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Two Rivers Bank, Securities
| 2021-09-30 | Rank | |
| Total securities | $37,742,000 | 2,987 |
| U.S. Government securities | $7,938,000 | 3,701 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $7,938,000 | 3,476 |
| Securities issued by states & political subdivisions | $26,049,000 | 1,732 |
| Other domestic debt securities | $3,755,000 | 1,348 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,655,000 | 380 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $100,000 | 1,777 |
| 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 | $18,508,000 | 2,063 |
| Mortgage-backed securities | $7,620,000 | 2,970 |
| Certificates of participation in pools of residential mortgages | $1,605,000 | 3,387 |
| Issued or guaranteed by U.S. | $1,605,000 | 3,299 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,552,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $4,552,000 | 1,590 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,463,000 | 1,598 |
| Commercial mortgage pass-through securities | $1,463,000 | 1,110 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $37,742,000 | 2,825 |
| Total debt securities | $37,742,000 | 2,966 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $38,451,000 | 2,901 |
| U.S. Government securities | $8,500,000 | 3,631 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $8,500,000 | 3,405 |
| Securities issued by states & political subdivisions | $26,143,000 | 1,696 |
| Other domestic debt securities | $3,808,000 | 1,309 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,708,000 | 387 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $100,000 | 1,745 |
| 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 | $19,355,000 | 1,995 |
| Mortgage-backed securities | $8,160,000 | 2,916 |
| Certificates of participation in pools of residential mortgages | $1,732,000 | 3,362 |
| Issued or guaranteed by U.S. | $1,732,000 | 3,264 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,922,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $4,922,000 | 1,516 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,506,000 | 1,581 |
| Commercial mortgage pass-through securities | $1,506,000 | 1,105 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $38,451,000 | 2,742 |
| Total debt securities | $38,451,000 | 2,885 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $37,165,000 | 2,838 |
| U.S. Government securities | $8,903,000 | 3,501 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $8,903,000 | 3,322 |
| Securities issued by states & political subdivisions | $24,368,000 | 1,727 |
| Other domestic debt securities | $3,894,000 | 1,258 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,794,000 | 382 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $100,000 | 1,705 |
| 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 | $19,565,000 | 1,959 |
| Mortgage-backed securities | $8,498,000 | 2,853 |
| Certificates of participation in pools of residential mortgages | $1,778,000 | 3,330 |
| Issued or guaranteed by U.S. | $1,778,000 | 3,237 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,219,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $5,219,000 | 1,435 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,501,000 | 1,559 |
| Commercial mortgage pass-through securities | $1,501,000 | 1,085 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $37,165,000 | 2,664 |
| Total debt securities | $37,165,000 | 2,821 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $38,314,000 | 2,693 |
| U.S. Government securities | $9,345,000 | 3,345 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $9,345,000 | 3,191 |
| Securities issued by states & political subdivisions | $25,076,000 | 1,639 |
| Other domestic debt securities | $3,893,000 | 1,202 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,793,000 | 360 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $100,000 | 1,645 |
| 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 | $19,798,000 | 1,926 |
| Mortgage-backed securities | $8,917,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $1,843,000 | 3,286 |
| Issued or guaranteed by U.S. | $1,843,000 | 3,202 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,520,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $5,520,000 | 1,404 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,554,000 | 1,502 |
| Commercial mortgage pass-through securities | $1,554,000 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $38,314,000 | 2,524 |
| Total debt securities | $38,314,000 | 2,671 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $37,629,000 | 2,630 |
| U.S. Government securities | $9,840,000 | 3,278 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $9,840,000 | 3,129 |
| Securities issued by states & political subdivisions | $23,875,000 | 1,583 |
| Other domestic debt securities | $3,914,000 | 1,153 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,814,000 | 348 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $100,000 | 1,619 |
| 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 | $20,842,000 | 1,838 |
| Mortgage-backed securities | $9,345,000 | 2,709 |
| Certificates of participation in pools of residential mortgages | $1,907,000 | 3,251 |
| Issued or guaranteed by U.S. | $1,907,000 | 3,162 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,845,000 | 1,455 |
| CMOs issued by government agencies or sponsored agencies | $5,845,000 | 1,415 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,593,000 | 1,479 |
| Commercial mortgage pass-through securities | $1,593,000 | 1,003 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $37,629,000 | 2,455 |
| Total debt securities | $37,629,000 | 2,605 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $37,791,000 | 2,573 |
| U.S. Government securities | $10,274,000 | 3,228 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $10,274,000 | 3,079 |
| Securities issued by states & political subdivisions | $23,606,000 | 1,509 |
| Other domestic debt securities | $3,911,000 | 1,098 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,811,000 | 309 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $100,000 | 1,574 |
| 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 | $21,226,000 | 1,845 |
| Mortgage-backed securities | $9,758,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $1,960,000 | 3,232 |
| Issued or guaranteed by U.S. | $1,960,000 | 3,140 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,105,000 | 1,471 |
| CMOs issued by government agencies or sponsored agencies | $6,105,000 | 1,433 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,693,000 | 1,447 |
| Commercial mortgage pass-through securities | $1,693,000 | 986 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $37,791,000 | 2,397 |
| Total debt securities | $37,791,000 | 2,553 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $37,462,000 | 2,512 |
| U.S. Government securities | $13,390,000 | 2,994 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $13,390,000 | 2,850 |
| Securities issued by states & political subdivisions | $20,338,000 | 1,530 |
| Other domestic debt securities | $3,734,000 | 1,066 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,634,000 | 295 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $100,000 | 1,493 |
| 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 | $18,089,000 | 1,945 |
| Mortgage-backed securities | $11,100,000 | 2,561 |
| Certificates of participation in pools of residential mortgages | $2,101,000 | 3,204 |
| Issued or guaranteed by U.S. | $2,101,000 | 3,110 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $6,220,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $6,220,000 | 1,437 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,779,000 | 1,219 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $2,779,000 | 784 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $37,462,000 | 2,345 |
| Total debt securities | $37,462,000 | 2,494 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $38,632,000 | 2,493 |
| U.S. Government securities | $12,452,000 | 3,150 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,452,000 | 2,992 |
| Securities issued by states & political subdivisions | $22,053,000 | 1,414 |
| Other domestic debt securities | $4,127,000 | 975 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $4,027,000 | 265 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $100,000 | 1,472 |
| 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 | $18,825,000 | 1,904 |
| Mortgage-backed securities | $9,925,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $725,000 | 3,630 |
| Issued or guaranteed by U.S. | $725,000 | 3,543 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,548,000 | 1,440 |
| CMOs issued by government agencies or sponsored agencies | $6,548,000 | 1,401 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,652,000 | 1,228 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $2,652,000 | 777 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $38,632,000 | 2,316 |
| Total debt securities | $38,632,000 | 2,474 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $36,879,000 | 2,577 |
| U.S. Government securities | $16,218,000 | 2,870 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $16,218,000 | 2,713 |
| Securities issued by states & political subdivisions | $19,588,000 | 1,545 |
| Other domestic debt securities | $1,073,000 | 1,496 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $973,000 | 351 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $100,000 | 1,476 |
| 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 | $20,127,000 | 1,832 |
| Mortgage-backed securities | $13,467,000 | 2,344 |
| Certificates of participation in pools of residential mortgages | $777,000 | 3,639 |
| Issued or guaranteed by U.S. | $777,000 | 3,549 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,987,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $9,987,000 | 1,138 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,703,000 | 1,206 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $2,703,000 | 749 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $36,879,000 | 2,390 |
| Total debt securities | $36,879,000 | 2,559 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $35,572,000 | 2,673 |
| U.S. Government securities | $16,630,000 | 2,895 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $16,630,000 | 2,729 |
| Securities issued by states & political subdivisions | $18,842,000 | 1,623 |
| Other domestic debt securities | $100,000 | 1,940 |
| 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 | $100,000 | 1,495 |
| 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 | $21,729,000 | 1,805 |
| Mortgage-backed securities | $13,612,000 | 2,322 |
| Certificates of participation in pools of residential mortgages | $2,730,000 | 3,061 |
| Issued or guaranteed by U.S. | $2,730,000 | 2,976 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,230,000 | 1,294 |
| CMOs issued by government agencies or sponsored agencies | $8,230,000 | 1,256 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,652,000 | 1,199 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $2,652,000 | 718 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $35,572,000 | 2,492 |
| Total debt securities | $35,572,000 | 2,655 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $39,569,000 | 2,544 |
| U.S. Government securities | $10,508,000 | 3,481 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $10,508,000 | 3,315 |
| Securities issued by states & political subdivisions | $28,961,000 | 1,194 |
| Other domestic debt securities | $100,000 | 1,948 |
| 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 | $100,000 | 1,501 |
| 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 | $20,687,000 | 1,892 |
| Mortgage-backed securities | $7,367,000 | 2,863 |
| Certificates of participation in pools of residential mortgages | $2,700,000 | 3,088 |
| Issued or guaranteed by U.S. | $2,700,000 | 2,995 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,667,000 | 1,636 |
| CMOs issued by government agencies or sponsored agencies | $4,667,000 | 1,588 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $39,569,000 | 2,353 |
| Total debt securities | $39,569,000 | 2,524 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $39,112,000 | 2,593 |
| U.S. Government securities | $10,808,000 | 3,485 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $10,808,000 | 3,325 |
| Securities issued by states & political subdivisions | $28,204,000 | 1,245 |
| Other domestic debt securities | $100,000 | 1,937 |
| 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 | $100,000 | 1,509 |
| 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 | $20,796,000 | 1,880 |
| Mortgage-backed securities | $7,469,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $2,691,000 | 3,104 |
| Issued or guaranteed by U.S. | $2,691,000 | 3,038 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,778,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $4,778,000 | 1,568 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $39,112,000 | 2,407 |
| Total debt securities | $39,112,000 | 2,574 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $39,007,000 | 2,610 |
| U.S. Government securities | $11,176,000 | 3,498 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,176,000 | 3,342 |
| Securities issued by states & political subdivisions | $27,731,000 | 1,266 |
| Other domestic debt securities | $100,000 | 1,918 |
| 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 | $100,000 | 1,523 |
| 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 | $22,621,000 | 1,782 |
| Mortgage-backed securities | $7,597,000 | 2,867 |
| Certificates of participation in pools of residential mortgages | $2,666,000 | 3,156 |
| Issued or guaranteed by U.S. | $2,666,000 | 3,125 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,931,000 | 1,568 |
| CMOs issued by government agencies or sponsored agencies | $4,931,000 | 1,522 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $39,007,000 | 2,407 |
| Total debt securities | $39,007,000 | 2,589 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $40,207,000 | 2,592 |
| U.S. Government securities | $11,871,000 | 3,429 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $11,871,000 | 3,279 |
| Securities issued by states & political subdivisions | $28,236,000 | 1,289 |
| Other domestic debt securities | $100,000 | 2,116 |
| 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 | $100,000 | 1,528 |
| 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 | $23,100,000 | 1,779 |
| Mortgage-backed securities | $8,047,000 | 2,850 |
| Certificates of participation in pools of residential mortgages | $2,844,000 | 3,146 |
| Issued or guaranteed by U.S. | $2,844,000 | 2,987 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,203,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $5,203,000 | 1,493 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $40,207,000 | 2,401 |
| Total debt securities | $40,207,000 | 2,575 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $40,900,000 | 2,595 |
| U.S. Government securities | $12,549,000 | 3,408 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $12,549,000 | 3,266 |
| Securities issued by states & political subdivisions | $28,251,000 | 1,314 |
| Other domestic debt securities | $100,000 | 1,944 |
| 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 | $100,000 | 1,574 |
| 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 | $21,037,000 | 1,927 |
| Mortgage-backed securities | $8,338,000 | 2,815 |
| Certificates of participation in pools of residential mortgages | $2,907,000 | 3,184 |
| Issued or guaranteed by U.S. | $2,907,000 | 3,178 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,431,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $5,431,000 | 1,464 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $40,900,000 | 2,395 |
| Total debt securities | $40,900,000 | 2,578 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $41,983,000 | 2,577 |
| U.S. Government securities | $11,719,000 | 3,514 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $11,719,000 | 3,377 |
| Securities issued by states & political subdivisions | $30,164,000 | 1,283 |
| Other domestic debt securities | $100,000 | 1,950 |
| 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 | $100,000 | 1,588 |
| 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 | $23,210,000 | 1,838 |
| Mortgage-backed securities | $8,910,000 | 2,793 |
| Certificates of participation in pools of residential mortgages | $3,150,000 | 3,172 |
| Issued or guaranteed by U.S. | $3,150,000 | 3,166 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,760,000 | 1,465 |
| CMOs issued by government agencies or sponsored agencies | $5,760,000 | 1,417 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $41,983,000 | 2,382 |
| Total debt securities | $41,983,000 | 2,560 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $44,156,000 | 2,541 |
| U.S. Government securities | $10,924,000 | 3,636 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $10,924,000 | 3,495 |
| Securities issued by states & political subdivisions | $33,132,000 | 1,183 |
| Other domestic debt securities | $100,000 | 1,977 |
| 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 | $100,000 | 1,625 |
| 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 | $22,928,000 | 1,876 |
| Mortgage-backed securities | $7,884,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | $3,130,000 | 3,221 |
| Issued or guaranteed by U.S. | $3,130,000 | 3,218 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,754,000 | 1,598 |
| CMOs issued by government agencies or sponsored agencies | $4,754,000 | 1,545 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $44,156,000 | 2,335 |
| Total debt securities | $44,156,000 | 2,523 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $45,712,000 | 2,510 |
| U.S. Government securities | $12,066,000 | 3,566 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $12,066,000 | 3,441 |
| Securities issued by states & political subdivisions | $33,546,000 | 1,184 |
| Other domestic debt securities | $100,000 | 2,016 |
| 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 | $100,000 | 1,657 |
| 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 | $20,133,000 | 2,074 |
| Mortgage-backed securities | $12,066,000 | 2,569 |
| Certificates of participation in pools of residential mortgages | $4,430,000 | 3,013 |
| Issued or guaranteed by U.S. | $4,430,000 | 3,011 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,636,000 | 1,290 |
| CMOs issued by government agencies or sponsored agencies | $7,636,000 | 1,239 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $45,712,000 | 2,296 |
| Total debt securities | $45,712,000 | 2,492 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $45,547,000 | 2,548 |
| U.S. Government securities | $12,849,000 | 3,535 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $12,849,000 | 3,407 |
| Securities issued by states & political subdivisions | $32,599,000 | 1,227 |
| Other domestic debt securities | $99,000 | 2,077 |
| 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 | $99,000 | 1,701 |
| 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 | $18,319,000 | 2,204 |
| Mortgage-backed securities | $12,849,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $4,392,000 | 3,077 |
| Issued or guaranteed by U.S. | $4,392,000 | 3,074 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,457,000 | 1,250 |
| CMOs issued by government agencies or sponsored agencies | $8,457,000 | 1,189 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $45,547,000 | 2,321 |
| Total debt securities | $45,547,000 | 2,532 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $46,199,000 | 2,504 |
| U.S. Government securities | $12,196,000 | 3,584 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,196,000 | 3,452 |
| Securities issued by states & political subdivisions | $32,227,000 | 1,252 |
| Other domestic debt securities | $1,776,000 | 1,330 |
| Privately issued residential mortgage-backed securities | $1,678,000 | 272 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $98,000 | 1,710 |
| 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 | $18,739,000 | 2,176 |
| Mortgage-backed securities | $13,874,000 | 2,434 |
| Certificates of participation in pools of residential mortgages | $4,368,000 | 3,097 |
| Issued or guaranteed by U.S. | $4,368,000 | 3,093 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,506,000 | 1,164 |
| CMOs issued by government agencies or sponsored agencies | $7,828,000 | 1,210 |
| Privately issued | $1,678,000 | 257 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $46,199,000 | 2,284 |
| Total debt securities | $46,208,000 | 2,481 |
| 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 | $50,307,000 | 2,351 |
| U.S. Government securities | $13,692,000 | 3,433 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $13,692,000 | 3,312 |
| Securities issued by states & political subdivisions | $34,680,000 | 1,161 |
| Other domestic debt securities | $1,935,000 | 1,306 |
| Privately issued residential mortgage-backed securities | $1,834,000 | 269 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $101,000 | 1,709 |
| 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 | $19,146,000 | 2,157 |
| Mortgage-backed securities | $15,526,000 | 2,309 |
| Certificates of participation in pools of residential mortgages | $4,508,000 | 3,090 |
| Issued or guaranteed by U.S. | $4,508,000 | 3,088 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,018,000 | 1,094 |
| CMOs issued by government agencies or sponsored agencies | $9,184,000 | 1,149 |
| Privately issued | $1,834,000 | 258 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $50,307,000 | 2,143 |
| Total debt securities | $50,307,000 | 2,321 |
| 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 | $50,866,000 | 2,380 |
| U.S. Government securities | $15,515,000 | 3,342 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $15,515,000 | 3,227 |
| Securities issued by states & political subdivisions | $33,273,000 | 1,204 |
| Other domestic debt securities | $2,078,000 | 1,273 |
| Privately issued residential mortgage-backed securities | $1,977,000 | 268 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $101,000 | 1,725 |
| 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 | $19,194,000 | 2,199 |
| Mortgage-backed securities | $15,392,000 | 2,354 |
| Certificates of participation in pools of residential mortgages | $2,441,000 | 3,602 |
| Issued or guaranteed by U.S. | $2,441,000 | 3,597 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,383,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $9,406,000 | 1,145 |
| Privately issued | $1,977,000 | 251 |
| Commercial mortgage-backed securities | $1,568,000 | 894 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,568,000 | 613 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $50,866,000 | 2,166 |
| Total debt securities | $50,866,000 | 2,353 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $51,472,000 | 2,380 |
| U.S. Government securities | $16,637,000 | 3,304 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $16,637,000 | 3,198 |
| Securities issued by states & political subdivisions | $32,668,000 | 1,210 |
| Other domestic debt securities | $2,167,000 | 1,260 |
| Privately issued residential mortgage-backed securities | $2,067,000 | 266 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $100,000 | 1,741 |
| 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 | $13,427,000 | 2,701 |
| Mortgage-backed securities | $16,634,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | $2,454,000 | 3,629 |
| Issued or guaranteed by U.S. | $2,454,000 | 3,626 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,639,000 | 1,027 |
| CMOs issued by government agencies or sponsored agencies | $10,572,000 | 1,079 |
| Privately issued | $2,067,000 | 252 |
| Commercial mortgage-backed securities | $1,541,000 | 873 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,541,000 | 590 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $51,472,000 | 2,165 |
| Total debt securities | $51,472,000 | 2,354 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $52,190,000 | 2,385 |
| U.S. Government securities | $14,839,000 | 3,547 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,839,000 | 3,424 |
| Securities issued by states & political subdivisions | $35,143,000 | 1,134 |
| Other domestic debt securities | $2,208,000 | 1,227 |
| Privately issued residential mortgage-backed securities | $2,108,000 | 253 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $100,000 | 1,735 |
| 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 | $13,195,000 | 2,744 |
| Mortgage-backed securities | $14,956,000 | 2,400 |
| Certificates of participation in pools of residential mortgages | $1,396,000 | 3,991 |
| Issued or guaranteed by U.S. | $1,396,000 | 3,987 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,560,000 | 999 |
| CMOs issued by government agencies or sponsored agencies | $11,452,000 | 1,042 |
| Privately issued | $2,108,000 | 242 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $52,190,000 | 2,171 |
| Total debt securities | $52,190,000 | 2,358 |
| Structured notes | ||
| Amortized cost | $922,000 | 1,139 |
| Fair value | $936,000 | 1,140 |
| 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 | $52,547,000 | 2,404 |
| U.S. Government securities | $14,631,000 | 3,645 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $14,631,000 | 3,528 |
| Securities issued by states & political subdivisions | $35,600,000 | 1,111 |
| Other domestic debt securities | $2,316,000 | 1,229 |
| Privately issued residential mortgage-backed securities | $2,216,000 | 253 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $100,000 | 1,754 |
| 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 | $13,407,000 | 2,733 |
| Mortgage-backed securities | $14,837,000 | 2,440 |
| Certificates of participation in pools of residential mortgages | $1,427,000 | 4,031 |
| Issued or guaranteed by U.S. | $1,427,000 | 4,026 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $13,410,000 | 1,019 |
| CMOs issued by government agencies or sponsored agencies | $11,194,000 | 1,063 |
| Privately issued | $2,216,000 | 243 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $52,547,000 | 2,179 |
| Total debt securities | $52,547,000 | 2,379 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $52,587,000 | 2,438 |
| U.S. Government securities | $14,478,000 | 3,757 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $14,478,000 | 3,640 |
| Securities issued by states & political subdivisions | $35,718,000 | 1,085 |
| Other domestic debt securities | $2,391,000 | 1,220 |
| Privately issued residential mortgage-backed securities | $2,291,000 | 260 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $100,000 | 1,777 |
| 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 | $9,284,000 | 3,268 |
| Mortgage-backed securities | $14,825,000 | 2,490 |
| Certificates of participation in pools of residential mortgages | $2,476,000 | 3,782 |
| Issued or guaranteed by U.S. | $2,476,000 | 3,778 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,349,000 | 1,110 |
| CMOs issued by government agencies or sponsored agencies | $10,058,000 | 1,185 |
| Privately issued | $2,291,000 | 248 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $52,587,000 | 2,220 |
| Total debt securities | $52,587,000 | 2,411 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $51,567,000 | 2,505 |
| U.S. Government securities | $17,438,000 | 3,519 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $17,438,000 | 3,404 |
| Securities issued by states & political subdivisions | $34,028,000 | 1,123 |
| Other domestic debt securities | $101,000 | 2,275 |
| 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 | $101,000 | 1,809 |
| 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 | $10,927,000 | 3,078 |
| Mortgage-backed securities | $15,388,000 | 2,498 |
| Certificates of participation in pools of residential mortgages | $2,618,000 | 3,798 |
| Issued or guaranteed by U.S. | $2,618,000 | 3,794 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $12,770,000 | 1,121 |
| CMOs issued by government agencies or sponsored agencies | $12,770,000 | 1,069 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $51,567,000 | 2,277 |
| Total debt securities | $51,566,000 | 2,482 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $50,373,000 | 2,576 |
| U.S. Government securities | $19,365,000 | 3,402 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $19,365,000 | 3,289 |
| Securities issued by states & political subdivisions | $30,908,000 | 1,245 |
| Other domestic debt securities | $100,000 | 2,299 |
| 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 | $100,000 | 1,830 |
| 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 | $11,277,000 | 3,045 |
| Mortgage-backed securities | $17,203,000 | 2,403 |
| Certificates of participation in pools of residential mortgages | $3,167,000 | 3,719 |
| Issued or guaranteed by U.S. | $3,167,000 | 3,715 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,036,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $14,036,000 | 1,034 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $50,373,000 | 2,346 |
| Total debt securities | $50,373,000 | 2,553 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $51,242,000 | 2,598 |
| U.S. Government securities | $19,516,000 | 3,469 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $19,516,000 | 3,362 |
| Securities issued by states & political subdivisions | $31,626,000 | 1,218 |
| Other domestic debt securities | $100,000 | 2,361 |
| 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 | $100,000 | 1,858 |
| 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 | $12,442,000 | 2,927 |
| Mortgage-backed securities | $17,404,000 | 2,456 |
| Certificates of participation in pools of residential mortgages | $2,103,000 | 4,124 |
| Issued or guaranteed by U.S. | $2,103,000 | 4,121 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $15,301,000 | 1,052 |
| CMOs issued by government agencies or sponsored agencies | $15,301,000 | 1,000 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $51,242,000 | 2,359 |
| Total debt securities | $51,242,000 | 2,573 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $46,944,000 | 2,800 |
| U.S. Government securities | $18,326,000 | 3,624 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,326,000 | 3,517 |
| Securities issued by states & political subdivisions | $28,519,000 | 1,355 |
| Other domestic debt securities | $99,000 | 2,426 |
| 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 | $99,000 | 1,930 |
| 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 | $11,097,000 | 3,120 |
| Mortgage-backed securities | $15,341,000 | 2,644 |
| Certificates of participation in pools of residential mortgages | $2,123,000 | 4,174 |
| Issued or guaranteed by U.S. | $2,123,000 | 4,172 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,218,000 | 1,167 |
| CMOs issued by government agencies or sponsored agencies | $13,218,000 | 1,109 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $46,944,000 | 2,547 |
| Total debt securities | $46,944,000 | 2,772 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $47,437,000 | 2,794 |
| U.S. Government securities | $21,285,000 | 3,384 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $21,285,000 | 3,286 |
| Securities issued by states & political subdivisions | $26,052,000 | 1,469 |
| Other domestic debt securities | $100,000 | 2,486 |
| 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 | $100,000 | 1,972 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,152,000 | 3,789 |
| Mortgage-backed securities | $13,067,000 | 2,846 |
| Certificates of participation in pools of residential mortgages | $3,946,000 | 3,695 |
| Issued or guaranteed by U.S. | $3,946,000 | 3,695 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,121,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $9,121,000 | 1,362 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $47,437,000 | 2,543 |
| Total debt securities | $47,437,000 | 2,768 |
| Structured notes | ||
| Amortized cost | $199,000 | 2,313 |
| Fair value | $185,000 | 2,323 |
| 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 | $45,446,000 | 2,873 |
| U.S. Government securities | $24,063,000 | 3,127 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,063,000 | 3,057 |
| Securities issued by states & political subdivisions | $21,283,000 | 1,750 |
| Other domestic debt securities | $100,000 | 2,544 |
| 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 | $100,000 | 2,018 |
| 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 | $8,036,000 | 3,607 |
| Mortgage-backed securities | $8,426,000 | 3,403 |
| Certificates of participation in pools of residential mortgages | $8,289,000 | 2,903 |
| Issued or guaranteed by U.S. | $8,289,000 | 2,901 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $137,000 | 3,398 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 3,270 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $45,446,000 | 2,617 |
| Total debt securities | $45,446,000 | 2,844 |
| Structured notes | ||
| Amortized cost | $1,843,000 | 1,333 |
| Fair value | $1,617,000 | 1,366 |
| 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 | $46,702,000 | 2,847 |
| U.S. Government securities | $25,134,000 | 3,097 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,134,000 | 3,017 |
| Securities issued by states & political subdivisions | $21,468,000 | 1,745 |
| Other domestic debt securities | $100,000 | 2,605 |
| 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 | $100,000 | 2,060 |
| 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 | $7,442,000 | 3,731 |
| Mortgage-backed securities | $8,929,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $8,771,000 | 2,830 |
| Issued or guaranteed by U.S. | $8,771,000 | 2,827 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $158,000 | 3,420 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 3,286 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $46,702,000 | 2,593 |
| Total debt securities | $46,702,000 | 2,821 |
| Structured notes | ||
| Amortized cost | $1,842,000 | 1,320 |
| Fair value | $1,755,000 | 1,322 |
| 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 | $44,460,000 | 2,918 |
| U.S. Government securities | $23,666,000 | 3,198 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $23,666,000 | 3,116 |
| Securities issued by states & political subdivisions | $20,694,000 | 1,771 |
| Other domestic debt securities | $100,000 | 2,675 |
| 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 | $100,000 | 2,103 |
| 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 | $7,367,000 | 3,745 |
| Mortgage-backed securities | $9,742,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | $9,565,000 | 2,692 |
| Issued or guaranteed by U.S. | $9,565,000 | 2,690 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $177,000 | 3,421 |
| CMOs issued by government agencies or sponsored agencies | $177,000 | 3,283 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $44,460,000 | 2,676 |
| Total debt securities | $44,460,000 | 2,892 |
| Structured notes | ||
| Amortized cost | $1,181,000 | 1,497 |
| Fair value | $1,100,000 | 1,517 |
| 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 | $47,751,000 | 2,789 |
| U.S. Government securities | $26,035,000 | 3,058 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $26,035,000 | 2,988 |
| Securities issued by states & political subdivisions | $21,582,000 | 1,702 |
| Other domestic debt securities | $134,000 | 2,651 |
| Privately issued residential mortgage-backed securities | $34,000 | 963 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $100,000 | 2,071 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,977,000 | 4,080 |
| Mortgage-backed securities | $10,909,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $10,675,000 | 2,581 |
| Issued or guaranteed by U.S. | $10,675,000 | 2,580 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $234,000 | 3,424 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 3,294 |
| Privately issued | $34,000 | 922 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $47,751,000 | 2,583 |
| Total debt securities | $47,751,000 | 2,762 |
| Structured notes | ||
| Amortized cost | $1,181,000 | 1,529 |
| Fair value | $1,173,000 | 1,532 |
| 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 | $48,729,000 | 2,684 |
| U.S. Government securities | $29,085,000 | 2,791 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $29,085,000 | 2,724 |
| Securities issued by states & political subdivisions | $19,490,000 | 1,831 |
| Other domestic debt securities | $154,000 | 2,632 |
| Privately issued residential mortgage-backed securities | $54,000 | 964 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $100,000 | 2,041 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,147,000 | 3,800 |
| Mortgage-backed securities | $15,835,000 | 2,710 |
| Certificates of participation in pools of residential mortgages | $15,550,000 | 2,105 |
| Issued or guaranteed by U.S. | $15,550,000 | 2,102 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $285,000 | 3,431 |
| CMOs issued by government agencies or sponsored agencies | $231,000 | 3,325 |
| Privately issued | $54,000 | 928 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $48,729,000 | 2,480 |
| Total debt securities | $48,729,000 | 2,661 |
| Structured notes | ||
| Amortized cost | $199,000 | 2,380 |
| Fair value | $198,000 | 2,383 |
| 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 | $46,854,000 | 2,820 |
| U.S. Government securities | $26,935,000 | 2,983 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $26,935,000 | 2,929 |
| Securities issued by states & political subdivisions | $19,564,000 | 1,784 |
| Other domestic debt securities | $355,000 | 2,512 |
| Privately issued residential mortgage-backed securities | $255,000 | 855 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $100,000 | 2,111 |
| 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 | $8,859,000 | 3,525 |
| Mortgage-backed securities | $16,598,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | $16,096,000 | 2,147 |
| Issued or guaranteed by U.S. | $16,096,000 | 2,146 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $502,000 | 3,372 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 3,378 |
| Privately issued | $255,000 | 822 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $46,854,000 | 2,591 |
| Total debt securities | $46,854,000 | 2,794 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $40,382,000 | 3,117 |
| U.S. Government securities | $22,280,000 | 3,411 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,280,000 | 3,344 |
| Securities issued by states & political subdivisions | $17,287,000 | 1,932 |
| Other domestic debt securities | $815,000 | 2,178 |
| Privately issued residential mortgage-backed securities | $815,000 | 700 |
| 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 | $9,210,000 | 3,488 |
| Mortgage-backed securities | $15,554,000 | 2,903 |
| Certificates of participation in pools of residential mortgages | $14,469,000 | 2,339 |
| Issued or guaranteed by U.S. | $14,469,000 | 2,337 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,085,000 | 3,085 |
| CMOs issued by government agencies or sponsored agencies | $270,000 | 3,364 |
| Privately issued | $815,000 | 674 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $40,382,000 | 2,879 |
| Total debt securities | $40,382,000 | 3,093 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $40,513,000 | 3,130 |
| U.S. Government securities | $24,571,000 | 3,277 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $24,571,000 | 3,205 |
| Securities issued by states & political subdivisions | $15,016,000 | 2,075 |
| Other domestic debt securities | $926,000 | 2,109 |
| Privately issued residential mortgage-backed securities | $926,000 | 709 |
| 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 | $12,394,000 | 3,019 |
| Mortgage-backed securities | $20,239,000 | 2,534 |
| Certificates of participation in pools of residential mortgages | $17,960,000 | 2,025 |
| Issued or guaranteed by U.S. | $17,960,000 | 2,022 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,279,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $1,353,000 | 2,886 |
| Privately issued | $926,000 | 687 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $40,513,000 | 2,886 |
| Total debt securities | $40,513,000 | 3,099 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $38,598,000 | 3,149 |
| U.S. Government securities | $21,850,000 | 3,461 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $21,850,000 | 3,380 |
| Securities issued by states & political subdivisions | $15,797,000 | 1,966 |
| Other domestic debt securities | $951,000 | 2,052 |
| Privately issued residential mortgage-backed securities | $951,000 | 790 |
| 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 | $17,547,000 | 2,348 |
| Mortgage-backed securities | $17,413,000 | 2,678 |
| Certificates of participation in pools of residential mortgages | $15,018,000 | 2,175 |
| Issued or guaranteed by U.S. | $15,018,000 | 2,168 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,395,000 | 2,649 |
| CMOs issued by government agencies or sponsored agencies | $1,444,000 | 2,736 |
| Privately issued | $951,000 | 752 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $38,598,000 | 2,887 |
| Total debt securities | $38,598,000 | 3,131 |
| Structured notes | ||
| Amortized cost | $1,495,000 | 1,955 |
| Fair value | $1,493,000 | 1,951 |
| 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 | $34,677,000 | 3,321 |
| U.S. Government securities | $17,431,000 | 3,873 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $17,431,000 | 3,784 |
| Securities issued by states & political subdivisions | $16,180,000 | 1,874 |
| Other domestic debt securities | $1,066,000 | 1,941 |
| Privately issued residential mortgage-backed securities | $1,066,000 | 792 |
| 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 | $8,919,000 | 3,377 |
| Mortgage-backed securities | $13,075,000 | 2,994 |
| Certificates of participation in pools of residential mortgages | $11,648,000 | 2,454 |
| Issued or guaranteed by U.S. | $11,648,000 | 2,447 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,427,000 | 2,960 |
| CMOs issued by government agencies or sponsored agencies | $361,000 | 3,190 |
| Privately issued | $1,066,000 | 750 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $34,677,000 | 3,031 |
| Total debt securities | $34,677,000 | 3,290 |
| Structured notes | ||
| Amortized cost | $1,495,000 | 2,054 |
| Fair value | $1,501,000 | 2,039 |
| 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 | $37,664,000 | 3,152 |
| U.S. Government securities | $19,522,000 | 3,720 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $19,522,000 | 3,626 |
| Securities issued by states & political subdivisions | $16,168,000 | 1,820 |
| Other domestic debt securities | $1,974,000 | 1,570 |
| Privately issued residential mortgage-backed securities | $1,974,000 | 657 |
| 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 | $8,835,000 | 3,408 |
| Mortgage-backed securities | $16,342,000 | 2,652 |
| Certificates of participation in pools of residential mortgages | $13,448,000 | 2,204 |
| Issued or guaranteed by U.S. | $13,448,000 | 2,200 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,894,000 | 2,483 |
| CMOs issued by government agencies or sponsored agencies | $920,000 | 2,872 |
| Privately issued | $1,974,000 | 622 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $37,664,000 | 2,877 |
| Total debt securities | $37,664,000 | 3,126 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 2,056 |
| Fair value | $1,979,000 | 2,067 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $40,231,000 | 2,964 |
| U.S. Government securities | $21,082,000 | 3,543 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $21,082,000 | 3,442 |
| Securities issued by states & political subdivisions | $17,030,000 | 1,696 |
| Other domestic debt securities | $2,119,000 | 1,541 |
| Privately issued residential mortgage-backed securities | $2,119,000 | 672 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,622,000 | 3,285 |
| Mortgage-backed securities | $16,870,000 | 2,547 |
| Certificates of participation in pools of residential mortgages | $13,831,000 | 2,105 |
| Issued or guaranteed by U.S. | $13,831,000 | 2,101 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,039,000 | 2,371 |
| CMOs issued by government agencies or sponsored agencies | $920,000 | 2,801 |
| Privately issued | $2,119,000 | 639 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $40,231,000 | 2,693 |
| Total debt securities | $40,231,000 | 2,943 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 2,107 |
| Fair value | $1,917,000 | 2,124 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $42,195,000 | 2,775 |
| U.S. Government securities | $23,212,000 | 3,161 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $23,212,000 | 3,065 |
| Securities issued by states & political subdivisions | $16,748,000 | 1,679 |
| Other domestic debt securities | $2,235,000 | 1,603 |
| Privately issued residential mortgage-backed securities | $2,235,000 | 693 |
| 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 | $18,821,000 | 2,216 |
| Mortgage-backed securities | $18,759,000 | 2,307 |
| Certificates of participation in pools of residential mortgages | $15,570,000 | 1,874 |
| Issued or guaranteed by U.S. | $15,570,000 | 1,869 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,189,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $954,000 | 2,760 |
| Privately issued | $2,235,000 | 659 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $42,195,000 | 2,503 |
| Total debt securities | $42,195,000 | 2,749 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 1,981 |
| Fair value | $1,902,000 | 1,994 |
| 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 | $41,245,000 | 2,789 |
| U.S. Government securities | $22,738,000 | 3,168 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $22,738,000 | 3,064 |
| Securities issued by states & political subdivisions | $16,033,000 | 1,680 |
| Other domestic debt securities | $2,474,000 | 1,583 |
| Privately issued residential mortgage-backed securities | $2,474,000 | 735 |
| 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 | $20,165,000 | 2,110 |
| Mortgage-backed securities | $20,308,000 | 2,192 |
| Certificates of participation in pools of residential mortgages | $16,808,000 | 1,735 |
| Issued or guaranteed by U.S. | $16,808,000 | 1,730 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,500,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,683 |
| Privately issued | $2,474,000 | 701 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $41,245,000 | 2,505 |
| Total debt securities | $41,245,000 | 2,762 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,995 |
| Fair value | $1,996,000 | 2,010 |
| 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 | $38,985,000 | 2,893 |
| U.S. Government securities | $23,409,000 | 3,143 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $23,409,000 | 3,058 |
| Securities issued by states & political subdivisions | $12,876,000 | 1,905 |
| Other domestic debt securities | $2,700,000 | 1,530 |
| Privately issued residential mortgage-backed securities | $2,700,000 | 750 |
| 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 | $20,298,000 | 2,139 |
| Mortgage-backed securities | $19,553,000 | 2,232 |
| Certificates of participation in pools of residential mortgages | $16,321,000 | 1,797 |
| Issued or guaranteed by U.S. | $16,321,000 | 1,789 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,232,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $532,000 | 2,855 |
| Privately issued | $2,700,000 | 719 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $38,985,000 | 2,599 |
| Total debt securities | $38,985,000 | 2,866 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 2,107 |
| Fair value | $2,007,000 | 2,046 |
| 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 | $35,706,000 | 3,116 |
| U.S. Government securities | $22,062,000 | 3,334 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $22,062,000 | 3,248 |
| Securities issued by states & political subdivisions | $10,627,000 | 2,154 |
| Other domestic debt securities | $3,017,000 | 1,502 |
| Privately issued residential mortgage-backed securities | $3,017,000 | 747 |
| 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 | $18,967,000 | 2,285 |
| Mortgage-backed securities | $21,319,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | $18,302,000 | 1,738 |
| Issued or guaranteed by U.S. | $18,302,000 | 1,736 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,017,000 | 2,214 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $3,017,000 | 717 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $35,706,000 | 2,798 |
| Total debt securities | $35,706,000 | 3,086 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $490,000 | 2,808 |
| 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 | $34,622,000 | 3,154 |
| U.S. Government securities | $22,702,000 | 3,250 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $22,702,000 | 3,173 |
| Securities issued by states & political subdivisions | $8,667,000 | 2,456 |
| Other domestic debt securities | $3,253,000 | 1,492 |
| Privately issued residential mortgage-backed securities | $3,253,000 | 761 |
| 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 | $19,140,000 | 2,287 |
| Mortgage-backed securities | $23,348,000 | 2,077 |
| Certificates of participation in pools of residential mortgages | $20,095,000 | 1,677 |
| Issued or guaranteed by U.S. | $20,095,000 | 1,672 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,253,000 | 2,146 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $3,253,000 | 729 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $34,622,000 | 2,831 |
| Total debt securities | $34,622,000 | 3,123 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $487,000 | 2,539 |
| 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 | $34,301,000 | 3,191 |
| U.S. Government securities | $22,087,000 | 3,280 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $22,087,000 | 3,211 |
| Securities issued by states & political subdivisions | $8,749,000 | 2,462 |
| Other domestic debt securities | $3,465,000 | 1,530 |
| Privately issued residential mortgage-backed securities | $3,465,000 | 806 |
| 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 | $19,859,000 | 2,232 |
| Mortgage-backed securities | $23,635,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $20,170,000 | 1,718 |
| Issued or guaranteed by U.S. | $20,170,000 | 1,713 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,465,000 | 2,121 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $3,465,000 | 770 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $34,301,000 | 2,861 |
| Total debt securities | $34,301,000 | 3,152 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,264 |
| Fair value | $300,000 | 2,270 |
| 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 | $33,312,000 | 3,197 |
| U.S. Government securities | $22,353,000 | 3,222 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $22,353,000 | 3,154 |
| Securities issued by states & political subdivisions | $8,523,000 | 2,453 |
| Other domestic debt securities | $2,436,000 | 1,813 |
| Privately issued residential mortgage-backed securities | $2,436,000 | 919 |
| 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 | $22,133,000 | 2,068 |
| Mortgage-backed securities | $24,265,000 | 2,078 |
| Certificates of participation in pools of residential mortgages | $21,829,000 | 1,660 |
| Issued or guaranteed by U.S. | $21,829,000 | 1,653 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,436,000 | 2,344 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $2,436,000 | 881 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $33,312,000 | 2,863 |
| Total debt securities | $33,312,000 | 3,160 |
| 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 | $37,736,000 | 2,927 |
| U.S. Government securities | $23,946,000 | 3,117 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $23,946,000 | 3,057 |
| Securities issued by states & political subdivisions | $8,925,000 | 2,310 |
| Other domestic debt securities | $4,865,000 | 1,268 |
| Privately issued residential mortgage-backed securities | $4,865,000 | 723 |
| 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 | $23,437,000 | 2,018 |
| Mortgage-backed securities | $28,287,000 | 1,894 |
| Certificates of participation in pools of residential mortgages | $23,422,000 | 1,607 |
| Issued or guaranteed by U.S. | $23,422,000 | 1,595 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,865,000 | 1,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $4,865,000 | 692 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $37,736,000 | 2,609 |
| Total debt securities | $37,736,000 | 2,898 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $42,422,000 | 2,635 |
| U.S. Government securities | $30,260,000 | 2,654 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $30,260,000 | 2,602 |
| Securities issued by states & political subdivisions | $8,865,000 | 2,272 |
| Other domestic debt securities | $3,297,000 | 1,478 |
| Privately issued residential mortgage-backed securities | $3,297,000 | 816 |
| 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 | $21,883,000 | 2,153 |
| Mortgage-backed securities | $33,557,000 | 1,606 |
| Certificates of participation in pools of residential mortgages | $30,260,000 | 1,271 |
| Issued or guaranteed by U.S. | $30,260,000 | 1,262 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,297,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $3,297,000 | 781 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $42,422,000 | 2,339 |
| Total debt securities | $42,422,000 | 2,605 |
| 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 | $38,407,000 | 2,830 |
| U.S. Government securities | $27,836,000 | 2,749 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $27,836,000 | 2,697 |
| Securities issued by states & political subdivisions | $8,895,000 | 2,243 |
| Other domestic debt securities | $1,676,000 | 1,915 |
| Privately issued residential mortgage-backed securities | $1,676,000 | 1,017 |
| 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 | $21,648,000 | 2,142 |
| Mortgage-backed securities | $29,512,000 | 1,701 |
| Certificates of participation in pools of residential mortgages | $27,836,000 | 1,296 |
| Issued or guaranteed by U.S. | $27,836,000 | 1,284 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,676,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,676,000 | 975 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $38,407,000 | 2,497 |
| Total debt securities | $38,407,000 | 2,790 |
| 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 | $37,894,000 | 2,896 |
| U.S. Government securities | $28,303,000 | 2,746 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $28,303,000 | 2,700 |
| Securities issued by states & political subdivisions | $9,591,000 | 2,147 |
| 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 | $21,757,000 | 2,104 |
| Mortgage-backed securities | $28,303,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | $28,303,000 | 1,278 |
| Issued or guaranteed by U.S. | $28,303,000 | 1,265 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $37,894,000 | 2,571 |
| Total debt securities | $37,894,000 | 2,863 |
| 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 | $40,065,000 | 2,764 |
| U.S. Government securities | $30,141,000 | 2,607 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $30,141,000 | 2,556 |
| Securities issued by states & political subdivisions | $9,924,000 | 2,085 |
| 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 | $27,855,000 | 1,709 |
| Mortgage-backed securities | $30,141,000 | 1,594 |
| Certificates of participation in pools of residential mortgages | $30,141,000 | 1,161 |
| Issued or guaranteed by U.S. | $30,141,000 | 1,149 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $40,065,000 | 2,455 |
| Total debt securities | $40,065,000 | 2,727 |
| 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 | $28,410,000 | 3,578 |
| U.S. Government securities | $18,364,000 | 3,810 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $18,364,000 | 3,732 |
| Securities issued by states & political subdivisions | $10,046,000 | 2,058 |
| 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 | $12,030,000 | 3,072 |
| Mortgage-backed securities | $18,364,000 | 2,031 |
| Certificates of participation in pools of residential mortgages | $18,364,000 | 1,487 |
| Issued or guaranteed by U.S. | $18,364,000 | 1,479 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $28,410,000 | 3,161 |
| Total debt securities | $28,410,000 | 3,528 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $27,281,000 | 3,657 |
| U.S. Government securities | $17,775,000 | 3,953 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $17,775,000 | 3,865 |
| Securities issued by states & political subdivisions | $9,506,000 | 2,112 |
| 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 | $14,685,000 | 2,711 |
| Mortgage-backed securities | $15,800,000 | 2,097 |
| Certificates of participation in pools of residential mortgages | $15,800,000 | 1,563 |
| Issued or guaranteed by U.S. | $15,800,000 | 1,554 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $27,281,000 | 3,229 |
| Total debt securities | $27,281,000 | 3,612 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $28,769,000 | 3,514 |
| U.S. Government securities | $19,268,000 | 3,745 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,268,000 | 3,656 |
| Securities issued by states & political subdivisions | $9,501,000 | 2,096 |
| 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 | $14,954,000 | 2,674 |
| Mortgage-backed securities | $16,318,000 | 2,000 |
| Certificates of participation in pools of residential mortgages | $16,318,000 | 1,487 |
| Issued or guaranteed by U.S. | $16,318,000 | 1,480 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $28,769,000 | 3,085 |
| Total debt securities | $28,769,000 | 3,476 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $28,372,000 | 3,575 |
| U.S. Government securities | $20,143,000 | 3,642 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $20,143,000 | 3,547 |
| Securities issued by states & political subdivisions | $8,229,000 | 2,339 |
| 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 | $12,003,000 | 3,093 |
| Mortgage-backed securities | $16,215,000 | 2,009 |
| Certificates of participation in pools of residential mortgages | $16,215,000 | 1,501 |
| Issued or guaranteed by U.S. | $16,215,000 | 1,495 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $28,372,000 | 3,125 |
| Total debt securities | $28,372,000 | 3,537 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $28,161,000 | 3,622 |
| U.S. Government securities | $20,281,000 | 3,683 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $20,281,000 | 3,581 |
| Securities issued by states & political subdivisions | $7,880,000 | 2,405 |
| 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 | $12,433,000 | 3,031 |
| Mortgage-backed securities | $16,371,000 | 1,996 |
| Certificates of participation in pools of residential mortgages | $16,371,000 | 1,514 |
| Issued or guaranteed by U.S. | $16,371,000 | 1,508 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $28,161,000 | 3,171 |
| Total debt securities | $28,161,000 | 3,574 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $26,700,000 | 3,797 |
| U.S. Government securities | $18,853,000 | 3,923 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $18,853,000 | 3,815 |
| Securities issued by states & political subdivisions | $7,847,000 | 2,410 |
| 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 | $12,579,000 | 3,002 |
| Mortgage-backed securities | $14,958,000 | 2,112 |
| Certificates of participation in pools of residential mortgages | $14,958,000 | 1,626 |
| Issued or guaranteed by U.S. | $14,958,000 | 1,616 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $26,700,000 | 3,312 |
| Total debt securities | $26,700,000 | 3,737 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $25,590,000 | 3,895 |
| U.S. Government securities | $17,802,000 | 4,081 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $17,802,000 | 3,954 |
| Securities issued by states & political subdivisions | $7,788,000 | 2,385 |
| 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 | $12,785,000 | 2,966 |
| Mortgage-backed securities | $13,963,000 | 2,206 |
| Certificates of participation in pools of residential mortgages | $13,963,000 | 1,707 |
| Issued or guaranteed by U.S. | $13,963,000 | 1,697 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $25,590,000 | 3,399 |
| Total debt securities | $25,590,000 | 3,834 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $25,152,000 | 4,014 |
| U.S. Government securities | $17,575,000 | 4,157 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $17,575,000 | 4,027 |
| Securities issued by states & political subdivisions | $7,577,000 | 2,426 |
| 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 | $12,605,000 | 2,989 |
| Mortgage-backed securities | $13,721,000 | 2,247 |
| Certificates of participation in pools of residential mortgages | $13,721,000 | 1,752 |
| Issued or guaranteed by U.S. | $13,721,000 | 1,741 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $25,152,000 | 3,491 |
| Total debt securities | $25,152,000 | 3,949 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $23,956,000 | 4,150 |
| U.S. Government securities | $16,992,000 | 4,227 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $16,992,000 | 4,091 |
| Securities issued by states & political subdivisions | $6,964,000 | 2,540 |
| 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 | $14,157,000 | 2,731 |
| Mortgage-backed securities | $12,145,000 | 2,448 |
| Certificates of participation in pools of residential mortgages | $12,145,000 | 1,918 |
| Issued or guaranteed by U.S. | $12,145,000 | 1,906 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $23,956,000 | 3,581 |
| Total debt securities | $23,956,000 | 4,091 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $22,711,000 | 4,251 |
| U.S. Government securities | $16,110,000 | 4,312 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $16,110,000 | 4,187 |
| Securities issued by states & political subdivisions | $6,601,000 | 2,614 |
| 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 | $14,515,000 | 2,667 |
| Mortgage-backed securities | $11,244,000 | 2,563 |
| Certificates of participation in pools of residential mortgages | $11,244,000 | 2,045 |
| Issued or guaranteed by U.S. | $11,244,000 | 2,033 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $22,711,000 | 3,676 |
| Total debt securities | $22,711,000 | 4,201 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $23,756,000 | 4,169 |
| U.S. Government securities | $16,739,000 | 4,284 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $16,739,000 | 4,152 |
| Securities issued by states & political subdivisions | $7,017,000 | 2,490 |
| 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 | $15,375,000 | 2,560 |
| Mortgage-backed securities | $11,831,000 | 2,567 |
| Certificates of participation in pools of residential mortgages | $11,831,000 | 2,051 |
| Issued or guaranteed by U.S. | $11,831,000 | 2,039 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $23,756,000 | 3,607 |
| Total debt securities | $23,756,000 | 4,115 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $24,254,000 | 4,192 |
| U.S. Government securities | $17,400,000 | 4,238 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $17,400,000 | 4,098 |
| Securities issued by states & political subdivisions | $6,854,000 | 2,526 |
| 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 | $15,920,000 | 2,496 |
| Mortgage-backed securities | $12,546,000 | 2,550 |
| Certificates of participation in pools of residential mortgages | $12,546,000 | 2,023 |
| Issued or guaranteed by U.S. | $12,546,000 | 2,013 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $24,254,000 | 3,636 |
| Total debt securities | $24,254,000 | 4,138 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $24,776,000 | 4,156 |
| U.S. Government securities | $17,895,000 | 4,168 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $17,895,000 | 4,029 |
| Securities issued by states & political subdivisions | $6,881,000 | 2,533 |
| 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 | $16,652,000 | 2,388 |
| Mortgage-backed securities | $12,957,000 | 2,548 |
| Certificates of participation in pools of residential mortgages | $12,957,000 | 2,017 |
| Issued or guaranteed by U.S. | $12,957,000 | 2,008 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $24,776,000 | 3,604 |
| Total debt securities | $24,776,000 | 4,091 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $24,668,000 | 4,145 |
| U.S. Government securities | $18,905,000 | 3,980 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $18,905,000 | 3,845 |
| Securities issued by states & political subdivisions | $5,763,000 | 2,837 |
| 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 | $9,910,000 | 3,329 |
| Mortgage-backed securities | $13,941,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $13,941,000 | 1,922 |
| Issued or guaranteed by U.S. | $13,941,000 | 1,915 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $24,668,000 | 3,584 |
| Total debt securities | $24,668,000 | 4,072 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $21,120,000 | 4,638 |
| U.S. Government securities | $15,625,000 | 4,576 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,625,000 | 4,414 |
| Securities issued by states & political subdivisions | $5,495,000 | 2,910 |
| 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 | $9,891,000 | 3,311 |
| Mortgage-backed securities | $14,642,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $14,642,000 | 1,878 |
| Issued or guaranteed by U.S. | $14,642,000 | 1,869 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $21,120,000 | 4,033 |
| Total debt securities | $21,120,000 | 4,576 |
| 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 | $21,595,000 | 4,555 |
| U.S. Government securities | $16,395,000 | 4,398 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $16,395,000 | 4,250 |
| Securities issued by states & political subdivisions | $5,200,000 | 3,018 |
| 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 | $10,913,000 | 3,090 |
| Mortgage-backed securities | $15,392,000 | 2,379 |
| Certificates of participation in pools of residential mortgages | $15,392,000 | 1,847 |
| Issued or guaranteed by U.S. | $15,392,000 | 1,838 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $21,595,000 | 3,976 |
| Total debt securities | $21,595,000 | 4,480 |
| 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 | $20,499,000 | 4,744 |
| U.S. Government securities | $15,138,000 | 4,659 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $15,138,000 | 4,517 |
| Securities issued by states & political subdivisions | $5,361,000 | 2,986 |
| 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 | $10,898,000 | 3,016 |
| Mortgage-backed securities | $14,988,000 | 2,414 |
| Certificates of participation in pools of residential mortgages | $14,988,000 | 1,902 |
| Issued or guaranteed by U.S. | $14,988,000 | 1,889 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $20,499,000 | 4,132 |
| Total debt securities | $20,499,000 | 4,667 |
| 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 | $16,355,000 | 5,298 |
| U.S. Government securities | $10,876,000 | 5,417 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,876,000 | 5,247 |
| Securities issued by states & political subdivisions | $5,479,000 | 2,941 |
| 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 | $3,439,000 | 5,081 |
| Mortgage-backed securities | $10,725,000 | 2,875 |
| Certificates of participation in pools of residential mortgages | $10,725,000 | 2,303 |
| Issued or guaranteed by U.S. | $10,725,000 | 2,291 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $16,355,000 | 4,644 |
| Total debt securities | $16,355,000 | 5,210 |
| 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 | $16,465,000 | 5,231 |
| U.S. Government securities | $10,704,000 | 5,386 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,704,000 | 5,220 |
| Securities issued by states & political subdivisions | $5,761,000 | 2,820 |
| 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 | $4,014,000 | 4,796 |
| Mortgage-backed securities | $10,451,000 | 2,989 |
| Certificates of participation in pools of residential mortgages | $10,366,000 | 2,354 |
| Issued or guaranteed by U.S. | $10,366,000 | 2,343 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $85,000 | 4,002 |
| CMOs issued by government agencies or sponsored agencies | $85,000 | 3,810 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $16,465,000 | 4,558 |
| Total debt securities | $16,465,000 | 5,136 |
| 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 | $15,402,000 | 5,420 |
| U.S. Government securities | $9,787,000 | 5,627 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,787,000 | 5,444 |
| Securities issued by states & political subdivisions | $5,615,000 | 2,762 |
| 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 | $3,437,000 | 5,075 |
| Mortgage-backed securities | $9,531,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $9,409,000 | 2,457 |
| Issued or guaranteed by U.S. | $9,409,000 | 2,444 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $122,000 | 4,020 |
| CMOs issued by government agencies or sponsored agencies | $122,000 | 3,837 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $15,402,000 | 4,707 |
| Total debt securities | $15,402,000 | 5,319 |
| 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 | $13,290,000 | 5,788 |
| U.S. Government securities | $8,043,000 | 6,148 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,043,000 | 5,954 |
| Securities issued by states & political subdivisions | $5,247,000 | 2,844 |
| 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 | $3,642,000 | 4,988 |
| Mortgage-backed securities | $6,757,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $6,617,000 | 2,941 |
| Issued or guaranteed by U.S. | $6,617,000 | 2,931 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $140,000 | 4,049 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 3,872 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $13,290,000 | 5,019 |
| Total debt securities | $13,290,000 | 5,697 |
| 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 | $10,912,000 | 6,293 |
| U.S. Government securities | $3,382,000 | 7,905 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,382,000 | 7,663 |
| Securities issued by states & political subdivisions | $6,822,000 | 2,339 |
| Other domestic debt securities | $708,000 | 3,166 |
| Privately issued residential mortgage-backed securities | $121,000 | 1,222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $587,000 | 2,801 |
| 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 | $4,279,000 | 4,694 |
| Mortgage-backed securities | $3,193,000 | 4,624 |
| Certificates of participation in pools of residential mortgages | $3,072,000 | 3,851 |
| Issued or guaranteed by U.S. | $3,072,000 | 3,834 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $121,000 | 4,231 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $121,000 | 1,096 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,115,000 | 2,468 |
| Available-for-sale securities (fair market value) | $6,797,000 | 6,460 |
| Total debt securities | $10,912,000 | 6,197 |
| 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 | $10,659,000 | 6,603 |
| U.S. Government securities | $4,529,000 | 7,955 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,529,000 | 7,624 |
| Securities issued by states & political subdivisions | $5,225,000 | 2,728 |
| Other domestic debt securities | $623,000 | 2,788 |
| Privately issued residential mortgage-backed securities | $195,000 | 1,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $428,000 | 2,712 |
| Foreign debt securities | NA | NA |
| Equity securities | $282,000 | 5,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,324,000 | 4,132 |
| Mortgage-backed securities | $465,000 | 6,173 |
| Certificates of participation in pools of residential mortgages | $270,000 | 5,892 |
| Issued or guaranteed by U.S. | $270,000 | 5,871 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $195,000 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $195,000 | 956 |
| 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) | $7,719,000 | 2,194 |
| Available-for-sale securities (fair market value) | $2,940,000 | 7,885 |
| Total debt securities | $10,377,000 | 6,553 |
| 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 | $10,446,000 | 6,935 |
| U.S. Government securities | $4,704,000 | 8,182 |
| U.S. Treasury securities | $600,000 | 4,221 |
| U.S. Government agency obligations | $4,104,000 | 7,937 |
| Securities issued by states & political subdivisions | $5,373,000 | 2,792 |
| Other domestic debt securities | $195,000 | 3,371 |
| Privately issued residential mortgage-backed securities | $195,000 | 1,127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $174,000 | 5,953 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,456,000 | 4,102 |
| Mortgage-backed securities | $284,000 | 6,793 |
| Certificates of participation in pools of residential mortgages | $89,000 | 6,784 |
| Issued or guaranteed by U.S. | $89,000 | 6,766 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $195,000 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $195,000 | 988 |
| 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) | $8,178,000 | 2,376 |
| Available-for-sale securities (fair market value) | $2,268,000 | 8,325 |
| Total debt securities | $10,272,000 | 6,871 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $9,978,000 | 7,112 |
| U.S. Government securities | $4,700,000 | 8,188 |
| U.S. Treasury securities | $2,134,000 | 3,707 |
| U.S. Government agency obligations | $2,566,000 | 8,443 |
| Securities issued by states & political subdivisions | $4,935,000 | 2,990 |
| Other domestic debt securities | $193,000 | 3,262 |
| Privately issued residential mortgage-backed securities | $193,000 | 1,108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $2,802,000 | 5,538 |
| Mortgage-backed securities | $341,000 | 6,942 |
| Certificates of participation in pools of residential mortgages | $148,000 | 6,804 |
| Issued or guaranteed by U.S. | $148,000 | 6,784 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $193,000 | 4,293 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $193,000 | 947 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,999,000 | 2,872 |
| Available-for-sale securities (fair market value) | $2,979,000 | 8,108 |
| Total debt securities | $9,828,000 | 7,014 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $9,554,000 | 7,546 |
| U.S. Government securities | $4,704,000 | 8,740 |
| U.S. Treasury securities | $2,627,000 | 4,550 |
| U.S. Government agency obligations | $2,077,000 | 8,971 |
| Securities issued by states & political subdivisions | $4,429,000 | 3,006 |
| Other domestic debt securities | $297,000 | 2,698 |
| Privately issued residential mortgage-backed securities | $197,000 | 1,055 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,574 |
| Foreign debt securities | NA | NA |
| Equity securities | $124,000 | 6,136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,033,000 | 4,490 |
| Mortgage-backed securities | $471,000 | 7,037 |
| Certificates of participation in pools of residential mortgages | $274,000 | 6,701 |
| Issued or guaranteed by U.S. | $274,000 | 6,680 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $197,000 | 4,547 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $197,000 | 854 |
| 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) | $7,302,000 | 3,414 |
| Available-for-sale securities (fair market value) | $2,252,000 | 8,618 |
| Total debt securities | $9,430,000 | 7,462 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |