Home > The Citizens Bank of Georgia > Securities
The Citizens Bank of Georgia, Securities
| 2023-12-31 | Rank | |
| Total securities | $190,784,000 | 1,012 |
| U.S. Government securities | $163,604,000 | 770 |
| U.S. Treasury securities | $9,389,000 | 1,435 |
| U.S. Government agency obligations | $154,215,000 | 705 |
| Securities issued by states & political subdivisions | $27,180,000 | 1,474 |
| Other domestic debt securities | $0 | 2,337 |
| 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 | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,680,000 | 3,677 |
| Mortgage-backed securities | $152,549,000 | 549 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $63,120,000 | 704 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $76,435,000 | 294 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,222,000 | 720 |
| Other commercial mortgage-backed securities | $8,772,000 | 543 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $190,784,000 | 858 |
| Total debt securities | $190,783,000 | 996 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 666 |
| Fair value | $1,328,000 | 696 |
| 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 | $179,991,000 | 1,052 |
| U.S. Government securities | $154,627,000 | 805 |
| U.S. Treasury securities | $13,767,000 | 1,195 |
| U.S. Government agency obligations | $140,860,000 | 754 |
| Securities issued by states & political subdivisions | $25,364,000 | 1,521 |
| Other domestic debt securities | $0 | 2,352 |
| 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 | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,481,000 | 3,704 |
| Mortgage-backed securities | $139,298,000 | 583 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $61,832,000 | 710 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $64,587,000 | 327 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,177,000 | 719 |
| Other commercial mortgage-backed securities | $8,702,000 | 542 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $179,991,000 | 895 |
| Total debt securities | $179,991,000 | 1,039 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 689 |
| Fair value | $1,237,000 | 727 |
| 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 | $183,098,000 | 1,067 |
| U.S. Government securities | $156,055,000 | 819 |
| U.S. Treasury securities | $13,640,000 | 1,216 |
| U.S. Government agency obligations | $142,415,000 | 767 |
| Securities issued by states & political subdivisions | $27,043,000 | 1,511 |
| Other domestic debt securities | $0 | 2,374 |
| 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 | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,864,000 | 3,649 |
| Mortgage-backed securities | $140,708,000 | 594 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $63,548,000 | 711 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $62,706,000 | 345 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,202,000 | 642 |
| Other commercial mortgage-backed securities | $9,252,000 | 523 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $183,098,000 | 914 |
| Total debt securities | $183,100,000 | 1,054 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 731 |
| Fair value | $1,285,000 | 768 |
| 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 | $192,198,000 | 1,071 |
| U.S. Government securities | $164,043,000 | 820 |
| U.S. Treasury securities | $13,609,000 | 1,294 |
| U.S. Government agency obligations | $150,434,000 | 726 |
| Securities issued by states & political subdivisions | $28,155,000 | 1,517 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $922,000 | 3,778 |
| Mortgage-backed securities | $148,696,000 | 599 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $67,158,000 | 714 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $66,300,000 | 351 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,347,000 | 669 |
| Other commercial mortgage-backed securities | $9,891,000 | 521 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $192,198,000 | 919 |
| Total debt securities | $192,198,000 | 1,058 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 763 |
| Fair value | $1,301,000 | 795 |
| 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 | $187,030,000 | 1,122 |
| U.S. Government securities | $159,496,000 | 846 |
| U.S. Treasury securities | $13,495,000 | 1,345 |
| U.S. Government agency obligations | $146,001,000 | 745 |
| Securities issued by states & political subdivisions | $27,534,000 | 1,605 |
| Other domestic debt securities | $0 | 2,464 |
| 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 | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $921,000 | 3,737 |
| Mortgage-backed securities | $144,198,000 | 622 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $68,669,000 | 712 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $59,050,000 | 377 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,369,000 | 611 |
| Other commercial mortgage-backed securities | $10,110,000 | 514 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $187,030,000 | 969 |
| Total debt securities | $187,030,000 | 1,110 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 783 |
| Fair value | $1,274,000 | 816 |
| 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 | $169,734,000 | 1,242 |
| U.S. Government securities | $145,085,000 | 934 |
| U.S. Treasury securities | $13,467,000 | 1,374 |
| U.S. Government agency obligations | $131,618,000 | 815 |
| Securities issued by states & political subdivisions | $24,649,000 | 1,709 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $891,000 | 3,756 |
| Mortgage-backed securities | $129,833,000 | 680 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $72,164,000 | 698 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $44,196,000 | 461 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,448,000 | 616 |
| Other commercial mortgage-backed securities | $7,025,000 | 648 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $169,734,000 | 1,085 |
| Total debt securities | $169,733,000 | 1,229 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 775 |
| Fair value | $1,253,000 | 812 |
| 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 | $161,300,000 | 1,303 |
| U.S. Government securities | $136,936,000 | 993 |
| U.S. Treasury securities | $12,686,000 | 1,398 |
| U.S. Government agency obligations | $124,250,000 | 874 |
| Securities issued by states & political subdivisions | $24,364,000 | 1,776 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $955,000 | 3,776 |
| Mortgage-backed securities | $122,152,000 | 744 |
| Certificates of participation in pools of residential mortgages | $78,459,000 | 681 |
| Issued or guaranteed by U.S. | $78,459,000 | 672 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $28,684,000 | 695 |
| CMOs issued by government agencies or sponsored agencies | $28,684,000 | 627 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $15,009,000 | 725 |
| Commercial mortgage pass-through securities | $6,742,000 | 615 |
| Other commercial mortgage-backed securities | $8,267,000 | 648 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $161,300,000 | 1,157 |
| Total debt securities | $161,299,000 | 1,291 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 759 |
| Fair value | $1,359,000 | 788 |
| 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 | $151,588,000 | 1,355 |
| U.S. Government securities | $128,947,000 | 1,041 |
| U.S. Treasury securities | $985,000 | 2,459 |
| U.S. Government agency obligations | $127,962,000 | 867 |
| Securities issued by states & political subdivisions | $22,641,000 | 1,866 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $998,000 | 3,786 |
| Mortgage-backed securities | $125,825,000 | 749 |
| Certificates of participation in pools of residential mortgages | $81,082,000 | 681 |
| Issued or guaranteed by U.S. | $81,082,000 | 673 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $28,997,000 | 693 |
| CMOs issued by government agencies or sponsored agencies | $28,997,000 | 633 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $15,746,000 | 709 |
| Commercial mortgage pass-through securities | $7,037,000 | 602 |
| Other commercial mortgage-backed securities | $8,709,000 | 633 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $151,588,000 | 1,218 |
| Total debt securities | $151,586,000 | 1,339 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 662 |
| Fair value | $1,401,000 | 691 |
| 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 | $146,410,000 | 1,347 |
| U.S. Government securities | $125,255,000 | 985 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $125,255,000 | 869 |
| Securities issued by states & political subdivisions | $21,155,000 | 1,989 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,135,000 | 3,575 |
| Mortgage-backed securities | $122,757,000 | 752 |
| Certificates of participation in pools of residential mortgages | $71,428,000 | 739 |
| Issued or guaranteed by U.S. | $71,428,000 | 727 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $34,011,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $34,011,000 | 547 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $17,318,000 | 658 |
| Commercial mortgage pass-through securities | $7,441,000 | 583 |
| Other commercial mortgage-backed securities | $9,877,000 | 592 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $146,410,000 | 1,238 |
| Total debt securities | $146,410,000 | 1,329 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 573 |
| Fair value | $1,483,000 | 592 |
| 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 | $137,058,000 | 1,351 |
| U.S. Government securities | $118,107,000 | 970 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $118,107,000 | 881 |
| Securities issued by states & political subdivisions | $18,951,000 | 2,075 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,249,000 | 3,253 |
| Mortgage-backed securities | $115,585,000 | 744 |
| Certificates of participation in pools of residential mortgages | $58,915,000 | 839 |
| Issued or guaranteed by U.S. | $58,915,000 | 824 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $36,523,000 | 547 |
| CMOs issued by government agencies or sponsored agencies | $36,523,000 | 515 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $20,147,000 | 598 |
| Commercial mortgage pass-through securities | $7,702,000 | 576 |
| Other commercial mortgage-backed securities | $12,445,000 | 518 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $137,058,000 | 1,248 |
| Total debt securities | $137,057,000 | 1,334 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 509 |
| Fair value | $1,491,000 | 535 |
| 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 | $124,066,000 | 1,404 |
| U.S. Government securities | $106,509,000 | 1,012 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $106,509,000 | 921 |
| Securities issued by states & political subdivisions | $17,557,000 | 2,130 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,372,000 | 3,231 |
| Mortgage-backed securities | $103,744,000 | 787 |
| Certificates of participation in pools of residential mortgages | $41,521,000 | 1,023 |
| Issued or guaranteed by U.S. | $41,521,000 | 1,003 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $41,256,000 | 497 |
| CMOs issued by government agencies or sponsored agencies | $41,256,000 | 467 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $20,967,000 | 567 |
| Commercial mortgage pass-through securities | $7,833,000 | 561 |
| Other commercial mortgage-backed securities | $13,134,000 | 493 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $124,066,000 | 1,297 |
| Total debt securities | $124,066,000 | 1,389 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 456 |
| Fair value | $1,500,000 | 456 |
| 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 | $110,731,000 | 1,427 |
| U.S. Government securities | $93,694,000 | 1,018 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $93,694,000 | 950 |
| Securities issued by states & political subdivisions | $17,037,000 | 2,101 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,126,000 | 3,249 |
| Mortgage-backed securities | $92,436,000 | 812 |
| Certificates of participation in pools of residential mortgages | $34,221,000 | 1,091 |
| Issued or guaranteed by U.S. | $34,221,000 | 1,064 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $35,266,000 | 516 |
| CMOs issued by government agencies or sponsored agencies | $35,266,000 | 481 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $22,949,000 | 512 |
| Commercial mortgage pass-through securities | $7,898,000 | 526 |
| Other commercial mortgage-backed securities | $15,051,000 | 436 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $110,731,000 | 1,325 |
| Total debt securities | $110,731,000 | 1,411 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $107,233,000 | 1,349 |
| U.S. Government securities | $90,291,000 | 950 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $90,291,000 | 900 |
| Securities issued by states & political subdivisions | $16,942,000 | 2,062 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,892,000 | 3,298 |
| Mortgage-backed securities | $88,731,000 | 769 |
| Certificates of participation in pools of residential mortgages | $24,511,000 | 1,277 |
| Issued or guaranteed by U.S. | $24,511,000 | 1,252 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $40,279,000 | 471 |
| CMOs issued by government agencies or sponsored agencies | $40,279,000 | 439 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $23,941,000 | 468 |
| Commercial mortgage pass-through securities | $7,124,000 | 530 |
| Other commercial mortgage-backed securities | $16,817,000 | 386 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $107,233,000 | 1,253 |
| Total debt securities | $107,233,000 | 1,330 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $103,710,000 | 1,319 |
| U.S. Government securities | $92,682,000 | 879 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $92,682,000 | 830 |
| Securities issued by states & political subdivisions | $11,028,000 | 2,386 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,186,000 | 3,260 |
| Mortgage-backed securities | $91,116,000 | 712 |
| Certificates of participation in pools of residential mortgages | $19,614,000 | 1,434 |
| Issued or guaranteed by U.S. | $19,614,000 | 1,396 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $46,170,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $46,170,000 | 407 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $25,332,000 | 429 |
| Commercial mortgage pass-through securities | $7,306,000 | 515 |
| Other commercial mortgage-backed securities | $18,026,000 | 353 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $103,710,000 | 1,231 |
| Total debt securities | $103,711,000 | 1,307 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $98,752,000 | 1,312 |
| U.S. Government securities | $86,778,000 | 909 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $86,778,000 | 855 |
| Securities issued by states & political subdivisions | $11,974,000 | 2,240 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,398,000 | 3,264 |
| Mortgage-backed securities | $85,129,000 | 760 |
| Certificates of participation in pools of residential mortgages | $7,036,000 | 2,355 |
| Issued or guaranteed by U.S. | $7,036,000 | 2,288 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $51,926,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $51,926,000 | 372 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $26,167,000 | 421 |
| Commercial mortgage pass-through securities | $7,331,000 | 507 |
| Other commercial mortgage-backed securities | $18,836,000 | 346 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $98,752,000 | 1,214 |
| Total debt securities | $98,752,000 | 1,296 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $101,065,000 | 1,270 |
| U.S. Government securities | $89,196,000 | 909 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $89,196,000 | 855 |
| Securities issued by states & political subdivisions | $11,869,000 | 2,130 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,122,000 | 3,313 |
| Mortgage-backed securities | $87,593,000 | 753 |
| Certificates of participation in pools of residential mortgages | $4,171,000 | 2,806 |
| Issued or guaranteed by U.S. | $4,171,000 | 2,714 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $56,527,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $56,527,000 | 357 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $26,895,000 | 414 |
| Commercial mortgage pass-through securities | $7,375,000 | 496 |
| Other commercial mortgage-backed securities | $19,520,000 | 339 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $101,065,000 | 1,176 |
| Total debt securities | $101,065,000 | 1,256 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $97,603,000 | 1,295 |
| U.S. Government securities | $85,687,000 | 957 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $85,687,000 | 900 |
| Securities issued by states & political subdivisions | $11,916,000 | 2,112 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,023,000 | 3,377 |
| Mortgage-backed securities | $83,942,000 | 759 |
| Certificates of participation in pools of residential mortgages | $4,460,000 | 2,702 |
| Issued or guaranteed by U.S. | $4,460,000 | 2,619 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $57,144,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $57,144,000 | 365 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $22,338,000 | 456 |
| Commercial mortgage pass-through securities | $7,273,000 | 498 |
| Other commercial mortgage-backed securities | $15,065,000 | 372 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $97,603,000 | 1,191 |
| Total debt securities | $97,605,000 | 1,280 |
| 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 | $100,160,000 | 1,262 |
| U.S. Government securities | $89,234,000 | 931 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $89,234,000 | 880 |
| Securities issued by states & political subdivisions | $10,926,000 | 2,217 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,135,000 | 3,426 |
| Mortgage-backed securities | $87,481,000 | 709 |
| Certificates of participation in pools of residential mortgages | $6,352,000 | 2,389 |
| Issued or guaranteed by U.S. | $6,352,000 | 2,316 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $59,328,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $59,328,000 | 350 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $21,801,000 | 456 |
| Commercial mortgage pass-through securities | $5,957,000 | 548 |
| Other commercial mortgage-backed securities | $15,844,000 | 352 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $100,160,000 | 1,146 |
| Total debt securities | $100,160,000 | 1,243 |
| 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 | $96,111,000 | 1,316 |
| U.S. Government securities | $86,787,000 | 967 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $86,787,000 | 912 |
| Securities issued by states & political subdivisions | $9,324,000 | 2,426 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,002,000 | 3,330 |
| Mortgage-backed securities | $84,973,000 | 726 |
| Certificates of participation in pools of residential mortgages | $5,404,000 | 2,531 |
| Issued or guaranteed by U.S. | $5,404,000 | 2,472 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $58,526,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $58,526,000 | 358 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $21,043,000 | 449 |
| Commercial mortgage pass-through securities | $5,977,000 | 555 |
| Other commercial mortgage-backed securities | $15,066,000 | 349 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $96,111,000 | 1,196 |
| Total debt securities | $96,109,000 | 1,301 |
| 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 | $90,062,000 | 1,404 |
| U.S. Government securities | $80,637,000 | 1,035 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $80,637,000 | 980 |
| Securities issued by states & political subdivisions | $9,425,000 | 2,493 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,051,000 | 3,374 |
| Mortgage-backed securities | $78,846,000 | 771 |
| Certificates of participation in pools of residential mortgages | $2,439,000 | 3,139 |
| Issued or guaranteed by U.S. | $2,439,000 | 3,047 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $54,849,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $54,849,000 | 359 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $21,558,000 | 434 |
| Commercial mortgage pass-through securities | $5,970,000 | 541 |
| Other commercial mortgage-backed securities | $15,588,000 | 317 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $90,062,000 | 1,274 |
| Total debt securities | $90,061,000 | 1,390 |
| 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 | $90,423,000 | 1,407 |
| U.S. Government securities | $80,961,000 | 1,026 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $80,961,000 | 972 |
| Securities issued by states & political subdivisions | $9,462,000 | 2,563 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,834,000 | 3,453 |
| Mortgage-backed securities | $79,071,000 | 763 |
| Certificates of participation in pools of residential mortgages | $2,521,000 | 3,145 |
| Issued or guaranteed by U.S. | $2,521,000 | 3,076 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $54,110,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $54,110,000 | 363 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $22,440,000 | 415 |
| Commercial mortgage pass-through securities | $6,902,000 | 492 |
| Other commercial mortgage-backed securities | $15,538,000 | 307 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $90,423,000 | 1,286 |
| Total debt securities | $90,424,000 | 1,391 |
| 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 | $91,548,000 | 1,394 |
| U.S. Government securities | $82,204,000 | 1,023 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $82,204,000 | 967 |
| Securities issued by states & political subdivisions | $9,344,000 | 2,597 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,807,000 | 3,489 |
| Mortgage-backed securities | $80,367,000 | 748 |
| Certificates of participation in pools of residential mortgages | $2,634,000 | 3,164 |
| Issued or guaranteed by U.S. | $2,634,000 | 3,132 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $55,072,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $55,072,000 | 350 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $22,661,000 | 400 |
| Commercial mortgage pass-through securities | $6,920,000 | 472 |
| Other commercial mortgage-backed securities | $15,741,000 | 300 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $91,548,000 | 1,273 |
| Total debt securities | $91,547,000 | 1,370 |
| 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 | $92,241,000 | 1,406 |
| U.S. Government securities | $80,643,000 | 1,045 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $80,643,000 | 990 |
| Securities issued by states & political subdivisions | $9,073,000 | 2,679 |
| Other domestic debt securities | $2,525,000 | 1,248 |
| Privately issued residential mortgage-backed securities | $2,525,000 | 369 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,031,000 | 3,473 |
| Mortgage-backed securities | $81,281,000 | 747 |
| Certificates of participation in pools of residential mortgages | $2,741,000 | 3,169 |
| Issued or guaranteed by U.S. | $216,000 | 3,960 |
| Privately issued | $2,525,000 | 197 |
| Collaterized mortgage obligations | $57,164,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $57,164,000 | 337 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $21,376,000 | 393 |
| Commercial mortgage pass-through securities | $7,050,000 | 452 |
| Other commercial mortgage-backed securities | $14,326,000 | 298 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $92,241,000 | 1,281 |
| Total debt securities | $92,242,000 | 1,385 |
| 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 | $89,064,000 | 1,451 |
| U.S. Government securities | $79,530,000 | 1,073 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $79,530,000 | 1,027 |
| Securities issued by states & political subdivisions | $9,534,000 | 2,665 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,071,000 | 3,521 |
| Mortgage-backed securities | $77,597,000 | 761 |
| Certificates of participation in pools of residential mortgages | $858,000 | 3,830 |
| Issued or guaranteed by U.S. | $858,000 | 3,822 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $58,119,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $58,119,000 | 338 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $18,620,000 | 379 |
| Commercial mortgage pass-through securities | $4,131,000 | 483 |
| Other commercial mortgage-backed securities | $14,489,000 | 284 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $89,064,000 | 1,316 |
| Total debt securities | $89,063,000 | 1,429 |
| 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 | $97,762,000 | 1,348 |
| U.S. Government securities | $86,468,000 | 1,009 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $86,468,000 | 966 |
| Securities issued by states & political subdivisions | $11,294,000 | 2,518 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,209,000 | 3,556 |
| Mortgage-backed securities | $84,484,000 | 727 |
| Certificates of participation in pools of residential mortgages | $894,000 | 3,858 |
| Issued or guaranteed by U.S. | $894,000 | 3,851 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $62,319,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $62,319,000 | 322 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $21,271,000 | 341 |
| Commercial mortgage pass-through securities | $6,222,000 | 386 |
| Other commercial mortgage-backed securities | $15,049,000 | 269 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $97,762,000 | 1,214 |
| Total debt securities | $97,762,000 | 1,330 |
| 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 | $89,218,000 | 1,487 |
| U.S. Government securities | $79,581,000 | 1,085 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $79,581,000 | 1,036 |
| Securities issued by states & political subdivisions | $9,637,000 | 2,760 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,977,000 | 3,648 |
| Mortgage-backed securities | $77,592,000 | 785 |
| Certificates of participation in pools of residential mortgages | $946,000 | 3,883 |
| Issued or guaranteed by U.S. | $946,000 | 3,877 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $60,108,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $60,108,000 | 334 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $16,538,000 | 390 |
| Commercial mortgage pass-through securities | $6,272,000 | 386 |
| Other commercial mortgage-backed securities | $10,266,000 | 308 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $89,218,000 | 1,340 |
| Total debt securities | $89,218,000 | 1,469 |
| 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 | $91,884,000 | 1,484 |
| U.S. Government securities | $82,205,000 | 1,090 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $82,205,000 | 1,036 |
| Securities issued by states & political subdivisions | $9,679,000 | 2,770 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,259,000 | 3,631 |
| Mortgage-backed securities | $80,177,000 | 779 |
| Certificates of participation in pools of residential mortgages | $1,214,000 | 3,831 |
| Issued or guaranteed by U.S. | $1,214,000 | 3,825 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $63,346,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $63,346,000 | 327 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $15,617,000 | 403 |
| Commercial mortgage pass-through securities | $5,173,000 | 424 |
| Other commercial mortgage-backed securities | $10,444,000 | 296 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $91,884,000 | 1,330 |
| Total debt securities | $91,884,000 | 1,464 |
| 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 | $96,814,000 | 1,424 |
| U.S. Government securities | $85,248,000 | 1,049 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $85,248,000 | 1,002 |
| Securities issued by states & political subdivisions | $11,566,000 | 2,589 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,610,000 | 3,592 |
| Mortgage-backed securities | $83,228,000 | 763 |
| Certificates of participation in pools of residential mortgages | $1,440,000 | 3,820 |
| Issued or guaranteed by U.S. | $1,440,000 | 3,815 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $66,168,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $66,168,000 | 321 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $15,620,000 | 382 |
| Commercial mortgage pass-through securities | $5,142,000 | 409 |
| Other commercial mortgage-backed securities | $10,478,000 | 283 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $96,814,000 | 1,269 |
| Total debt securities | $96,814,000 | 1,409 |
| 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 | $96,043,000 | 1,432 |
| U.S. Government securities | $84,407,000 | 1,045 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $84,407,000 | 997 |
| Securities issued by states & political subdivisions | $11,636,000 | 2,587 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,000,000 | 3,548 |
| Mortgage-backed securities | $84,407,000 | 750 |
| Certificates of participation in pools of residential mortgages | $1,542,000 | 3,814 |
| Issued or guaranteed by U.S. | $1,542,000 | 3,808 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $68,777,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $68,777,000 | 308 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $14,088,000 | 389 |
| Commercial mortgage pass-through securities | $5,155,000 | 394 |
| Other commercial mortgage-backed securities | $8,933,000 | 306 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $96,043,000 | 1,267 |
| Total debt securities | $96,043,000 | 1,414 |
| 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 | $96,959,000 | 1,407 |
| U.S. Government securities | $86,707,000 | 1,016 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $86,707,000 | 971 |
| Securities issued by states & political subdivisions | $10,252,000 | 2,769 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,228,000 | 3,539 |
| Mortgage-backed securities | $86,707,000 | 735 |
| Certificates of participation in pools of residential mortgages | $3,351,000 | 3,331 |
| Issued or guaranteed by U.S. | $3,351,000 | 3,330 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $69,970,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $69,970,000 | 317 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $13,386,000 | 375 |
| Commercial mortgage pass-through securities | $4,404,000 | 403 |
| Other commercial mortgage-backed securities | $8,982,000 | 295 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $96,959,000 | 1,249 |
| Total debt securities | $96,959,000 | 1,389 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $89,890,000 | 1,519 |
| U.S. Government securities | $82,361,000 | 1,079 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $82,361,000 | 1,032 |
| Securities issued by states & political subdivisions | $7,529,000 | 3,121 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,741,000 | 3,512 |
| Mortgage-backed securities | $82,315,000 | 761 |
| Certificates of participation in pools of residential mortgages | $3,541,000 | 3,324 |
| Issued or guaranteed by U.S. | $3,541,000 | 3,319 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $71,126,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $71,126,000 | 314 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $7,648,000 | 494 |
| Commercial mortgage pass-through securities | $3,106,000 | 415 |
| Other commercial mortgage-backed securities | $4,542,000 | 408 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $89,890,000 | 1,355 |
| Total debt securities | $89,890,000 | 1,496 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $92,013,000 | 1,507 |
| U.S. Government securities | $82,169,000 | 1,101 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $82,169,000 | 1,045 |
| Securities issued by states & political subdivisions | $9,844,000 | 2,806 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,012,000 | 3,507 |
| Mortgage-backed securities | $81,590,000 | 768 |
| Certificates of participation in pools of residential mortgages | $3,742,000 | 3,309 |
| Issued or guaranteed by U.S. | $3,742,000 | 3,307 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $70,230,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $70,230,000 | 327 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $7,618,000 | 482 |
| Commercial mortgage pass-through securities | $3,058,000 | 405 |
| Other commercial mortgage-backed securities | $4,560,000 | 395 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $92,013,000 | 1,339 |
| Total debt securities | $92,013,000 | 1,485 |
| 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 | $81,506,000 | 1,691 |
| U.S. Government securities | $72,219,000 | 1,250 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $72,219,000 | 1,188 |
| Securities issued by states & political subdivisions | $9,287,000 | 2,905 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,873,000 | 3,761 |
| Mortgage-backed securities | $71,604,000 | 846 |
| Certificates of participation in pools of residential mortgages | $3,956,000 | 3,271 |
| Issued or guaranteed by U.S. | $3,956,000 | 3,268 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $63,241,000 | 374 |
| CMOs issued by government agencies or sponsored agencies | $63,241,000 | 348 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $4,407,000 | 573 |
| Commercial mortgage pass-through securities | $2,970,000 | 394 |
| Other commercial mortgage-backed securities | $1,437,000 | 557 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $81,506,000 | 1,523 |
| Total debt securities | $81,506,000 | 1,665 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $86,596,000 | 1,598 |
| U.S. Government securities | $77,682,000 | 1,183 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $77,682,000 | 1,122 |
| Securities issued by states & political subdivisions | $8,914,000 | 2,969 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,325,000 | 4,091 |
| Mortgage-backed securities | $77,054,000 | 802 |
| Certificates of participation in pools of residential mortgages | $4,155,000 | 3,262 |
| Issued or guaranteed by U.S. | $4,155,000 | 3,258 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $68,358,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $68,358,000 | 335 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $4,541,000 | 544 |
| Commercial mortgage pass-through securities | $3,061,000 | 379 |
| Other commercial mortgage-backed securities | $1,480,000 | 530 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $86,596,000 | 1,426 |
| Total debt securities | $86,596,000 | 1,576 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $76,645,000 | 1,814 |
| U.S. Government securities | $66,944,000 | 1,376 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $66,944,000 | 1,316 |
| Securities issued by states & political subdivisions | $9,701,000 | 2,878 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,642,000 | 4,074 |
| Mortgage-backed securities | $66,226,000 | 919 |
| Certificates of participation in pools of residential mortgages | $4,425,000 | 3,278 |
| Issued or guaranteed by U.S. | $4,425,000 | 3,275 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $59,346,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $59,346,000 | 374 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $2,455,000 | 658 |
| Commercial mortgage pass-through securities | $953,000 | 576 |
| Other commercial mortgage-backed securities | $1,502,000 | 504 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $76,645,000 | 1,630 |
| Total debt securities | $76,645,000 | 1,795 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $74,931,000 | 1,865 |
| U.S. Government securities | $65,098,000 | 1,425 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $65,098,000 | 1,371 |
| Securities issued by states & political subdivisions | $9,833,000 | 2,856 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,819,000 | 4,094 |
| Mortgage-backed securities | $64,445,000 | 952 |
| Certificates of participation in pools of residential mortgages | $4,684,000 | 3,295 |
| Issued or guaranteed by U.S. | $4,684,000 | 3,293 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $57,271,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $57,271,000 | 390 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $2,490,000 | 630 |
| Commercial mortgage pass-through securities | $975,000 | 550 |
| Other commercial mortgage-backed securities | $1,515,000 | 487 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $74,931,000 | 1,689 |
| Total debt securities | $74,930,000 | 1,849 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $67,901,000 | 2,075 |
| U.S. Government securities | $57,912,000 | 1,590 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $57,912,000 | 1,522 |
| Securities issued by states & political subdivisions | $9,989,000 | 2,831 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,030,000 | 4,105 |
| Mortgage-backed securities | $57,247,000 | 1,067 |
| Certificates of participation in pools of residential mortgages | $4,999,000 | 3,284 |
| Issued or guaranteed by U.S. | $4,999,000 | 3,280 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $52,248,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $52,248,000 | 433 |
| 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) | $67,901,000 | 1,874 |
| Total debt securities | $67,901,000 | 2,045 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $68,517,000 | 2,070 |
| U.S. Government securities | $58,602,000 | 1,618 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $58,602,000 | 1,550 |
| Securities issued by states & political subdivisions | $9,915,000 | 2,883 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,166,000 | 3,544 |
| Mortgage-backed securities | $57,924,000 | 1,097 |
| Certificates of participation in pools of residential mortgages | $4,107,000 | 3,579 |
| Issued or guaranteed by U.S. | $4,107,000 | 3,577 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $53,817,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $53,817,000 | 430 |
| 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) | $68,517,000 | 1,868 |
| Total debt securities | $68,517,000 | 2,050 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $67,495,000 | 2,115 |
| U.S. Government securities | $59,247,000 | 1,622 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $59,247,000 | 1,559 |
| Securities issued by states & political subdivisions | $8,248,000 | 3,170 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,654,000 | 3,469 |
| Mortgage-backed securities | $58,527,000 | 1,085 |
| Certificates of participation in pools of residential mortgages | $4,325,000 | 3,579 |
| Issued or guaranteed by U.S. | $4,325,000 | 3,578 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $54,202,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $54,202,000 | 431 |
| 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) | $67,495,000 | 1,901 |
| Total debt securities | $67,495,000 | 2,094 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $63,776,000 | 2,220 |
| U.S. Government securities | $55,377,000 | 1,725 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $55,377,000 | 1,666 |
| Securities issued by states & political subdivisions | $8,399,000 | 3,155 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,853,000 | 3,645 |
| Mortgage-backed securities | $54,646,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $4,573,000 | 3,557 |
| Issued or guaranteed by U.S. | $4,573,000 | 3,556 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $50,073,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $50,073,000 | 452 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $63,776,000 | 1,998 |
| Total debt securities | $63,776,000 | 2,204 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $62,058,000 | 2,259 |
| U.S. Government securities | $53,654,000 | 1,762 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $53,654,000 | 1,706 |
| Securities issued by states & political subdivisions | $8,404,000 | 3,145 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,621,000 | 4,105 |
| Mortgage-backed securities | $52,910,000 | 1,181 |
| Certificates of participation in pools of residential mortgages | $4,771,000 | 3,523 |
| Issued or guaranteed by U.S. | $4,771,000 | 3,520 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $48,139,000 | 497 |
| CMOs issued by government agencies or sponsored agencies | $48,139,000 | 467 |
| 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) | $62,058,000 | 2,041 |
| Total debt securities | $62,058,000 | 2,239 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $58,512,000 | 2,375 |
| U.S. Government securities | $49,975,000 | 1,889 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $49,975,000 | 1,827 |
| Securities issued by states & political subdivisions | $8,537,000 | 3,131 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,888,000 | 4,053 |
| Mortgage-backed securities | $49,219,000 | 1,289 |
| Certificates of participation in pools of residential mortgages | $5,065,000 | 3,483 |
| Issued or guaranteed by U.S. | $5,065,000 | 3,479 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $44,154,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $44,154,000 | 498 |
| 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) | $58,512,000 | 2,154 |
| Total debt securities | $58,512,000 | 2,356 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $51,079,000 | 2,635 |
| U.S. Government securities | $42,242,000 | 2,134 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $42,242,000 | 2,076 |
| Securities issued by states & political subdivisions | $8,837,000 | 3,082 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,360,000 | 4,182 |
| Mortgage-backed securities | $41,402,000 | 1,457 |
| Certificates of participation in pools of residential mortgages | $5,666,000 | 3,349 |
| Issued or guaranteed by U.S. | $5,666,000 | 3,346 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $35,736,000 | 630 |
| CMOs issued by government agencies or sponsored agencies | $35,736,000 | 588 |
| 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) | $51,079,000 | 2,402 |
| Total debt securities | $51,079,000 | 2,607 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $49,247,000 | 2,734 |
| U.S. Government securities | $40,741,000 | 2,252 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $40,741,000 | 2,186 |
| Securities issued by states & political subdivisions | $8,506,000 | 3,099 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,659,000 | 4,147 |
| Mortgage-backed securities | $39,887,000 | 1,550 |
| Certificates of participation in pools of residential mortgages | $6,013,000 | 3,308 |
| Issued or guaranteed by U.S. | $6,013,000 | 3,305 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $33,874,000 | 691 |
| CMOs issued by government agencies or sponsored agencies | $33,874,000 | 644 |
| 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) | $49,247,000 | 2,534 |
| Total debt securities | $49,248,000 | 2,708 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $50,334,000 | 2,631 |
| U.S. Government securities | $41,557,000 | 2,157 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $41,557,000 | 2,105 |
| Securities issued by states & political subdivisions | $8,777,000 | 3,025 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,175,000 | 3,799 |
| Mortgage-backed securities | $40,688,000 | 1,516 |
| Certificates of participation in pools of residential mortgages | $6,220,000 | 3,262 |
| Issued or guaranteed by U.S. | $6,220,000 | 3,260 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $34,468,000 | 688 |
| CMOs issued by government agencies or sponsored agencies | $34,468,000 | 643 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $50,334,000 | 2,423 |
| Total debt securities | $50,334,000 | 2,607 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $49,423,000 | 2,695 |
| U.S. Government securities | $41,293,000 | 2,217 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $41,293,000 | 2,165 |
| Securities issued by states & political subdivisions | $8,130,000 | 3,109 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,500,000 | 3,991 |
| Mortgage-backed securities | $40,410,000 | 1,604 |
| Certificates of participation in pools of residential mortgages | $9,274,000 | 2,895 |
| Issued or guaranteed by U.S. | $9,274,000 | 2,894 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $31,136,000 | 782 |
| CMOs issued by government agencies or sponsored agencies | $31,136,000 | 730 |
| 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) | $49,423,000 | 2,479 |
| Total debt securities | $49,423,000 | 2,672 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $49,655,000 | 2,694 |
| U.S. Government securities | $41,605,000 | 2,228 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $41,605,000 | 2,172 |
| Securities issued by states & political subdivisions | $8,050,000 | 3,058 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,664,000 | 3,593 |
| Mortgage-backed securities | $40,709,000 | 1,610 |
| Certificates of participation in pools of residential mortgages | $9,806,000 | 2,862 |
| Issued or guaranteed by U.S. | $9,806,000 | 2,862 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $30,903,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $30,903,000 | 737 |
| 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) | $49,655,000 | 2,476 |
| Total debt securities | $49,655,000 | 2,668 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $45,114,000 | 2,911 |
| U.S. Government securities | $37,950,000 | 2,431 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $37,950,000 | 2,374 |
| Securities issued by states & political subdivisions | $7,164,000 | 3,144 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,108,000 | 3,524 |
| Mortgage-backed securities | $37,040,000 | 1,740 |
| Certificates of participation in pools of residential mortgages | $9,610,000 | 2,889 |
| Issued or guaranteed by U.S. | $9,610,000 | 2,887 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $27,430,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $27,430,000 | 828 |
| 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) | $45,114,000 | 2,668 |
| Total debt securities | $45,114,000 | 2,891 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $39,740,000 | 3,091 |
| U.S. Government securities | $34,069,000 | 2,538 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $34,069,000 | 2,484 |
| Securities issued by states & political subdivisions | $5,671,000 | 3,422 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,462,000 | 3,298 |
| Mortgage-backed securities | $33,145,000 | 1,809 |
| Certificates of participation in pools of residential mortgages | $10,006,000 | 2,738 |
| Issued or guaranteed by U.S. | $10,006,000 | 2,738 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $23,139,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $23,139,000 | 863 |
| 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) | $39,740,000 | 2,837 |
| Total debt securities | $39,739,000 | 3,068 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $33,511,000 | 3,373 |
| U.S. Government securities | $31,574,000 | 2,630 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $31,574,000 | 2,563 |
| Securities issued by states & political subdivisions | $1,937,000 | 4,476 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,976,000 | 3,203 |
| Mortgage-backed securities | $30,510,000 | 1,851 |
| Certificates of participation in pools of residential mortgages | $10,369,000 | 2,612 |
| Issued or guaranteed by U.S. | $10,369,000 | 2,607 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $20,141,000 | 1,061 |
| CMOs issued by government agencies or sponsored agencies | $20,141,000 | 939 |
| 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) | $33,511,000 | 3,087 |
| Total debt securities | $33,511,000 | 3,343 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $34,341,000 | 3,347 |
| U.S. Government securities | $32,970,000 | 2,593 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $32,970,000 | 2,526 |
| Securities issued by states & political subdivisions | $1,371,000 | 4,704 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,423,000 | 3,138 |
| Mortgage-backed securities | $31,890,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | $11,188,000 | 2,474 |
| Issued or guaranteed by U.S. | $11,188,000 | 2,466 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $20,702,000 | 1,031 |
| CMOs issued by government agencies or sponsored agencies | $20,702,000 | 892 |
| 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) | $34,341,000 | 3,064 |
| Total debt securities | $34,340,000 | 3,322 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $40,134,000 | 2,975 |
| U.S. Government securities | $39,021,000 | 2,257 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $39,021,000 | 2,189 |
| Securities issued by states & political subdivisions | $1,113,000 | 4,853 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,940,000 | 3,223 |
| Mortgage-backed securities | $37,928,000 | 1,500 |
| Certificates of participation in pools of residential mortgages | $7,903,000 | 2,878 |
| Issued or guaranteed by U.S. | $7,903,000 | 2,871 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $30,025,000 | 789 |
| CMOs issued by government agencies or sponsored agencies | $30,025,000 | 678 |
| 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) | $40,134,000 | 2,704 |
| Total debt securities | $40,134,000 | 2,953 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $33,257,000 | 3,266 |
| U.S. Government securities | $32,157,000 | 2,506 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $32,157,000 | 2,429 |
| Securities issued by states & political subdivisions | $1,100,000 | 4,873 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,610,000 | 3,070 |
| Mortgage-backed securities | $31,045,000 | 1,688 |
| Certificates of participation in pools of residential mortgages | $8,364,000 | 2,691 |
| Issued or guaranteed by U.S. | $8,364,000 | 2,683 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $22,681,000 | 936 |
| CMOs issued by government agencies or sponsored agencies | $22,681,000 | 792 |
| 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) | $33,257,000 | 2,990 |
| Total debt securities | $33,257,000 | 3,239 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $35,704,000 | 3,105 |
| U.S. Government securities | $34,560,000 | 2,345 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $34,560,000 | 2,267 |
| Securities issued by states & political subdivisions | $1,144,000 | 4,772 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,377,000 | 2,998 |
| Mortgage-backed securities | $33,435,000 | 1,582 |
| Certificates of participation in pools of residential mortgages | $9,211,000 | 2,535 |
| Issued or guaranteed by U.S. | $9,211,000 | 2,529 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $24,224,000 | 890 |
| CMOs issued by government agencies or sponsored agencies | $24,224,000 | 751 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $35,704,000 | 2,810 |
| Total debt securities | $35,705,000 | 3,078 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $43,763,000 | 2,659 |
| U.S. Government securities | $40,452,000 | 2,103 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $40,452,000 | 2,029 |
| Securities issued by states & political subdivisions | $394,000 | 5,343 |
| Other domestic debt securities | $2,917,000 | 1,473 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $2,917,000 | 130 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,815,000 | 3,849 |
| Mortgage-backed securities | $42,238,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $11,548,000 | 2,237 |
| Issued or guaranteed by U.S. | $11,548,000 | 2,231 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $27,773,000 | 785 |
| CMOs issued by government agencies or sponsored agencies | $27,773,000 | 656 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $2,917,000 | 130 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $2,917,000 | 57 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $43,763,000 | 2,375 |
| Total debt securities | $43,763,000 | 2,630 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $36,369,000 | 3,078 |
| U.S. Government securities | $33,070,000 | 2,518 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $33,070,000 | 2,450 |
| Securities issued by states & political subdivisions | $398,000 | 5,360 |
| Other domestic debt securities | $2,901,000 | 1,529 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $2,901,000 | 136 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,475,000 | 3,785 |
| Mortgage-backed securities | $34,831,000 | 1,547 |
| Certificates of participation in pools of residential mortgages | $9,032,000 | 2,662 |
| Issued or guaranteed by U.S. | $9,032,000 | 2,654 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $22,898,000 | 864 |
| CMOs issued by government agencies or sponsored agencies | $22,898,000 | 717 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $2,901,000 | 136 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $2,901,000 | 61 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $36,369,000 | 2,756 |
| Total debt securities | $36,370,000 | 3,047 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $25,762,000 | 3,812 |
| U.S. Government securities | $21,647,000 | 3,355 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $21,647,000 | 3,277 |
| Securities issued by states & political subdivisions | $395,000 | 5,390 |
| Other domestic debt securities | $3,720,000 | 1,406 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $2,870,000 | 133 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $850,000 | 1,507 |
| 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 | $8,511,000 | 3,601 |
| Mortgage-backed securities | $23,235,000 | 2,085 |
| Certificates of participation in pools of residential mortgages | $2,307,000 | 4,373 |
| Issued or guaranteed by U.S. | $2,307,000 | 4,367 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $18,058,000 | 1,012 |
| CMOs issued by government agencies or sponsored agencies | $18,058,000 | 822 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $2,870,000 | 133 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $2,870,000 | 61 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $25,762,000 | 3,447 |
| Total debt securities | $25,762,000 | 3,779 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $28,445,000 | 3,617 |
| U.S. Government securities | $23,697,000 | 3,131 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $23,697,000 | 3,062 |
| Securities issued by states & political subdivisions | $398,000 | 5,420 |
| Other domestic debt securities | $4,350,000 | 1,388 |
| Privately issued residential mortgage-backed securities | $618,000 | 1,284 |
| Commercial mortgage-backed securities - Total | $2,881,000 | 146 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $851,000 | 1,590 |
| 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 | $8,983,000 | 3,531 |
| Mortgage-backed securities | $25,899,000 | 1,977 |
| Certificates of participation in pools of residential mortgages | $2,578,000 | 4,384 |
| Issued or guaranteed by U.S. | $2,578,000 | 4,377 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $20,440,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $19,822,000 | 732 |
| Privately issued | $618,000 | 1,229 |
| Commercial mortgage-backed securities | $2,881,000 | 146 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $2,881,000 | 73 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $28,445,000 | 3,270 |
| Total debt securities | $28,445,000 | 3,575 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $21,134,000 | 4,304 |
| U.S. Government securities | $19,412,000 | 3,528 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $19,412,000 | 3,456 |
| Securities issued by states & political subdivisions | $391,000 | 5,451 |
| Other domestic debt securities | $1,331,000 | 2,249 |
| Privately issued residential mortgage-backed securities | $482,000 | 1,350 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $849,000 | 1,622 |
| 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 | $6,205,000 | 4,071 |
| Mortgage-backed securities | $18,586,000 | 2,469 |
| Certificates of participation in pools of residential mortgages | $2,784,000 | 4,384 |
| Issued or guaranteed by U.S. | $2,784,000 | 4,371 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $15,802,000 | 1,043 |
| CMOs issued by government agencies or sponsored agencies | $15,320,000 | 828 |
| Privately issued | $482,000 | 1,287 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $21,134,000 | 3,871 |
| Total debt securities | $21,134,000 | 4,264 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $28,963,000 | 3,565 |
| U.S. Government securities | $26,774,000 | 2,898 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $26,774,000 | 2,832 |
| Securities issued by states & political subdivisions | $867,000 | 4,950 |
| Other domestic debt securities | $1,322,000 | 2,159 |
| Privately issued residential mortgage-backed securities | $501,000 | 1,367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $821,000 | 1,695 |
| 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 | $11,889,000 | 3,108 |
| Mortgage-backed securities | $25,957,000 | 2,015 |
| Certificates of participation in pools of residential mortgages | $6,657,000 | 3,353 |
| Issued or guaranteed by U.S. | $6,657,000 | 3,341 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $19,300,000 | 927 |
| CMOs issued by government agencies or sponsored agencies | $18,799,000 | 723 |
| Privately issued | $501,000 | 1,309 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $28,963,000 | 3,186 |
| Total debt securities | $28,963,000 | 3,537 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $29,376,000 | 3,511 |
| U.S. Government securities | $27,034,000 | 2,869 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $27,034,000 | 2,811 |
| Securities issued by states & political subdivisions | $838,000 | 4,933 |
| Other domestic debt securities | $1,504,000 | 2,019 |
| Privately issued residential mortgage-backed securities | $691,000 | 1,259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $813,000 | 1,658 |
| 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 | $12,223,000 | 3,109 |
| Mortgage-backed securities | $26,387,000 | 1,948 |
| Certificates of participation in pools of residential mortgages | $6,648,000 | 3,334 |
| Issued or guaranteed by U.S. | $6,648,000 | 3,322 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $19,739,000 | 881 |
| CMOs issued by government agencies or sponsored agencies | $19,048,000 | 683 |
| Privately issued | $691,000 | 1,204 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $29,376,000 | 3,132 |
| Total debt securities | $29,375,000 | 3,475 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $25,631,000 | 3,759 |
| U.S. Government securities | $23,342,000 | 3,125 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $23,342,000 | 3,059 |
| Securities issued by states & political subdivisions | $598,000 | 5,127 |
| Other domestic debt securities | $1,691,000 | 1,909 |
| Privately issued residential mortgage-backed securities | $884,000 | 1,184 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $807,000 | 1,627 |
| 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 | $16,525,000 | 2,581 |
| Mortgage-backed securities | $22,841,000 | 2,061 |
| Certificates of participation in pools of residential mortgages | $6,697,000 | 3,238 |
| Issued or guaranteed by U.S. | $6,697,000 | 3,227 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $16,144,000 | 945 |
| CMOs issued by government agencies or sponsored agencies | $15,260,000 | 764 |
| Privately issued | $884,000 | 1,129 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $25,631,000 | 3,347 |
| Total debt securities | $25,631,000 | 3,725 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $26,549,000 | 3,734 |
| U.S. Government securities | $23,919,000 | 3,114 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $23,919,000 | 3,056 |
| Securities issued by states & political subdivisions | $471,000 | 5,316 |
| Other domestic debt securities | $2,159,000 | 1,786 |
| Privately issued residential mortgage-backed securities | $1,333,000 | 1,059 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $826,000 | 1,671 |
| 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 | $17,034,000 | 2,477 |
| Mortgage-backed securities | $23,770,000 | 1,986 |
| Certificates of participation in pools of residential mortgages | $6,788,000 | 3,207 |
| Issued or guaranteed by U.S. | $6,788,000 | 3,192 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $16,982,000 | 899 |
| CMOs issued by government agencies or sponsored agencies | $15,649,000 | 738 |
| Privately issued | $1,333,000 | 1,006 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $26,549,000 | 3,319 |
| Total debt securities | $26,549,000 | 3,691 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $33,313,000 | 3,175 |
| U.S. Government securities | $30,340,000 | 2,594 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $30,340,000 | 2,540 |
| Securities issued by states & political subdivisions | $484,000 | 5,313 |
| Other domestic debt securities | $2,489,000 | 1,614 |
| Privately issued residential mortgage-backed securities | $1,398,000 | 1,026 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,091,000 | 1,436 |
| 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 | $13,946,000 | 2,777 |
| Mortgage-backed securities | $25,229,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $7,037,000 | 3,044 |
| Issued or guaranteed by U.S. | $7,037,000 | 3,031 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $18,192,000 | 847 |
| CMOs issued by government agencies or sponsored agencies | $16,794,000 | 675 |
| Privately issued | $1,398,000 | 976 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $33,313,000 | 2,835 |
| Total debt securities | $33,312,000 | 3,127 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $37,932,000 | 2,896 |
| U.S. Government securities | $34,874,000 | 2,327 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $34,874,000 | 2,279 |
| Securities issued by states & political subdivisions | $455,000 | 5,371 |
| Other domestic debt securities | $2,603,000 | 1,470 |
| Privately issued residential mortgage-backed securities | $1,508,000 | 915 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,095,000 | 1,338 |
| 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 | $23,166,000 | 1,984 |
| Mortgage-backed securities | $24,099,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | $5,758,000 | 3,053 |
| Issued or guaranteed by U.S. | $5,758,000 | 3,038 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $18,341,000 | 771 |
| CMOs issued by government agencies or sponsored agencies | $16,833,000 | 624 |
| Privately issued | $1,508,000 | 873 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $37,932,000 | 2,545 |
| Total debt securities | $37,931,000 | 2,851 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $39,931,000 | 2,765 |
| U.S. Government securities | $37,292,000 | 2,203 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $37,292,000 | 2,156 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $2,639,000 | 1,427 |
| Privately issued residential mortgage-backed securities | $1,557,000 | 873 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,082,000 | 1,311 |
| 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 | $23,071,000 | 1,968 |
| Mortgage-backed securities | $19,610,000 | 1,827 |
| Certificates of participation in pools of residential mortgages | $3,308,000 | 3,620 |
| Issued or guaranteed by U.S. | $3,308,000 | 3,601 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $16,302,000 | 808 |
| CMOs issued by government agencies or sponsored agencies | $14,745,000 | 659 |
| Privately issued | $1,557,000 | 835 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $39,931,000 | 2,407 |
| Total debt securities | $39,929,000 | 2,717 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,850 |
| Fair value | $998,000 | 1,796 |
| 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 | $36,436,000 | 2,969 |
| U.S. Government securities | $33,725,000 | 2,428 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $33,725,000 | 2,360 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $2,711,000 | 1,349 |
| Privately issued residential mortgage-backed securities | $1,633,000 | 816 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,078,000 | 1,275 |
| 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 | $20,204,000 | 2,160 |
| Mortgage-backed securities | $16,282,000 | 2,006 |
| Certificates of participation in pools of residential mortgages | $3,383,000 | 3,543 |
| Issued or guaranteed by U.S. | $3,383,000 | 3,529 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,899,000 | 912 |
| CMOs issued by government agencies or sponsored agencies | $11,266,000 | 784 |
| Privately issued | $1,633,000 | 773 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $36,436,000 | 2,600 |
| Total debt securities | $36,436,000 | 2,928 |
| Structured notes | ||
| Amortized cost | $996,000 | 1,956 |
| Fair value | $993,000 | 1,859 |
| 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 | $28,297,000 | 3,588 |
| U.S. Government securities | $25,478,000 | 3,071 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $25,478,000 | 2,988 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $2,819,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $1,737,000 | 767 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,082,000 | 1,297 |
| 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 | $19,422,000 | 2,244 |
| Mortgage-backed securities | $13,575,000 | 2,241 |
| Certificates of participation in pools of residential mortgages | $895,000 | 4,914 |
| Issued or guaranteed by U.S. | $895,000 | 4,896 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $12,680,000 | 913 |
| CMOs issued by government agencies or sponsored agencies | $10,943,000 | 798 |
| Privately issued | $1,737,000 | 720 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $28,297,000 | 3,136 |
| Total debt securities | $28,298,000 | 3,549 |
| Structured notes | ||
| Amortized cost | $1,493,000 | 1,667 |
| Fair value | $1,491,000 | 1,620 |
| 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 | $32,124,000 | 3,302 |
| U.S. Government securities | $29,103,000 | 2,792 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $29,103,000 | 2,719 |
| Securities issued by states & political subdivisions | $130,000 | 6,007 |
| Other domestic debt securities | $2,891,000 | 1,323 |
| Privately issued residential mortgage-backed securities | $1,814,000 | 752 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,077,000 | 1,315 |
| 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 | $18,406,000 | 2,330 |
| Mortgage-backed securities | $14,084,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | $952,000 | 4,849 |
| Issued or guaranteed by U.S. | $952,000 | 4,832 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $13,132,000 | 903 |
| CMOs issued by government agencies or sponsored agencies | $11,318,000 | 794 |
| Privately issued | $1,814,000 | 711 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $32,124,000 | 2,865 |
| Total debt securities | $32,123,000 | 3,258 |
| Structured notes | ||
| Amortized cost | $1,491,000 | 1,764 |
| Fair value | $1,488,000 | 1,724 |
| 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 | $34,589,000 | 3,170 |
| U.S. Government securities | $31,107,000 | 2,700 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $31,107,000 | 2,632 |
| Securities issued by states & political subdivisions | $491,000 | 5,526 |
| Other domestic debt securities | $2,991,000 | 1,292 |
| Privately issued residential mortgage-backed securities | $1,909,000 | 733 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,082,000 | 1,334 |
| 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 | $16,763,000 | 2,487 |
| Mortgage-backed securities | $14,715,000 | 2,144 |
| Certificates of participation in pools of residential mortgages | $1,022,000 | 4,799 |
| Issued or guaranteed by U.S. | $1,022,000 | 4,775 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $13,693,000 | 868 |
| CMOs issued by government agencies or sponsored agencies | $11,784,000 | 766 |
| Privately issued | $1,909,000 | 686 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $34,589,000 | 2,743 |
| Total debt securities | $34,588,000 | 3,132 |
| Structured notes | ||
| Amortized cost | $1,489,000 | 1,861 |
| Fair value | $1,485,000 | 1,809 |
| 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 | $25,770,000 | 3,875 |
| U.S. Government securities | $24,705,000 | 3,225 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $24,705,000 | 3,118 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,065,000 | 1,901 |
| 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 | $1,065,000 | 1,374 |
| 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 | $17,546,000 | 2,396 |
| Mortgage-backed securities | $9,563,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $1,070,000 | 4,788 |
| Issued or guaranteed by U.S. | $1,070,000 | 4,764 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,493,000 | 1,111 |
| CMOs issued by government agencies or sponsored agencies | $8,493,000 | 926 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $25,770,000 | 3,383 |
| Total debt securities | $25,771,000 | 3,812 |
| Structured notes | ||
| Amortized cost | $1,488,000 | 1,918 |
| Fair value | $1,473,000 | 1,854 |
| 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 | $26,485,000 | 3,858 |
| U.S. Government securities | $25,407,000 | 3,191 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $25,407,000 | 3,088 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,078,000 | 1,936 |
| 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 | $1,078,000 | 1,421 |
| 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 | $15,891,000 | 2,570 |
| Mortgage-backed securities | $10,190,000 | 2,640 |
| Certificates of participation in pools of residential mortgages | $1,257,000 | 4,681 |
| Issued or guaranteed by U.S. | $1,257,000 | 4,661 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,933,000 | 1,102 |
| CMOs issued by government agencies or sponsored agencies | $8,933,000 | 913 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $26,485,000 | 3,371 |
| Total debt securities | $26,484,000 | 3,803 |
| Structured notes | ||
| Amortized cost | $1,485,000 | 1,923 |
| Fair value | $1,478,000 | 1,865 |
| 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 | $26,967,000 | 3,846 |
| U.S. Government securities | $25,875,000 | 3,147 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $25,875,000 | 3,048 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,092,000 | 2,004 |
| 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 | $1,092,000 | 1,518 |
| 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 | $14,413,000 | 2,701 |
| Mortgage-backed securities | $10,637,000 | 2,610 |
| Certificates of participation in pools of residential mortgages | $1,315,000 | 4,686 |
| Issued or guaranteed by U.S. | $1,315,000 | 4,665 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $9,322,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $9,322,000 | 885 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $26,967,000 | 3,327 |
| Total debt securities | $26,967,000 | 3,786 |
| Structured notes | ||
| Amortized cost | $1,479,000 | 1,926 |
| Fair value | $1,478,000 | 1,865 |
| 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 | $23,502,000 | 4,159 |
| U.S. Government securities | $22,211,000 | 3,474 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $22,211,000 | 3,346 |
| Securities issued by states & political subdivisions | $186,000 | 6,117 |
| Other domestic debt securities | $1,105,000 | 2,022 |
| 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 | $1,105,000 | 1,559 |
| 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 | $14,237,000 | 2,700 |
| Mortgage-backed securities | $9,846,000 | 2,758 |
| Certificates of participation in pools of residential mortgages | $1,534,000 | 4,590 |
| Issued or guaranteed by U.S. | $1,534,000 | 4,571 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,312,000 | 1,135 |
| CMOs issued by government agencies or sponsored agencies | $8,312,000 | 961 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $23,502,000 | 3,603 |
| Total debt securities | $23,502,000 | 4,107 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $17,890,000 | 4,952 |
| U.S. Government securities | $16,349,000 | 4,335 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $16,349,000 | 4,206 |
| Securities issued by states & political subdivisions | $427,000 | 5,712 |
| Other domestic debt securities | $1,114,000 | 2,065 |
| 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 | $1,114,000 | 1,629 |
| 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 | $14,157,000 | 2,706 |
| Mortgage-backed securities | $5,928,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | $643,000 | 5,317 |
| Issued or guaranteed by U.S. | $643,000 | 5,294 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,285,000 | 1,466 |
| CMOs issued by government agencies or sponsored agencies | $5,285,000 | 1,280 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $17,890,000 | 4,311 |
| Total debt securities | $17,891,000 | 4,902 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $26,030,000 | 3,992 |
| U.S. Government securities | $23,013,000 | 3,515 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $23,013,000 | 3,385 |
| Securities issued by states & political subdivisions | $1,132,000 | 4,977 |
| Other domestic debt securities | $1,885,000 | 1,797 |
| 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 | $1,885,000 | 1,408 |
| 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 | $10,781,000 | 3,226 |
| Mortgage-backed securities | $9,195,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $747,000 | 5,299 |
| Issued or guaranteed by U.S. | $747,000 | 5,283 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,448,000 | 1,187 |
| CMOs issued by government agencies or sponsored agencies | $8,448,000 | 1,027 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $26,030,000 | 3,453 |
| Total debt securities | $26,038,000 | 3,935 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $17,993,000 | 5,019 |
| U.S. Government securities | $15,759,000 | 4,510 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,759,000 | 4,375 |
| Securities issued by states & political subdivisions | $1,146,000 | 4,991 |
| Other domestic debt securities | $1,088,000 | 2,203 |
| 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 | $1,088,000 | 1,795 |
| 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 | $11,326,000 | 3,108 |
| Mortgage-backed securities | $9,055,000 | 3,096 |
| Certificates of participation in pools of residential mortgages | $858,000 | 5,243 |
| Issued or guaranteed by U.S. | $858,000 | 5,227 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $8,197,000 | 1,212 |
| CMOs issued by government agencies or sponsored agencies | $8,197,000 | 1,057 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $17,993,000 | 4,384 |
| Total debt securities | $17,995,000 | 4,961 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $20,162,000 | 4,697 |
| U.S. Government securities | $17,628,000 | 4,150 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $17,628,000 | 4,010 |
| Securities issued by states & political subdivisions | $1,425,000 | 4,758 |
| Other domestic debt securities | $1,109,000 | 2,217 |
| 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 | $1,109,000 | 1,841 |
| 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 | $12,037,000 | 2,939 |
| Mortgage-backed securities | $9,368,000 | 3,053 |
| Certificates of participation in pools of residential mortgages | $1,690,000 | 4,691 |
| Issued or guaranteed by U.S. | $1,690,000 | 4,678 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,678,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $7,678,000 | 1,106 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $20,162,000 | 4,063 |
| Total debt securities | $20,162,000 | 4,633 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $15,125,000 | 5,550 |
| U.S. Government securities | $12,635,000 | 5,165 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,635,000 | 5,009 |
| Securities issued by states & political subdivisions | $1,392,000 | 4,800 |
| Other domestic debt securities | $1,098,000 | 2,320 |
| 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 | $1,098,000 | 1,943 |
| 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 | $7,048,000 | 3,957 |
| Mortgage-backed securities | $7,408,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $1,900,000 | 4,632 |
| Issued or guaranteed by U.S. | $1,900,000 | 4,616 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,508,000 | 1,497 |
| CMOs issued by government agencies or sponsored agencies | $5,508,000 | 1,330 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $15,125,000 | 4,874 |
| Total debt securities | $15,125,000 | 5,483 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $18,909,000 | 4,932 |
| U.S. Government securities | $14,241,000 | 4,794 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,241,000 | 4,654 |
| Securities issued by states & political subdivisions | $1,450,000 | 4,756 |
| Other domestic debt securities | $3,218,000 | 1,598 |
| 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 | $3,218,000 | 1,265 |
| 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 | $6,042,000 | 4,190 |
| Mortgage-backed securities | $8,418,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $2,642,000 | 4,288 |
| Issued or guaranteed by U.S. | $2,642,000 | 4,278 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,776,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $5,776,000 | 1,347 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $18,909,000 | 4,307 |
| Total debt securities | $18,909,000 | 4,857 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $24,707,000 | 4,247 |
| U.S. Government securities | $19,343,000 | 3,996 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $19,343,000 | 3,855 |
| Securities issued by states & political subdivisions | $1,423,000 | 4,822 |
| Other domestic debt securities | $3,941,000 | 1,456 |
| 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 | $3,941,000 | 1,205 |
| 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 | $5,663,000 | 4,232 |
| Mortgage-backed securities | $8,786,000 | 3,211 |
| Certificates of participation in pools of residential mortgages | $2,956,000 | 4,127 |
| Issued or guaranteed by U.S. | $2,956,000 | 4,114 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,830,000 | 1,471 |
| CMOs issued by government agencies or sponsored agencies | $5,830,000 | 1,382 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $24,707,000 | 3,666 |
| Total debt securities | $24,707,000 | 4,177 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $24,621,000 | 4,187 |
| U.S. Government securities | $17,794,000 | 4,102 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $17,794,000 | 3,946 |
| Securities issued by states & political subdivisions | $1,422,000 | 4,838 |
| Other domestic debt securities | $5,405,000 | 1,284 |
| 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 | $5,405,000 | 1,045 |
| 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 | $5,834,000 | 4,145 |
| Mortgage-backed securities | $10,230,000 | 2,957 |
| Certificates of participation in pools of residential mortgages | $3,354,000 | 3,965 |
| Issued or guaranteed by U.S. | $3,354,000 | 3,951 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,876,000 | 1,380 |
| CMOs issued by government agencies or sponsored agencies | $6,876,000 | 1,286 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $24,621,000 | 3,607 |
| Total debt securities | $24,621,000 | 4,098 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $18,532,000 | 4,887 |
| U.S. Government securities | $12,690,000 | 4,950 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $12,690,000 | 4,790 |
| Securities issued by states & political subdivisions | $1,471,000 | 4,773 |
| Other domestic debt securities | $4,371,000 | 1,504 |
| 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 | $4,371,000 | 1,233 |
| 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 | $5,180,000 | 4,321 |
| Mortgage-backed securities | $11,141,000 | 2,915 |
| Certificates of participation in pools of residential mortgages | $5,049,000 | 3,423 |
| Issued or guaranteed by U.S. | $5,049,000 | 3,412 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $6,092,000 | 1,587 |
| CMOs issued by government agencies or sponsored agencies | $6,092,000 | 1,480 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $18,532,000 | 4,270 |
| Total debt securities | $18,532,000 | 4,794 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $17,587,000 | 5,051 |
| U.S. Government securities | $12,382,000 | 5,019 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,382,000 | 4,838 |
| Securities issued by states & political subdivisions | $1,430,000 | 4,736 |
| Other domestic debt securities | $3,775,000 | 1,652 |
| 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 | $3,775,000 | 1,382 |
| 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 | $4,573,000 | 4,591 |
| Mortgage-backed securities | $10,829,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | $8,797,000 | 2,559 |
| Issued or guaranteed by U.S. | $8,797,000 | 2,543 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,032,000 | 2,571 |
| CMOs issued by government agencies or sponsored agencies | $2,032,000 | 2,441 |
| 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) | $22,000 | 4,683 |
| Available-for-sale securities (fair market value) | $17,565,000 | 4,382 |
| Total debt securities | $17,587,000 | 4,947 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $18,744,000 | 4,838 |
| U.S. Government securities | $12,771,000 | 4,913 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $12,771,000 | 4,733 |
| Securities issued by states & political subdivisions | $1,417,000 | 4,759 |
| Other domestic debt securities | $4,556,000 | 1,481 |
| 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 | $4,556,000 | 1,226 |
| 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 | $5,373,000 | 4,278 |
| Mortgage-backed securities | $11,205,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $11,205,000 | 2,190 |
| Issued or guaranteed by U.S. | $11,205,000 | 2,178 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,000 | 4,737 |
| Available-for-sale securities (fair market value) | $18,712,000 | 4,178 |
| Total debt securities | $18,744,000 | 4,749 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $16,162,000 | 5,178 |
| U.S. Government securities | $9,257,000 | 5,720 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,257,000 | 5,484 |
| Securities issued by states & political subdivisions | $1,355,000 | 4,872 |
| Other domestic debt securities | $5,550,000 | 1,332 |
| 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 | $5,550,000 | 1,061 |
| 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 | $0 | 7,583 |
| Mortgage-backed securities | $6,692,000 | 3,541 |
| Certificates of participation in pools of residential mortgages | $6,692,000 | 2,700 |
| Issued or guaranteed by U.S. | $6,692,000 | 2,684 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $253,000 | 4,584 |
| Available-for-sale securities (fair market value) | $15,909,000 | 4,458 |
| Total debt securities | $16,162,000 | 5,091 |
| 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 | $25,747,000 | 3,861 |
| U.S. Government securities | $19,441,000 | 3,755 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $19,441,000 | 3,472 |
| Securities issued by states & political subdivisions | $1,801,000 | 4,534 |
| Other domestic debt securities | $4,319,000 | 1,305 |
| 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 | $4,319,000 | 1,093 |
| Foreign debt securities | NA | NA |
| Equity securities | $186,000 | 5,935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,174,000 | 5,592 |
| Mortgage-backed securities | $6,431,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $6,431,000 | 2,288 |
| Issued or guaranteed by U.S. | $6,431,000 | 2,275 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $857,000 | 4,587 |
| Available-for-sale securities (fair market value) | $24,890,000 | 3,225 |
| Total debt securities | $25,561,000 | 3,779 |
| 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 | $21,843,000 | 4,544 |
| U.S. Government securities | $20,192,000 | 3,829 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $20,192,000 | 3,465 |
| Securities issued by states & political subdivisions | $1,651,000 | 4,919 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,922,000 | 5,757 |
| Mortgage-backed securities | $4,192,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $4,192,000 | 3,071 |
| Issued or guaranteed by U.S. | $4,192,000 | 3,059 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $933,000 | 4,930 |
| Available-for-sale securities (fair market value) | $20,910,000 | 3,766 |
| Total debt securities | $21,843,000 | 4,427 |
| 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 | $21,460,000 | 4,618 |
| U.S. Government securities | $21,192,000 | 3,727 |
| U.S. Treasury securities | $1,526,000 | 4,348 |
| U.S. Government agency obligations | $19,666,000 | 3,379 |
| Securities issued by states & political subdivisions | $268,000 | 7,053 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 7,000 |
| Mortgage-backed securities | $3,126,000 | 4,669 |
| Certificates of participation in pools of residential mortgages | $3,126,000 | 3,752 |
| Issued or guaranteed by U.S. | $3,126,000 | 3,733 |
| 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) | $1,610,000 | 4,989 |
| Available-for-sale securities (fair market value) | $19,850,000 | 3,824 |
| Total debt securities | $21,460,000 | 4,496 |
| 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 | $14,731,000 | 6,062 |
| U.S. Government securities | $14,731,000 | 5,107 |
| U.S. Treasury securities | $4,030,000 | 3,617 |
| U.S. Government agency obligations | $10,701,000 | 5,012 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $971,000 | 6,367 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $971,000 | 3,465 |
| CMOs issued by government agencies or sponsored agencies | $971,000 | 3,341 |
| 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) | $3,961,000 | 4,588 |
| Available-for-sale securities (fair market value) | $10,770,000 | 5,509 |
| Total debt securities | $14,731,000 | 5,946 |
| 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 |