Home > Two Rivers Bank & Trust > Securities
Two Rivers Bank & Trust, Securities
| 2023-12-31 | Rank | |
| Total securities | $186,471,000 | 1,034 |
| U.S. Government securities | $126,587,000 | 944 |
| U.S. Treasury securities | $32,655,000 | 649 |
| U.S. Government agency obligations | $93,932,000 | 1,021 |
| Securities issued by states & political subdivisions | $59,693,000 | 762 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $85,167,000 | 884 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $77,618,000 | 608 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,834,000 | 1,350 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,715,000 | 1,054 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $16,354,000 | 850 |
| Available-for-sale securities (fair market value) | $169,926,000 | 964 |
| Total debt securities | $186,280,000 | 1,022 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $184,012,000 | 1,033 |
| U.S. Government securities | $128,562,000 | 934 |
| U.S. Treasury securities | $36,707,000 | 628 |
| U.S. Government agency obligations | $91,855,000 | 1,029 |
| Securities issued by states & political subdivisions | $55,296,000 | 785 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $83,248,000 | 879 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $75,747,000 | 611 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,766,000 | 1,337 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,735,000 | 1,020 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $16,366,000 | 865 |
| Available-for-sale securities (fair market value) | $167,492,000 | 962 |
| Total debt securities | $183,858,000 | 1,020 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $195,480,000 | 1,007 |
| U.S. Government securities | $137,274,000 | 912 |
| U.S. Treasury securities | $39,027,000 | 606 |
| U.S. Government agency obligations | $98,247,000 | 1,017 |
| Securities issued by states & political subdivisions | $58,062,000 | 795 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $89,537,000 | 859 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $81,677,000 | 591 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,115,000 | 1,321 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,745,000 | 1,019 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $16,379,000 | 862 |
| Available-for-sale securities (fair market value) | $178,957,000 | 937 |
| Total debt securities | $195,336,000 | 993 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $204,662,000 | 1,024 |
| U.S. Government securities | $144,494,000 | 914 |
| U.S. Treasury securities | $42,643,000 | 595 |
| U.S. Government agency obligations | $101,851,000 | 991 |
| Securities issued by states & political subdivisions | $60,035,000 | 804 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,545,000 | 2,234 |
| Mortgage-backed securities | $93,058,000 | 871 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $84,914,000 | 600 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,380,000 | 1,335 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,764,000 | 1,044 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $16,392,000 | 899 |
| Available-for-sale securities (fair market value) | $188,137,000 | 939 |
| Total debt securities | $204,529,000 | 1,010 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $209,665,000 | 1,015 |
| U.S. Government securities | $150,131,000 | 888 |
| U.S. Treasury securities | $46,266,000 | 596 |
| U.S. Government agency obligations | $103,865,000 | 972 |
| Securities issued by states & political subdivisions | $59,421,000 | 840 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,780,000 | 1,720 |
| Mortgage-backed securities | $95,041,000 | 864 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $86,750,000 | 604 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,526,000 | 1,334 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,765,000 | 1,035 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $16,404,000 | 905 |
| Available-for-sale securities (fair market value) | $193,148,000 | 927 |
| Total debt securities | $209,552,000 | 1,001 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $206,166,000 | 1,025 |
| U.S. Government securities | $149,072,000 | 906 |
| U.S. Treasury securities | $46,012,000 | 604 |
| U.S. Government agency obligations | $103,060,000 | 992 |
| Securities issued by states & political subdivisions | $56,995,000 | 872 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,061,000 | 1,676 |
| Mortgage-backed securities | $94,263,000 | 878 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $85,728,000 | 615 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,769,000 | 1,323 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,766,000 | 1,061 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $16,417,000 | 894 |
| Available-for-sale securities (fair market value) | $189,650,000 | 954 |
| Total debt securities | $206,067,000 | 1,015 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $199,379,000 | 1,073 |
| U.S. Government securities | $140,901,000 | 967 |
| U.S. Treasury securities | $44,833,000 | 600 |
| U.S. Government agency obligations | $96,068,000 | 1,073 |
| Securities issued by states & political subdivisions | $58,380,000 | 892 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,109,000 | 1,561 |
| Mortgage-backed securities | $94,083,000 | 898 |
| Certificates of participation in pools of residential mortgages | $84,855,000 | 648 |
| Issued or guaranteed by U.S. | $84,855,000 | 639 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $7,405,000 | 1,363 |
| CMOs issued by government agencies or sponsored agencies | $7,405,000 | 1,293 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,823,000 | 1,550 |
| Commercial mortgage pass-through securities | $1,823,000 | 1,044 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $14,683,000 | 858 |
| Available-for-sale securities (fair market value) | $184,598,000 | 1,036 |
| Total debt securities | $199,281,000 | 1,062 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $185,515,000 | 1,149 |
| U.S. Government securities | $122,844,000 | 1,086 |
| U.S. Treasury securities | $27,564,000 | 778 |
| U.S. Government agency obligations | $95,280,000 | 1,081 |
| Securities issued by states & political subdivisions | $62,562,000 | 851 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,057,000 | 1,447 |
| Mortgage-backed securities | $95,280,000 | 905 |
| Certificates of participation in pools of residential mortgages | $89,016,000 | 637 |
| Issued or guaranteed by U.S. | $89,016,000 | 630 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $6,264,000 | 1,475 |
| CMOs issued by government agencies or sponsored agencies | $6,264,000 | 1,406 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $11,456,000 | 838 |
| Available-for-sale securities (fair market value) | $173,950,000 | 1,088 |
| Total debt securities | $185,406,000 | 1,138 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $173,503,000 | 1,167 |
| U.S. Government securities | $108,742,000 | 1,102 |
| U.S. Treasury securities | $8,097,000 | 1,133 |
| U.S. Government agency obligations | $100,645,000 | 1,027 |
| Securities issued by states & political subdivisions | $64,637,000 | 857 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,704,000 | 1,408 |
| Mortgage-backed securities | $100,645,000 | 860 |
| Certificates of participation in pools of residential mortgages | $96,578,000 | 596 |
| Issued or guaranteed by U.S. | $96,578,000 | 586 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,067,000 | 1,695 |
| CMOs issued by government agencies or sponsored agencies | $4,067,000 | 1,639 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $7,165,000 | 864 |
| Available-for-sale securities (fair market value) | $166,214,000 | 1,112 |
| Total debt securities | $173,379,000 | 1,154 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $177,570,000 | 1,100 |
| U.S. Government securities | $115,667,000 | 989 |
| U.S. Treasury securities | $10,214,000 | 838 |
| U.S. Government agency obligations | $105,453,000 | 957 |
| Securities issued by states & political subdivisions | $61,795,000 | 865 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,904,000 | 1,505 |
| Mortgage-backed securities | $105,453,000 | 805 |
| Certificates of participation in pools of residential mortgages | $100,748,000 | 550 |
| Issued or guaranteed by U.S. | $100,748,000 | 543 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,705,000 | 1,614 |
| CMOs issued by government agencies or sponsored agencies | $4,705,000 | 1,570 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $3,691,000 | 1,019 |
| Available-for-sale securities (fair market value) | $173,771,000 | 1,025 |
| Total debt securities | $177,462,000 | 1,087 |
| 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 | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $176,548,000 | 1,048 |
| U.S. Government securities | $119,168,000 | 913 |
| U.S. Treasury securities | $12,260,000 | 670 |
| U.S. Government agency obligations | $106,908,000 | 915 |
| Securities issued by states & political subdivisions | $57,281,000 | 902 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,433,000 | 1,355 |
| Mortgage-backed securities | $104,550,000 | 783 |
| Certificates of participation in pools of residential mortgages | $104,550,000 | 513 |
| Issued or guaranteed by U.S. | $104,550,000 | 504 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $176,449,000 | 964 |
| Total debt securities | $176,449,000 | 1,037 |
| 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 | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $137,640,000 | 1,201 |
| U.S. Government securities | $77,660,000 | 1,167 |
| U.S. Treasury securities | $4,051,000 | 898 |
| U.S. Government agency obligations | $73,609,000 | 1,152 |
| Securities issued by states & political subdivisions | $59,879,000 | 834 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,679,000 | 1,240 |
| Mortgage-backed securities | $66,509,000 | 1,044 |
| Certificates of participation in pools of residential mortgages | $66,509,000 | 686 |
| Issued or guaranteed by U.S. | $66,509,000 | 669 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $137,539,000 | 1,116 |
| Total debt securities | $137,539,000 | 1,187 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $108,526,000 | 1,337 |
| U.S. Government securities | $51,501,000 | 1,474 |
| U.S. Treasury securities | $4,068,000 | 639 |
| U.S. Government agency obligations | $47,433,000 | 1,482 |
| Securities issued by states & political subdivisions | $56,951,000 | 834 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,383,000 | 1,121 |
| Mortgage-backed securities | $42,025,000 | 1,339 |
| Certificates of participation in pools of residential mortgages | $42,025,000 | 882 |
| Issued or guaranteed by U.S. | $42,025,000 | 864 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $108,452,000 | 1,245 |
| Total debt securities | $108,452,000 | 1,320 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $102,598,000 | 1,329 |
| U.S. Government securities | $53,757,000 | 1,371 |
| U.S. Treasury securities | $6,096,000 | 512 |
| U.S. Government agency obligations | $47,661,000 | 1,429 |
| Securities issued by states & political subdivisions | $48,777,000 | 870 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,890,000 | 1,505 |
| Mortgage-backed securities | $36,656,000 | 1,440 |
| Certificates of participation in pools of residential mortgages | $36,656,000 | 920 |
| Issued or guaranteed by U.S. | $36,656,000 | 898 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $102,534,000 | 1,244 |
| Total debt securities | $102,534,000 | 1,319 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $84,246,000 | 1,488 |
| U.S. Government securities | $45,884,000 | 1,529 |
| U.S. Treasury securities | $6,120,000 | 537 |
| U.S. Government agency obligations | $39,764,000 | 1,593 |
| Securities issued by states & political subdivisions | $38,298,000 | 1,003 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,430,000 | 1,423 |
| Mortgage-backed securities | $39,690,000 | 1,356 |
| Certificates of participation in pools of residential mortgages | $39,690,000 | 848 |
| Issued or guaranteed by U.S. | $39,690,000 | 831 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $84,182,000 | 1,385 |
| Total debt securities | $84,182,000 | 1,474 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $86,178,000 | 1,411 |
| U.S. Government securities | $52,425,000 | 1,374 |
| U.S. Treasury securities | $9,146,000 | 456 |
| U.S. Government agency obligations | $43,279,000 | 1,522 |
| Securities issued by states & political subdivisions | $33,697,000 | 1,035 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,381,000 | 1,217 |
| Mortgage-backed securities | $43,205,000 | 1,258 |
| Certificates of participation in pools of residential mortgages | $43,205,000 | 779 |
| Issued or guaranteed by U.S. | $43,205,000 | 760 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $86,122,000 | 1,316 |
| Total debt securities | $86,122,000 | 1,397 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $85,290,000 | 1,421 |
| U.S. Government securities | $50,967,000 | 1,436 |
| U.S. Treasury securities | $9,028,000 | 492 |
| U.S. Government agency obligations | $41,939,000 | 1,564 |
| Securities issued by states & political subdivisions | $34,240,000 | 976 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,454,000 | 1,516 |
| Mortgage-backed securities | $41,816,000 | 1,265 |
| Certificates of participation in pools of residential mortgages | $41,816,000 | 782 |
| Issued or guaranteed by U.S. | $41,816,000 | 767 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $85,207,000 | 1,317 |
| Total debt securities | $85,207,000 | 1,410 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $97,668,000 | 1,288 |
| U.S. Government securities | $63,889,000 | 1,199 |
| U.S. Treasury securities | $18,082,000 | 303 |
| U.S. Government agency obligations | $45,807,000 | 1,463 |
| Securities issued by states & political subdivisions | $33,697,000 | 960 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,467,000 | 1,596 |
| Mortgage-backed securities | $45,684,000 | 1,171 |
| Certificates of participation in pools of residential mortgages | $45,684,000 | 713 |
| Issued or guaranteed by U.S. | $45,684,000 | 692 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $97,586,000 | 1,174 |
| Total debt securities | $97,586,000 | 1,271 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $109,370,000 | 1,178 |
| U.S. Government securities | $74,363,000 | 1,093 |
| U.S. Treasury securities | $20,031,000 | 283 |
| U.S. Government agency obligations | $54,332,000 | 1,298 |
| Securities issued by states & political subdivisions | $34,934,000 | 950 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,012,000 | 1,260 |
| Mortgage-backed securities | $54,192,000 | 1,019 |
| Certificates of participation in pools of residential mortgages | $54,192,000 | 631 |
| Issued or guaranteed by U.S. | $54,192,000 | 626 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $109,297,000 | 1,064 |
| Total debt securities | $109,296,000 | 1,158 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $112,375,000 | 1,156 |
| U.S. Government securities | $75,788,000 | 1,079 |
| U.S. Treasury securities | $19,815,000 | 291 |
| U.S. Government agency obligations | $55,973,000 | 1,275 |
| Securities issued by states & political subdivisions | $36,515,000 | 943 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,219,000 | 769 |
| Mortgage-backed securities | $55,833,000 | 984 |
| Certificates of participation in pools of residential mortgages | $55,833,000 | 622 |
| Issued or guaranteed by U.S. | $55,833,000 | 619 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $112,303,000 | 1,037 |
| Total debt securities | $112,303,000 | 1,138 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $112,464,000 | 1,167 |
| U.S. Government securities | $76,228,000 | 1,082 |
| U.S. Treasury securities | $19,633,000 | 291 |
| U.S. Government agency obligations | $56,595,000 | 1,280 |
| Securities issued by states & political subdivisions | $36,115,000 | 973 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,686,000 | 769 |
| Mortgage-backed securities | $56,421,000 | 971 |
| Certificates of participation in pools of residential mortgages | $56,421,000 | 620 |
| Issued or guaranteed by U.S. | $56,421,000 | 617 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $112,343,000 | 1,050 |
| Total debt securities | $112,343,000 | 1,152 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $113,519,000 | 1,149 |
| U.S. Government securities | $77,399,000 | 1,071 |
| U.S. Treasury securities | $19,426,000 | 284 |
| U.S. Government agency obligations | $57,973,000 | 1,256 |
| Securities issued by states & political subdivisions | $35,971,000 | 984 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,590,000 | 757 |
| Mortgage-backed securities | $57,800,000 | 944 |
| Certificates of participation in pools of residential mortgages | $57,800,000 | 602 |
| Issued or guaranteed by U.S. | $57,800,000 | 601 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $113,370,000 | 1,036 |
| Total debt securities | $113,370,000 | 1,130 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $117,396,000 | 1,141 |
| U.S. Government securities | $80,466,000 | 1,046 |
| U.S. Treasury securities | $19,516,000 | 280 |
| U.S. Government agency obligations | $60,950,000 | 1,204 |
| Securities issued by states & political subdivisions | $36,751,000 | 1,011 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $179,000 | 433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,256,000 | 747 |
| Mortgage-backed securities | $60,656,000 | 921 |
| Certificates of participation in pools of residential mortgages | $60,656,000 | 600 |
| Issued or guaranteed by U.S. | $60,656,000 | 593 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $117,396,000 | 1,028 |
| Total debt securities | $117,217,000 | 1,124 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $103,402,000 | 1,285 |
| U.S. Government securities | $63,400,000 | 1,267 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $63,400,000 | 1,207 |
| Securities issued by states & political subdivisions | $39,828,000 | 953 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $174,000 | 465 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,669,000 | 809 |
| Mortgage-backed securities | $63,105,000 | 893 |
| Certificates of participation in pools of residential mortgages | $63,098,000 | 593 |
| Issued or guaranteed by U.S. | $63,098,000 | 593 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,000 | 2,995 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,913 |
| 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) | $103,402,000 | 1,156 |
| Total debt securities | $103,228,000 | 1,267 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $107,707,000 | 1,247 |
| U.S. Government securities | $67,179,000 | 1,217 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $67,179,000 | 1,160 |
| Securities issued by states & political subdivisions | $40,372,000 | 989 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $156,000 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,601,000 | 852 |
| Mortgage-backed securities | $66,853,000 | 863 |
| Certificates of participation in pools of residential mortgages | $66,815,000 | 572 |
| Issued or guaranteed by U.S. | $66,815,000 | 572 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $38,000 | 2,943 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 2,865 |
| 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) | $107,707,000 | 1,122 |
| Total debt securities | $107,551,000 | 1,232 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $103,401,000 | 1,308 |
| U.S. Government securities | $63,106,000 | 1,299 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $63,106,000 | 1,240 |
| Securities issued by states & political subdivisions | $40,150,000 | 1,009 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $145,000 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,584,000 | 829 |
| Mortgage-backed securities | $62,777,000 | 921 |
| Certificates of participation in pools of residential mortgages | $62,664,000 | 616 |
| Issued or guaranteed by U.S. | $62,664,000 | 616 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $113,000 | 2,896 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 2,827 |
| 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) | $103,401,000 | 1,163 |
| Total debt securities | $103,256,000 | 1,288 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $130,234,000 | 1,082 |
| U.S. Government securities | $91,829,000 | 971 |
| U.S. Treasury securities | $2,002,000 | 851 |
| U.S. Government agency obligations | $89,827,000 | 950 |
| Securities issued by states & political subdivisions | $38,276,000 | 1,062 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $129,000 | 768 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,039,000 | 841 |
| Mortgage-backed securities | $62,596,000 | 937 |
| Certificates of participation in pools of residential mortgages | $62,378,000 | 634 |
| Issued or guaranteed by U.S. | $62,378,000 | 634 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $218,000 | 2,852 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 2,772 |
| 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) | $130,234,000 | 948 |
| Total debt securities | $130,105,000 | 1,072 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $121,044,000 | 1,152 |
| U.S. Government securities | $85,697,000 | 1,044 |
| U.S. Treasury securities | $2,005,000 | 873 |
| U.S. Government agency obligations | $83,692,000 | 1,014 |
| Securities issued by states & political subdivisions | $35,347,000 | 1,132 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,054,000 | 740 |
| Mortgage-backed securities | $56,414,000 | 1,044 |
| Certificates of participation in pools of residential mortgages | $56,097,000 | 712 |
| Issued or guaranteed by U.S. | $56,097,000 | 712 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $317,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $317,000 | 2,741 |
| 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) | $121,044,000 | 1,013 |
| Total debt securities | $121,044,000 | 1,134 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $111,875,000 | 1,232 |
| U.S. Government securities | $78,397,000 | 1,108 |
| U.S. Treasury securities | $2,004,000 | 858 |
| U.S. Government agency obligations | $76,393,000 | 1,082 |
| Securities issued by states & political subdivisions | $33,478,000 | 1,200 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,376,000 | 711 |
| Mortgage-backed securities | $48,104,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $47,669,000 | 813 |
| Issued or guaranteed by U.S. | $47,669,000 | 812 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $435,000 | 2,760 |
| CMOs issued by government agencies or sponsored agencies | $435,000 | 2,669 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $111,875,000 | 1,089 |
| Total debt securities | $111,875,000 | 1,210 |
| 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 | $107,090,000 | 1,263 |
| U.S. Government securities | $74,030,000 | 1,154 |
| U.S. Treasury securities | $2,025,000 | 747 |
| U.S. Government agency obligations | $72,005,000 | 1,132 |
| Securities issued by states & political subdivisions | $33,060,000 | 1,216 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,210,000 | 681 |
| Mortgage-backed securities | $43,388,000 | 1,234 |
| Certificates of participation in pools of residential mortgages | $42,795,000 | 880 |
| Issued or guaranteed by U.S. | $42,795,000 | 880 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $593,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $593,000 | 2,628 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $107,090,000 | 1,116 |
| Total debt securities | $107,090,000 | 1,244 |
| 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 | $101,115,000 | 1,364 |
| U.S. Government securities | $69,892,000 | 1,239 |
| U.S. Treasury securities | $2,033,000 | 773 |
| U.S. Government agency obligations | $67,859,000 | 1,214 |
| Securities issued by states & political subdivisions | $31,223,000 | 1,294 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,592,000 | 708 |
| Mortgage-backed securities | $39,113,000 | 1,329 |
| Certificates of participation in pools of residential mortgages | $38,348,000 | 976 |
| Issued or guaranteed by U.S. | $38,348,000 | 972 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $765,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $765,000 | 2,567 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $101,115,000 | 1,209 |
| Total debt securities | $101,115,000 | 1,347 |
| 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 | $98,374,000 | 1,421 |
| U.S. Government securities | $67,124,000 | 1,313 |
| U.S. Treasury securities | $2,020,000 | 788 |
| U.S. Government agency obligations | $65,104,000 | 1,281 |
| Securities issued by states & political subdivisions | $31,250,000 | 1,272 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,697,000 | 732 |
| Mortgage-backed securities | $36,509,000 | 1,405 |
| Certificates of participation in pools of residential mortgages | $35,586,000 | 1,026 |
| Issued or guaranteed by U.S. | $35,586,000 | 1,025 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $923,000 | 2,596 |
| CMOs issued by government agencies or sponsored agencies | $923,000 | 2,524 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $98,374,000 | 1,261 |
| Total debt securities | $98,374,000 | 1,399 |
| 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 | $93,787,000 | 1,497 |
| U.S. Government securities | $63,576,000 | 1,388 |
| U.S. Treasury securities | $2,001,000 | 843 |
| U.S. Government agency obligations | $61,575,000 | 1,364 |
| Securities issued by states & political subdivisions | $30,211,000 | 1,315 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,269,000 | 735 |
| Mortgage-backed securities | $33,810,000 | 1,495 |
| Certificates of participation in pools of residential mortgages | $32,738,000 | 1,102 |
| Issued or guaranteed by U.S. | $32,738,000 | 1,100 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,072,000 | 2,561 |
| CMOs issued by government agencies or sponsored agencies | $1,072,000 | 2,489 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $93,787,000 | 1,323 |
| Total debt securities | $93,787,000 | 1,475 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $95,945,000 | 1,466 |
| U.S. Government securities | $65,042,000 | 1,364 |
| U.S. Treasury securities | $2,019,000 | 793 |
| U.S. Government agency obligations | $63,023,000 | 1,341 |
| Securities issued by states & political subdivisions | $30,903,000 | 1,277 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,852,000 | 718 |
| Mortgage-backed securities | $34,473,000 | 1,484 |
| Certificates of participation in pools of residential mortgages | $33,225,000 | 1,076 |
| Issued or guaranteed by U.S. | $33,225,000 | 1,075 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,248,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $1,248,000 | 2,444 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $95,945,000 | 1,298 |
| Total debt securities | $95,945,000 | 1,447 |
| 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 | $89,220,000 | 1,589 |
| U.S. Government securities | $58,646,000 | 1,536 |
| U.S. Treasury securities | $2,007,000 | 818 |
| U.S. Government agency obligations | $56,639,000 | 1,506 |
| Securities issued by states & political subdivisions | $30,574,000 | 1,272 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,936,000 | 773 |
| Mortgage-backed securities | $34,474,000 | 1,534 |
| Certificates of participation in pools of residential mortgages | $32,992,000 | 1,124 |
| Issued or guaranteed by U.S. | $32,992,000 | 1,123 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,482,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $1,482,000 | 2,434 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $89,220,000 | 1,416 |
| Total debt securities | $89,221,000 | 1,573 |
| 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 | $88,821,000 | 1,602 |
| U.S. Government securities | $59,169,000 | 1,549 |
| U.S. Treasury securities | $2,014,000 | 798 |
| U.S. Government agency obligations | $57,155,000 | 1,530 |
| Securities issued by states & political subdivisions | $29,652,000 | 1,299 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,470,000 | 796 |
| Mortgage-backed securities | $37,416,000 | 1,468 |
| Certificates of participation in pools of residential mortgages | $35,687,000 | 1,060 |
| Issued or guaranteed by U.S. | $35,687,000 | 1,059 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,729,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $1,729,000 | 2,380 |
| 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) | $88,821,000 | 1,429 |
| Total debt securities | $88,821,000 | 1,583 |
| 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 | $89,646,000 | 1,597 |
| U.S. Government securities | $60,089,000 | 1,546 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $60,089,000 | 1,481 |
| Securities issued by states & political subdivisions | $29,557,000 | 1,309 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,601,000 | 763 |
| Mortgage-backed securities | $38,346,000 | 1,485 |
| Certificates of participation in pools of residential mortgages | $36,348,000 | 1,064 |
| Issued or guaranteed by U.S. | $36,348,000 | 1,062 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,998,000 | 2,411 |
| CMOs issued by government agencies or sponsored agencies | $1,998,000 | 2,333 |
| 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) | $89,646,000 | 1,414 |
| Total debt securities | $89,645,000 | 1,576 |
| 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 | $94,541,000 | 1,549 |
| U.S. Government securities | $64,446,000 | 1,494 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $64,446,000 | 1,428 |
| Securities issued by states & political subdivisions | $30,095,000 | 1,292 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,458,000 | 736 |
| Mortgage-backed securities | $40,615,000 | 1,458 |
| Certificates of participation in pools of residential mortgages | $38,371,000 | 1,046 |
| Issued or guaranteed by U.S. | $38,371,000 | 1,045 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,244,000 | 2,379 |
| CMOs issued by government agencies or sponsored agencies | $2,244,000 | 2,292 |
| 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) | $94,541,000 | 1,375 |
| Total debt securities | $94,543,000 | 1,533 |
| 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 | $99,668,000 | 1,489 |
| U.S. Government securities | $69,485,000 | 1,404 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $69,485,000 | 1,345 |
| Securities issued by states & political subdivisions | $30,183,000 | 1,290 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,561,000 | 697 |
| Mortgage-backed securities | $43,493,000 | 1,414 |
| Certificates of participation in pools of residential mortgages | $40,974,000 | 1,027 |
| Issued or guaranteed by U.S. | $40,974,000 | 1,026 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,519,000 | 2,341 |
| CMOs issued by government agencies or sponsored agencies | $2,519,000 | 2,259 |
| 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) | $99,668,000 | 1,316 |
| Total debt securities | $99,670,000 | 1,470 |
| 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 | $106,057,000 | 1,402 |
| U.S. Government securities | $75,281,000 | 1,318 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $75,281,000 | 1,271 |
| Securities issued by states & political subdivisions | $30,776,000 | 1,256 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,896,000 | 662 |
| Mortgage-backed securities | $45,619,000 | 1,354 |
| Certificates of participation in pools of residential mortgages | $42,883,000 | 989 |
| Issued or guaranteed by U.S. | $42,883,000 | 988 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,736,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $2,736,000 | 2,191 |
| 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) | $106,057,000 | 1,241 |
| Total debt securities | $106,056,000 | 1,381 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $111,248,000 | 1,336 |
| U.S. Government securities | $80,593,000 | 1,219 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $80,593,000 | 1,179 |
| Securities issued by states & political subdivisions | $30,655,000 | 1,259 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,202,000 | 650 |
| Mortgage-backed securities | $47,750,000 | 1,300 |
| Certificates of participation in pools of residential mortgages | $44,825,000 | 939 |
| Issued or guaranteed by U.S. | $44,825,000 | 937 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,925,000 | 2,210 |
| CMOs issued by government agencies or sponsored agencies | $2,925,000 | 2,128 |
| 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) | $111,248,000 | 1,171 |
| Total debt securities | $111,248,000 | 1,319 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $118,806,000 | 1,274 |
| U.S. Government securities | $87,815,000 | 1,140 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $87,815,000 | 1,097 |
| Securities issued by states & political subdivisions | $30,991,000 | 1,251 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,671,000 | 598 |
| Mortgage-backed securities | $50,847,000 | 1,245 |
| Certificates of participation in pools of residential mortgages | $47,655,000 | 900 |
| Issued or guaranteed by U.S. | $47,655,000 | 899 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,192,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $3,192,000 | 2,101 |
| 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) | $118,806,000 | 1,123 |
| Total debt securities | $118,806,000 | 1,256 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $128,503,000 | 1,186 |
| U.S. Government securities | $97,498,000 | 1,048 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $97,498,000 | 1,008 |
| Securities issued by states & political subdivisions | $31,005,000 | 1,227 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,461,000 | 554 |
| Mortgage-backed securities | $54,539,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $50,976,000 | 837 |
| Issued or guaranteed by U.S. | $50,976,000 | 837 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,563,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $3,563,000 | 2,068 |
| 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) | $128,503,000 | 1,064 |
| Total debt securities | $128,502,000 | 1,173 |
| Structured notes | ||
| Amortized cost | $1,004,000 | 1,545 |
| Fair value | $1,006,000 | 1,550 |
| 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 | $147,831,000 | 1,049 |
| U.S. Government securities | $109,472,000 | 953 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $109,472,000 | 920 |
| Securities issued by states & political subdivisions | $38,359,000 | 975 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,277,000 | 530 |
| Mortgage-backed securities | $63,679,000 | 1,058 |
| Certificates of participation in pools of residential mortgages | $59,697,000 | 749 |
| Issued or guaranteed by U.S. | $59,697,000 | 748 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,982,000 | 2,138 |
| CMOs issued by government agencies or sponsored agencies | $3,982,000 | 2,045 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $147,831,000 | 938 |
| Total debt securities | $147,830,000 | 1,041 |
| Structured notes | ||
| Amortized cost | $2,010,000 | 1,180 |
| Fair value | $2,015,000 | 1,185 |
| 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 | $156,191,000 | 979 |
| U.S. Government securities | $119,463,000 | 860 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $119,463,000 | 826 |
| Securities issued by states & political subdivisions | $36,728,000 | 991 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,494,000 | 499 |
| Mortgage-backed securities | $69,785,000 | 963 |
| Certificates of participation in pools of residential mortgages | $65,283,000 | 673 |
| Issued or guaranteed by U.S. | $65,283,000 | 670 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,502,000 | 2,114 |
| CMOs issued by government agencies or sponsored agencies | $4,502,000 | 2,022 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $156,191,000 | 873 |
| Total debt securities | $156,191,000 | 963 |
| Structured notes | ||
| Amortized cost | $3,021,000 | 1,015 |
| Fair value | $3,029,000 | 1,016 |
| 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 | $171,106,000 | 899 |
| U.S. Government securities | $139,214,000 | 758 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $139,214,000 | 733 |
| Securities issued by states & political subdivisions | $31,892,000 | 1,125 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,149,000 | 527 |
| Mortgage-backed securities | $80,205,000 | 903 |
| Certificates of participation in pools of residential mortgages | $75,124,000 | 618 |
| Issued or guaranteed by U.S. | $75,124,000 | 617 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,081,000 | 2,097 |
| CMOs issued by government agencies or sponsored agencies | $5,081,000 | 2,006 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $171,106,000 | 801 |
| Total debt securities | $171,106,000 | 885 |
| Structured notes | ||
| Amortized cost | $3,034,000 | 1,051 |
| Fair value | $3,045,000 | 1,052 |
| 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 | $189,884,000 | 808 |
| U.S. Government securities | $158,711,000 | 677 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $158,711,000 | 657 |
| Securities issued by states & political subdivisions | $31,173,000 | 1,124 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,259,000 | 475 |
| Mortgage-backed securities | $86,415,000 | 860 |
| Certificates of participation in pools of residential mortgages | $80,876,000 | 593 |
| Issued or guaranteed by U.S. | $80,876,000 | 593 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,539,000 | 2,038 |
| CMOs issued by government agencies or sponsored agencies | $5,539,000 | 1,941 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $189,884,000 | 719 |
| Total debt securities | $189,884,000 | 797 |
| Structured notes | ||
| Amortized cost | $5,054,000 | 873 |
| Fair value | $5,064,000 | 871 |
| 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 | $180,813,000 | 862 |
| U.S. Government securities | $152,759,000 | 730 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $152,759,000 | 711 |
| Securities issued by states & political subdivisions | $28,023,000 | 1,202 |
| Other domestic debt securities | $31,000 | 2,808 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $31,000 | 2,158 |
| 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 | $151,015,000 | 437 |
| Mortgage-backed securities | $76,102,000 | 977 |
| Certificates of participation in pools of residential mortgages | $70,228,000 | 674 |
| Issued or guaranteed by U.S. | $70,228,000 | 674 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,874,000 | 2,017 |
| CMOs issued by government agencies or sponsored agencies | $5,874,000 | 1,914 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $31,000 | 2,682 |
| Available-for-sale securities (fair market value) | $180,782,000 | 765 |
| Total debt securities | $180,779,000 | 851 |
| Structured notes | ||
| Amortized cost | $7,075,000 | 796 |
| Fair value | $7,087,000 | 795 |
| 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 | $190,101,000 | 795 |
| U.S. Government securities | $164,486,000 | 644 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $164,486,000 | 628 |
| Securities issued by states & political subdivisions | $25,584,000 | 1,263 |
| Other domestic debt securities | $31,000 | 2,815 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $31,000 | 2,101 |
| 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 | $138,988,000 | 438 |
| Mortgage-backed securities | $80,811,000 | 882 |
| Certificates of participation in pools of residential mortgages | $74,455,000 | 608 |
| Issued or guaranteed by U.S. | $74,455,000 | 608 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,356,000 | 1,931 |
| CMOs issued by government agencies or sponsored agencies | $6,356,000 | 1,757 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $31,000 | 2,799 |
| Available-for-sale securities (fair market value) | $190,070,000 | 699 |
| Total debt securities | $190,072,000 | 784 |
| Structured notes | ||
| Amortized cost | $10,096,000 | 535 |
| Fair value | $10,113,000 | 539 |
| 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 | $198,072,000 | 746 |
| U.S. Government securities | $172,546,000 | 608 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $172,546,000 | 585 |
| Securities issued by states & political subdivisions | $25,495,000 | 1,220 |
| Other domestic debt securities | $31,000 | 2,799 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $31,000 | 2,071 |
| 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 | $141,688,000 | 433 |
| Mortgage-backed securities | $64,430,000 | 1,047 |
| Certificates of participation in pools of residential mortgages | $60,435,000 | 721 |
| Issued or guaranteed by U.S. | $60,435,000 | 717 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,995,000 | 2,253 |
| CMOs issued by government agencies or sponsored agencies | $3,995,000 | 2,066 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $31,000 | 2,832 |
| Available-for-sale securities (fair market value) | $198,041,000 | 659 |
| Total debt securities | $198,041,000 | 734 |
| Structured notes | ||
| Amortized cost | $12,117,000 | 468 |
| Fair value | $12,134,000 | 469 |
| 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 | $206,705,000 | 708 |
| U.S. Government securities | $182,368,000 | 579 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $182,368,000 | 559 |
| Securities issued by states & political subdivisions | $24,306,000 | 1,212 |
| Other domestic debt securities | $31,000 | 2,752 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $31,000 | 2,006 |
| 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 | $129,746,000 | 479 |
| Mortgage-backed securities | $63,730,000 | 1,039 |
| Certificates of participation in pools of residential mortgages | $59,692,000 | 709 |
| Issued or guaranteed by U.S. | $59,692,000 | 705 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,038,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $4,038,000 | 2,028 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $31,000 | 2,882 |
| Available-for-sale securities (fair market value) | $206,674,000 | 632 |
| Total debt securities | $206,672,000 | 697 |
| Structured notes | ||
| Amortized cost | $14,640,000 | 491 |
| Fair value | $14,676,000 | 489 |
| 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 | $188,909,000 | 772 |
| U.S. Government securities | $167,891,000 | 636 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $167,891,000 | 607 |
| Securities issued by states & political subdivisions | $20,987,000 | 1,391 |
| Other domestic debt securities | $31,000 | 2,807 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $31,000 | 2,051 |
| 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 | $106,433,000 | 556 |
| Mortgage-backed securities | $61,692,000 | 1,040 |
| Certificates of participation in pools of residential mortgages | $61,692,000 | 664 |
| Issued or guaranteed by U.S. | $61,692,000 | 660 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $31,000 | 2,903 |
| Available-for-sale securities (fair market value) | $188,878,000 | 680 |
| Total debt securities | $188,877,000 | 760 |
| Structured notes | ||
| Amortized cost | $16,662,000 | 443 |
| Fair value | $16,625,000 | 441 |
| 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 | $109,207,000 | 1,251 |
| U.S. Government securities | $94,963,000 | 1,002 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $94,963,000 | 959 |
| Securities issued by states & political subdivisions | $14,213,000 | 1,931 |
| Other domestic debt securities | $31,000 | 2,969 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $31,000 | 2,060 |
| 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 | $79,927,000 | 688 |
| Mortgage-backed securities | $26,948,000 | 1,874 |
| Certificates of participation in pools of residential mortgages | $26,948,000 | 1,261 |
| Issued or guaranteed by U.S. | $26,948,000 | 1,249 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $31,000 | 2,930 |
| Available-for-sale securities (fair market value) | $109,176,000 | 1,122 |
| Total debt securities | $109,176,000 | 1,227 |
| Structured notes | ||
| Amortized cost | $14,158,000 | 471 |
| Fair value | $14,146,000 | 467 |
| 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 | $101,893,000 | 1,299 |
| U.S. Government securities | $93,700,000 | 988 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $93,700,000 | 945 |
| Securities issued by states & political subdivisions | $8,162,000 | 2,675 |
| Other domestic debt securities | $31,000 | 3,048 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $31,000 | 2,112 |
| 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 | $72,420,000 | 741 |
| Mortgage-backed securities | $24,397,000 | 1,968 |
| Certificates of participation in pools of residential mortgages | $24,397,000 | 1,329 |
| Issued or guaranteed by U.S. | $24,397,000 | 1,323 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $531,000 | 2,439 |
| Available-for-sale securities (fair market value) | $101,362,000 | 1,163 |
| Total debt securities | $101,862,000 | 1,277 |
| Structured notes | ||
| Amortized cost | $10,024,000 | 606 |
| Fair value | $10,078,000 | 613 |
| 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 | $85,224,000 | 1,518 |
| U.S. Government securities | $78,361,000 | 1,198 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $78,361,000 | 1,151 |
| Securities issued by states & political subdivisions | $6,832,000 | 2,812 |
| Other domestic debt securities | $31,000 | 3,047 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $31,000 | 2,080 |
| 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 | $69,494,000 | 779 |
| Mortgage-backed securities | $27,446,000 | 1,793 |
| Certificates of participation in pools of residential mortgages | $27,446,000 | 1,199 |
| Issued or guaranteed by U.S. | $27,446,000 | 1,193 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $531,000 | 2,509 |
| Available-for-sale securities (fair market value) | $84,693,000 | 1,360 |
| Total debt securities | $85,193,000 | 1,504 |
| Structured notes | ||
| Amortized cost | $10,017,000 | 656 |
| Fair value | $10,084,000 | 659 |
| 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 | $80,657,000 | 1,609 |
| U.S. Government securities | $72,747,000 | 1,287 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $72,747,000 | 1,241 |
| Securities issued by states & political subdivisions | $7,879,000 | 2,587 |
| Other domestic debt securities | $31,000 | 3,102 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $31,000 | 2,103 |
| 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 | $79,947,000 | 704 |
| Mortgage-backed securities | $30,215,000 | 1,712 |
| Certificates of participation in pools of residential mortgages | $30,215,000 | 1,183 |
| Issued or guaranteed by U.S. | $30,215,000 | 1,177 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,499,000 | 2,146 |
| Available-for-sale securities (fair market value) | $79,158,000 | 1,448 |
| Total debt securities | $80,626,000 | 1,586 |
| Structured notes | ||
| Amortized cost | $6,022,000 | 811 |
| Fair value | $6,030,000 | 817 |
| 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 | $72,231,000 | 1,742 |
| U.S. Government securities | $63,828,000 | 1,403 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $63,828,000 | 1,358 |
| Securities issued by states & political subdivisions | $8,372,000 | 2,500 |
| Other domestic debt securities | $31,000 | 3,160 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $31,000 | 2,153 |
| 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 | $72,108,000 | 778 |
| Mortgage-backed securities | $32,766,000 | 1,638 |
| Certificates of participation in pools of residential mortgages | $32,766,000 | 1,139 |
| Issued or guaranteed by U.S. | $32,766,000 | 1,130 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,499,000 | 2,186 |
| Available-for-sale securities (fair market value) | $70,732,000 | 1,570 |
| Total debt securities | $72,200,000 | 1,720 |
| Structured notes | ||
| Amortized cost | $4,026,000 | 933 |
| Fair value | $4,008,000 | 938 |
| 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 | $64,441,000 | 1,929 |
| U.S. Government securities | $57,106,000 | 1,534 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $57,106,000 | 1,487 |
| Securities issued by states & political subdivisions | $7,304,000 | 2,716 |
| Other domestic debt securities | $31,000 | 3,266 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $31,000 | 2,258 |
| 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 | $64,410,000 | 860 |
| Mortgage-backed securities | $35,477,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $35,477,000 | 1,100 |
| Issued or guaranteed by U.S. | $35,477,000 | 1,093 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,499,000 | 2,263 |
| Available-for-sale securities (fair market value) | $62,942,000 | 1,730 |
| Total debt securities | $64,410,000 | 1,893 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $1,007,000 | 1,544 |
| 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 | $0 | 7,935 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $0 | 7,893 |
| 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 | $0 | 8,001 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $0 | 7,959 |
| 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 | $0 | 8,058 |
| U.S. Government securities | $0 | 7,896 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $0 | 8,014 |
| 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 | $0 | 8,112 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $0 | 8,066 |
| 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 | $0 | 8,159 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $0 | 7,617 |
| Total debt securities | $0 | 8,104 |
| 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 | $0 | 8,194 |
| U.S. Government securities | $0 | 8,032 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| 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) | $0 | 7,643 |
| Total debt securities | $0 | 8,143 |
| 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 | $1,492,000 | 7,897 |
| U.S. Government securities | $1,492,000 | 7,656 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,492,000 | 7,549 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,492,000 | 5,928 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| 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) | $1,492,000 | 7,244 |
| Total debt securities | $1,492,000 | 7,851 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,482,000 | 7,946 |
| U.S. Government securities | $1,482,000 | 7,725 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,482,000 | 7,618 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,482,000 | 5,953 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| 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) | $1,482,000 | 7,269 |
| Total debt securities | $1,482,000 | 7,900 |
| 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 | $3,469,000 | 7,541 |
| U.S. Government securities | $3,469,000 | 7,187 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,469,000 | 7,055 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,469,000 | 5,088 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| 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) | $3,469,000 | 6,857 |
| Total debt securities | $3,469,000 | 7,502 |
| 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 | $3,470,000 | 7,591 |
| U.S. Government securities | $3,470,000 | 7,219 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,470,000 | 7,086 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,470,000 | 5,106 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $3,470,000 | 6,872 |
| Total debt securities | $3,470,000 | 7,550 |
| 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 | $3,463,000 | 7,612 |
| U.S. Government securities | $3,463,000 | 7,255 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,463,000 | 7,127 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,463,000 | 5,132 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| 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) | $3,463,000 | 6,900 |
| Total debt securities | $3,463,000 | 7,565 |
| 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 | $3,452,000 | 7,700 |
| U.S. Government securities | $3,452,000 | 7,342 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,452,000 | 7,207 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,452,000 | 5,154 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| 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) | $3,452,000 | 6,970 |
| Total debt securities | $3,452,000 | 7,649 |
| 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 | $0 | 8,539 |
| U.S. Government securities | $0 | 8,430 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| 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) | $0 | 7,901 |
| Total debt securities | $0 | 8,496 |
| 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 | $0 | 8,575 |
| U.S. Government securities | $0 | 8,475 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| 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) | $0 | 7,929 |
| Total debt securities | $0 | 8,534 |
| 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 | $0 | 8,634 |
| U.S. Government securities | $0 | 8,522 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| 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) | $0 | 7,975 |
| Total debt securities | $0 | 8,589 |
| 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 | $0 | 8,672 |
| U.S. Government securities | $0 | 8,563 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| 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) | $0 | 8,010 |
| Total debt securities | $0 | 8,624 |
| 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 | $0 | 8,693 |
| U.S. Government securities | $0 | 8,590 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| 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) | $0 | 8,027 |
| Total debt securities | $0 | 8,648 |
| 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 |