Securities issued by states & political subdivisions | $25,825,000 | 1,520 |
| Other domestic debt securities | $2,994,000 | 1,125 |
| 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 | $2,994,000 | 868 |
| 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 | $38,535,000 | 1,382 |
| Mortgage-backed securities | $23,659,000 | 1,893 |
| Certificates of participation in pools of residential mortgages | $18,225,000 | 1,649 |
| Issued or guaranteed by U.S. | $18,225,000 | 1,647 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,434,000 | 1,570 |
| CMOs issued by government agencies or sponsored agencies | $5,434,000 | 1,500 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $72,110,000 | 1,682 |
| Total debt securities | $72,109,000 | 1,843 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $73,033,000 | 1,864 |
| U.S. Government securities | $42,333,000 | 1,923 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $42,333,000 | 1,830 |
| Securities issued by states & political subdivisions | $27,223,000 | 1,441 |
| Other domestic debt securities | $3,477,000 | 1,038 |
| 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 | $3,477,000 | 798 |
| 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 | $34,699,000 | 1,473 |
| Mortgage-backed securities | $24,164,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $18,631,000 | 1,640 |
| Issued or guaranteed by U.S. | $18,631,000 | 1,638 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,533,000 | 1,580 |
| CMOs issued by government agencies or sponsored agencies | $5,533,000 | 1,518 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $73,033,000 | 1,690 |
| Total debt securities | $73,034,000 | 1,841 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,254 |
| Fair value | $502,000 | 1,261 |
| 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 | $75,793,000 | 1,800 |
| U.S. Government securities | $44,645,000 | 1,871 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $44,645,000 | 1,787 |
| Securities issued by states & political subdivisions | $27,665,000 | 1,421 |
| Other domestic debt securities | $3,483,000 | 1,049 |
| 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 | $3,483,000 | 809 |
| 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 | $34,330,000 | 1,495 |
| Mortgage-backed securities | $28,483,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $21,155,000 | 1,524 |
| Issued or guaranteed by U.S. | $21,155,000 | 1,524 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,328,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $7,328,000 | 1,349 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $75,793,000 | 1,622 |
| Total debt securities | $75,793,000 | 1,774 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,416 |
| Fair value | $504,000 | 1,425 |
| 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 | $84,202,000 | 1,666 |
| U.S. Government securities | $47,029,000 | 1,864 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $47,029,000 | 1,784 |
| Securities issued by states & political subdivisions | $33,183,000 | 1,165 |
| Other domestic debt securities | $3,990,000 | 994 |
| 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 | $3,990,000 | 755 |
| 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 | $35,421,000 | 1,470 |
| Mortgage-backed securities | $29,194,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $21,572,000 | 1,542 |
| Issued or guaranteed by U.S. | $21,572,000 | 1,542 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,622,000 | 1,439 |
| CMOs issued by government agencies or sponsored agencies | $7,622,000 | 1,374 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $84,202,000 | 1,486 |
| Total debt securities | $84,201,000 | 1,645 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $501,000 | 1,571 |
| 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 | $78,791,000 | 1,792 |
| U.S. Government securities | $42,894,000 | 2,037 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $42,894,000 | 1,958 |
| Securities issued by states & political subdivisions | $31,876,000 | 1,200 |
| Other domestic debt securities | $4,021,000 | 983 |
| 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 | $4,021,000 | 734 |
| 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 | $36,560,000 | 1,447 |
| Mortgage-backed securities | $28,046,000 | 1,787 |
| Certificates of participation in pools of residential mortgages | $21,874,000 | 1,547 |
| Issued or guaranteed by U.S. | $21,874,000 | 1,547 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,172,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $6,172,000 | 1,536 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $78,791,000 | 1,619 |
| Total debt securities | $78,792,000 | 1,775 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $502,000 | 1,672 |
| 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 | $73,662,000 | 1,920 |
| U.S. Government securities | $34,716,000 | 2,412 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $34,716,000 | 2,334 |
| Securities issued by states & political subdivisions | $34,966,000 | 1,102 |
| Other domestic debt securities | $3,980,000 | 996 |
| 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 | $3,980,000 | 754 |
| 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 | $28,011,000 | 1,780 |
| Mortgage-backed securities | $25,141,000 | 1,953 |
| Certificates of participation in pools of residential mortgages | $21,425,000 | 1,602 |
| Issued or guaranteed by U.S. | $21,425,000 | 1,600 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,716,000 | 2,011 |
| CMOs issued by government agencies or sponsored agencies | $3,716,000 | 1,941 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $73,662,000 | 1,731 |
| Total debt securities | $73,661,000 | 1,899 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $498,000 | 1,799 |
| 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 | $74,571,000 | 1,935 |
| U.S. Government securities | $36,537,000 | 2,380 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $36,537,000 | 2,297 |
| Securities issued by states & political subdivisions | $34,089,000 | 1,133 |
| Other domestic debt securities | $3,945,000 | 1,031 |
| 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 | $3,945,000 | 763 |
| 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 | $28,474,000 | 1,756 |
| Mortgage-backed securities | $26,155,000 | 1,948 |
| Certificates of participation in pools of residential mortgages | $21,541,000 | 1,638 |
| Issued or guaranteed by U.S. | $21,541,000 | 1,637 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,614,000 | 1,885 |
| CMOs issued by government agencies or sponsored agencies | $4,614,000 | 1,810 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $74,571,000 | 1,741 |
| Total debt securities | $74,572,000 | 1,915 |
| Structured notes | ||
| Amortized cost | $911,000 | 1,718 |
| Fair value | $923,000 | 1,711 |
| 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 | $68,584,000 | 2,081 |
| U.S. Government securities | $32,275,000 | 2,616 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $32,275,000 | 2,534 |
| Securities issued by states & political subdivisions | $32,838,000 | 1,188 |
| Other domestic debt securities | $3,471,000 | 1,125 |
| 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 | $3,471,000 | 840 |
| 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 | $29,810,000 | 1,713 |
| Mortgage-backed securities | $23,968,000 | 2,100 |
| Certificates of participation in pools of residential mortgages | $19,053,000 | 1,838 |
| Issued or guaranteed by U.S. | $19,053,000 | 1,836 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,915,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $4,915,000 | 1,782 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $68,584,000 | 1,875 |
| Total debt securities | $68,586,000 | 2,053 |
| Structured notes | ||
| Amortized cost | $429,000 | 2,066 |
| Fair value | $450,000 | 2,059 |
| 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 | $68,694,000 | 2,095 |
| U.S. Government securities | $34,144,000 | 2,548 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $34,144,000 | 2,476 |
| Securities issued by states & political subdivisions | $31,089,000 | 1,244 |
| Other domestic debt securities | $3,461,000 | 1,164 |
| 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 | $3,461,000 | 871 |
| 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 | $26,887,000 | 1,837 |
| Mortgage-backed securities | $21,661,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $18,346,000 | 1,864 |
| Issued or guaranteed by U.S. | $18,346,000 | 1,863 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,282,000 | 2,145 |
| CMOs issued by government agencies or sponsored agencies | $3,282,000 | 2,076 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $33,000 | 965 |
| Commercial mortgage pass-through securities | $33,000 | 694 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $68,694,000 | 1,886 |
| Total debt securities | $68,693,000 | 2,071 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,107 |
| Fair value | $468,000 | 2,080 |
| 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 | $63,437,000 | 2,224 |
| U.S. Government securities | $30,689,000 | 2,706 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,689,000 | 2,635 |
| Securities issued by states & political subdivisions | $29,331,000 | 1,325 |
| Other domestic debt securities | $3,417,000 | 1,204 |
| 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 | $3,417,000 | 896 |
| 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 | $19,171,000 | 2,303 |
| Mortgage-backed securities | $18,394,000 | 2,440 |
| Certificates of participation in pools of residential mortgages | $14,917,000 | 2,154 |
| Issued or guaranteed by U.S. | $14,917,000 | 2,154 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,477,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $3,477,000 | 2,025 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $63,437,000 | 2,015 |
| Total debt securities | $63,437,000 | 2,203 |
| Structured notes | ||
| Amortized cost | $473,000 | 2,089 |
| Fair value | $496,000 | 1,984 |
| 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 | $68,240,000 | 2,105 |
| U.S. Government securities | $35,436,000 | 2,470 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $35,436,000 | 2,400 |
| Securities issued by states & political subdivisions | $29,361,000 | 1,308 |
| Other domestic debt securities | $3,443,000 | 1,238 |
| 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 | $3,443,000 | 920 |
| 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 | $24,960,000 | 1,935 |
| Mortgage-backed securities | $19,656,000 | 2,372 |
| Certificates of participation in pools of residential mortgages | $15,990,000 | 2,080 |
| Issued or guaranteed by U.S. | $15,990,000 | 2,078 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,666,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $3,666,000 | 2,014 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $68,240,000 | 1,898 |
| Total debt securities | $68,239,000 | 2,084 |
| Structured notes | ||
| Amortized cost | $2,506,000 | 1,074 |
| Fair value | $2,460,000 | 1,085 |
| 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 | $72,085,000 | 2,011 |
| U.S. Government securities | $37,888,000 | 2,342 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $37,888,000 | 2,268 |
| Securities issued by states & political subdivisions | $30,730,000 | 1,241 |
| Other domestic debt securities | $3,467,000 | 1,250 |
| 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 | $3,467,000 | 927 |
| 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 | $26,486,000 | 1,815 |
| Mortgage-backed securities | $21,541,000 | 2,269 |
| Certificates of participation in pools of residential mortgages | $17,555,000 | 1,964 |
| Issued or guaranteed by U.S. | $17,555,000 | 1,963 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,986,000 | 2,083 |
| CMOs issued by government agencies or sponsored agencies | $3,986,000 | 1,994 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $72,085,000 | 1,815 |
| Total debt securities | $72,085,000 | 1,986 |
| Structured notes | ||
| Amortized cost | $2,542,000 | 1,053 |
| Fair value | $2,578,000 | 1,043 |
| 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 | $71,022,000 | 2,057 |
| U.S. Government securities | $37,703,000 | 2,382 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $37,703,000 | 2,320 |
| Securities issued by states & political subdivisions | $30,304,000 | 1,242 |
| Other domestic debt securities | $3,015,000 | 1,325 |
| 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 | $3,015,000 | 969 |
| 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 | $28,289,000 | 1,768 |
| Mortgage-backed securities | $20,499,000 | 2,367 |
| Certificates of participation in pools of residential mortgages | $16,189,000 | 2,067 |
| Issued or guaranteed by U.S. | $16,189,000 | 2,066 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,310,000 | 2,083 |
| CMOs issued by government agencies or sponsored agencies | $4,310,000 | 1,989 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $71,022,000 | 1,874 |
| Total debt securities | $71,021,000 | 2,034 |
| Structured notes | ||
| Amortized cost | $3,079,000 | 958 |
| Fair value | $3,108,000 | 957 |
| 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 | $62,675,000 | 2,214 |
| U.S. Government securities | $34,966,000 | 2,486 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $34,966,000 | 2,426 |
| Securities issued by states & political subdivisions | $27,212,000 | 1,330 |
| Other domestic debt securities | $497,000 | 2,347 |
| 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 | $497,000 | 1,816 |
| 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 | $25,023,000 | 1,904 |
| Mortgage-backed securities | $21,291,000 | 2,318 |
| Certificates of participation in pools of residential mortgages | $16,608,000 | 2,021 |
| Issued or guaranteed by U.S. | $16,608,000 | 2,018 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,683,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $4,683,000 | 1,991 |
| 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) | $62,675,000 | 2,030 |
| Total debt securities | $62,676,000 | 2,188 |
| Structured notes | ||
| Amortized cost | $2,130,000 | 1,203 |
| Fair value | $2,177,000 | 1,200 |
| 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 | $64,530,000 | 2,193 |
| U.S. Government securities | $39,940,000 | 2,282 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $39,940,000 | 2,228 |
| Securities issued by states & political subdivisions | $24,100,000 | 1,474 |
| Other domestic debt securities | $490,000 | 2,431 |
| 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 | $490,000 | 1,899 |
| 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 | $26,280,000 | 1,842 |
| Mortgage-backed securities | $25,994,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | $19,168,000 | 1,910 |
| Issued or guaranteed by U.S. | $19,168,000 | 1,909 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,826,000 | 1,852 |
| CMOs issued by government agencies or sponsored agencies | $6,826,000 | 1,761 |
| 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) | $64,530,000 | 2,005 |
| Total debt securities | $64,531,000 | 2,167 |
| Structured notes | ||
| Amortized cost | $2,180,000 | 1,270 |
| Fair value | $2,236,000 | 1,264 |
| 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 | $65,485,000 | 2,151 |
| U.S. Government securities | $41,201,000 | 2,251 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $41,201,000 | 2,197 |
| Securities issued by states & political subdivisions | $23,807,000 | 1,444 |
| Other domestic debt securities | $477,000 | 2,426 |
| 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 | $477,000 | 1,891 |
| 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 | $27,356,000 | 1,813 |
| Mortgage-backed securities | $27,056,000 | 2,132 |
| Certificates of participation in pools of residential mortgages | $19,542,000 | 1,920 |
| Issued or guaranteed by U.S. | $19,542,000 | 1,920 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,514,000 | 1,798 |
| CMOs issued by government agencies or sponsored agencies | $7,514,000 | 1,706 |
| 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) | $65,485,000 | 1,960 |
| Total debt securities | $65,486,000 | 2,129 |
| Structured notes | ||
| Amortized cost | $2,227,000 | 1,433 |
| Fair value | $2,292,000 | 1,422 |
| 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 | $64,483,000 | 2,174 |
| U.S. Government securities | $40,820,000 | 2,293 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $40,820,000 | 2,238 |
| Securities issued by states & political subdivisions | $23,169,000 | 1,434 |
| Other domestic debt securities | $494,000 | 2,374 |
| 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 | $494,000 | 1,853 |
| 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 | $28,589,000 | 1,788 |
| Mortgage-backed securities | $28,278,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $20,008,000 | 1,889 |
| Issued or guaranteed by U.S. | $20,008,000 | 1,887 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,270,000 | 1,738 |
| CMOs issued by government agencies or sponsored agencies | $8,270,000 | 1,644 |
| 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) | $64,483,000 | 1,991 |
| Total debt securities | $64,478,000 | 2,159 |
| Structured notes | ||
| Amortized cost | $2,291,000 | 1,611 |
| Fair value | $2,336,000 | 1,602 |
| 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 | $57,298,000 | 2,350 |
| U.S. Government securities | $36,039,000 | 2,421 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $36,039,000 | 2,362 |
| Securities issued by states & political subdivisions | $20,783,000 | 1,541 |
| Other domestic debt securities | $476,000 | 2,381 |
| 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 | $476,000 | 1,792 |
| 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 | $26,120,000 | 1,787 |
| Mortgage-backed securities | $29,692,000 | 1,942 |
| Certificates of participation in pools of residential mortgages | $20,358,000 | 1,761 |
| Issued or guaranteed by U.S. | $20,358,000 | 1,760 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,334,000 | 1,643 |
| CMOs issued by government agencies or sponsored agencies | $9,334,000 | 1,488 |
| 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) | $57,298,000 | 2,118 |
| Total debt securities | $57,300,000 | 2,331 |
| Structured notes | ||
| Amortized cost | $2,342,000 | 1,582 |
| Fair value | $2,401,000 | 1,571 |
| 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 | $55,130,000 | 2,345 |
| U.S. Government securities | $33,172,000 | 2,535 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $33,172,000 | 2,475 |
| Securities issued by states & political subdivisions | $21,477,000 | 1,455 |
| Other domestic debt securities | $481,000 | 2,377 |
| 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 | $481,000 | 1,770 |
| 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 | $28,067,000 | 1,665 |
| Mortgage-backed securities | $23,138,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | $15,057,000 | 2,107 |
| Issued or guaranteed by U.S. | $15,057,000 | 2,103 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,081,000 | 1,747 |
| CMOs issued by government agencies or sponsored agencies | $8,081,000 | 1,576 |
| 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) | $55,130,000 | 2,122 |
| Total debt securities | $55,130,000 | 2,322 |
| Structured notes | ||
| Amortized cost | $3,399,000 | 1,370 |
| Fair value | $3,479,000 | 1,360 |
| 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 | $50,664,000 | 2,529 |
| U.S. Government securities | $28,807,000 | 2,886 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $28,807,000 | 2,798 |
| Securities issued by states & political subdivisions | $20,923,000 | 1,439 |
| Other domestic debt securities | $934,000 | 2,002 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $436,000 | 174 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $498,000 | 1,669 |
| 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 | $29,016,000 | 1,653 |
| Mortgage-backed securities | $18,655,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $11,563,000 | 2,421 |
| Issued or guaranteed by U.S. | $11,563,000 | 2,415 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,092,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $7,092,000 | 1,642 |
| 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) | $50,664,000 | 2,292 |
| Total debt securities | $50,665,000 | 2,502 |
| Structured notes | ||
| Amortized cost | $3,476,000 | 1,520 |
| Fair value | $3,561,000 | 1,476 |
| 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 | $47,064,000 | 2,646 |
| U.S. Government securities | $25,814,000 | 3,103 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $25,814,000 | 3,015 |
| Securities issued by states & political subdivisions | $20,314,000 | 1,425 |
| Other domestic debt securities | $936,000 | 2,054 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $439,000 | 175 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $497,000 | 1,711 |
| 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 | $29,087,000 | 1,645 |
| Mortgage-backed securities | $15,627,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $11,024,000 | 2,418 |
| Issued or guaranteed by U.S. | $11,024,000 | 2,413 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,603,000 | 2,060 |
| CMOs issued by government agencies or sponsored agencies | $4,603,000 | 1,869 |
| 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) | $47,064,000 | 2,393 |
| Total debt securities | $47,064,000 | 2,621 |
| Structured notes | ||
| Amortized cost | $3,530,000 | 1,526 |
| Fair value | $3,583,000 | 1,521 |
| 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 | $42,265,000 | 2,771 |
| U.S. Government securities | $22,084,000 | 3,260 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $22,084,000 | 3,160 |
| Securities issued by states & political subdivisions | $19,177,000 | 1,480 |
| Other domestic debt securities | $1,004,000 | 2,117 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $514,000 | 153 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $490,000 | 1,732 |
| 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 | $22,706,000 | 1,952 |
| Mortgage-backed securities | $11,636,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $8,580,000 | 2,659 |
| Issued or guaranteed by U.S. | $8,580,000 | 2,652 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,056,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $3,056,000 | 2,089 |
| 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) | $42,265,000 | 2,497 |
| Total debt securities | $42,264,000 | 2,744 |
| Structured notes | ||
| Amortized cost | $3,665,000 | 1,393 |
| Fair value | $3,741,000 | 1,383 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $43,545,000 | 2,676 |
| U.S. Government securities | $22,438,000 | 3,186 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $22,438,000 | 3,081 |
| Securities issued by states & political subdivisions | $20,005,000 | 1,377 |
| Other domestic debt securities | $1,102,000 | 2,086 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $604,000 | 148 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $498,000 | 1,748 |
| 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 | $23,111,000 | 1,951 |
| Mortgage-backed securities | $11,632,000 | 2,961 |
| Certificates of participation in pools of residential mortgages | $8,461,000 | 2,640 |
| Issued or guaranteed by U.S. | $8,461,000 | 2,632 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,171,000 | 2,279 |
| CMOs issued by government agencies or sponsored agencies | $3,171,000 | 2,036 |
| 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) | $100,000 | 2,858 |
| Available-for-sale securities (fair market value) | $43,445,000 | 2,402 |
| Total debt securities | $43,544,000 | 2,645 |
| Structured notes | ||
| Amortized cost | $3,776,000 | 1,378 |
| Fair value | $3,889,000 | 1,373 |
| 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 | $44,035,000 | 2,649 |
| U.S. Government securities | $23,224,000 | 3,164 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $23,224,000 | 3,081 |
| Securities issued by states & political subdivisions | $20,168,000 | 1,282 |
| Other domestic debt securities | $643,000 | 2,416 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $643,000 | 138 |
| 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 | $23,925,000 | 1,913 |
| Mortgage-backed securities | $12,421,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | $9,159,000 | 2,559 |
| Issued or guaranteed by U.S. | $9,159,000 | 2,553 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,262,000 | 2,187 |
| CMOs issued by government agencies or sponsored agencies | $3,262,000 | 1,934 |
| 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) | $100,000 | 2,930 |
| Available-for-sale securities (fair market value) | $43,935,000 | 2,371 |
| Total debt securities | $44,037,000 | 2,619 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 1,453 |
| Fair value | $3,931,000 | 1,446 |
| 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 | $45,748,000 | 2,578 |
| U.S. Government securities | $24,955,000 | 3,088 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $24,955,000 | 3,009 |
| Securities issued by states & political subdivisions | $19,263,000 | 1,323 |
| Other domestic debt securities | $1,530,000 | 1,938 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $1,530,000 | 103 |
| 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 | $27,273,000 | 1,780 |
| Mortgage-backed securities | $14,415,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | $10,941,000 | 2,399 |
| Issued or guaranteed by U.S. | $10,941,000 | 2,395 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,474,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $3,474,000 | 1,848 |
| 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) | $310,000 | 2,726 |
| Available-for-sale securities (fair market value) | $45,438,000 | 2,311 |
| Total debt securities | $45,747,000 | 2,553 |
| Structured notes | ||
| Amortized cost | $3,940,000 | 1,224 |
| Fair value | $4,013,000 | 1,163 |
| 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 | $43,752,000 | 2,662 |
| U.S. Government securities | $23,101,000 | 3,210 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $23,101,000 | 3,134 |
| Securities issued by states & political subdivisions | $19,429,000 | 1,298 |
| Other domestic debt securities | $1,222,000 | 2,150 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $1,222,000 | 130 |
| 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 | $27,651,000 | 1,779 |
| Mortgage-backed securities | $13,818,000 | 2,829 |
| Certificates of participation in pools of residential mortgages | $11,320,000 | 2,420 |
| Issued or guaranteed by U.S. | $11,320,000 | 2,413 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,498,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $2,498,000 | 2,024 |
| 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) | $310,000 | 2,787 |
| Available-for-sale securities (fair market value) | $43,442,000 | 2,386 |
| Total debt securities | $43,751,000 | 2,637 |
| Structured notes | ||
| Amortized cost | $2,985,000 | 1,255 |
| Fair value | $3,025,000 | 1,158 |
| 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 | $45,360,000 | 2,581 |
| U.S. Government securities | $24,618,000 | 3,067 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $24,618,000 | 2,999 |
| Securities issued by states & political subdivisions | $19,454,000 | 1,288 |
| Other domestic debt securities | $1,288,000 | 2,219 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $1,288,000 | 130 |
| 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 | $20,638,000 | 2,173 |
| Mortgage-backed securities | $14,717,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $12,206,000 | 2,380 |
| Issued or guaranteed by U.S. | $12,206,000 | 2,370 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,511,000 | 2,316 |
| CMOs issued by government agencies or sponsored agencies | $2,511,000 | 1,982 |
| 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) | $310,000 | 2,864 |
| Available-for-sale securities (fair market value) | $45,050,000 | 2,296 |
| Total debt securities | $45,360,000 | 2,548 |
| Structured notes | ||
| Amortized cost | $2,073,000 | 1,059 |
| Fair value | $2,110,000 | 1,056 |
| 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 | $44,242,000 | 2,569 |
| U.S. Government securities | $23,977,000 | 3,076 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $23,977,000 | 3,008 |
| Securities issued by states & political subdivisions | $19,302,000 | 1,243 |
| Other domestic debt securities | $963,000 | 2,481 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $963,000 | 163 |
| 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 | $21,744,000 | 2,098 |
| Mortgage-backed securities | $15,492,000 | 2,723 |
| Certificates of participation in pools of residential mortgages | $12,998,000 | 2,347 |
| Issued or guaranteed by U.S. | $12,998,000 | 2,339 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,494,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $2,494,000 | 1,970 |
| 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) | $700,000 | 2,624 |
| Available-for-sale securities (fair market value) | $43,542,000 | 2,308 |
| Total debt securities | $44,240,000 | 2,542 |
| Structured notes | ||
| Amortized cost | $648,000 | 1,454 |
| Fair value | $677,000 | 1,437 |
| 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 | $40,900,000 | 2,737 |
| U.S. Government securities | $24,276,000 | 3,084 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $24,276,000 | 3,028 |
| Securities issued by states & political subdivisions | $16,624,000 | 1,391 |
| 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 | $22,740,000 | 2,062 |
| Mortgage-backed securities | $15,277,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | $12,778,000 | 2,410 |
| Issued or guaranteed by U.S. | $12,778,000 | 2,398 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,499,000 | 2,357 |
| CMOs issued by government agencies or sponsored agencies | $2,499,000 | 1,978 |
| 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) | $700,000 | 2,669 |
| Available-for-sale securities (fair market value) | $40,200,000 | 2,476 |
| Total debt securities | $40,900,000 | 2,708 |
| Structured notes | ||
| Amortized cost | $693,000 | 1,181 |
| Fair value | $718,000 | 1,161 |
| 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 | $39,159,000 | 2,830 |
| U.S. Government securities | $24,235,000 | 3,090 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $24,235,000 | 3,028 |
| Securities issued by states & political subdivisions | $14,924,000 | 1,520 |
| 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 | $15,284,000 | 2,723 |
| Mortgage-backed securities | $16,211,000 | 2,656 |
| Certificates of participation in pools of residential mortgages | $13,519,000 | 2,306 |
| Issued or guaranteed by U.S. | $13,519,000 | 2,295 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,692,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $2,692,000 | 1,909 |
| 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) | $945,000 | 2,570 |
| Available-for-sale securities (fair market value) | $38,214,000 | 2,556 |
| Total debt securities | $39,160,000 | 2,796 |
| Structured notes | ||
| Amortized cost | $725,000 | 1,216 |
| Fair value | $746,000 | 1,204 |
| 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 | $42,995,000 | 2,569 |
| U.S. Government securities | $27,968,000 | 2,741 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $27,968,000 | 2,687 |
| Securities issued by states & political subdivisions | $15,027,000 | 1,474 |
| 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 | $17,531,000 | 2,482 |
| Mortgage-backed securities | $17,001,000 | 2,484 |
| Certificates of participation in pools of residential mortgages | $14,298,000 | 2,139 |
| Issued or guaranteed by U.S. | $14,298,000 | 2,128 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,703,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $2,703,000 | 1,808 |
| 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) | $945,000 | 2,588 |
| Available-for-sale securities (fair market value) | $42,050,000 | 2,305 |
| Total debt securities | $42,994,000 | 2,539 |
| Structured notes | ||
| Amortized cost | $742,000 | 1,181 |
| Fair value | $767,000 | 1,155 |
| 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 | $42,634,000 | 2,633 |
| U.S. Government securities | $28,279,000 | 2,751 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $28,279,000 | 2,705 |
| Securities issued by states & political subdivisions | $14,355,000 | 1,547 |
| 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 | $17,905,000 | 2,396 |
| Mortgage-backed securities | $16,957,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $14,316,000 | 2,123 |
| Issued or guaranteed by U.S. | $14,316,000 | 2,112 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,641,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $2,641,000 | 1,837 |
| 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) | $1,045,000 | 2,538 |
| Available-for-sale securities (fair market value) | $41,589,000 | 2,376 |
| Total debt securities | $42,633,000 | 2,596 |
| Structured notes | ||
| Amortized cost | $764,000 | 1,210 |
| Fair value | $763,000 | 1,207 |
| 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 | $44,666,000 | 2,528 |
| U.S. Government securities | $30,084,000 | 2,612 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $30,084,000 | 2,562 |
| Securities issued by states & political subdivisions | $14,582,000 | 1,541 |
| 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 | $19,700,000 | 2,242 |
| Mortgage-backed securities | $18,272,000 | 2,296 |
| Certificates of participation in pools of residential mortgages | $15,543,000 | 1,954 |
| Issued or guaranteed by U.S. | $15,543,000 | 1,943 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,729,000 | 2,133 |
| CMOs issued by government agencies or sponsored agencies | $2,729,000 | 1,803 |
| 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) | $1,046,000 | 2,566 |
| Available-for-sale securities (fair market value) | $43,620,000 | 2,285 |
| Total debt securities | $44,667,000 | 2,483 |
| Structured notes | ||
| Amortized cost | $793,000 | 1,311 |
| Fair value | $812,000 | 1,301 |
| 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 | $42,269,000 | 2,647 |
| U.S. Government securities | $27,446,000 | 2,861 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $27,446,000 | 2,804 |
| Securities issued by states & political subdivisions | $14,823,000 | 1,498 |
| 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 | $18,593,000 | 2,337 |
| Mortgage-backed securities | $13,372,000 | 2,493 |
| Certificates of participation in pools of residential mortgages | $12,197,000 | 2,038 |
| Issued or guaranteed by U.S. | $12,197,000 | 2,028 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,175,000 | 2,541 |
| CMOs issued by government agencies or sponsored agencies | $1,175,000 | 2,238 |
| 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) | $1,196,000 | 2,578 |
| Available-for-sale securities (fair market value) | $41,073,000 | 2,387 |
| Total debt securities | $42,268,000 | 2,603 |
| Structured notes | ||
| Amortized cost | $2,317,000 | 954 |
| Fair value | $2,324,000 | 953 |
| 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 | $40,931,000 | 2,708 |
| U.S. Government securities | $26,325,000 | 2,981 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $26,325,000 | 2,923 |
| Securities issued by states & political subdivisions | $14,606,000 | 1,468 |
| 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 | $16,080,000 | 2,551 |
| Mortgage-backed securities | $11,740,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | $11,299,000 | 1,976 |
| Issued or guaranteed by U.S. | $11,299,000 | 1,967 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $441,000 | 3,016 |
| CMOs issued by government agencies or sponsored agencies | $441,000 | 2,695 |
| 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) | $1,272,000 | 2,600 |
| Available-for-sale securities (fair market value) | $39,659,000 | 2,429 |
| Total debt securities | $40,931,000 | 2,660 |
| Structured notes | ||
| Amortized cost | $2,838,000 | 1,013 |
| Fair value | $2,822,000 | 1,011 |
| 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 | $36,503,000 | 2,963 |
| U.S. Government securities | $23,529,000 | 3,229 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $23,529,000 | 3,152 |
| Securities issued by states & political subdivisions | $12,974,000 | 1,614 |
| 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 | $15,794,000 | 2,586 |
| Mortgage-backed securities | $10,166,000 | 2,656 |
| Certificates of participation in pools of residential mortgages | $9,696,000 | 2,114 |
| Issued or guaranteed by U.S. | $9,696,000 | 2,106 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $470,000 | 2,959 |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 2,652 |
| 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) | $1,372,000 | 2,616 |
| Available-for-sale securities (fair market value) | $35,131,000 | 2,682 |
| Total debt securities | $36,504,000 | 2,921 |
| Structured notes | ||
| Amortized cost | $2,868,000 | 1,071 |
| Fair value | $2,813,000 | 1,072 |
| 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 | $31,424,000 | 3,338 |
| U.S. Government securities | $18,958,000 | 3,790 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $18,958,000 | 3,698 |
| Securities issued by states & political subdivisions | $12,466,000 | 1,664 |
| 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 | $8,459,000 | 3,704 |
| Mortgage-backed securities | $6,865,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | $6,364,000 | 2,671 |
| Issued or guaranteed by U.S. | $6,364,000 | 2,663 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $501,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 2,593 |
| 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) | $1,373,000 | 2,635 |
| Available-for-sale securities (fair market value) | $30,051,000 | 3,002 |
| Total debt securities | $31,424,000 | 3,300 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 1,110 |
| Fair value | $2,874,000 | 1,114 |
| 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 | $31,057,000 | 3,381 |
| U.S. Government securities | $18,614,000 | 3,921 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,614,000 | 3,820 |
| Securities issued by states & political subdivisions | $11,944,000 | 1,729 |
| Other domestic debt securities | $499,000 | 2,348 |
| 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 | $499,000 | 1,778 |
| 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 | $7,440,000 | 3,938 |
| Mortgage-backed securities | $6,533,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $6,024,000 | 2,757 |
| Issued or guaranteed by U.S. | $6,024,000 | 2,741 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $509,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 2,581 |
| 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) | $1,655,000 | 2,591 |
| Available-for-sale securities (fair market value) | $29,402,000 | 3,060 |
| Total debt securities | $31,057,000 | 3,338 |
| Structured notes | ||
| Amortized cost | $2,931,000 | 1,185 |
| Fair value | $2,890,000 | 1,189 |
| 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 | $28,369,000 | 3,638 |
| U.S. Government securities | $16,246,000 | 4,341 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,246,000 | 4,213 |
| Securities issued by states & political subdivisions | $11,631,000 | 1,745 |
| Other domestic debt securities | $492,000 | 2,402 |
| 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 | $492,000 | 1,836 |
| 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 | $7,375,000 | 3,956 |
| Mortgage-backed securities | $5,220,000 | 3,551 |
| Certificates of participation in pools of residential mortgages | $4,697,000 | 3,099 |
| Issued or guaranteed by U.S. | $4,697,000 | 3,083 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $523,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $523,000 | 2,543 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,656,000 | 2,646 |
| Available-for-sale securities (fair market value) | $26,713,000 | 3,311 |
| Total debt securities | $28,369,000 | 3,589 |
| Structured notes | ||
| Amortized cost | $2,973,000 | 1,254 |
| Fair value | $2,915,000 | 1,259 |
| 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 | $28,775,000 | 3,591 |
| U.S. Government securities | $16,458,000 | 4,280 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $16,458,000 | 4,150 |
| Securities issued by states & political subdivisions | $11,860,000 | 1,674 |
| Other domestic debt securities | $457,000 | 2,478 |
| 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 | $457,000 | 1,922 |
| 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 | $6,955,000 | 4,061 |
| Mortgage-backed securities | $5,547,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | $5,003,000 | 3,021 |
| Issued or guaranteed by U.S. | $5,003,000 | 3,009 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $544,000 | 2,797 |
| CMOs issued by government agencies or sponsored agencies | $544,000 | 2,513 |
| 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) | $2,018,000 | 2,527 |
| Available-for-sale securities (fair market value) | $26,757,000 | 3,295 |
| Total debt securities | $28,775,000 | 3,538 |
| Structured notes | ||
| Amortized cost | $3,014,000 | 1,232 |
| Fair value | $2,920,000 | 1,275 |
| 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 | $27,155,000 | 3,811 |
| U.S. Government securities | $15,484,000 | 4,471 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $15,484,000 | 4,343 |
| Securities issued by states & political subdivisions | $11,210,000 | 1,769 |
| Other domestic debt securities | $461,000 | 2,546 |
| 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 | $461,000 | 2,015 |
| 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 | $7,045,000 | 4,011 |
| Mortgage-backed securities | $5,981,000 | 3,412 |
| Certificates of participation in pools of residential mortgages | $5,396,000 | 2,973 |
| Issued or guaranteed by U.S. | $5,396,000 | 2,960 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $585,000 | 2,764 |
| CMOs issued by government agencies or sponsored agencies | $585,000 | 2,474 |
| 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) | $2,185,000 | 2,519 |
| Available-for-sale securities (fair market value) | $24,970,000 | 3,505 |
| Total debt securities | $27,156,000 | 3,758 |
| Structured notes | ||
| Amortized cost | $3,064,000 | 1,244 |
| Fair value | $3,012,000 | 1,242 |
| 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 | $25,113,000 | 4,035 |
| U.S. Government securities | $13,178,000 | 4,904 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,178,000 | 4,755 |
| Securities issued by states & political subdivisions | $10,992,000 | 1,792 |
| Other domestic debt securities | $943,000 | 2,182 |
| 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 | $943,000 | 1,703 |
| 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 | $6,897,000 | 4,041 |
| Mortgage-backed securities | $4,925,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | $4,308,000 | 3,284 |
| Issued or guaranteed by U.S. | $4,308,000 | 3,273 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $617,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $617,000 | 2,465 |
| 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) | $2,352,000 | 2,520 |
| Available-for-sale securities (fair market value) | $22,761,000 | 3,685 |
| Total debt securities | $25,113,000 | 3,975 |
| Structured notes | ||
| Amortized cost | $3,105,000 | 1,232 |
| Fair value | $3,063,000 | 1,232 |
| 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 | $23,047,000 | 4,218 |
| U.S. Government securities | $11,447,000 | 5,215 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,447,000 | 5,067 |
| Securities issued by states & political subdivisions | $10,610,000 | 1,836 |
| Other domestic debt securities | $990,000 | 2,179 |
| 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 | $990,000 | 1,725 |
| 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 | $6,463,000 | 4,155 |
| Mortgage-backed securities | $4,736,000 | 3,794 |
| Certificates of participation in pools of residential mortgages | $4,075,000 | 3,396 |
| Issued or guaranteed by U.S. | $4,075,000 | 3,381 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $661,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $661,000 | 2,455 |
| 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) | $2,354,000 | 2,542 |
| Available-for-sale securities (fair market value) | $20,693,000 | 3,909 |
| Total debt securities | $23,042,000 | 4,167 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,607 |
| Fair value | $1,976,000 | 1,595 |
| 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 | $24,028,000 | 4,139 |
| U.S. Government securities | $13,016,000 | 4,940 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,016,000 | 4,795 |
| Securities issued by states & political subdivisions | $9,999,000 | 1,932 |
| Other domestic debt securities | $1,013,000 | 2,155 |
| 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 | $1,013,000 | 1,705 |
| 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 | $3,705,000 | 5,054 |
| Mortgage-backed securities | $5,268,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $4,433,000 | 3,362 |
| Issued or guaranteed by U.S. | $4,433,000 | 3,348 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $835,000 | 2,686 |
| CMOs issued by government agencies or sponsored agencies | $835,000 | 2,416 |
| 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) | $2,837,000 | 2,445 |
| Available-for-sale securities (fair market value) | $21,191,000 | 3,885 |
| Total debt securities | $24,028,000 | 4,084 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,409 |
| Fair value | $2,482,000 | 1,406 |
| 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 | $24,526,000 | 4,160 |
| U.S. Government securities | $14,880,000 | 4,634 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,880,000 | 4,490 |
| Securities issued by states & political subdivisions | $8,625,000 | 2,143 |
| Other domestic debt securities | $1,021,000 | 2,202 |
| 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 | $1,021,000 | 1,777 |
| 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 | $3,204,000 | 5,309 |
| Mortgage-backed securities | $5,664,000 | 3,719 |
| Certificates of participation in pools of residential mortgages | $4,688,000 | 3,356 |
| Issued or guaranteed by U.S. | $4,688,000 | 3,348 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $976,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $976,000 | 2,396 |
| 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) | $2,875,000 | 2,462 |
| Available-for-sale securities (fair market value) | $21,651,000 | 3,900 |
| Total debt securities | $24,526,000 | 4,102 |
| Structured notes | ||
| Amortized cost | $3,001,000 | 1,208 |
| Fair value | $2,944,000 | 1,258 |
| 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 | $24,582,000 | 4,180 |
| U.S. Government securities | $14,892,000 | 4,655 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,892,000 | 4,511 |
| Securities issued by states & political subdivisions | $8,636,000 | 2,172 |
| Other domestic debt securities | $1,054,000 | 2,225 |
| 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 | $1,054,000 | 1,817 |
| 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 | $2,930,000 | 5,473 |
| Mortgage-backed securities | $6,033,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | $5,005,000 | 3,300 |
| Issued or guaranteed by U.S. | $5,005,000 | 3,289 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,028,000 | 2,637 |
| CMOs issued by government agencies or sponsored agencies | $1,028,000 | 2,388 |
| 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) | $2,919,000 | 2,489 |
| Available-for-sale securities (fair market value) | $21,663,000 | 3,923 |
| Total debt securities | $24,582,000 | 4,114 |
| Structured notes | ||
| Amortized cost | $3,001,000 | 1,180 |
| Fair value | $2,998,000 | 1,188 |
| 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 | $23,636,000 | 4,271 |
| U.S. Government securities | $13,754,000 | 4,869 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,754,000 | 4,721 |
| Securities issued by states & political subdivisions | $8,811,000 | 2,148 |
| Other domestic debt securities | $1,071,000 | 2,244 |
| 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 | $1,071,000 | 1,868 |
| 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 | $2,743,000 | 5,530 |
| Mortgage-backed securities | $5,120,000 | 3,912 |
| Certificates of participation in pools of residential mortgages | $3,926,000 | 3,683 |
| Issued or guaranteed by U.S. | $3,926,000 | 3,677 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,194,000 | 2,562 |
| CMOs issued by government agencies or sponsored agencies | $1,194,000 | 2,319 |
| 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) | $3,073,000 | 2,448 |
| Available-for-sale securities (fair market value) | $20,563,000 | 4,020 |
| Total debt securities | $23,638,000 | 4,202 |
| Structured notes | ||
| Amortized cost | $4,199,000 | 960 |
| Fair value | $4,212,000 | 958 |
| 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 | $26,777,000 | 3,982 |
| U.S. Government securities | $17,098,000 | 4,314 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $17,098,000 | 4,170 |
| Securities issued by states & political subdivisions | $8,128,000 | 2,269 |
| Other domestic debt securities | $1,551,000 | 2,081 |
| 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 | $1,551,000 | 1,732 |
| 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 | $2,582,000 | 5,614 |
| Mortgage-backed securities | $5,720,000 | 3,827 |
| Certificates of participation in pools of residential mortgages | $4,136,000 | 3,680 |
| Issued or guaranteed by U.S. | $4,136,000 | 3,671 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,584,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $1,584,000 | 2,189 |
| 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) | $3,327,000 | 2,403 |
| Available-for-sale securities (fair market value) | $23,450,000 | 3,771 |
| Total debt securities | $26,778,000 | 3,908 |
| Structured notes | ||
| Amortized cost | $5,599,000 | 740 |
| Fair value | $5,500,000 | 742 |
| 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 | $28,489,000 | 3,810 |
| U.S. Government securities | $18,302,000 | 4,079 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $18,302,000 | 3,931 |
| Securities issued by states & political subdivisions | $8,593,000 | 2,215 |
| Other domestic debt securities | $1,594,000 | 2,154 |
| 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 | $1,594,000 | 1,804 |
| 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 | $2,641,000 | 5,547 |
| Mortgage-backed securities | $6,561,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $4,754,000 | 3,502 |
| Issued or guaranteed by U.S. | $4,754,000 | 3,491 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,807,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $1,807,000 | 2,159 |
| 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) | $3,361,000 | 2,379 |
| Available-for-sale securities (fair market value) | $25,128,000 | 3,600 |
| Total debt securities | $28,490,000 | 3,724 |
| Structured notes | ||
| Amortized cost | $4,601,000 | 752 |
| Fair value | $4,628,000 | 753 |
| 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 | $26,290,000 | 4,074 |
| U.S. Government securities | $14,715,000 | 4,747 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $14,715,000 | 4,609 |
| Securities issued by states & political subdivisions | $8,947,000 | 2,154 |
| Other domestic debt securities | $2,628,000 | 1,802 |
| 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 | $2,628,000 | 1,521 |
| 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 | $2,672,000 | 5,487 |
| Mortgage-backed securities | $5,542,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $3,287,000 | 3,987 |
| Issued or guaranteed by U.S. | $3,287,000 | 3,976 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,255,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $2,255,000 | 2,064 |
| 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) | $3,781,000 | 2,317 |
| Available-for-sale securities (fair market value) | $22,509,000 | 3,891 |
| Total debt securities | $26,289,000 | 3,993 |
| Structured notes | ||
| Amortized cost | $2,600,000 | 1,046 |
| Fair value | $2,607,000 | 1,047 |
| 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 | $24,152,000 | 4,243 |
| U.S. Government securities | $12,503,000 | 5,041 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,503,000 | 4,890 |
| Securities issued by states & political subdivisions | $9,017,000 | 2,137 |
| Other domestic debt securities | $2,632,000 | 1,872 |
| 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 | $2,632,000 | 1,598 |
| 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 | $2,707,000 | 5,438 |
| Mortgage-backed securities | $5,897,000 | 3,781 |
| Certificates of participation in pools of residential mortgages | $3,757,000 | 3,828 |
| Issued or guaranteed by U.S. | $3,757,000 | 3,815 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,140,000 | 2,253 |
| CMOs issued by government agencies or sponsored agencies | $2,140,000 | 2,125 |
| 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) | $3,786,000 | 2,314 |
| Available-for-sale securities (fair market value) | $20,366,000 | 4,071 |
| Total debt securities | $24,153,000 | 4,151 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $507,000 | 1,803 |
| 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 | $27,703,000 | 3,761 |
| U.S. Government securities | $14,957,000 | 4,512 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,957,000 | 4,357 |
| Securities issued by states & political subdivisions | $9,418,000 | 2,011 |
| Other domestic debt securities | $3,328,000 | 1,762 |
| 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 | $3,328,000 | 1,481 |
| 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 | $12,924,000 | 2,560 |
| Mortgage-backed securities | $7,221,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $4,242,000 | 3,690 |
| Issued or guaranteed by U.S. | $4,242,000 | 3,681 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,979,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $2,979,000 | 2,051 |
| 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) | $3,980,000 | 2,293 |
| Available-for-sale securities (fair market value) | $23,723,000 | 3,624 |
| Total debt securities | $27,703,000 | 3,681 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $508,000 | 1,616 |
| 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 | $28,943,000 | 3,611 |
| U.S. Government securities | $16,027,000 | 4,347 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $16,027,000 | 4,166 |
| Securities issued by states & political subdivisions | $9,300,000 | 1,945 |
| Other domestic debt securities | $3,616,000 | 1,695 |
| 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 | $3,616,000 | 1,415 |
| 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 | $8,952,000 | 3,304 |
| Mortgage-backed securities | $8,341,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | $5,206,000 | 3,350 |
| Issued or guaranteed by U.S. | $5,206,000 | 3,339 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,135,000 | 2,183 |
| CMOs issued by government agencies or sponsored agencies | $3,135,000 | 2,075 |
| 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) | $4,485,000 | 2,224 |
| Available-for-sale securities (fair market value) | $24,458,000 | 3,525 |
| Total debt securities | $28,943,000 | 3,534 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $507,000 | 1,382 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $26,878,000 | 3,809 |
| U.S. Government securities | $13,923,000 | 4,672 |
| U.S. Treasury securities | $1,005,000 | 1,685 |
| U.S. Government agency obligations | $12,918,000 | 4,708 |
| Securities issued by states & political subdivisions | $9,377,000 | 1,919 |
| Other domestic debt securities | $3,578,000 | 1,679 |
| 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 | $3,578,000 | 1,431 |
| 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 | $8,076,000 | 3,483 |
| Mortgage-backed securities | $6,128,000 | 3,814 |
| Certificates of participation in pools of residential mortgages | $4,859,000 | 3,441 |
| Issued or guaranteed by U.S. | $4,859,000 | 3,426 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,269,000 | 2,963 |
| CMOs issued by government agencies or sponsored agencies | $1,269,000 | 2,831 |
| 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) | $4,855,000 | 2,198 |
| Available-for-sale securities (fair market value) | $22,023,000 | 3,750 |
| Total debt securities | $26,878,000 | 3,728 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $502,000 | 1,263 |
| 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 | $31,640,000 | 3,210 |
| U.S. Government securities | $20,614,000 | 3,437 |
| U.S. Treasury securities | $2,051,000 | 1,374 |
| U.S. Government agency obligations | $18,563,000 | 3,553 |
| Securities issued by states & political subdivisions | $9,383,000 | 1,810 |
| Other domestic debt securities | $1,643,000 | 2,444 |
| 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 | $1,643,000 | 2,086 |
| 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 | $8,496,000 | 3,304 |
| Mortgage-backed securities | $11,432,000 | 2,666 |
| Certificates of participation in pools of residential mortgages | $8,327,000 | 2,362 |
| Issued or guaranteed by U.S. | $8,327,000 | 2,348 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,105,000 | 2,325 |
| CMOs issued by government agencies or sponsored agencies | $3,105,000 | 2,184 |
| 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) | $6,219,000 | 2,042 |
| Available-for-sale securities (fair market value) | $25,421,000 | 3,209 |
| Total debt securities | $31,640,000 | 3,149 |
| 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 | $32,020,000 | 3,270 |
| U.S. Government securities | $24,566,000 | 3,113 |
| U.S. Treasury securities | $3,511,000 | 1,380 |
| U.S. Government agency obligations | $21,055,000 | 3,259 |
| Securities issued by states & political subdivisions | $7,098,000 | 2,181 |
| Other domestic debt securities | $205,000 | 3,425 |
| 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 | $205,000 | 2,993 |
| Foreign debt securities | NA | NA |
| Equity securities | $151,000 | 6,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,651,000 | 3,490 |
| Mortgage-backed securities | $2,936,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $1,811,000 | 4,100 |
| Issued or guaranteed by U.S. | $1,811,000 | 4,074 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,125,000 | 2,743 |
| CMOs issued by government agencies or sponsored agencies | $1,125,000 | 2,591 |
| 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) | $15,589,000 | 1,383 |
| Available-for-sale securities (fair market value) | $16,431,000 | 4,339 |
| Total debt securities | $31,869,000 | 3,190 |
| 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 | $32,851,000 | 3,329 |
| U.S. Government securities | $26,910,000 | 3,045 |
| U.S. Treasury securities | $5,493,000 | 1,453 |
| U.S. Government agency obligations | $21,417,000 | 3,276 |
| Securities issued by states & political subdivisions | $5,790,000 | 2,656 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $151,000 | 6,153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,560,000 | 2,857 |
| Mortgage-backed securities | $2,797,000 | 4,596 |
| Certificates of participation in pools of residential mortgages | $1,741,000 | 4,390 |
| Issued or guaranteed by U.S. | $1,741,000 | 4,372 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,056,000 | 2,951 |
| CMOs issued by government agencies or sponsored agencies | $1,056,000 | 2,805 |
| 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) | $16,873,000 | 1,464 |
| Available-for-sale securities (fair market value) | $15,978,000 | 4,547 |
| Total debt securities | $32,700,000 | 3,243 |
| 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 | $31,546,000 | 3,479 |
| U.S. Government securities | $26,901,000 | 3,115 |
| U.S. Treasury securities | $8,744,000 | 1,467 |
| U.S. Government agency obligations | $18,157,000 | 3,582 |
| Securities issued by states & political subdivisions | $4,494,000 | 3,162 |
| 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 | $151,000 | 5,902 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,586,000 | 3,381 |
| Mortgage-backed securities | $1,641,000 | 5,563 |
| Certificates of participation in pools of residential mortgages | $1,641,000 | 4,656 |
| Issued or guaranteed by U.S. | $1,641,000 | 4,635 |
| 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) | $18,047,000 | 1,498 |
| Available-for-sale securities (fair market value) | $13,499,000 | 4,929 |
| Total debt securities | $31,395,000 | 3,386 |
| 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 | $34,122,000 | 3,257 |
| U.S. Government securities | $30,093,000 | 2,904 |
| U.S. Treasury securities | $8,122,000 | 2,182 |
| U.S. Government agency obligations | $21,971,000 | 2,981 |
| Securities issued by states & political subdivisions | $3,878,000 | 3,277 |
| 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 | $151,000 | 5,841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,969,000 | 4,083 |
| Mortgage-backed securities | $2,855,000 | 4,871 |
| Certificates of participation in pools of residential mortgages | $2,855,000 | 3,847 |
| Issued or guaranteed by U.S. | $2,855,000 | 3,832 |
| 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) | $18,970,000 | 1,728 |
| Available-for-sale securities (fair market value) | $15,152,000 | 4,460 |
| Total debt securities | $33,971,000 | 3,196 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $20,689,000 | 5,189 |
| U.S. Government securities | $16,706,000 | 5,058 |
| U.S. Treasury securities | $8,711,000 | 2,517 |
| U.S. Government agency obligations | $7,995,000 | 6,261 |
| Securities issued by states & political subdivisions | $3,847,000 | 3,365 |
| 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 | $136,000 | 5,925 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,351,000 | 4,959 |
| Mortgage-backed securities | $2,871,000 | 5,270 |
| Certificates of participation in pools of residential mortgages | $2,871,000 | 4,168 |
| Issued or guaranteed by U.S. | $2,871,000 | 4,147 |
| 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) | $13,178,000 | 2,620 |
| Available-for-sale securities (fair market value) | $7,511,000 | 6,794 |
| Total debt securities | $20,553,000 | 5,101 |
| 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 | $22,262,000 | 5,155 |
| U.S. Government securities | $18,411,000 | 4,951 |
| U.S. Treasury securities | $11,091,000 | 2,431 |
| U.S. Government agency obligations | $7,320,000 | 6,552 |
| Securities issued by states & political subdivisions | $3,715,000 | 3,498 |
| 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 | $136,000 | 5,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,377,000 | 4,495 |
| Mortgage-backed securities | $3,284,000 | 5,338 |
| Certificates of participation in pools of residential mortgages | $3,284,000 | 4,003 |
| Issued or guaranteed by U.S. | $3,284,000 | 3,976 |
| 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) | $14,869,000 | 2,533 |
| Available-for-sale securities (fair market value) | $7,393,000 | 6,998 |
| Total debt securities | $22,126,000 | 5,079 |
| 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 |