Home > The First National Bank of Waverly > Securities
The First National Bank of Waverly, Securities
| 2023-12-31 | Rank | |
| Total securities | $109,987,000 | 1,604 |
| U.S. Government securities | $106,113,000 | 1,107 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $106,113,000 | 932 |
| Securities issued by states & political subdivisions | $3,874,000 | 3,052 |
| 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 | $107,800,000 | 843 |
| Mortgage-backed securities | $2,613,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,613,000 | 2,914 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $109,987,000 | 354 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $109,987,000 | 1,590 |
| Structured notes | ||
| Amortized cost | $8,500,000 | 187 |
| Fair value | $8,019,000 | 188 |
| 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 | $110,230,000 | 1,584 |
| U.S. Government securities | $106,299,000 | 1,102 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $106,299,000 | 927 |
| Securities issued by states & political subdivisions | $3,931,000 | 3,055 |
| 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 | $106,878,000 | 825 |
| Mortgage-backed securities | $2,800,000 | 3,254 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,800,000 | 2,894 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $110,230,000 | 366 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $110,231,000 | 1,571 |
| Structured notes | ||
| Amortized cost | $8,499,000 | 195 |
| Fair value | $7,786,000 | 188 |
| 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 | $110,681,000 | 1,630 |
| U.S. Government securities | $106,545,000 | 1,129 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $106,545,000 | 947 |
| Securities issued by states & political subdivisions | $4,136,000 | 3,084 |
| 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 | $91,760,000 | 932 |
| Mortgage-backed securities | $3,046,000 | 3,249 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,046,000 | 2,883 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $110,681,000 | 361 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $110,680,000 | 1,615 |
| Structured notes | ||
| Amortized cost | $8,499,000 | 216 |
| Fair value | $7,775,000 | 215 |
| 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 | $111,125,000 | 1,681 |
| U.S. Government securities | $106,800,000 | 1,186 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $106,800,000 | 946 |
| Securities issued by states & political subdivisions | $4,325,000 | 3,105 |
| 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 | $69,906,000 | 1,068 |
| Mortgage-backed securities | $3,301,000 | 3,277 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,301,000 | 2,886 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $111,125,000 | 374 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $111,125,000 | 1,667 |
| Structured notes | ||
| Amortized cost | $8,499,000 | 237 |
| Fair value | $7,842,000 | 235 |
| 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 | $111,670,000 | 1,699 |
| U.S. Government securities | $107,019,000 | 1,189 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $107,019,000 | 946 |
| Securities issued by states & political subdivisions | $4,651,000 | 3,104 |
| 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 | $67,249,000 | 999 |
| Mortgage-backed securities | $3,520,000 | 3,277 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,520,000 | 2,870 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $111,670,000 | 379 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $111,670,000 | 1,686 |
| Structured notes | ||
| Amortized cost | $8,499,000 | 256 |
| Fair value | $7,739,000 | 255 |
| 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 | $112,194,000 | 1,693 |
| U.S. Government securities | $107,271,000 | 1,211 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $107,271,000 | 958 |
| Securities issued by states & political subdivisions | $4,923,000 | 3,094 |
| 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 | $66,229,000 | 960 |
| Mortgage-backed securities | $3,772,000 | 3,261 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,772,000 | 2,850 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $112,194,000 | 372 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $112,194,000 | 1,678 |
| Structured notes | ||
| Amortized cost | $6,499,000 | 307 |
| Fair value | $5,805,000 | 308 |
| 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 | $107,562,000 | 1,763 |
| U.S. Government securities | $102,586,000 | 1,256 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $102,586,000 | 1,017 |
| Securities issued by states & political subdivisions | $4,976,000 | 3,144 |
| 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 | $64,216,000 | 987 |
| Mortgage-backed securities | $4,087,000 | 3,284 |
| Certificates of participation in pools of residential mortgages | $4,087,000 | 2,915 |
| Issued or guaranteed by U.S. | $4,087,000 | 2,832 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $107,562,000 | 351 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $107,562,000 | 1,750 |
| Structured notes | ||
| Amortized cost | $6,499,000 | 293 |
| Fair value | $6,098,000 | 290 |
| 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 | $102,141,000 | 1,817 |
| U.S. Government securities | $96,918,000 | 1,291 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $96,918,000 | 1,073 |
| Securities issued by states & political subdivisions | $5,223,000 | 3,136 |
| 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 | $63,071,000 | 966 |
| Mortgage-backed securities | $4,419,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $4,419,000 | 2,885 |
| Issued or guaranteed by U.S. | $4,419,000 | 2,806 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $102,141,000 | 326 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $102,140,000 | 1,802 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 369 |
| Fair value | $4,235,000 | 368 |
| 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 | $90,546,000 | 1,904 |
| U.S. Government securities | $84,999,000 | 1,321 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $84,999,000 | 1,163 |
| Securities issued by states & political subdivisions | $5,547,000 | 3,143 |
| 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 | $51,993,000 | 1,111 |
| Mortgage-backed securities | $5,000,000 | 3,186 |
| Certificates of participation in pools of residential mortgages | $5,000,000 | 2,810 |
| Issued or guaranteed by U.S. | $5,000,000 | 2,722 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $90,546,000 | 277 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $90,546,000 | 1,885 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 308 |
| Fair value | $4,456,000 | 305 |
| 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 | $81,762,000 | 1,964 |
| U.S. Government securities | $75,083,000 | 1,388 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $75,083,000 | 1,250 |
| Securities issued by states & political subdivisions | $6,679,000 | 3,016 |
| 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 | $51,164,000 | 1,103 |
| Mortgage-backed securities | $5,583,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $5,583,000 | 2,738 |
| Issued or guaranteed by U.S. | $5,583,000 | 2,666 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $81,762,000 | 260 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $81,761,000 | 1,952 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 268 |
| Fair value | $3,993,000 | 278 |
| 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 | $77,757,000 | 1,972 |
| U.S. Government securities | $70,858,000 | 1,391 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $70,858,000 | 1,267 |
| Securities issued by states & political subdivisions | $6,899,000 | 2,968 |
| 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 | $42,476,000 | 1,252 |
| Mortgage-backed securities | $6,358,000 | 3,068 |
| Certificates of participation in pools of residential mortgages | $6,358,000 | 2,638 |
| Issued or guaranteed by U.S. | $6,358,000 | 2,563 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $77,757,000 | 252 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $77,758,000 | 1,956 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 366 |
| Fair value | $2,000,000 | 383 |
| 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 | $61,382,000 | 2,156 |
| U.S. Government securities | $54,210,000 | 1,532 |
| U.S. Treasury securities | $200,000 | 1,605 |
| U.S. Government agency obligations | $54,010,000 | 1,432 |
| Securities issued by states & political subdivisions | $7,172,000 | 2,927 |
| 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 | $42,201,000 | 1,202 |
| Mortgage-backed securities | $7,010,000 | 2,972 |
| Certificates of participation in pools of residential mortgages | $7,010,000 | 2,501 |
| Issued or guaranteed by U.S. | $7,010,000 | 2,428 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $61,382,000 | 276 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $61,383,000 | 2,136 |
| 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 | $50,528,000 | 2,309 |
| U.S. Government securities | $43,030,000 | 1,661 |
| U.S. Treasury securities | $401,000 | 1,136 |
| U.S. Government agency obligations | $42,629,000 | 1,583 |
| Securities issued by states & political subdivisions | $7,498,000 | 2,875 |
| 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 | $36,055,000 | 1,343 |
| Mortgage-backed securities | $7,629,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | $7,629,000 | 2,348 |
| Issued or guaranteed by U.S. | $7,629,000 | 2,283 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $50,528,000 | 285 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $50,529,000 | 2,289 |
| 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 | $43,816,000 | 2,424 |
| U.S. Government securities | $36,258,000 | 1,781 |
| U.S. Treasury securities | $401,000 | 1,148 |
| U.S. Government agency obligations | $35,857,000 | 1,709 |
| Securities issued by states & political subdivisions | $7,558,000 | 2,768 |
| 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 | $35,295,000 | 1,324 |
| Mortgage-backed securities | $8,274,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | $8,274,000 | 2,240 |
| Issued or guaranteed by U.S. | $8,274,000 | 2,174 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $43,816,000 | 297 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $43,815,000 | 2,399 |
| 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 | $40,252,000 | 2,491 |
| U.S. Government securities | $32,682,000 | 1,896 |
| U.S. Treasury securities | $602,000 | 1,097 |
| U.S. Government agency obligations | $32,080,000 | 1,826 |
| Securities issued by states & political subdivisions | $7,570,000 | 2,703 |
| 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 | $28,762,000 | 1,535 |
| Mortgage-backed securities | $8,994,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | $8,994,000 | 2,134 |
| Issued or guaranteed by U.S. | $8,994,000 | 2,077 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $40,252,000 | 312 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $40,252,000 | 2,464 |
| 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 | $30,061,000 | 2,825 |
| U.S. Government securities | $21,962,000 | 2,386 |
| U.S. Treasury securities | $803,000 | 1,123 |
| U.S. Government agency obligations | $21,159,000 | 2,313 |
| Securities issued by states & political subdivisions | $8,099,000 | 2,546 |
| 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 | $27,058,000 | 1,535 |
| Mortgage-backed securities | $9,646,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | $9,646,000 | 2,075 |
| Issued or guaranteed by U.S. | $9,646,000 | 2,017 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $30,061,000 | 382 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $30,060,000 | 2,809 |
| 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 | $26,962,000 | 3,003 |
| U.S. Government securities | $18,739,000 | 2,657 |
| U.S. Treasury securities | $1,004,000 | 1,093 |
| U.S. Government agency obligations | $17,735,000 | 2,571 |
| Securities issued by states & political subdivisions | $8,223,000 | 2,512 |
| 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 | $25,935,000 | 1,576 |
| Mortgage-backed securities | $10,230,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $10,230,000 | 1,971 |
| Issued or guaranteed by U.S. | $10,230,000 | 1,917 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $26,962,000 | 433 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $26,961,000 | 2,986 |
| 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 | $27,794,000 | 2,965 |
| U.S. Government securities | $19,358,000 | 2,659 |
| U.S. Treasury securities | $1,006,000 | 1,119 |
| U.S. Government agency obligations | $18,352,000 | 2,568 |
| Securities issued by states & political subdivisions | $8,436,000 | 2,501 |
| 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 | $27,595,000 | 1,512 |
| Mortgage-backed securities | $10,845,000 | 2,534 |
| Certificates of participation in pools of residential mortgages | $10,845,000 | 1,907 |
| Issued or guaranteed by U.S. | $10,845,000 | 1,851 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $27,794,000 | 461 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $27,794,000 | 2,950 |
| 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 | $28,985,000 | 2,957 |
| U.S. Government securities | $20,185,000 | 2,645 |
| U.S. Treasury securities | $1,207,000 | 1,107 |
| U.S. Government agency obligations | $18,978,000 | 2,568 |
| Securities issued by states & political subdivisions | $8,800,000 | 2,506 |
| 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 | $27,927,000 | 1,542 |
| Mortgage-backed securities | $11,469,000 | 2,492 |
| Certificates of participation in pools of residential mortgages | $11,469,000 | 1,838 |
| Issued or guaranteed by U.S. | $11,469,000 | 1,803 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $28,985,000 | 464 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $28,985,000 | 2,940 |
| 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 | $30,047,000 | 2,960 |
| U.S. Government securities | $21,074,000 | 2,616 |
| U.S. Treasury securities | $1,409,000 | 1,124 |
| U.S. Government agency obligations | $19,665,000 | 2,553 |
| Securities issued by states & political subdivisions | $8,973,000 | 2,559 |
| 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 | $28,731,000 | 1,534 |
| Mortgage-backed securities | $12,153,000 | 2,426 |
| Certificates of participation in pools of residential mortgages | $12,153,000 | 1,785 |
| Issued or guaranteed by U.S. | $12,153,000 | 1,748 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $30,047,000 | 468 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $30,046,000 | 2,945 |
| 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 | $31,839,000 | 2,908 |
| U.S. Government securities | $22,745,000 | 2,525 |
| U.S. Treasury securities | $2,520,000 | 915 |
| U.S. Government agency obligations | $20,225,000 | 2,528 |
| Securities issued by states & political subdivisions | $9,094,000 | 2,612 |
| 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 | $27,411,000 | 1,581 |
| Mortgage-backed securities | $12,711,000 | 2,390 |
| Certificates of participation in pools of residential mortgages | $12,711,000 | 1,744 |
| Issued or guaranteed by U.S. | $12,711,000 | 1,723 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $31,839,000 | 469 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $31,838,000 | 2,893 |
| 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 | $29,102,000 | 3,052 |
| U.S. Government securities | $19,559,000 | 2,757 |
| U.S. Treasury securities | $2,723,000 | 890 |
| U.S. Government agency obligations | $16,836,000 | 2,784 |
| Securities issued by states & political subdivisions | $9,543,000 | 2,571 |
| 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 | $26,947,000 | 1,600 |
| Mortgage-backed securities | $9,320,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $9,320,000 | 2,085 |
| Issued or guaranteed by U.S. | $9,320,000 | 2,072 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $29,102,000 | 507 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $29,103,000 | 3,030 |
| 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 | $30,413,000 | 3,022 |
| U.S. Government securities | $20,853,000 | 2,656 |
| U.S. Treasury securities | $3,381,000 | 779 |
| U.S. Government agency obligations | $17,472,000 | 2,754 |
| Securities issued by states & political subdivisions | $9,560,000 | 2,621 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,317,000 | 1,549 |
| Mortgage-backed securities | $9,953,000 | 2,663 |
| Certificates of participation in pools of residential mortgages | $9,953,000 | 2,073 |
| Issued or guaranteed by U.S. | $9,953,000 | 1,982 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $30,413,000 | 501 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $30,410,000 | 3,005 |
| 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 | $31,616,000 | 3,014 |
| U.S. Government securities | $21,885,000 | 2,660 |
| U.S. Treasury securities | $3,838,000 | 725 |
| U.S. Government agency obligations | $18,047,000 | 2,791 |
| Securities issued by states & political subdivisions | $9,731,000 | 2,639 |
| 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 | $28,535,000 | 1,586 |
| Mortgage-backed securities | $10,527,000 | 2,623 |
| Certificates of participation in pools of residential mortgages | $10,527,000 | 2,054 |
| Issued or guaranteed by U.S. | $10,527,000 | 2,051 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $31,616,000 | 494 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $31,616,000 | 2,993 |
| 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 | $32,501,000 | 2,999 |
| U.S. Government securities | $22,650,000 | 2,626 |
| U.S. Treasury securities | $4,042,000 | 640 |
| U.S. Government agency obligations | $18,608,000 | 2,772 |
| Securities issued by states & political subdivisions | $9,851,000 | 2,692 |
| 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 | $29,263,000 | 1,585 |
| Mortgage-backed securities | $11,086,000 | 2,596 |
| Certificates of participation in pools of residential mortgages | $11,086,000 | 2,027 |
| Issued or guaranteed by U.S. | $11,086,000 | 2,026 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $32,501,000 | 487 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $32,500,000 | 2,979 |
| 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 | $35,245,000 | 2,898 |
| U.S. Government securities | $25,334,000 | 2,484 |
| U.S. Treasury securities | $5,154,000 | 532 |
| U.S. Government agency obligations | $20,180,000 | 2,696 |
| Securities issued by states & political subdivisions | $9,911,000 | 2,717 |
| 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 | $31,048,000 | 1,536 |
| Mortgage-backed securities | $11,656,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $11,656,000 | 2,008 |
| Issued or guaranteed by U.S. | $11,656,000 | 2,007 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $35,245,000 | 491 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $35,245,000 | 2,875 |
| 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 | $35,332,000 | 2,938 |
| U.S. Government securities | $26,204,000 | 2,488 |
| U.S. Treasury securities | $5,357,000 | 536 |
| U.S. Government agency obligations | $20,847,000 | 2,696 |
| Securities issued by states & political subdivisions | $9,128,000 | 2,833 |
| 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 | $27,674,000 | 1,686 |
| Mortgage-backed securities | $12,316,000 | 2,545 |
| Certificates of participation in pools of residential mortgages | $12,316,000 | 1,994 |
| Issued or guaranteed by U.S. | $12,316,000 | 1,993 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $35,332,000 | 497 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $35,332,000 | 2,919 |
| 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 | $35,024,000 | 2,984 |
| U.S. Government securities | $27,745,000 | 2,429 |
| U.S. Treasury securities | $6,269,000 | 530 |
| U.S. Government agency obligations | $21,476,000 | 2,690 |
| Securities issued by states & political subdivisions | $7,279,000 | 3,139 |
| 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 | $24,377,000 | 1,841 |
| Mortgage-backed securities | $12,941,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $12,941,000 | 1,971 |
| Issued or guaranteed by U.S. | $12,941,000 | 1,971 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $35,024,000 | 513 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $35,024,000 | 2,965 |
| 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 | $31,684,000 | 3,118 |
| U.S. Government securities | $25,571,000 | 2,538 |
| U.S. Treasury securities | $7,474,000 | 483 |
| U.S. Government agency obligations | $18,097,000 | 2,925 |
| Securities issued by states & political subdivisions | $6,113,000 | 3,325 |
| 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 | $19,835,000 | 2,102 |
| Mortgage-backed securities | $9,549,000 | 2,825 |
| Certificates of participation in pools of residential mortgages | $9,549,000 | 2,292 |
| Issued or guaranteed by U.S. | $9,549,000 | 2,288 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $31,684,000 | 541 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $31,679,000 | 3,100 |
| 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 | $22,918,000 | 3,670 |
| U.S. Government securities | $16,987,000 | 3,130 |
| U.S. Treasury securities | $8,589,000 | 399 |
| U.S. Government agency obligations | $8,398,000 | 3,946 |
| Securities issued by states & political subdivisions | $5,931,000 | 3,372 |
| 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 | $19,257,000 | 2,147 |
| Mortgage-backed securities | $4,342,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $4,342,000 | 3,124 |
| Issued or guaranteed by U.S. | $4,342,000 | 3,123 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $22,918,000 | 667 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $22,918,000 | 3,642 |
| 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 | $20,617,000 | 3,889 |
| U.S. Government securities | $14,683,000 | 3,434 |
| U.S. Treasury securities | $6,014,000 | 485 |
| U.S. Government agency obligations | $8,669,000 | 3,997 |
| Securities issued by states & political subdivisions | $5,934,000 | 3,373 |
| 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 | $18,685,000 | 2,232 |
| Mortgage-backed securities | $4,606,000 | 3,551 |
| Certificates of participation in pools of residential mortgages | $4,606,000 | 3,118 |
| Issued or guaranteed by U.S. | $4,606,000 | 3,115 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $20,617,000 | 742 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $20,617,000 | 3,858 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 516 |
| Fair value | $2,004,000 | 521 |
| 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 | $27,036,000 | 3,514 |
| U.S. Government securities | $20,957,000 | 2,964 |
| U.S. Treasury securities | $2,813,000 | 708 |
| U.S. Government agency obligations | $18,144,000 | 3,080 |
| Securities issued by states & political subdivisions | $6,079,000 | 3,352 |
| 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 | $21,576,000 | 2,048 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $27,036,000 | 641 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $27,036,000 | 3,489 |
| Structured notes | ||
| Amortized cost | $15,074,000 | 117 |
| Fair value | $15,058,000 | 118 |
| 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 | $29,324,000 | 3,399 |
| U.S. Government securities | $23,148,000 | 2,837 |
| U.S. Treasury securities | $999,000 | 1,067 |
| U.S. Government agency obligations | $22,149,000 | 2,801 |
| Securities issued by states & political subdivisions | $6,176,000 | 3,346 |
| 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 | $23,929,000 | 1,925 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $29,324,000 | 625 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $29,324,000 | 3,373 |
| Structured notes | ||
| Amortized cost | $17,072,000 | 126 |
| Fair value | $16,932,000 | 126 |
| 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 | $26,363,000 | 3,644 |
| U.S. Government securities | $20,178,000 | 3,113 |
| U.S. Treasury securities | $999,000 | 1,034 |
| U.S. Government agency obligations | $19,179,000 | 3,098 |
| Securities issued by states & political subdivisions | $6,185,000 | 3,379 |
| 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 | $24,241,000 | 1,931 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $26,363,000 | 664 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $26,363,000 | 3,621 |
| Structured notes | ||
| Amortized cost | $14,997,000 | 180 |
| Fair value | $14,938,000 | 178 |
| 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 | $26,371,000 | 3,709 |
| U.S. Government securities | $20,184,000 | 3,203 |
| U.S. Treasury securities | $999,000 | 1,046 |
| U.S. Government agency obligations | $19,185,000 | 3,192 |
| Securities issued by states & political subdivisions | $6,187,000 | 3,398 |
| 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 | $26,334,000 | 1,851 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $26,371,000 | 662 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $26,371,000 | 3,682 |
| Structured notes | ||
| Amortized cost | $13,996,000 | 211 |
| Fair value | $13,921,000 | 210 |
| 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 | $29,242,000 | 3,578 |
| U.S. Government securities | $23,972,000 | 2,967 |
| U.S. Treasury securities | $999,000 | 1,045 |
| U.S. Government agency obligations | $22,973,000 | 2,958 |
| Securities issued by states & political subdivisions | $5,270,000 | 3,567 |
| 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 | $27,009,000 | 1,825 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $29,242,000 | 626 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $29,242,000 | 3,555 |
| Structured notes | ||
| Amortized cost | $14,000,000 | 231 |
| Fair value | $13,941,000 | 234 |
| 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 | $31,309,000 | 3,466 |
| U.S. Government securities | $25,946,000 | 2,859 |
| U.S. Treasury securities | $999,000 | 1,044 |
| U.S. Government agency obligations | $24,947,000 | 2,856 |
| Securities issued by states & political subdivisions | $5,363,000 | 3,589 |
| 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 | $29,083,000 | 1,734 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $31,309,000 | 600 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $31,309,000 | 3,440 |
| Structured notes | ||
| Amortized cost | $15,880,000 | 213 |
| Fair value | $15,778,000 | 212 |
| 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 | $33,293,000 | 3,433 |
| U.S. Government securities | $28,604,000 | 2,784 |
| U.S. Treasury securities | $999,000 | 1,043 |
| U.S. Government agency obligations | $27,605,000 | 2,749 |
| Securities issued by states & political subdivisions | $4,689,000 | 3,764 |
| 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 | $32,941,000 | 1,572 |
| Mortgage-backed securities | $0 | 5,465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $33,293,000 | 579 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $33,293,000 | 3,410 |
| Structured notes | ||
| Amortized cost | $23,100,000 | 166 |
| Fair value | $22,837,000 | 166 |
| 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 | $32,242,000 | 3,541 |
| U.S. Government securities | $27,552,000 | 2,895 |
| U.S. Treasury securities | $999,000 | 1,000 |
| U.S. Government agency obligations | $26,553,000 | 2,870 |
| Securities issued by states & political subdivisions | $4,690,000 | 3,797 |
| 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 | $25,918,000 | 1,895 |
| Mortgage-backed securities | $0 | 5,516 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $32,242,000 | 587 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $32,242,000 | 3,515 |
| Structured notes | ||
| Amortized cost | $21,000,000 | 203 |
| Fair value | $20,879,000 | 199 |
| 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 | $26,992,000 | 3,903 |
| U.S. Government securities | $24,266,000 | 3,131 |
| U.S. Treasury securities | $999,000 | 891 |
| U.S. Government agency obligations | $23,267,000 | 3,141 |
| Securities issued by states & political subdivisions | $2,726,000 | 4,322 |
| 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 | $25,763,000 | 1,901 |
| Mortgage-backed securities | $0 | 5,578 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $26,992,000 | 643 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $26,992,000 | 3,872 |
| Structured notes | ||
| Amortized cost | $16,675,000 | 273 |
| Fair value | $16,446,000 | 266 |
| 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 | $23,117,000 | 4,202 |
| U.S. Government securities | $20,301,000 | 3,467 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,301,000 | 3,372 |
| Securities issued by states & political subdivisions | $2,816,000 | 4,314 |
| 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 | $18,411,000 | 2,357 |
| Mortgage-backed securities | $0 | 5,624 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $23,117,000 | 699 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $23,117,000 | 4,172 |
| Structured notes | ||
| Amortized cost | $14,675,000 | 292 |
| Fair value | $14,462,000 | 287 |
| 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 | $20,504,000 | 4,442 |
| U.S. Government securities | $17,686,000 | 3,740 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,686,000 | 3,643 |
| Securities issued by states & political subdivisions | $2,818,000 | 4,329 |
| 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 | $18,469,000 | 2,340 |
| Mortgage-backed securities | $0 | 5,680 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $20,504,000 | 734 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $20,504,000 | 4,411 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 333 |
| Fair value | $11,656,000 | 335 |
| 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 | $18,544,000 | 4,629 |
| U.S. Government securities | $15,725,000 | 3,950 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,725,000 | 3,857 |
| Securities issued by states & political subdivisions | $2,819,000 | 4,331 |
| 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 | $14,523,000 | 2,680 |
| Mortgage-backed securities | $0 | 5,709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $18,544,000 | 738 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $18,544,000 | 4,596 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 387 |
| Fair value | $9,886,000 | 387 |
| 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 | $18,130,000 | 4,695 |
| U.S. Government securities | $14,776,000 | 4,089 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,776,000 | 3,990 |
| Securities issued by states & political subdivisions | $3,354,000 | 4,163 |
| 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 | $17,841,000 | 2,394 |
| Mortgage-backed securities | $0 | 5,765 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $18,130,000 | 700 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $18,130,000 | 4,665 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 345 |
| Fair value | $11,986,000 | 346 |
| 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 | $18,267,000 | 4,647 |
| U.S. Government securities | $14,826,000 | 4,023 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,826,000 | 3,925 |
| Securities issued by states & political subdivisions | $3,441,000 | 4,138 |
| 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 | $13,431,000 | 2,831 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $18,267,000 | 696 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $18,267,000 | 4,614 |
| Structured notes | ||
| Amortized cost | $11,995,000 | 375 |
| Fair value | $12,010,000 | 368 |
| 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 | $14,826,000 | 5,072 |
| U.S. Government securities | $11,033,000 | 4,648 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,033,000 | 4,546 |
| Securities issued by states & political subdivisions | $3,793,000 | 4,029 |
| 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 | $14,486,000 | 2,738 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $14,826,000 | 810 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $14,826,000 | 5,041 |
| Structured notes | ||
| Amortized cost | $7,994,000 | 530 |
| Fair value | $8,018,000 | 533 |
| 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 | $15,871,000 | 4,974 |
| U.S. Government securities | $12,077,000 | 4,569 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,077,000 | 4,478 |
| Securities issued by states & political subdivisions | $3,794,000 | 3,984 |
| 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 | $14,063,000 | 2,794 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $15,871,000 | 768 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $15,871,000 | 4,945 |
| Structured notes | ||
| Amortized cost | $7,992,000 | 613 |
| Fair value | $8,012,000 | 614 |
| 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 | $13,949,000 | 5,248 |
| U.S. Government securities | $10,119,000 | 4,958 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,119,000 | 4,858 |
| Securities issued by states & political subdivisions | $3,830,000 | 3,909 |
| 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 | $7,923,000 | 3,766 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $13,949,000 | 835 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $13,949,000 | 5,222 |
| Structured notes | ||
| Amortized cost | $5,991,000 | 925 |
| Fair value | $5,974,000 | 912 |
| 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 | $16,093,000 | 4,974 |
| U.S. Government securities | $12,178,000 | 4,593 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,178,000 | 4,505 |
| Securities issued by states & political subdivisions | $3,915,000 | 3,862 |
| 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 | $15,851,000 | 2,496 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $16,093,000 | 795 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $16,093,000 | 4,949 |
| Structured notes | ||
| Amortized cost | $7,999,000 | 673 |
| Fair value | $8,007,000 | 675 |
| 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 | $18,964,000 | 4,622 |
| U.S. Government securities | $14,222,000 | 4,257 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,222,000 | 4,159 |
| Securities issued by states & political subdivisions | $4,742,000 | 3,599 |
| 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 | $17,920,000 | 2,285 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $18,964,000 | 703 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $18,964,000 | 4,588 |
| Structured notes | ||
| Amortized cost | $9,998,000 | 581 |
| Fair value | $10,004,000 | 585 |
| 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 | $29,112,000 | 3,699 |
| U.S. Government securities | $24,367,000 | 3,219 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $24,367,000 | 3,132 |
| Securities issued by states & political subdivisions | $4,745,000 | 3,560 |
| 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 | $29,061,000 | 1,650 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $29,112,000 | 515 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $29,112,000 | 3,665 |
| Structured notes | ||
| Amortized cost | $20,494,000 | 307 |
| Fair value | $20,311,000 | 308 |
| 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 | $30,260,000 | 3,610 |
| U.S. Government securities | $25,980,000 | 3,089 |
| U.S. Treasury securities | $500,000 | 1,088 |
| U.S. Government agency obligations | $25,480,000 | 3,043 |
| Securities issued by states & political subdivisions | $4,280,000 | 3,636 |
| 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 | $29,404,000 | 1,639 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $30,260,000 | 508 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $30,260,000 | 3,580 |
| Structured notes | ||
| Amortized cost | $21,493,000 | 328 |
| Fair value | $21,040,000 | 331 |
| 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 | $29,963,000 | 3,506 |
| U.S. Government securities | $25,600,000 | 2,951 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $25,600,000 | 2,865 |
| Securities issued by states & political subdivisions | $4,363,000 | 3,617 |
| 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 | $29,018,000 | 1,636 |
| Mortgage-backed securities | $79,000 | 5,808 |
| Certificates of participation in pools of residential mortgages | $79,000 | 5,492 |
| Issued or guaranteed by U.S. | $79,000 | 5,481 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $29,963,000 | 509 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $29,963,000 | 3,477 |
| Structured notes | ||
| Amortized cost | $21,492,000 | 290 |
| Fair value | $21,216,000 | 293 |
| 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 | $30,785,000 | 3,423 |
| U.S. Government securities | $25,703,000 | 2,930 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $25,703,000 | 2,835 |
| Securities issued by states & political subdivisions | $5,082,000 | 3,352 |
| 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 | $28,834,000 | 1,659 |
| Mortgage-backed securities | $57,000 | 5,915 |
| Certificates of participation in pools of residential mortgages | $57,000 | 5,578 |
| Issued or guaranteed by U.S. | $57,000 | 5,565 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $30,785,000 | 502 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $30,785,000 | 3,393 |
| Structured notes | ||
| Amortized cost | $21,496,000 | 255 |
| Fair value | $21,543,000 | 256 |
| 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 | $25,837,000 | 3,805 |
| U.S. Government securities | $20,711,000 | 3,417 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $20,711,000 | 3,332 |
| Securities issued by states & political subdivisions | $5,126,000 | 3,248 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,846,000 | 2,041 |
| Mortgage-backed securities | $27,000 | 6,022 |
| Certificates of participation in pools of residential mortgages | $27,000 | 5,714 |
| Issued or guaranteed by U.S. | $27,000 | 5,703 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $25,837,000 | 588 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $25,837,000 | 3,771 |
| Structured notes | ||
| Amortized cost | $13,346,000 | 516 |
| Fair value | $13,388,000 | 516 |
| 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 | $19,305,000 | 4,524 |
| U.S. Government securities | $14,785,000 | 4,180 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $14,785,000 | 4,077 |
| Securities issued by states & political subdivisions | $4,520,000 | 3,397 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,193,000 | 2,770 |
| Mortgage-backed securities | $30,000 | 6,109 |
| Certificates of participation in pools of residential mortgages | $30,000 | 5,809 |
| Issued or guaranteed by U.S. | $30,000 | 5,799 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $19,305,000 | 727 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $19,305,000 | 4,486 |
| Structured notes | ||
| Amortized cost | $8,337,000 | 637 |
| Fair value | $8,278,000 | 640 |
| 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 | $15,143,000 | 4,993 |
| U.S. Government securities | $10,495,000 | 4,888 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,495,000 | 4,785 |
| Securities issued by states & political subdivisions | $4,648,000 | 3,358 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,915,000 | 2,693 |
| Mortgage-backed securities | $24,000 | 6,189 |
| Certificates of participation in pools of residential mortgages | $24,000 | 5,899 |
| Issued or guaranteed by U.S. | $24,000 | 5,886 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $15,143,000 | 862 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $15,143,000 | 4,955 |
| 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 | $15,687,000 | 4,972 |
| U.S. Government securities | $10,575,000 | 4,891 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,575,000 | 4,804 |
| Securities issued by states & political subdivisions | $5,112,000 | 3,219 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,771,000 | 2,693 |
| Mortgage-backed securities | $28,000 | 6,254 |
| Certificates of participation in pools of residential mortgages | $28,000 | 5,967 |
| Issued or guaranteed by U.S. | $28,000 | 5,946 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $15,687,000 | 864 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $15,687,000 | 4,928 |
| 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 | $18,832,000 | 4,569 |
| U.S. Government securities | $13,668,000 | 4,343 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,668,000 | 4,240 |
| Securities issued by states & political subdivisions | $5,164,000 | 3,167 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,601,000 | 2,530 |
| Mortgage-backed securities | $32,000 | 6,289 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,000 |
| Issued or guaranteed by U.S. | $32,000 | 5,977 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $18,832,000 | 787 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $18,832,000 | 4,526 |
| 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 | $17,904,000 | 4,685 |
| U.S. Government securities | $12,736,000 | 4,577 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,736,000 | 4,497 |
| Securities issued by states & political subdivisions | $5,168,000 | 3,095 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,376,000 | 2,691 |
| Mortgage-backed securities | $83,000 | 6,234 |
| Certificates of participation in pools of residential mortgages | $83,000 | 5,938 |
| Issued or guaranteed by U.S. | $83,000 | 5,921 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,904,000 | 808 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $17,904,000 | 4,653 |
| 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 | $23,235,000 | 4,060 |
| U.S. Government securities | $20,328,000 | 3,522 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $20,328,000 | 3,451 |
| Securities issued by states & political subdivisions | $2,907,000 | 3,802 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,951,000 | 2,293 |
| Mortgage-backed securities | $41,000 | 6,342 |
| Certificates of participation in pools of residential mortgages | $41,000 | 6,062 |
| Issued or guaranteed by U.S. | $41,000 | 6,040 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,235,000 | 673 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $23,235,000 | 4,023 |
| 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 | $24,625,000 | 3,848 |
| U.S. Government securities | $20,266,000 | 3,476 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $20,266,000 | 3,406 |
| Securities issued by states & political subdivisions | $4,359,000 | 3,288 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,834,000 | 2,067 |
| Mortgage-backed securities | $48,000 | 6,341 |
| Certificates of participation in pools of residential mortgages | $48,000 | 6,061 |
| Issued or guaranteed by U.S. | $48,000 | 6,040 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,625,000 | 638 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $24,625,000 | 3,822 |
| 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 | $20,073,000 | 4,438 |
| U.S. Government securities | $16,305,000 | 4,038 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,305,000 | 3,972 |
| Securities issued by states & political subdivisions | $3,768,000 | 3,477 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,057,000 | 2,307 |
| Mortgage-backed securities | $90,000 | 6,277 |
| Certificates of participation in pools of residential mortgages | $90,000 | 5,978 |
| Issued or guaranteed by U.S. | $90,000 | 5,953 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,073,000 | 739 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $20,073,000 | 4,384 |
| 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 | $23,859,000 | 3,977 |
| U.S. Government securities | $21,182,000 | 3,377 |
| U.S. Treasury securities | $1,001,000 | 690 |
| U.S. Government agency obligations | $20,181,000 | 3,438 |
| Securities issued by states & political subdivisions | $2,677,000 | 3,937 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,815,000 | 1,969 |
| Mortgage-backed securities | $81,000 | 6,282 |
| Certificates of participation in pools of residential mortgages | $81,000 | 5,979 |
| Issued or guaranteed by U.S. | $81,000 | 5,949 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,859,000 | 644 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $23,858,000 | 3,922 |
| 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 | $21,792,000 | 4,232 |
| U.S. Government securities | $19,372,000 | 3,672 |
| U.S. Treasury securities | $2,004,000 | 563 |
| U.S. Government agency obligations | $17,368,000 | 3,870 |
| Securities issued by states & political subdivisions | $2,420,000 | 4,063 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,863,000 | 2,148 |
| Mortgage-backed securities | $99,000 | 6,172 |
| Certificates of participation in pools of residential mortgages | $99,000 | 5,853 |
| Issued or guaranteed by U.S. | $99,000 | 5,831 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,792,000 | 712 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $21,791,000 | 4,177 |
| Structured notes | ||
| Amortized cost | $995,000 | 1,670 |
| Fair value | $999,000 | 1,636 |
| 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 | $22,135,000 | 4,206 |
| U.S. Government securities | $18,013,000 | 3,913 |
| U.S. Treasury securities | $2,007,000 | 582 |
| U.S. Government agency obligations | $16,006,000 | 4,124 |
| Securities issued by states & political subdivisions | $4,122,000 | 3,374 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,520,000 | 2,139 |
| Mortgage-backed securities | $125,000 | 6,083 |
| Certificates of participation in pools of residential mortgages | $125,000 | 5,760 |
| Issued or guaranteed by U.S. | $125,000 | 5,738 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,135,000 | 737 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $22,135,000 | 4,154 |
| Structured notes | ||
| Amortized cost | $992,000 | 1,893 |
| Fair value | $994,000 | 1,858 |
| 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 | $24,788,000 | 3,895 |
| U.S. Government securities | $20,662,000 | 3,561 |
| U.S. Treasury securities | $2,510,000 | 589 |
| U.S. Government agency obligations | $18,152,000 | 3,807 |
| Securities issued by states & political subdivisions | $4,126,000 | 3,354 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,431,000 | 1,850 |
| Mortgage-backed securities | $156,000 | 6,046 |
| Certificates of participation in pools of residential mortgages | $156,000 | 5,716 |
| Issued or guaranteed by U.S. | $156,000 | 5,696 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,788,000 | 681 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $24,788,000 | 3,843 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,520 |
| Fair value | $1,491,000 | 1,541 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $31,369,000 | 3,342 |
| U.S. Government securities | $27,239,000 | 2,908 |
| U.S. Treasury securities | $3,512,000 | 522 |
| U.S. Government agency obligations | $23,727,000 | 3,156 |
| Securities issued by states & political subdivisions | $4,130,000 | 3,368 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,762,000 | 1,721 |
| Mortgage-backed securities | $180,000 | 6,029 |
| Certificates of participation in pools of residential mortgages | $180,000 | 5,699 |
| Issued or guaranteed by U.S. | $180,000 | 5,677 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,369,000 | 587 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $31,360,000 | 3,304 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,599 |
| Fair value | $1,492,000 | 1,613 |
| 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 | $30,170,000 | 3,454 |
| U.S. Government securities | $26,869,000 | 2,976 |
| U.S. Treasury securities | $2,493,000 | 678 |
| U.S. Government agency obligations | $24,376,000 | 3,137 |
| Securities issued by states & political subdivisions | $3,301,000 | 3,699 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,664,000 | 1,678 |
| Mortgage-backed securities | $241,000 | 5,967 |
| Certificates of participation in pools of residential mortgages | $241,000 | 5,613 |
| Issued or guaranteed by U.S. | $241,000 | 5,588 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,170,000 | 614 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $30,170,000 | 3,414 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,699 |
| Fair value | $1,486,000 | 1,733 |
| 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 | $35,564,000 | 3,114 |
| U.S. Government securities | $30,406,000 | 2,743 |
| U.S. Treasury securities | $2,483,000 | 704 |
| U.S. Government agency obligations | $27,923,000 | 2,844 |
| Securities issued by states & political subdivisions | $5,158,000 | 3,043 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,046,000 | 1,576 |
| Mortgage-backed securities | $296,000 | 5,914 |
| Certificates of participation in pools of residential mortgages | $296,000 | 5,542 |
| Issued or guaranteed by U.S. | $296,000 | 5,515 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,564,000 | 574 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $35,564,000 | 3,075 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,775 |
| Fair value | $1,478,000 | 1,833 |
| 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 | $34,797,000 | 3,144 |
| U.S. Government securities | $29,634,000 | 2,777 |
| U.S. Treasury securities | $2,499,000 | 742 |
| U.S. Government agency obligations | $27,135,000 | 2,896 |
| Securities issued by states & political subdivisions | $5,163,000 | 3,028 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,802,000 | 1,376 |
| Mortgage-backed securities | $287,000 | 5,972 |
| Certificates of participation in pools of residential mortgages | $287,000 | 5,601 |
| Issued or guaranteed by U.S. | $287,000 | 5,576 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,797,000 | 588 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $34,798,000 | 3,107 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,625 |
| Fair value | $1,964,000 | 1,583 |
| 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 | $37,068,000 | 3,027 |
| U.S. Government securities | $31,806,000 | 2,665 |
| U.S. Treasury securities | $2,500,000 | 787 |
| U.S. Government agency obligations | $29,306,000 | 2,770 |
| Securities issued by states & political subdivisions | $5,262,000 | 2,989 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,439,000 | 1,356 |
| Mortgage-backed securities | $306,000 | 5,983 |
| Certificates of participation in pools of residential mortgages | $306,000 | 5,599 |
| Issued or guaranteed by U.S. | $306,000 | 5,576 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,068,000 | 570 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $37,069,000 | 2,984 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,441 |
| Fair value | $2,465,000 | 1,423 |
| 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 | $39,716,000 | 2,850 |
| U.S. Government securities | $34,449,000 | 2,469 |
| U.S. Treasury securities | $3,501,000 | 694 |
| U.S. Government agency obligations | $30,948,000 | 2,625 |
| Securities issued by states & political subdivisions | $5,267,000 | 2,983 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,588,000 | 1,262 |
| Mortgage-backed securities | $340,000 | 6,005 |
| Certificates of participation in pools of residential mortgages | $340,000 | 5,593 |
| Issued or guaranteed by U.S. | $340,000 | 5,567 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,716,000 | 536 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $39,716,000 | 2,807 |
| Structured notes | ||
| Amortized cost | $2,496,000 | 1,447 |
| Fair value | $2,467,000 | 1,426 |
| 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 | $44,308,000 | 2,601 |
| U.S. Government securities | $36,664,000 | 2,337 |
| U.S. Treasury securities | $3,504,000 | 678 |
| U.S. Government agency obligations | $33,160,000 | 2,455 |
| Securities issued by states & political subdivisions | $7,644,000 | 2,371 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,203,000 | 1,130 |
| Mortgage-backed securities | $369,000 | 6,013 |
| Certificates of participation in pools of residential mortgages | $369,000 | 5,596 |
| Issued or guaranteed by U.S. | $369,000 | 5,575 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,308,000 | 514 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $44,308,000 | 2,556 |
| Structured notes | ||
| Amortized cost | $1,994,000 | 1,646 |
| Fair value | $1,974,000 | 1,601 |
| 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 | $46,279,000 | 2,518 |
| U.S. Government securities | $38,863,000 | 2,259 |
| U.S. Treasury securities | $4,505,000 | 598 |
| U.S. Government agency obligations | $34,358,000 | 2,415 |
| Securities issued by states & political subdivisions | $7,416,000 | 2,395 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,693,000 | 1,088 |
| Mortgage-backed securities | $479,000 | 5,943 |
| Certificates of participation in pools of residential mortgages | $479,000 | 5,510 |
| Issued or guaranteed by U.S. | $479,000 | 5,483 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,279,000 | 496 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $46,279,000 | 2,474 |
| Structured notes | ||
| Amortized cost | $2,992,000 | 1,294 |
| Fair value | $2,968,000 | 1,285 |
| 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 | $50,814,000 | 2,357 |
| U.S. Government securities | $43,830,000 | 2,075 |
| U.S. Treasury securities | $5,507,000 | 569 |
| U.S. Government agency obligations | $38,323,000 | 2,245 |
| Securities issued by states & political subdivisions | $6,984,000 | 2,491 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,087,000 | 1,039 |
| Mortgage-backed securities | $491,000 | 5,999 |
| Certificates of participation in pools of residential mortgages | $491,000 | 5,562 |
| Issued or guaranteed by U.S. | $491,000 | 5,542 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $50,814,000 | 461 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $50,814,000 | 2,314 |
| Structured notes | ||
| Amortized cost | $2,496,000 | 1,398 |
| Fair value | $2,456,000 | 1,394 |
| 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 | $49,362,000 | 2,434 |
| U.S. Government securities | $42,957,000 | 2,114 |
| U.S. Treasury securities | $5,509,000 | 581 |
| U.S. Government agency obligations | $37,448,000 | 2,284 |
| Securities issued by states & political subdivisions | $6,405,000 | 2,662 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,479,000 | 1,122 |
| Mortgage-backed securities | $540,000 | 5,994 |
| Certificates of participation in pools of residential mortgages | $540,000 | 5,548 |
| Issued or guaranteed by U.S. | $540,000 | 5,529 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $49,362,000 | 469 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $49,362,000 | 2,394 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,720 |
| Fair value | $1,506,000 | 1,718 |
| 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 | $50,439,000 | 2,386 |
| U.S. Government securities | $42,233,000 | 2,101 |
| U.S. Treasury securities | $5,511,000 | 566 |
| U.S. Government agency obligations | $36,722,000 | 2,303 |
| Securities issued by states & political subdivisions | $8,206,000 | 2,265 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,910,000 | 1,045 |
| Mortgage-backed securities | $639,000 | 5,944 |
| Certificates of participation in pools of residential mortgages | $639,000 | 5,468 |
| Issued or guaranteed by U.S. | $639,000 | 5,452 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $50,439,000 | 457 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $50,439,000 | 2,338 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,001,000 | 2,039 |
| 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 | $51,508,000 | 2,378 |
| U.S. Government securities | $43,566,000 | 2,095 |
| U.S. Treasury securities | $6,516,000 | 528 |
| U.S. Government agency obligations | $37,050,000 | 2,323 |
| Securities issued by states & political subdivisions | $7,942,000 | 2,313 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,421,000 | 1,077 |
| Mortgage-backed securities | $724,000 | 5,941 |
| Certificates of participation in pools of residential mortgages | $724,000 | 5,450 |
| Issued or guaranteed by U.S. | $724,000 | 5,433 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $51,508,000 | 450 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $51,508,000 | 2,329 |
| 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 | $43,618,000 | 2,747 |
| U.S. Government securities | $36,482,000 | 2,402 |
| U.S. Treasury securities | $7,022,000 | 491 |
| U.S. Government agency obligations | $29,460,000 | 2,762 |
| Securities issued by states & political subdivisions | $7,136,000 | 2,507 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,170,000 | 1,292 |
| Mortgage-backed securities | $726,000 | 5,985 |
| Certificates of participation in pools of residential mortgages | $726,000 | 5,488 |
| Issued or guaranteed by U.S. | $726,000 | 5,469 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,618,000 | 506 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $43,618,000 | 2,688 |
| 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 | $34,575,000 | 3,355 |
| U.S. Government securities | $28,245,000 | 3,045 |
| U.S. Treasury securities | $5,524,000 | 626 |
| U.S. Government agency obligations | $22,721,000 | 3,455 |
| Securities issued by states & political subdivisions | $6,330,000 | 2,723 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,487,000 | 1,371 |
| Mortgage-backed securities | $885,000 | 5,869 |
| Certificates of participation in pools of residential mortgages | $885,000 | 5,375 |
| Issued or guaranteed by U.S. | $885,000 | 5,353 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,575,000 | 637 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $34,574,000 | 3,299 |
| 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 | $25,626,000 | 4,076 |
| U.S. Government securities | $18,492,000 | 3,994 |
| U.S. Treasury securities | $4,020,000 | 768 |
| U.S. Government agency obligations | $14,472,000 | 4,482 |
| Securities issued by states & political subdivisions | $7,134,000 | 2,501 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,674,000 | 1,697 |
| Mortgage-backed securities | $965,000 | 5,838 |
| Certificates of participation in pools of residential mortgages | $939,000 | 5,355 |
| Issued or guaranteed by U.S. | $939,000 | 5,330 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $26,000 | 3,990 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,790 |
| 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) | $25,626,000 | 770 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $25,625,000 | 3,987 |
| 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 | $23,647,000 | 4,208 |
| U.S. Government securities | $16,507,000 | 4,210 |
| U.S. Treasury securities | $2,016,000 | 1,159 |
| U.S. Government agency obligations | $14,491,000 | 4,449 |
| Securities issued by states & political subdivisions | $7,140,000 | 2,464 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,162,000 | 1,636 |
| Mortgage-backed securities | $1,294,000 | 5,711 |
| Certificates of participation in pools of residential mortgages | $1,052,000 | 5,303 |
| Issued or guaranteed by U.S. | $1,052,000 | 5,281 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $242,000 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 3,572 |
| 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) | $23,647,000 | 785 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $23,647,000 | 4,115 |
| 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 | $24,024,000 | 4,148 |
| U.S. Government securities | $17,483,000 | 4,060 |
| U.S. Treasury securities | $2,021,000 | 1,187 |
| U.S. Government agency obligations | $15,462,000 | 4,274 |
| Securities issued by states & political subdivisions | $6,541,000 | 2,527 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,646,000 | 1,722 |
| Mortgage-backed securities | $1,737,000 | 5,475 |
| Certificates of participation in pools of residential mortgages | $1,212,000 | 5,188 |
| Issued or guaranteed by U.S. | $1,212,000 | 5,170 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $525,000 | 3,485 |
| CMOs issued by government agencies or sponsored agencies | $525,000 | 3,318 |
| 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) | $24,024,000 | 794 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $24,023,000 | 4,065 |
| 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 | $22,133,000 | 4,358 |
| U.S. Government securities | $16,607,000 | 4,189 |
| U.S. Treasury securities | $1,503,000 | 1,414 |
| U.S. Government agency obligations | $15,104,000 | 4,281 |
| Securities issued by states & political subdivisions | $5,526,000 | 2,755 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,975,000 | 1,701 |
| Mortgage-backed securities | $3,130,000 | 4,808 |
| Certificates of participation in pools of residential mortgages | $1,465,000 | 4,996 |
| Issued or guaranteed by U.S. | $1,465,000 | 4,980 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,665,000 | 2,789 |
| CMOs issued by government agencies or sponsored agencies | $1,665,000 | 2,658 |
| 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) | $22,133,000 | 850 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $22,131,000 | 4,268 |
| 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 | $32,188,000 | 3,170 |
| U.S. Government securities | $24,815,000 | 2,973 |
| U.S. Treasury securities | $3,029,000 | 1,116 |
| U.S. Government agency obligations | $21,786,000 | 3,113 |
| Securities issued by states & political subdivisions | $7,373,000 | 2,215 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,969,000 | 1,193 |
| Mortgage-backed securities | $5,514,000 | 3,830 |
| Certificates of participation in pools of residential mortgages | $2,545,000 | 4,146 |
| Issued or guaranteed by U.S. | $2,545,000 | 4,130 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,969,000 | 2,378 |
| CMOs issued by government agencies or sponsored agencies | $2,969,000 | 2,227 |
| 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) | $32,188,000 | 633 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $32,185,000 | 3,113 |
| 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 | $28,993,000 | 3,517 |
| U.S. Government securities | $20,471,000 | 3,596 |
| U.S. Treasury securities | $2,492,000 | 1,741 |
| U.S. Government agency obligations | $17,979,000 | 3,713 |
| Securities issued by states & political subdivisions | $7,831,000 | 2,028 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $691,000 | 3,163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,194,000 | 1,349 |
| Mortgage-backed securities | $7,330,000 | 2,795 |
| Certificates of participation in pools of residential mortgages | $3,736,000 | 3,078 |
| Issued or guaranteed by U.S. | $3,736,000 | 3,063 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,594,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $3,594,000 | 1,655 |
| 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) | $28,302,000 | 849 |
| Available-for-sale securities (fair market value) | $691,000 | 8,643 |
| Total debt securities | $28,302,000 | 3,483 |
| 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 | $31,831,000 | 3,406 |
| U.S. Government securities | $23,927,000 | 3,366 |
| U.S. Treasury securities | $4,000,000 | 1,821 |
| U.S. Government agency obligations | $19,927,000 | 3,494 |
| Securities issued by states & political subdivisions | $7,754,000 | 2,127 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $150,000 | 6,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,832,000 | 1,238 |
| Mortgage-backed securities | $9,014,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | $4,826,000 | 2,859 |
| Issued or guaranteed by U.S. | $4,826,000 | 2,847 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,188,000 | 1,776 |
| CMOs issued by government agencies or sponsored agencies | $4,188,000 | 1,649 |
| 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) | $31,681,000 | 834 |
| Available-for-sale securities (fair market value) | $150,000 | 9,289 |
| Total debt securities | $31,681,000 | 3,319 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 444 |
| Fair value | $987,000 | 512 |
| 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 | $39,078,000 | 2,897 |
| U.S. Government securities | $31,933,000 | 2,666 |
| U.S. Treasury securities | $12,015,000 | 1,098 |
| U.S. Government agency obligations | $19,918,000 | 3,351 |
| Securities issued by states & political subdivisions | $6,995,000 | 2,324 |
| 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 | $0 | 363 |
| Equity securities | $150,000 | 5,909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,579,000 | 1,196 |
| Mortgage-backed securities | $6,791,000 | 3,337 |
| Certificates of participation in pools of residential mortgages | $4,995,000 | 2,948 |
| Issued or guaranteed by U.S. | $4,995,000 | 2,934 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,796,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $1,796,000 | 2,609 |
| 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) | $38,928,000 | 748 |
| Available-for-sale securities (fair market value) | $150,000 | 9,421 |
| Total debt securities | $38,928,000 | 2,817 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 454 |
| Fair value | $1,474,000 | 487 |
| 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 | $35,902,000 | 3,120 |
| U.S. Government securities | $30,756,000 | 2,856 |
| U.S. Treasury securities | $9,992,000 | 1,864 |
| U.S. Government agency obligations | $20,764,000 | 3,125 |
| Securities issued by states & political subdivisions | $4,996,000 | 2,753 |
| 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 | $0 | 390 |
| Equity securities | $150,000 | 5,854 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,756,000 | 1,532 |
| Mortgage-backed securities | $7,860,000 | 3,035 |
| Certificates of participation in pools of residential mortgages | $3,876,000 | 3,321 |
| Issued or guaranteed by U.S. | $3,876,000 | 3,307 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,984,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $3,984,000 | 1,874 |
| 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) | $35,752,000 | 984 |
| Available-for-sale securities (fair market value) | $150,000 | 9,786 |
| Total debt securities | $35,752,000 | 3,054 |
| Structured notes | ||
| Amortized cost | $2,501,000 | 585 |
| Fair value | $2,419,000 | 614 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $43,268,000 | 2,784 |
| U.S. Government securities | $39,709,000 | 2,444 |
| U.S. Treasury securities | $11,979,000 | 1,933 |
| U.S. Government agency obligations | $27,730,000 | 2,559 |
| Securities issued by states & political subdivisions | $3,409,000 | 3,639 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $150,000 | 5,749 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,326,000 | 1,662 |
| Mortgage-backed securities | $8,750,000 | 3,141 |
| Certificates of participation in pools of residential mortgages | $2,491,000 | 4,402 |
| Issued or guaranteed by U.S. | $2,491,000 | 4,379 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $6,259,000 | 1,671 |
| CMOs issued by government agencies or sponsored agencies | $6,259,000 | 1,585 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,118,000 | 955 |
| Available-for-sale securities (fair market value) | $150,000 | 10,141 |
| Total debt securities | $43,118,000 | 2,715 |
| Structured notes | ||
| Amortized cost | $5,003,000 | 374 |
| Fair value | $4,852,000 | 407 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $50,513,000 | 2,492 |
| U.S. Government securities | $47,172,000 | 2,143 |
| U.S. Treasury securities | $19,005,000 | 1,527 |
| U.S. Government agency obligations | $28,167,000 | 2,488 |
| Securities issued by states & political subdivisions | $3,191,000 | 3,830 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $150,000 | 5,541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,005,000 | 1,874 |
| Mortgage-backed securities | $8,718,000 | 3,357 |
| Certificates of participation in pools of residential mortgages | $936,000 | 6,171 |
| Issued or guaranteed by U.S. | $936,000 | 6,138 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $7,782,000 | 1,634 |
| CMOs issued by government agencies or sponsored agencies | $7,782,000 | 1,570 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $50,363,000 | 827 |
| Available-for-sale securities (fair market value) | $150,000 | 10,594 |
| Total debt securities | $50,363,000 | 2,420 |
| Structured notes | ||
| Amortized cost | $6,008,000 | 539 |
| Fair value | $5,793,000 | 564 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $54,560,000 | 2,408 |
| U.S. Government securities | $51,367,000 | 2,061 |
| U.S. Treasury securities | $23,515,000 | 1,489 |
| U.S. Government agency obligations | $27,852,000 | 2,430 |
| Securities issued by states & political subdivisions | $3,043,000 | 4,155 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $150,000 | 5,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,474,000 | 2,144 |
| Mortgage-backed securities | $10,050,000 | 3,230 |
| Certificates of participation in pools of residential mortgages | $1,202,000 | 6,124 |
| Issued or guaranteed by U.S. | $1,202,000 | 6,100 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $8,848,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $8,848,000 | 1,508 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,410,000 | 1,353 |
| Available-for-sale securities (fair market value) | $150,000 | 10,613 |
| Total debt securities | $54,410,000 | 2,363 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $56,833,000 | 2,427 |
| U.S. Government securities | $53,621,000 | 2,040 |
| U.S. Treasury securities | $29,689,000 | 1,259 |
| U.S. Government agency obligations | $23,932,000 | 2,846 |
| Securities issued by states & political subdivisions | $2,556,000 | 4,692 |
| Other domestic debt securities | $506,000 | 4,211 |
| Privately issued residential mortgage-backed securities | $506,000 | 1,692 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $150,000 | 4,993 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,431,000 | 2,141 |
| Mortgage-backed securities | $9,439,000 | 3,763 |
| Certificates of participation in pools of residential mortgages | $1,010,000 | 7,064 |
| Issued or guaranteed by U.S. | $1,010,000 | 7,011 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $8,429,000 | 1,897 |
| CMOs issued by government agencies or sponsored agencies | $7,923,000 | 1,860 |
| Privately issued | $506,000 | 1,358 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $56,683,000 | 2,365 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $59,204,000 | 2,278 |
| U.S. Government securities | $55,707,000 | 1,912 |
| U.S. Treasury securities | $39,007,000 | 955 |
| U.S. Government agency obligations | $16,700,000 | 3,780 |
| Securities issued by states & political subdivisions | $3,347,000 | 3,772 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $150,000 | 4,390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,568,000 | 2,082 |
| Mortgage-backed securities | $11,195,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $1,446,000 | 6,849 |
| Issued or guaranteed by U.S. | $1,446,000 | 6,782 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $9,749,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $9,749,000 | 1,542 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $59,054,000 | 2,225 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |