Home > Virginia National Bank > Securities
Virginia National Bank, Securities
| 2024-06-30 | Rank | |
| Total securities | $284,698,000 | 685 |
| U.S. Government securities | $178,909,000 | 691 |
| U.S. Treasury securities | $11,432,000 | 1,155 |
| U.S. Government agency obligations | $167,477,000 | 617 |
| Securities issued by states & political subdivisions | $82,401,000 | 546 |
| Other domestic debt securities | $23,388,000 | 630 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $5,145,000 | 383 |
| Other domestic debt securities - All other | $18,243,000 | 452 |
| 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 | $22,155,000 | 2,248 |
| Mortgage-backed securities | $138,172,000 | 589 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $80,397,000 | 582 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $36,125,000 | 506 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,714,000 | 628 |
| Other commercial mortgage-backed securities | $15,936,000 | 355 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $284,698,000 | 577 |
| Total debt securities | $284,698,000 | 673 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank | |
| Total securities | $341,857,000 | 601 |
| U.S. Government securities | $233,171,000 | 579 |
| U.S. Treasury securities | $51,132,000 | 435 |
| U.S. Government agency obligations | $182,039,000 | 627 |
| Securities issued by states & political subdivisions | $83,451,000 | 547 |
| Other domestic debt securities | $25,235,000 | 615 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $6,071,000 | 336 |
| Other domestic debt securities - All other | $19,164,000 | 405 |
| Foreign debt securities | $0 | 306 |
| 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 | $21,518,000 | 2,288 |
| Mortgage-backed securities | $142,812,000 | 579 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $83,011,000 | 574 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $37,899,000 | 486 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,772,000 | 627 |
| Other commercial mortgage-backed securities | $16,130,000 | 375 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $341,857,000 | 504 |
| Total debt securities | $341,857,000 | 592 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $420,595,000 | 500 |
| U.S. Government securities | $309,482,000 | 453 |
| U.S. Treasury securities | $121,708,000 | 217 |
| U.S. Government agency obligations | $187,774,000 | 613 |
| Securities issued by states & political subdivisions | $85,033,000 | 543 |
| Other domestic debt securities | $26,080,000 | 622 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $6,951,000 | 312 |
| Other domestic debt securities - All other | $19,129,000 | 417 |
| 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 | $21,806,000 | 2,299 |
| Mortgage-backed securities | $148,194,000 | 564 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $86,512,000 | 566 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $39,273,000 | 456 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,031,000 | 603 |
| Other commercial mortgage-backed securities | $16,378,000 | 377 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $420,595,000 | 408 |
| Total debt securities | $420,595,000 | 490 |
| 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 | $390,816,000 | 536 |
| U.S. Government securities | $286,782,000 | 500 |
| U.S. Treasury securities | $105,679,000 | 258 |
| U.S. Government agency obligations | $181,103,000 | 624 |
| Securities issued by states & political subdivisions | $76,644,000 | 579 |
| Other domestic debt securities | $27,390,000 | 598 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $8,727,000 | 278 |
| Other domestic debt securities - All other | $18,663,000 | 421 |
| 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 | $20,384,000 | 2,318 |
| Mortgage-backed securities | $143,334,000 | 574 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $83,231,000 | 574 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $38,620,000 | 458 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,765,000 | 611 |
| Other commercial mortgage-backed securities | $15,718,000 | 385 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $390,816,000 | 434 |
| Total debt securities | $390,816,000 | 524 |
| 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 | $473,869,000 | 449 |
| U.S. Government securities | $362,988,000 | 397 |
| U.S. Treasury securities | $175,551,000 | 167 |
| U.S. Government agency obligations | $187,437,000 | 620 |
| Securities issued by states & political subdivisions | $82,989,000 | 569 |
| Other domestic debt securities | $27,892,000 | 595 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $9,190,000 | 252 |
| Other domestic debt securities - All other | $18,702,000 | 418 |
| 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 | $21,230,000 | 2,282 |
| Mortgage-backed securities | $148,598,000 | 572 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $89,957,000 | 557 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $35,691,000 | 494 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,172,000 | 592 |
| Other commercial mortgage-backed securities | $16,778,000 | 380 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $473,869,000 | 365 |
| Total debt securities | $473,869,000 | 441 |
| 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 | $492,760,000 | 463 |
| U.S. Government securities | $378,823,000 | 402 |
| U.S. Treasury securities | $194,569,000 | 166 |
| U.S. Government agency obligations | $184,254,000 | 615 |
| Securities issued by states & political subdivisions | $84,554,000 | 587 |
| Other domestic debt securities | $29,383,000 | 603 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $10,599,000 | 233 |
| Other domestic debt securities - All other | $18,784,000 | 436 |
| 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 | $5,188,000 | 3,225 |
| Mortgage-backed securities | $155,029,000 | 579 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $93,658,000 | 571 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $37,583,000 | 504 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,394,000 | 610 |
| Other commercial mortgage-backed securities | $17,394,000 | 389 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $492,760,000 | 376 |
| Total debt securities | $492,760,000 | 454 |
| 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 | $538,186,000 | 443 |
| U.S. Government securities | $427,611,000 | 361 |
| U.S. Treasury securities | $242,470,000 | 140 |
| U.S. Government agency obligations | $185,141,000 | 612 |
| Securities issued by states & political subdivisions | $81,156,000 | 627 |
| Other domestic debt securities | $29,419,000 | 610 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $10,690,000 | 251 |
| Other domestic debt securities - All other | $18,729,000 | 447 |
| 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 | $5,096,000 | 3,173 |
| Mortgage-backed securities | $156,386,000 | 586 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $94,471,000 | 572 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $37,829,000 | 505 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,457,000 | 605 |
| Other commercial mortgage-backed securities | $17,629,000 | 379 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $538,186,000 | 359 |
| Total debt securities | $538,186,000 | 435 |
| 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 | $538,459,000 | 443 |
| U.S. Government securities | $430,741,000 | 372 |
| U.S. Treasury securities | $241,375,000 | 143 |
| U.S. Government agency obligations | $189,366,000 | 603 |
| Securities issued by states & political subdivisions | $78,423,000 | 650 |
| Other domestic debt securities | $29,295,000 | 590 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $10,710,000 | 191 |
| Other domestic debt securities - All other | $18,585,000 | 453 |
| 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 | $5,130,000 | 3,122 |
| Mortgage-backed securities | $160,461,000 | 582 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $95,912,000 | 573 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $39,593,000 | 496 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,735,000 | 603 |
| Other commercial mortgage-backed securities | $18,221,000 | 402 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $538,459,000 | 359 |
| Total debt securities | $538,459,000 | 434 |
| 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 | $461,831,000 | 518 |
| U.S. Government securities | $367,504,000 | 437 |
| U.S. Treasury securities | $161,009,000 | 199 |
| U.S. Government agency obligations | $206,495,000 | 583 |
| Securities issued by states & political subdivisions | $83,173,000 | 648 |
| Other domestic debt securities | $11,154,000 | 948 |
| 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 | $11,154,000 | 655 |
| 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 | $5,362,000 | 3,107 |
| Mortgage-backed securities | $175,963,000 | 560 |
| Certificates of participation in pools of residential mortgages | $103,760,000 | 554 |
| Issued or guaranteed by U.S. | $103,760,000 | 550 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $38,765,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $38,765,000 | 507 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $33,438,000 | 449 |
| Commercial mortgage pass-through securities | $7,248,000 | 589 |
| Other commercial mortgage-backed securities | $26,190,000 | 349 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $461,831,000 | 434 |
| Total debt securities | $461,831,000 | 510 |
| 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 | $341,361,000 | 677 |
| U.S. Government securities | $248,616,000 | 596 |
| U.S. Treasury securities | $39,392,000 | 578 |
| U.S. Government agency obligations | $209,224,000 | 586 |
| Securities issued by states & political subdivisions | $89,042,000 | 625 |
| Other domestic debt securities | $3,703,000 | 1,445 |
| 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 | $3,703,000 | 1,151 |
| 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 | $5,736,000 | 3,042 |
| Mortgage-backed securities | $176,960,000 | 566 |
| Certificates of participation in pools of residential mortgages | $108,636,000 | 542 |
| Issued or guaranteed by U.S. | $108,636,000 | 537 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $33,884,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $33,884,000 | 567 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $34,440,000 | 441 |
| Commercial mortgage pass-through securities | $7,767,000 | 570 |
| Other commercial mortgage-backed securities | $26,673,000 | 348 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $341,361,000 | 593 |
| Total debt securities | $341,366,000 | 666 |
| 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 | $303,817,000 | 727 |
| U.S. Government securities | $202,545,000 | 666 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $202,545,000 | 590 |
| Securities issued by states & political subdivisions | $101,272,000 | 569 |
| 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 | $12,659,000 | 2,462 |
| Mortgage-backed securities | $170,964,000 | 568 |
| Certificates of participation in pools of residential mortgages | $102,374,000 | 573 |
| Issued or guaranteed by U.S. | $102,374,000 | 566 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $34,771,000 | 584 |
| CMOs issued by government agencies or sponsored agencies | $34,771,000 | 543 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $33,819,000 | 446 |
| Commercial mortgage pass-through securities | $8,553,000 | 537 |
| Other commercial mortgage-backed securities | $25,266,000 | 362 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $303,817,000 | 649 |
| Total debt securities | $303,818,000 | 713 |
| 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 | $277,046,000 | 740 |
| U.S. Government securities | $178,536,000 | 698 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $178,536,000 | 634 |
| Securities issued by states & political subdivisions | $98,510,000 | 555 |
| 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 | $12,804,000 | 2,426 |
| Mortgage-backed securities | $145,561,000 | 635 |
| Certificates of participation in pools of residential mortgages | $88,478,000 | 611 |
| Issued or guaranteed by U.S. | $88,478,000 | 601 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $28,009,000 | 648 |
| CMOs issued by government agencies or sponsored agencies | $28,009,000 | 613 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $29,074,000 | 487 |
| Commercial mortgage pass-through securities | $8,691,000 | 528 |
| Other commercial mortgage-backed securities | $20,383,000 | 403 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $277,046,000 | 672 |
| Total debt securities | $277,046,000 | 729 |
| 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 | $266,973,000 | 732 |
| U.S. Government securities | $171,646,000 | 681 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $171,646,000 | 627 |
| Securities issued by states & political subdivisions | $95,327,000 | 554 |
| 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 | $10,432,000 | 2,589 |
| Mortgage-backed securities | $136,418,000 | 634 |
| Certificates of participation in pools of residential mortgages | $85,763,000 | 607 |
| Issued or guaranteed by U.S. | $85,763,000 | 594 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $27,187,000 | 626 |
| CMOs issued by government agencies or sponsored agencies | $27,187,000 | 591 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $23,468,000 | 538 |
| Commercial mortgage pass-through securities | $5,883,000 | 648 |
| Other commercial mortgage-backed securities | $17,585,000 | 420 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $266,973,000 | 665 |
| Total debt securities | $266,972,000 | 724 |
| 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 | $173,088,000 | 990 |
| U.S. Government securities | $104,889,000 | 916 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $104,889,000 | 860 |
| Securities issued by states & political subdivisions | $68,199,000 | 745 |
| 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 | $5,866,000 | 3,025 |
| Mortgage-backed securities | $72,328,000 | 980 |
| Certificates of participation in pools of residential mortgages | $60,172,000 | 742 |
| Issued or guaranteed by U.S. | $60,172,000 | 724 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $9,294,000 | 1,131 |
| CMOs issued by government agencies or sponsored agencies | $9,294,000 | 1,096 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,862,000 | 1,335 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $2,862,000 | 887 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $173,088,000 | 912 |
| Total debt securities | $173,088,000 | 979 |
| 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 | $174,085,000 | 902 |
| U.S. Government securities | $103,404,000 | 852 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $103,404,000 | 806 |
| Securities issued by states & political subdivisions | $70,681,000 | 684 |
| 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 | $5,960,000 | 3,021 |
| Mortgage-backed securities | $78,099,000 | 853 |
| Certificates of participation in pools of residential mortgages | $64,955,000 | 638 |
| Issued or guaranteed by U.S. | $64,955,000 | 628 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $10,204,000 | 1,098 |
| CMOs issued by government agencies or sponsored agencies | $10,204,000 | 1,061 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,940,000 | 1,276 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $2,940,000 | 854 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $174,085,000 | 820 |
| Total debt securities | $174,090,000 | 887 |
| 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 | $141,245,000 | 1,020 |
| U.S. Government securities | $83,998,000 | 945 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $83,998,000 | 889 |
| Securities issued by states & political subdivisions | $57,247,000 | 751 |
| 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 | $6,036,000 | 3,026 |
| Mortgage-backed securities | $64,158,000 | 979 |
| Certificates of participation in pools of residential mortgages | $48,336,000 | 755 |
| Issued or guaranteed by U.S. | $48,336,000 | 739 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,870,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $12,870,000 | 967 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,952,000 | 1,240 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $2,952,000 | 824 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $141,245,000 | 935 |
| Total debt securities | $141,251,000 | 1,006 |
| 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 | $102,772,000 | 1,282 |
| U.S. Government securities | $67,439,000 | 1,131 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $67,439,000 | 1,059 |
| Securities issued by states & political subdivisions | $35,333,000 | 1,079 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,037,000 | 3,335 |
| Mortgage-backed securities | $58,402,000 | 1,024 |
| Certificates of participation in pools of residential mortgages | $38,085,000 | 866 |
| Issued or guaranteed by U.S. | $38,085,000 | 848 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $17,363,000 | 859 |
| CMOs issued by government agencies or sponsored agencies | $17,363,000 | 827 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,954,000 | 1,221 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $2,954,000 | 794 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $102,772,000 | 1,188 |
| Total debt securities | $102,773,000 | 1,265 |
| 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 | $102,054,000 | 1,255 |
| U.S. Government securities | $80,407,000 | 977 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $80,407,000 | 919 |
| Securities issued by states & political subdivisions | $21,647,000 | 1,468 |
| 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 | $5,002,000 | 3,179 |
| Mortgage-backed securities | $67,394,000 | 911 |
| Certificates of participation in pools of residential mortgages | $46,269,000 | 747 |
| Issued or guaranteed by U.S. | $46,269,000 | 730 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $18,176,000 | 850 |
| CMOs issued by government agencies or sponsored agencies | $18,176,000 | 821 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,949,000 | 1,202 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $2,949,000 | 768 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $102,054,000 | 1,160 |
| Total debt securities | $102,054,000 | 1,241 |
| 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 | $114,041,000 | 1,135 |
| U.S. Government securities | $86,684,000 | 950 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $86,684,000 | 891 |
| Securities issued by states & political subdivisions | $19,888,000 | 1,536 |
| Other domestic debt securities | $7,469,000 | 753 |
| 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 | $7,469,000 | 493 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,981,000 | 3,223 |
| Mortgage-backed securities | $71,732,000 | 858 |
| Certificates of participation in pools of residential mortgages | $47,966,000 | 702 |
| Issued or guaranteed by U.S. | $47,966,000 | 685 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $20,758,000 | 792 |
| CMOs issued by government agencies or sponsored agencies | $20,758,000 | 765 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,008,000 | 1,168 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $3,008,000 | 734 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $114,041,000 | 1,025 |
| Total debt securities | $114,040,000 | 1,117 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $77,930,000 | 1,524 |
| U.S. Government securities | $62,746,000 | 1,218 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $62,746,000 | 1,146 |
| Securities issued by states & political subdivisions | $15,184,000 | 1,844 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,996,000 | 3,285 |
| Mortgage-backed securities | $50,771,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $36,489,000 | 840 |
| Issued or guaranteed by U.S. | $36,489,000 | 817 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $14,282,000 | 972 |
| CMOs issued by government agencies or sponsored agencies | $14,282,000 | 938 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $77,930,000 | 1,403 |
| Total debt securities | $77,930,000 | 1,509 |
| 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 | $56,848,000 | 1,924 |
| U.S. Government securities | $45,926,000 | 1,576 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $45,926,000 | 1,486 |
| Securities issued by states & political subdivisions | $10,922,000 | 2,264 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000,000 | 3,331 |
| Mortgage-backed securities | $26,465,000 | 1,626 |
| Certificates of participation in pools of residential mortgages | $21,076,000 | 1,234 |
| Issued or guaranteed by U.S. | $21,076,000 | 1,218 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,596,000 | 1,974 |
| CMOs issued by government agencies or sponsored agencies | $2,596,000 | 1,922 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,793,000 | 1,182 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $2,793,000 | 701 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $56,848,000 | 1,789 |
| Total debt securities | $56,848,000 | 1,905 |
| 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 | $61,312,000 | 1,846 |
| U.S. Government securities | $43,655,000 | 1,647 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $43,655,000 | 1,554 |
| Securities issued by states & political subdivisions | $17,657,000 | 1,752 |
| 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 | $4,971,000 | 3,392 |
| Mortgage-backed securities | $24,428,000 | 1,696 |
| Certificates of participation in pools of residential mortgages | $18,500,000 | 1,374 |
| Issued or guaranteed by U.S. | $18,500,000 | 1,352 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,183,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $3,183,000 | 1,823 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $2,745,000 | 1,126 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $2,745,000 | 650 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $61,312,000 | 1,711 |
| Total debt securities | $61,312,000 | 1,831 |
| 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 | $61,392,000 | 1,869 |
| U.S. Government securities | $44,037,000 | 1,644 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $44,037,000 | 1,559 |
| Securities issued by states & political subdivisions | $17,355,000 | 1,820 |
| 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 | $17,992,000 | 2,065 |
| Mortgage-backed securities | $25,063,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | $19,033,000 | 1,339 |
| Issued or guaranteed by U.S. | $19,033,000 | 1,325 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,318,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $3,318,000 | 1,798 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,712,000 | 1,103 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $2,712,000 | 627 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $61,392,000 | 1,731 |
| Total debt securities | $61,392,000 | 1,856 |
| 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 | $62,100,000 | 1,870 |
| U.S. Government securities | $44,595,000 | 1,626 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $44,595,000 | 1,542 |
| Securities issued by states & political subdivisions | $17,505,000 | 1,830 |
| 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 | $19,976,000 | 1,929 |
| Mortgage-backed securities | $25,877,000 | 1,648 |
| Certificates of participation in pools of residential mortgages | $19,670,000 | 1,329 |
| Issued or guaranteed by U.S. | $19,670,000 | 1,323 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,528,000 | 1,781 |
| CMOs issued by government agencies or sponsored agencies | $3,528,000 | 1,730 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,679,000 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $2,679,000 | 629 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $62,100,000 | 1,725 |
| Total debt securities | $62,100,000 | 1,854 |
| 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 | $63,581,000 | 1,865 |
| U.S. Government securities | $45,863,000 | 1,585 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $45,863,000 | 1,504 |
| Securities issued by states & political subdivisions | $17,718,000 | 1,857 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,178,000 | 1,697 |
| Mortgage-backed securities | $27,117,000 | 1,620 |
| Certificates of participation in pools of residential mortgages | $20,640,000 | 1,333 |
| Issued or guaranteed by U.S. | $20,640,000 | 1,281 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,784,000 | 1,760 |
| CMOs issued by government agencies or sponsored agencies | $3,784,000 | 1,710 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,693,000 | 1,065 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $2,693,000 | 624 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $63,581,000 | 1,716 |
| Total debt securities | $63,581,000 | 1,849 |
| 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 | $64,930,000 | 1,863 |
| U.S. Government securities | $47,192,000 | 1,603 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $47,192,000 | 1,530 |
| Securities issued by states & political subdivisions | $17,738,000 | 1,911 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,955,000 | 1,801 |
| Mortgage-backed securities | $28,408,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $21,636,000 | 1,325 |
| Issued or guaranteed by U.S. | $21,636,000 | 1,322 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,070,000 | 1,703 |
| CMOs issued by government agencies or sponsored agencies | $4,070,000 | 1,646 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,702,000 | 944 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $2,702,000 | 609 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $64,930,000 | 1,716 |
| Total debt securities | $64,930,000 | 1,847 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $67,500,000 | 1,833 |
| U.S. Government securities | $48,907,000 | 1,572 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $48,907,000 | 1,506 |
| Securities issued by states & political subdivisions | $18,593,000 | 1,917 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,048,000 | 1,594 |
| Mortgage-backed securities | $29,945,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $22,853,000 | 1,297 |
| Issued or guaranteed by U.S. | $22,853,000 | 1,296 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,339,000 | 1,647 |
| CMOs issued by government agencies or sponsored agencies | $4,339,000 | 1,593 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,753,000 | 925 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $2,753,000 | 582 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $67,500,000 | 1,700 |
| Total debt securities | $67,500,000 | 1,820 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $71,049,000 | 1,790 |
| U.S. Government securities | $50,790,000 | 1,537 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $50,790,000 | 1,473 |
| Securities issued by states & political subdivisions | $20,259,000 | 1,835 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,423,000 | 1,668 |
| Mortgage-backed securities | $31,624,000 | 1,481 |
| Certificates of participation in pools of residential mortgages | $24,169,000 | 1,272 |
| Issued or guaranteed by U.S. | $24,169,000 | 1,270 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,672,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $4,672,000 | 1,559 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,783,000 | 907 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $2,783,000 | 560 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $71,049,000 | 1,651 |
| Total debt securities | $71,049,000 | 1,776 |
| 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 | $85,355,000 | 1,570 |
| U.S. Government securities | $64,643,000 | 1,301 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $64,643,000 | 1,247 |
| Securities issued by states & political subdivisions | $18,690,000 | 1,946 |
| Other domestic debt securities | $2,022,000 | 1,230 |
| 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 | $2,022,000 | 994 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,977,000 | 1,460 |
| Mortgage-backed securities | $40,420,000 | 1,266 |
| Certificates of participation in pools of residential mortgages | $31,932,000 | 1,063 |
| Issued or guaranteed by U.S. | $31,932,000 | 1,062 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,965,000 | 1,598 |
| CMOs issued by government agencies or sponsored agencies | $4,965,000 | 1,543 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $3,523,000 | 791 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $3,523,000 | 482 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $85,355,000 | 1,427 |
| Total debt securities | $85,355,000 | 1,550 |
| 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 | $67,771,000 | 1,908 |
| U.S. Government securities | $51,147,000 | 1,598 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $51,147,000 | 1,518 |
| Securities issued by states & political subdivisions | $14,606,000 | 2,280 |
| Other domestic debt securities | $2,018,000 | 1,259 |
| 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 | $2,018,000 | 1,006 |
| 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 | $33,310,000 | 1,492 |
| Mortgage-backed securities | $34,537,000 | 1,438 |
| Certificates of participation in pools of residential mortgages | $28,533,000 | 1,181 |
| Issued or guaranteed by U.S. | $28,533,000 | 1,180 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,259,000 | 1,548 |
| CMOs issued by government agencies or sponsored agencies | $5,259,000 | 1,490 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $745,000 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $745,000 | 796 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $67,771,000 | 1,752 |
| Total debt securities | $67,771,000 | 1,888 |
| 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 | $56,662,000 | 2,171 |
| U.S. Government securities | $39,483,000 | 1,896 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $39,483,000 | 1,797 |
| Securities issued by states & political subdivisions | $15,169,000 | 2,242 |
| Other domestic debt securities | $2,010,000 | 1,255 |
| 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 | $2,010,000 | 1,002 |
| 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 | $34,185,000 | 1,450 |
| Mortgage-backed securities | $24,982,000 | 1,782 |
| Certificates of participation in pools of residential mortgages | $18,611,000 | 1,616 |
| Issued or guaranteed by U.S. | $18,611,000 | 1,615 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,591,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $5,591,000 | 1,432 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $780,000 | 1,180 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $780,000 | 762 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $56,662,000 | 1,987 |
| Total debt securities | $56,662,000 | 2,148 |
| 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 | $70,447,000 | 1,840 |
| U.S. Government securities | $46,452,000 | 1,669 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $46,452,000 | 1,596 |
| Securities issued by states & political subdivisions | $17,869,000 | 2,037 |
| Other domestic debt securities | $6,126,000 | 769 |
| 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 | $6,126,000 | 576 |
| 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 | $36,943,000 | 1,386 |
| Mortgage-backed securities | $31,497,000 | 1,541 |
| Certificates of participation in pools of residential mortgages | $24,563,000 | 1,339 |
| Issued or guaranteed by U.S. | $24,563,000 | 1,339 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,111,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $6,111,000 | 1,389 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $823,000 | 1,121 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $823,000 | 732 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $70,447,000 | 1,678 |
| Total debt securities | $70,447,000 | 1,819 |
| 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 | $69,545,000 | 1,892 |
| U.S. Government securities | $44,894,000 | 1,765 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $44,894,000 | 1,682 |
| Securities issued by states & political subdivisions | $18,542,000 | 1,977 |
| Other domestic debt securities | $6,109,000 | 792 |
| 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 | $6,109,000 | 584 |
| 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 | $37,711,000 | 1,382 |
| Mortgage-backed securities | $33,503,000 | 1,488 |
| Certificates of participation in pools of residential mortgages | $26,046,000 | 1,287 |
| Issued or guaranteed by U.S. | $26,046,000 | 1,283 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,603,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $6,603,000 | 1,363 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $854,000 | 1,054 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $854,000 | 702 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $69,545,000 | 1,703 |
| Total debt securities | $69,545,000 | 1,869 |
| 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 | $71,436,000 | 1,877 |
| U.S. Government securities | $46,640,000 | 1,759 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $46,640,000 | 1,682 |
| Securities issued by states & political subdivisions | $18,740,000 | 1,944 |
| Other domestic debt securities | $6,056,000 | 796 |
| 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 | $6,056,000 | 591 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,851,000 | 1,363 |
| Mortgage-backed securities | $35,270,000 | 1,439 |
| Certificates of participation in pools of residential mortgages | $27,429,000 | 1,231 |
| Issued or guaranteed by U.S. | $27,429,000 | 1,229 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,960,000 | 1,417 |
| CMOs issued by government agencies or sponsored agencies | $6,960,000 | 1,354 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $881,000 | 1,026 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $881,000 | 677 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $71,436,000 | 1,695 |
| Total debt securities | $71,436,000 | 1,857 |
| 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 | $74,801,000 | 1,826 |
| U.S. Government securities | $48,065,000 | 1,740 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $48,065,000 | 1,663 |
| Securities issued by states & political subdivisions | $20,772,000 | 1,811 |
| Other domestic debt securities | $5,964,000 | 786 |
| 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 | $5,964,000 | 584 |
| 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 | $42,212,000 | 1,275 |
| Mortgage-backed securities | $36,687,000 | 1,422 |
| Certificates of participation in pools of residential mortgages | $28,532,000 | 1,210 |
| Issued or guaranteed by U.S. | $28,532,000 | 1,208 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,254,000 | 1,393 |
| CMOs issued by government agencies or sponsored agencies | $7,254,000 | 1,337 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $901,000 | 979 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $901,000 | 627 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $74,801,000 | 1,647 |
| Total debt securities | $74,801,000 | 1,801 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 708 |
| Fair value | $2,005,000 | 708 |
| 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 | $115,460,000 | 1,237 |
| U.S. Government securities | $80,483,000 | 1,144 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $80,483,000 | 1,083 |
| Securities issued by states & political subdivisions | $22,695,000 | 1,697 |
| Other domestic debt securities | $12,282,000 | 528 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $1,143,000 | 264 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $11,139,000 | 397 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,023,000 | 1,506 |
| Mortgage-backed securities | $60,541,000 | 963 |
| Certificates of participation in pools of residential mortgages | $48,319,000 | 804 |
| Issued or guaranteed by U.S. | $48,319,000 | 804 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $10,331,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $10,331,000 | 1,117 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,891,000 | 770 |
| Commercial mortgage pass-through securities | $955,000 | 609 |
| Other commercial mortgage-backed securities | $936,000 | 587 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $115,460,000 | 1,081 |
| Total debt securities | $115,460,000 | 1,219 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 340 |
| Fair value | $7,005,000 | 342 |
| 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 | $120,158,000 | 1,211 |
| U.S. Government securities | $84,354,000 | 1,138 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $84,354,000 | 1,082 |
| Securities issued by states & political subdivisions | $22,456,000 | 1,684 |
| Other domestic debt securities | $13,348,000 | 500 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $1,164,000 | 266 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $12,184,000 | 368 |
| 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 | $25,512,000 | 1,891 |
| Mortgage-backed securities | $63,536,000 | 955 |
| Certificates of participation in pools of residential mortgages | $50,623,000 | 806 |
| Issued or guaranteed by U.S. | $50,623,000 | 806 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,010,000 | 1,180 |
| CMOs issued by government agencies or sponsored agencies | $11,010,000 | 1,123 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,903,000 | 725 |
| Commercial mortgage pass-through securities | $947,000 | 581 |
| Other commercial mortgage-backed securities | $956,000 | 561 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $120,158,000 | 1,064 |
| Total debt securities | $120,158,000 | 1,193 |
| Structured notes | ||
| Amortized cost | $7,989,000 | 377 |
| Fair value | $7,958,000 | 366 |
| 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 | $154,674,000 | 975 |
| U.S. Government securities | $109,983,000 | 904 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $109,983,000 | 870 |
| Securities issued by states & political subdivisions | $22,971,000 | 1,629 |
| Other domestic debt securities | $21,720,000 | 377 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $1,155,000 | 272 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $20,565,000 | 258 |
| 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 | $31,058,000 | 1,641 |
| Mortgage-backed securities | $67,921,000 | 893 |
| Certificates of participation in pools of residential mortgages | $54,189,000 | 772 |
| Issued or guaranteed by U.S. | $54,189,000 | 771 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $11,787,000 | 1,180 |
| CMOs issued by government agencies or sponsored agencies | $11,787,000 | 1,128 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,945,000 | 698 |
| Commercial mortgage pass-through securities | $960,000 | 561 |
| Other commercial mortgage-backed securities | $985,000 | 543 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $154,674,000 | 861 |
| Total debt securities | $154,674,000 | 963 |
| Structured notes | ||
| Amortized cost | $11,987,000 | 283 |
| Fair value | $12,003,000 | 275 |
| 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 | $141,816,000 | 1,034 |
| U.S. Government securities | $95,700,000 | 1,023 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $95,700,000 | 976 |
| Securities issued by states & political subdivisions | $23,687,000 | 1,591 |
| Other domestic debt securities | $22,429,000 | 361 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $1,153,000 | 273 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $21,276,000 | 241 |
| 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 | $23,799,000 | 2,009 |
| Mortgage-backed securities | $64,172,000 | 968 |
| Certificates of participation in pools of residential mortgages | $50,800,000 | 821 |
| Issued or guaranteed by U.S. | $50,800,000 | 819 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,420,000 | 1,175 |
| CMOs issued by government agencies or sponsored agencies | $12,420,000 | 1,119 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $952,000 | 845 |
| Commercial mortgage pass-through securities | $952,000 | 560 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $141,816,000 | 912 |
| Total debt securities | $141,816,000 | 1,023 |
| Structured notes | ||
| Amortized cost | $4,385,000 | 697 |
| Fair value | $4,392,000 | 697 |
| 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 | $142,627,000 | 1,051 |
| U.S. Government securities | $102,995,000 | 976 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $102,995,000 | 935 |
| Securities issued by states & political subdivisions | $23,261,000 | 1,614 |
| Other domestic debt securities | $16,371,000 | 451 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $1,155,000 | 275 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $15,216,000 | 327 |
| 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 | $26,988,000 | 1,823 |
| Mortgage-backed securities | $65,816,000 | 966 |
| Certificates of participation in pools of residential mortgages | $51,736,000 | 821 |
| Issued or guaranteed by U.S. | $51,736,000 | 820 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $13,130,000 | 1,158 |
| CMOs issued by government agencies or sponsored agencies | $13,130,000 | 1,101 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $950,000 | 811 |
| Commercial mortgage pass-through securities | $950,000 | 551 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $142,627,000 | 929 |
| Total debt securities | $142,627,000 | 1,036 |
| Structured notes | ||
| Amortized cost | $2,985,000 | 999 |
| Fair value | $2,976,000 | 963 |
| 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 | $134,415,000 | 1,137 |
| U.S. Government securities | $99,347,000 | 1,028 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $99,347,000 | 988 |
| Securities issued by states & political subdivisions | $23,810,000 | 1,591 |
| Other domestic debt securities | $11,258,000 | 586 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $1,152,000 | 291 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $10,106,000 | 421 |
| 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 | $27,106,000 | 1,828 |
| Mortgage-backed securities | $64,002,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $49,002,000 | 867 |
| Issued or guaranteed by U.S. | $49,002,000 | 866 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,041,000 | 1,125 |
| CMOs issued by government agencies or sponsored agencies | $14,041,000 | 1,069 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $959,000 | 800 |
| Commercial mortgage pass-through securities | $959,000 | 541 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $134,415,000 | 989 |
| Total debt securities | $134,415,000 | 1,123 |
| Structured notes | ||
| Amortized cost | $983,000 | 1,728 |
| Fair value | $982,000 | 1,661 |
| 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 | $137,177,000 | 1,113 |
| U.S. Government securities | $103,429,000 | 992 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $103,429,000 | 952 |
| Securities issued by states & political subdivisions | $23,529,000 | 1,600 |
| Other domestic debt securities | $10,219,000 | 637 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $1,151,000 | 304 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $9,068,000 | 470 |
| 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 | $27,708,000 | 1,800 |
| Mortgage-backed securities | $65,565,000 | 982 |
| Certificates of participation in pools of residential mortgages | $49,762,000 | 852 |
| Issued or guaranteed by U.S. | $49,762,000 | 851 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $14,844,000 | 1,094 |
| CMOs issued by government agencies or sponsored agencies | $14,844,000 | 1,036 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $959,000 | 781 |
| Commercial mortgage pass-through securities | $959,000 | 528 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $137,177,000 | 981 |
| Total debt securities | $137,177,000 | 1,102 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $960,000 | 1,711 |
| 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 | $133,027,000 | 1,139 |
| U.S. Government securities | $100,562,000 | 1,007 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $100,562,000 | 967 |
| Securities issued by states & political subdivisions | $22,272,000 | 1,678 |
| Other domestic debt securities | $10,193,000 | 677 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,140,000 | 303 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $9,053,000 | 484 |
| 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 | $17,547,000 | 2,439 |
| Mortgage-backed securities | $56,557,000 | 1,121 |
| Certificates of participation in pools of residential mortgages | $43,810,000 | 956 |
| Issued or guaranteed by U.S. | $43,810,000 | 955 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $11,787,000 | 1,249 |
| CMOs issued by government agencies or sponsored agencies | $11,787,000 | 1,182 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $960,000 | 725 |
| Commercial mortgage pass-through securities | $960,000 | 477 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $133,027,000 | 1,000 |
| Total debt securities | $133,027,000 | 1,121 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $976,000 | 1,650 |
| 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 | $125,275,000 | 1,217 |
| U.S. Government securities | $93,496,000 | 1,083 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $93,496,000 | 1,039 |
| Securities issued by states & political subdivisions | $21,580,000 | 1,735 |
| Other domestic debt securities | $10,199,000 | 698 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $1,146,000 | 308 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $9,053,000 | 494 |
| 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 | $22,767,000 | 2,043 |
| Mortgage-backed securities | $48,192,000 | 1,317 |
| Certificates of participation in pools of residential mortgages | $34,787,000 | 1,160 |
| Issued or guaranteed by U.S. | $34,787,000 | 1,159 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,435,000 | 1,233 |
| CMOs issued by government agencies or sponsored agencies | $12,435,000 | 1,164 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $970,000 | 706 |
| Commercial mortgage pass-through securities | $970,000 | 455 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $125,275,000 | 1,075 |
| Total debt securities | $125,275,000 | 1,203 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $985,000 | 1,642 |
| 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 | $121,851,000 | 1,240 |
| U.S. Government securities | $90,614,000 | 1,101 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $90,614,000 | 1,062 |
| Securities issued by states & political subdivisions | $21,114,000 | 1,744 |
| Other domestic debt securities | $10,123,000 | 699 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $1,147,000 | 312 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $8,976,000 | 503 |
| 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 | $15,472,000 | 2,582 |
| Mortgage-backed securities | $38,664,000 | 1,538 |
| Certificates of participation in pools of residential mortgages | $26,619,000 | 1,447 |
| Issued or guaranteed by U.S. | $26,619,000 | 1,445 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,075,000 | 1,315 |
| CMOs issued by government agencies or sponsored agencies | $11,075,000 | 1,246 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $970,000 | 681 |
| Commercial mortgage pass-through securities | $970,000 | 453 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $2,699,000 | 1,589 |
| Available-for-sale securities (fair market value) | $119,152,000 | 1,128 |
| Total debt securities | $121,851,000 | 1,227 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $990,000 | 1,602 |
| 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 | $129,677,000 | 1,199 |
| U.S. Government securities | $97,421,000 | 1,057 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $97,421,000 | 1,014 |
| Securities issued by states & political subdivisions | $22,027,000 | 1,678 |
| Other domestic debt securities | $10,229,000 | 703 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $1,145,000 | 302 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $9,084,000 | 500 |
| 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 | $8,332,000 | 3,611 |
| Mortgage-backed securities | $36,274,000 | 1,662 |
| Certificates of participation in pools of residential mortgages | $18,914,000 | 1,884 |
| Issued or guaranteed by U.S. | $18,914,000 | 1,883 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,349,000 | 1,126 |
| CMOs issued by government agencies or sponsored agencies | $16,349,000 | 1,061 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,011,000 | 605 |
| Commercial mortgage pass-through securities | $1,011,000 | 412 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $5,983,000 | 1,213 |
| Available-for-sale securities (fair market value) | $123,694,000 | 1,130 |
| Total debt securities | $129,677,000 | 1,187 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,000,000 | 1,653 |
| 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 | $116,844,000 | 1,289 |
| U.S. Government securities | $88,663,000 | 1,137 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $88,663,000 | 1,094 |
| Securities issued by states & political subdivisions | $18,990,000 | 1,875 |
| Other domestic debt securities | $9,191,000 | 736 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,144,000 | 286 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $8,047,000 | 521 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,307,000 | 3,766 |
| Mortgage-backed securities | $25,166,000 | 2,109 |
| Certificates of participation in pools of residential mortgages | $11,889,000 | 2,436 |
| Issued or guaranteed by U.S. | $11,889,000 | 2,434 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $13,277,000 | 1,287 |
| CMOs issued by government agencies or sponsored agencies | $13,277,000 | 1,213 |
| 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) | $5,991,000 | 1,207 |
| Available-for-sale securities (fair market value) | $110,853,000 | 1,212 |
| Total debt securities | $116,844,000 | 1,271 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $115,188,000 | 1,318 |
| U.S. Government securities | $96,232,000 | 1,066 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $96,232,000 | 1,026 |
| Securities issued by states & political subdivisions | $14,927,000 | 2,194 |
| Other domestic debt securities | $4,029,000 | 1,171 |
| 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 | $4,029,000 | 839 |
| 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 | $7,226,000 | 3,849 |
| Mortgage-backed securities | $22,194,000 | 2,364 |
| Certificates of participation in pools of residential mortgages | $8,290,000 | 3,049 |
| Issued or guaranteed by U.S. | $8,290,000 | 3,048 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $13,904,000 | 1,327 |
| CMOs issued by government agencies or sponsored agencies | $13,904,000 | 1,241 |
| 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) | $10,000,000 | 979 |
| Available-for-sale securities (fair market value) | $105,188,000 | 1,288 |
| Total debt securities | $115,188,000 | 1,303 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $104,909,000 | 1,427 |
| U.S. Government securities | $93,411,000 | 1,111 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $93,411,000 | 1,076 |
| Securities issued by states & political subdivisions | $7,464,000 | 3,172 |
| Other domestic debt securities | $4,034,000 | 1,184 |
| 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 | $4,034,000 | 842 |
| 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 | $6,586,000 | 4,003 |
| Mortgage-backed securities | $11,496,000 | 3,296 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,496,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $11,496,000 | 1,383 |
| 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) | $10,011,000 | 986 |
| Available-for-sale securities (fair market value) | $94,898,000 | 1,409 |
| Total debt securities | $104,909,000 | 1,409 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,729 |
| Fair value | $1,499,000 | 1,791 |
| 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 | $93,765,000 | 1,586 |
| U.S. Government securities | $87,753,000 | 1,213 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $87,753,000 | 1,173 |
| Securities issued by states & political subdivisions | $1,973,000 | 4,522 |
| Other domestic debt securities | $4,039,000 | 1,175 |
| 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 | $4,039,000 | 840 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,646,000 | 3,821 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $10,022,000 | 985 |
| Available-for-sale securities (fair market value) | $83,743,000 | 1,596 |
| Total debt securities | $93,765,000 | 1,567 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $90,138,000 | 1,580 |
| U.S. Government securities | $88,163,000 | 1,149 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $88,163,000 | 1,110 |
| Securities issued by states & political subdivisions | $1,975,000 | 4,510 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,735,000 | 3,604 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $5,988,000 | 1,274 |
| Available-for-sale securities (fair market value) | $84,150,000 | 1,524 |
| Total debt securities | $90,138,000 | 1,562 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $95,740,000 | 1,477 |
| U.S. Government securities | $93,763,000 | 1,057 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $93,763,000 | 1,026 |
| Securities issued by states & political subdivisions | $1,977,000 | 4,467 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,817,000 | 3,573 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $5,993,000 | 1,273 |
| Available-for-sale securities (fair market value) | $89,747,000 | 1,411 |
| Total debt securities | $95,740,000 | 1,457 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $96,977,000 | 1,465 |
| U.S. Government securities | $93,492,000 | 1,073 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $93,492,000 | 1,030 |
| Securities issued by states & political subdivisions | $1,980,000 | 4,453 |
| Other domestic debt securities | $1,505,000 | 1,695 |
| 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 | $1,505,000 | 1,145 |
| 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 | $7,906,000 | 3,609 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $7,505,000 | 1,169 |
| Available-for-sale securities (fair market value) | $89,472,000 | 1,406 |
| Total debt securities | $96,977,000 | 1,446 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $87,912,000 | 1,571 |
| U.S. Government securities | $84,422,000 | 1,173 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $84,422,000 | 1,128 |
| Securities issued by states & political subdivisions | $1,982,000 | 4,433 |
| Other domestic debt securities | $1,508,000 | 1,749 |
| 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 | $1,508,000 | 1,171 |
| 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 | $7,961,000 | 3,591 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $7,513,000 | 1,185 |
| Available-for-sale securities (fair market value) | $80,399,000 | 1,529 |
| Total debt securities | $87,912,000 | 1,548 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $62,041,000 | 2,029 |
| U.S. Government securities | $58,547,000 | 1,544 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $58,547,000 | 1,490 |
| Securities issued by states & political subdivisions | $1,984,000 | 4,419 |
| Other domestic debt securities | $1,510,000 | 1,851 |
| 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 | $1,510,000 | 1,172 |
| 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 | $8,340,000 | 3,467 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| 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) | $7,521,000 | 1,188 |
| Available-for-sale securities (fair market value) | $54,520,000 | 2,040 |
| Total debt securities | $62,041,000 | 2,009 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $54,899,000 | 2,210 |
| U.S. Government securities | $51,400,000 | 1,697 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $51,400,000 | 1,629 |
| Securities issued by states & political subdivisions | $1,987,000 | 4,346 |
| Other domestic debt securities | $1,512,000 | 1,893 |
| 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 | $1,512,000 | 1,166 |
| 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 | $8,442,000 | 3,477 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| 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) | $7,529,000 | 1,211 |
| Available-for-sale securities (fair market value) | $47,370,000 | 2,242 |
| Total debt securities | $54,899,000 | 2,179 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $54,490,000 | 2,213 |
| U.S. Government securities | $50,987,000 | 1,722 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $50,987,000 | 1,662 |
| Securities issued by states & political subdivisions | $1,989,000 | 4,313 |
| Other domestic debt securities | $1,514,000 | 1,881 |
| 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 | $1,514,000 | 1,118 |
| 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 | $8,453,000 | 3,531 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| 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) | $7,536,000 | 1,242 |
| Available-for-sale securities (fair market value) | $46,954,000 | 2,235 |
| Total debt securities | $54,490,000 | 2,187 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $33,521,000 | 3,262 |
| U.S. Government securities | $30,014,000 | 2,704 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $30,014,000 | 2,634 |
| Securities issued by states & political subdivisions | $1,991,000 | 4,306 |
| Other domestic debt securities | $1,516,000 | 1,945 |
| 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 | $1,516,000 | 1,143 |
| 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 | $10,120,000 | 3,294 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| 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) | $3,507,000 | 1,734 |
| Available-for-sale securities (fair market value) | $30,014,000 | 3,175 |
| Total debt securities | $33,521,000 | 3,231 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $33,785,000 | 3,214 |
| U.S. Government securities | $30,273,000 | 2,662 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $30,273,000 | 2,593 |
| Securities issued by states & political subdivisions | $1,994,000 | 4,338 |
| Other domestic debt securities | $1,518,000 | 1,999 |
| 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 | $1,518,000 | 1,175 |
| 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 | $10,211,000 | 3,301 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| 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) | $3,512,000 | 1,745 |
| Available-for-sale securities (fair market value) | $30,273,000 | 3,141 |
| Total debt securities | $33,785,000 | 3,182 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $33,731,000 | 3,228 |
| U.S. Government securities | $30,216,000 | 2,667 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $30,216,000 | 2,600 |
| Securities issued by states & political subdivisions | $1,995,000 | 4,383 |
| Other domestic debt securities | $1,520,000 | 2,111 |
| 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 | $1,520,000 | 1,261 |
| 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 | $10,224,000 | 3,313 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| 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) | $3,515,000 | 1,810 |
| Available-for-sale securities (fair market value) | $30,216,000 | 3,130 |
| Total debt securities | $33,731,000 | 3,189 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $33,518,000 | 3,183 |
| U.S. Government securities | $29,999,000 | 2,625 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $29,999,000 | 2,557 |
| Securities issued by states & political subdivisions | $1,997,000 | 4,354 |
| Other domestic debt securities | $1,522,000 | 2,149 |
| 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 | $1,522,000 | 1,282 |
| 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 | $10,203,000 | 3,320 |
| 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) | $3,519,000 | 1,824 |
| Available-for-sale securities (fair market value) | $29,999,000 | 3,086 |
| Total debt securities | $33,518,000 | 3,148 |
| 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 | $25,395,000 | 3,864 |
| U.S. Government securities | $23,871,000 | 3,130 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $23,871,000 | 3,070 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,524,000 | 2,061 |
| 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 | $1,524,000 | 1,306 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,278,000 | 3,202 |
| 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) | $1,524,000 | 2,314 |
| Available-for-sale securities (fair market value) | $23,871,000 | 3,592 |
| Total debt securities | $25,395,000 | 3,826 |
| 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 | $21,348,000 | 4,295 |
| U.S. Government securities | $21,348,000 | 3,391 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $21,348,000 | 3,328 |
| 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 | $15,365,000 | 2,713 |
| 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) | $4,005,000 | 1,765 |
| Available-for-sale securities (fair market value) | $17,343,000 | 4,303 |
| Total debt securities | $21,348,000 | 4,256 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $24,097,000 | 3,899 |
| U.S. Government securities | $22,642,000 | 3,195 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $22,642,000 | 3,131 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,497 |
| 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 | $18,360,000 | 2,410 |
| 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) | $7,469,000 | 1,365 |
| Available-for-sale securities (fair market value) | $16,628,000 | 4,346 |
| Total debt securities | $24,097,000 | 3,868 |
| 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 | $29,422,000 | 3,495 |
| U.S. Government securities | $27,967,000 | 2,774 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $27,967,000 | 2,730 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,534 |
| 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 | $22,243,000 | 2,072 |
| 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) | $10,481,000 | 1,105 |
| Available-for-sale securities (fair market value) | $18,941,000 | 4,108 |
| Total debt securities | $29,422,000 | 3,455 |
| 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 | $32,814,000 | 3,224 |
| U.S. Government securities | $31,359,000 | 2,534 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $31,359,000 | 2,480 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,563 |
| 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 | $18,779,000 | 2,316 |
| 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) | $10,494,000 | 1,117 |
| Available-for-sale securities (fair market value) | $22,320,000 | 3,715 |
| Total debt securities | $32,814,000 | 3,181 |
| 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 | $35,070,000 | 3,071 |
| U.S. Government securities | $33,615,000 | 2,421 |
| U.S. Treasury securities | $1,499,000 | 637 |
| U.S. Government agency obligations | $32,116,000 | 2,468 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,563 |
| 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 | $21,662,000 | 2,069 |
| 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) | $10,507,000 | 1,168 |
| Available-for-sale securities (fair market value) | $24,563,000 | 3,494 |
| Total debt securities | $35,070,000 | 3,022 |
| 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 | $23,601,000 | 4,041 |
| U.S. Government securities | $22,146,000 | 3,373 |
| U.S. Treasury securities | $1,494,000 | 672 |
| U.S. Government agency obligations | $20,652,000 | 3,481 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,571 |
| 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 | $21,148,000 | 2,086 |
| 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) | $11,520,000 | 1,154 |
| Available-for-sale securities (fair market value) | $12,081,000 | 5,135 |
| Total debt securities | $23,601,000 | 3,987 |
| 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 | $21,552,000 | 4,277 |
| U.S. Government securities | $20,097,000 | 3,638 |
| U.S. Treasury securities | $1,481,000 | 763 |
| U.S. Government agency obligations | $18,616,000 | 3,739 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,590 |
| 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 | $17,624,000 | 2,396 |
| 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) | $12,533,000 | 1,114 |
| Available-for-sale securities (fair market value) | $9,019,000 | 5,681 |
| Total debt securities | $21,552,000 | 4,231 |
| 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 | $25,054,000 | 3,895 |
| U.S. Government securities | $21,597,000 | 3,474 |
| U.S. Treasury securities | $1,476,000 | 824 |
| U.S. Government agency obligations | $20,121,000 | 3,552 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,611 |
| Other domestic debt securities | $2,002,000 | 1,514 |
| 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 | $2,002,000 | 1,020 |
| 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 | $18,574,000 | 2,309 |
| 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) | $14,548,000 | 1,024 |
| Available-for-sale securities (fair market value) | $10,506,000 | 5,380 |
| Total debt securities | $25,054,000 | 3,845 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $28,837,000 | 3,566 |
| U.S. Government securities | $23,068,000 | 3,342 |
| U.S. Treasury securities | $1,468,000 | 869 |
| U.S. Government agency obligations | $21,600,000 | 3,429 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,624 |
| Other domestic debt securities | $4,314,000 | 1,105 |
| 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 | $4,314,000 | 706 |
| 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 | $19,604,000 | 2,239 |
| 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) | $16,873,000 | 950 |
| Available-for-sale securities (fair market value) | $11,964,000 | 5,175 |
| Total debt securities | $28,837,000 | 3,516 |
| 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 | $36,318,000 | 3,067 |
| U.S. Government securities | $30,527,000 | 2,735 |
| U.S. Treasury securities | $1,464,000 | 915 |
| U.S. Government agency obligations | $29,063,000 | 2,762 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,661 |
| Other domestic debt securities | $4,336,000 | 1,100 |
| 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 | $4,336,000 | 703 |
| 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 | $19,590,000 | 2,227 |
| 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) | $16,907,000 | 987 |
| Available-for-sale securities (fair market value) | $19,411,000 | 4,077 |
| Total debt securities | $36,318,000 | 3,029 |
| 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 | $50,696,000 | 2,313 |
| U.S. Government securities | $44,884,000 | 1,954 |
| U.S. Treasury securities | $1,448,000 | 961 |
| U.S. Government agency obligations | $43,436,000 | 1,951 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,666 |
| Other domestic debt securities | $4,357,000 | 1,100 |
| 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 | $4,357,000 | 720 |
| 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 | $19,532,000 | 2,206 |
| 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) | $19,446,000 | 905 |
| Available-for-sale securities (fair market value) | $31,250,000 | 2,942 |
| Total debt securities | $50,696,000 | 2,266 |
| 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 | $55,747,000 | 2,138 |
| U.S. Government securities | $49,913,000 | 1,812 |
| U.S. Treasury securities | $6,446,000 | 448 |
| U.S. Government agency obligations | $43,467,000 | 1,978 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,693 |
| Other domestic debt securities | $4,379,000 | 1,135 |
| 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 | $4,379,000 | 750 |
| 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 | $14,356,000 | 2,754 |
| 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) | $19,499,000 | 917 |
| Available-for-sale securities (fair market value) | $36,248,000 | 2,663 |
| Total debt securities | $55,747,000 | 2,095 |
| 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 | $57,306,000 | 2,100 |
| U.S. Government securities | $51,450,000 | 1,771 |
| U.S. Treasury securities | $11,392,000 | 312 |
| U.S. Government agency obligations | $40,058,000 | 2,110 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,723 |
| Other domestic debt securities | $4,401,000 | 1,137 |
| 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 | $4,401,000 | 777 |
| 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 | $12,920,000 | 2,902 |
| 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) | $19,551,000 | 943 |
| Available-for-sale securities (fair market value) | $37,755,000 | 2,559 |
| Total debt securities | $57,306,000 | 2,057 |
| 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 | $38,616,000 | 2,898 |
| U.S. Government securities | $32,739,000 | 2,560 |
| U.S. Treasury securities | $1,468,000 | 1,033 |
| U.S. Government agency obligations | $31,271,000 | 2,572 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,729 |
| Other domestic debt securities | $4,422,000 | 1,146 |
| 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 | $4,422,000 | 794 |
| 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 | $12,956,000 | 2,886 |
| 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) | $20,605,000 | 898 |
| Available-for-sale securities (fair market value) | $18,011,000 | 4,242 |
| Total debt securities | $38,616,000 | 2,851 |
| 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 | $35,878,000 | 3,115 |
| U.S. Government securities | $33,386,000 | 2,557 |
| U.S. Treasury securities | $1,476,000 | 1,066 |
| U.S. Government agency obligations | $31,910,000 | 2,569 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,718 |
| Other domestic debt securities | $1,037,000 | 2,121 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,037,000 | 1,670 |
| 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 | $11,515,000 | 3,101 |
| 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) | $17,255,000 | 1,039 |
| Available-for-sale securities (fair market value) | $18,623,000 | 4,201 |
| Total debt securities | $35,878,000 | 3,062 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $38,311,000 | 2,987 |
| U.S. Government securities | $34,299,000 | 2,541 |
| U.S. Treasury securities | $1,458,000 | 1,155 |
| U.S. Government agency obligations | $32,841,000 | 2,555 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,722 |
| Other domestic debt securities | $2,557,000 | 1,558 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,557,000 | 1,178 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,993,000 | 2,867 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,810,000 | 987 |
| Available-for-sale securities (fair market value) | $19,501,000 | 4,150 |
| Total debt securities | $38,311,000 | 2,936 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $39,703,000 | 2,917 |
| U.S. Government securities | $35,668,000 | 2,485 |
| U.S. Treasury securities | $1,488,000 | 1,150 |
| U.S. Government agency obligations | $34,180,000 | 2,466 |
| Securities issued by states & political subdivisions | $1,454,000 | 4,730 |
| Other domestic debt securities | $2,581,000 | 1,607 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,581,000 | 1,229 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,582,000 | 3,057 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,870,000 | 943 |
| Available-for-sale securities (fair market value) | $19,833,000 | 4,120 |
| Total debt securities | $39,703,000 | 2,867 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $40,545,000 | 2,862 |
| U.S. Government securities | $36,942,000 | 2,367 |
| U.S. Treasury securities | $1,506,000 | 1,133 |
| U.S. Government agency obligations | $35,436,000 | 2,369 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $3,603,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,603,000 | 1,038 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,656,000 | 3,006 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,476,000 | 935 |
| Available-for-sale securities (fair market value) | $20,069,000 | 4,073 |
| Total debt securities | $40,545,000 | 2,810 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $42,333,000 | 2,800 |
| U.S. Government securities | $37,706,000 | 2,379 |
| U.S. Treasury securities | $1,474,000 | 1,232 |
| U.S. Government agency obligations | $36,232,000 | 2,360 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $4,627,000 | 1,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,627,000 | 938 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,472,000 | 3,189 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,537,000 | 910 |
| Available-for-sale securities (fair market value) | $20,796,000 | 4,074 |
| Total debt securities | $42,333,000 | 2,739 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $35,935,000 | 3,186 |
| U.S. Government securities | $31,245,000 | 2,724 |
| U.S. Treasury securities | $1,540,000 | 1,150 |
| U.S. Government agency obligations | $29,705,000 | 2,739 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $4,690,000 | 1,324 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,690,000 | 999 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,629,000 | 3,143 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,466,000 | 1,019 |
| Available-for-sale securities (fair market value) | $18,469,000 | 4,357 |
| Total debt securities | $35,935,000 | 3,124 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $38,414,000 | 3,073 |
| U.S. Government securities | $31,548,000 | 2,808 |
| U.S. Treasury securities | $1,510,000 | 1,255 |
| U.S. Government agency obligations | $30,038,000 | 2,801 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $6,866,000 | 1,069 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,866,000 | 842 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,536,000 | 3,250 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,670,000 | 950 |
| Available-for-sale securities (fair market value) | $18,744,000 | 4,362 |
| Total debt securities | $38,414,000 | 3,010 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $33,225,000 | 3,373 |
| U.S. Government securities | $24,924,000 | 3,263 |
| U.S. Treasury securities | $1,506,000 | 1,289 |
| U.S. Government agency obligations | $23,418,000 | 3,283 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $8,301,000 | 996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,301,000 | 782 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,629,000 | 3,613 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,653,000 | 990 |
| Available-for-sale securities (fair market value) | $14,572,000 | 4,915 |
| Total debt securities | $33,225,000 | 3,305 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $29,885,000 | 3,564 |
| U.S. Government securities | $20,549,000 | 3,628 |
| U.S. Treasury securities | $1,007,000 | 1,560 |
| U.S. Government agency obligations | $19,542,000 | 3,604 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $9,336,000 | 947 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,336,000 | 722 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,121,000 | 3,456 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,485,000 | 1,037 |
| Available-for-sale securities (fair market value) | $13,400,000 | 5,068 |
| Total debt securities | $29,885,000 | 3,486 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $31,330,000 | 3,414 |
| U.S. Government securities | $20,156,000 | 3,683 |
| U.S. Treasury securities | $1,523,000 | 1,317 |
| U.S. Government agency obligations | $18,633,000 | 3,730 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $11,174,000 | 854 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,174,000 | 637 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,407,000 | 3,194 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,336,000 | 986 |
| Available-for-sale securities (fair market value) | $12,994,000 | 5,128 |
| Total debt securities | $31,330,000 | 3,334 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $33,837,000 | 3,196 |
| U.S. Government securities | $20,873,000 | 3,580 |
| U.S. Treasury securities | $1,539,000 | 1,376 |
| U.S. Government agency obligations | $19,334,000 | 3,631 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $12,964,000 | 790 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,964,000 | 591 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,184,000 | 3,217 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,139,000 | 923 |
| Available-for-sale securities (fair market value) | $13,698,000 | 4,951 |
| Total debt securities | $33,837,000 | 3,119 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $41,522,000 | 2,581 |
| U.S. Government securities | $14,096,000 | 4,545 |
| U.S. Treasury securities | $2,084,000 | 1,329 |
| U.S. Government agency obligations | $12,012,000 | 4,798 |
| Securities issued by states & political subdivisions | $300,000 | 6,298 |
| Other domestic debt securities | $11,507,000 | 874 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,507,000 | 662 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $15,619,000 | 273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,458,000 | 2,734 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,213,000 | 1,037 |
| Available-for-sale securities (fair market value) | $24,309,000 | 3,340 |
| Total debt securities | $25,903,000 | 3,658 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $15,350,000 | 5,501 |
| U.S. Government securities | $9,983,000 | 5,850 |
| U.S. Treasury securities | $2,524,000 | 1,678 |
| U.S. Government agency obligations | $7,459,000 | 6,365 |
| Securities issued by states & political subdivisions | $300,000 | 6,463 |
| Other domestic debt securities | $4,557,000 | 1,265 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,557,000 | 1,055 |
| Foreign debt securities | NA | NA |
| Equity securities | $510,000 | 3,790 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,983,000 | 3,182 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,962,000 | 2,154 |
| Available-for-sale securities (fair market value) | $7,388,000 | 6,454 |
| Total debt securities | $14,840,000 | 5,469 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $11,595,000 | 6,624 |
| U.S. Government securities | $4,894,000 | 8,099 |
| U.S. Treasury securities | $1,979,000 | 2,854 |
| U.S. Government agency obligations | $2,915,000 | 8,513 |
| Securities issued by states & political subdivisions | $600,000 | 6,223 |
| Other domestic debt securities | $5,591,000 | 1,128 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,591,000 | 912 |
| Foreign debt securities | NA | NA |
| Equity securities | $510,000 | 3,686 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,895,000 | 4,675 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,106,000 | 2,233 |
| Available-for-sale securities (fair market value) | $2,489,000 | 8,249 |
| Total debt securities | $11,085,000 | 6,650 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $6,638,000 | 8,153 |
| U.S. Government securities | $2,348,000 | 9,285 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $2,348,000 | 8,557 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $3,729,000 | 1,299 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,729,000 | 1,058 |
| Foreign debt securities | NA | NA |
| Equity securities | $561,000 | 3,341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,851,000 | 6,274 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,077,000 | 3,092 |
| Available-for-sale securities (fair market value) | $561,000 | 9,070 |
| Total debt securities | $6,077,000 | 8,241 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |